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IZA Journal of European Labor Studies

Table 6 Lag selection criteria

From: Unemployment dynamics and the Beveridge curve in Greece

lag

LL

LR

df

p

FPE

AIC

HQIC

SBIC

0

490.725

   

2.6e-16

−24.55

−24.3664

−24.0382

1

573.496

165.54

16

0.000

8.5e-18

−27.9742

−27.5456*

−26.7798*

2

592.331

37.671*

16

0.002

7.7e-18*

− 28.1196*

−27.4462

−26.2427

3

600.304

15.945

16

0.457

1.3e-17

−27.7079

−26.7896

−25.1486

  1. "Note: The chosen specification is the one with 2 lags (based on LR, FPE, AIC - test value indicated in italics). A "*" points to the lag selected by each test"
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