On Sat, 23 Jul 2005, jack wrote: > [M]ost packages compute the AIC and BIC criteria for VARs by using > the average loglikelihood, whereas we use the total loglik. After > adjusting the correction factors accordingly, this means that we > end up with information criteria that are exactly n times those > from other packages (I checked with Stata and Eviews).
I have no particular commitment to using the total loglik, so let's go with what the other packages do. (I set up those functions without checking what is "standard".) Allin.
