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Basic Econometrics 5th Edition by Damodar Gujarati,Dawn Porter
Edition 5ISBN: 978-0073375779Basic Econometrics 5th Edition by Damodar Gujarati,Dawn Porter
Edition 5ISBN: 978-0073375779 Exercise 15
In Section 13.9 you were introduced to the Schwarz Information criterion (SIC) to determine lag length. How would you use this criterion to determine the appropriate lag length in a VAR model
Explanation
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The given information:
Vector autoregre...
Basic Econometrics 5th Edition by Damodar Gujarati,Dawn Porter
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