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st: Re: AIC or BIC for 2sls or GMM

From   Ayman Farahat <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: Re: AIC or BIC for 2sls or GMM
Date   Wed, 14 Mar 2012 08:55:16 -0700 (PDT)


I am trying to compute AIC or BIC for a 2sls ( i can also use iverg2 and GMM). In both cases, i want to find whether i am using too many independent variables and one way to do this 

is through an information criteria say AIC or BIC. The challenge is that i cant readily get a likelihood function. Is there a way i can the likelihood function for 2sls or GMM.

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