[Gretl-users] Multivariate infomation criteria

How are information criteria (e.g. AIC) calculated for VAR and VECM? For univariate models, the formula is given on page 151 in the documentation, but what about multivariate models? I can’t find any documentation in the manual. Cheers, Torben Schmith -- ***************************************************************** Torben Schmith Senior scientist Center for Ocean and Ice Danish Meteorological Institute Lyngbyvej 100 DK-2100 Copenhagen Ø DENMARK Phone direct : +45 39 15 74 44 Phone switch : +45 39 15 75 00 Fax : +45 39 15 73 00 E-mail : ts(a)dmi.dk Homepage : http://ocean.dmi.dk/staff/ts/ts.html *****************************************************************