VARLAGSELECT: RATS procedure to select lag length for a VAR model
Tom Doan ()
Statistical Software Components from Boston College Department of Economics
VARLagSelect chooses the lag length which minimizes one of the information criteria.
Requires: RATS 7.30
Keywords: VAR (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See http://www.estima.com/ratsfiletypes.shtml
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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:rts00228
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