Hello Tom,
I have read the procedure definition varlagselect.src.
I have a question: what is the formula for the called function %logconcdensity( , ) ? Could please you give me a reference?
Thanks,
Wilshire
Search found 1 match
- Tue Jan 21, 2014 10:15 am
- Forum: RATS Procedures
- Topic: VARLAGSELECT—Automatic lag selection in a VAR
- Replies: 27
- Views: 55753