Re: [Gretl-users] Lag Order for ADF Test
On Mon, 21 Mar 2011, Giuseppe Vittucci wrote:
Btw, I was wondering why in the gretl output for panel unit root
tests
the information criteria, which might be useful to select the right lag
order, are not reported by default.
I've now added printing of AIC, BIC and HQC when the --verbose
option is given with the "adf" or "kpss" command.
Allin Cottrell