I want to used the funtion ur.ers (DF-GLS unit root test) from the urca
packet, but there is not a test which give me the optimal lags in the
posibilities of the packet.
I am interested in know if there is a program to calculed this optimal lag,
or if someone know which one is the maximal criterium used in the
maximization of the function using to obtain this unit root criterium.
Thank you very much for your help in advance,
--
--
Karla Hernández
Department für Agrarökonomie
und Rurale Entwicklung
Universität Göttingen
Platz der Göttinger Sieben 5
37073 Göttingen
Tel.: 0551/39-4828
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