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Complete results for lag length selection


  • Dallas S. Batten
  • Daniel L. Thornton


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.

Suggested Citation

  • Dallas S. Batten & Daniel L. Thornton, 1983. "Complete results for lag length selection," Working Papers 1983-009, Federal Reserve Bank of St. Louis.
  • Handle: RePEc:fip:fedlwp:1983-009

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