Bulent,
The answer is affirmative.
1) Run the arch model.
2) type: est store modelname
3) Run another arch model.
4) type: est store newmodelname
5) type: est stats _all
PS: modelname and newmodelname are chosen by you.
Regards,
Bob Yaffee
----- Original Message -----
From: "Koksal, Bulent" <[email protected]>
Date: Sunday, January 6, 2008 5:23 am
Subject: st: arch garch aic bic
To: [email protected]
> Can we use AIC and BIC as usual after arch/garch models? Thank you.
>
> --
> B�lent K�ksal
>
> *
> * For searches and help try:
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* For searches and help try:
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