Hello,
I am just wondering if there is a way to choose the number of lags in PESCADF or MULTIPURT panel unit root tests automatically using, for example AIC or BIC.
Thanks in advance for any help
Specialized on Data processing, Data management Implementation plan, Data Collection tools - electronic and paper base, Data cleaning specifications, Data extraction, Data transformation, Data load, Analytical Datasets, and Data analysis. BJ Data Tech Solutions teaches on design and developing Electronic Data Collection Tools using CSPro, and STATA commands for data manipulation. Setting up Data Management systems using modern data technologies such as Relational Databases, C#, PHP and Android.
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