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Table 10 Lag selection criteria (unemployment persistence SVAR)

From: Unemployment dynamics and the Beveridge curve in Greece

lag

LL

LR

df

p

FPE

AIC

HQIC

SBIC

0

410.136

   

2.2e-11

−16.0454

−159.144

−15.7013

1

575.15

330.03*

9

0.000

4.2e-14*

−22.286*

−22.0239*

−21.5977*

2

579.368

84.373

9

0.491

5.2e-14

−22.0947

−21.7016

−21.0622

3

581.008

32.793

9

0.952

7.0e-14

−21.8003

−21.2761

−20.4237

4

583.498

49.801

9

0.836

9.4e-14

−21.5399

−20.8846

−19.8191

  1. "Note: The chosen specification is the one with 1 lags, see LR, FPE, AIC, HQIC, SBIC test (a "*" points to the lag selected by each test)"