Complete results for lag length selection

Dallas S. Batten and Daniel Thornton

No 1983-009, Working Papers from Federal Reserve Bank of St. Louis

Abstract: This paper presents the detailed results of employing the various lag-length-selection criteria outlined in \"Lag Length Selection Criteria: Some Empirical Results for the St. Louis Equation.'' Tables 1 through 6 are for a maximum lag of 8; tables 7 through 12, a maximum lag of 12; and tables 13 through 18, a maximum lag of 16. Table 19 contains the likelihood ratio test results of all the alternative lag specifications considered.

Date: 1983
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DOI: 10.20955/wp.1983.009

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