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The BIC for the VAR Is

Question 28

Multiple Choice

The BIC for the VAR is


A) BIC(p) = ln[det ( The BIC for the VAR is A) BIC(p) = ln[det ( u) ] + k(kp+1) B) BIC(p) = ln[det ( u) ] + k(p+1) C) BIC(p) = ln[det ( u) ] + k(kp+1) D) BIC(p) = ln[SSR(p) ] + k(p+1) u) ] + k(kp+1)
The BIC for the VAR is A) BIC(p) = ln[det ( u) ] + k(kp+1) B) BIC(p) = ln[det ( u) ] + k(p+1) C) BIC(p) = ln[det ( u) ] + k(kp+1) D) BIC(p) = ln[SSR(p) ] + k(p+1)
B) BIC(p) = ln[det ( The BIC for the VAR is A) BIC(p) = ln[det ( u) ] + k(kp+1) B) BIC(p) = ln[det ( u) ] + k(p+1) C) BIC(p) = ln[det ( u) ] + k(kp+1) D) BIC(p) = ln[SSR(p) ] + k(p+1) u) ] + k(p+1)
The BIC for the VAR is A) BIC(p) = ln[det ( u) ] + k(kp+1) B) BIC(p) = ln[det ( u) ] + k(p+1) C) BIC(p) = ln[det ( u) ] + k(kp+1) D) BIC(p) = ln[SSR(p) ] + k(p+1)
C) BIC(p) = ln[det ( The BIC for the VAR is A) BIC(p) = ln[det ( u) ] + k(kp+1) B) BIC(p) = ln[det ( u) ] + k(p+1) C) BIC(p) = ln[det ( u) ] + k(kp+1) D) BIC(p) = ln[SSR(p) ] + k(p+1) u) ] + k(kp+1)
The BIC for the VAR is A) BIC(p) = ln[det ( u) ] + k(kp+1) B) BIC(p) = ln[det ( u) ] + k(p+1) C) BIC(p) = ln[det ( u) ] + k(kp+1) D) BIC(p) = ln[SSR(p) ] + k(p+1)
D) BIC(p) = ln[SSR(p) ] + k(p+1) The BIC for the VAR is A) BIC(p) = ln[det ( u) ] + k(kp+1) B) BIC(p) = ln[det ( u) ] + k(p+1) C) BIC(p) = ln[det ( u) ] + k(kp+1) D) BIC(p) = ln[SSR(p) ] + k(p+1)

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