Optimal lag length Akaike and Bayesian information criteria Excel

>> DOWNLOAD LINK 🎞️ #1 <<

>> DOWNLOAD LINK 🎞️ #2 <<

>> COPY / PASTE LINK PLEASE 🎵 MP3 <<

>> YOUR LINK HERE: ___ http://youtube.com/watch?v=0-cQ-JOtqow

How one might select an optimal number of lags or parameters in an econometric model? A go-to approach is to use an information criterion. Today we are investigating the two most famous information criteria: Akaike (AIC) and Bayesian (BIC, also called the Schwartz information criterion), discussing the concepts behind them, and applying them to lag selection in Excel. • Don't forget to subscribe to NEDL and give this video a thumbs up for more videos in Econometrics! • Please consider supporting NEDL on Patreon:   / nedleducation  

#############################