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st: Comparing the similar model (but one in level and the other after taking the 1st difference)
From
"Almutairi T." <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Comparing the similar model (but one in level and the other after taking the 1st difference)
Date
Tue, 24 Jan 2012 00:28:02 +0000
Dear in Stata-list
I estimated the same model twice, but one in level and the other after taking the 1st difference (to get rid of AR1)
I am looking for a goodness of fit measure for pooled time
series models other than R^2 (as it is not suitable for model with unsimilar dependent variable)
Does log-likelihood values (and BIC or AIC) suitable to compare b/w these 2 models?
regards
Talal
University of Southampton
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