The BIC for the VAR Is
A)BIC(p)= Ln[det $\hat \Sigma$

question 16

Multiple Choice

The BIC for the VAR is

• A)BIC(p)= ln[det ( \(\hat \Sigma\) _u)] + k(kp+1) \(\frac { 2 } { T }\)
• B)BIC(p)= ln[det ( \(\hat \Sigma\) _u)] + k(p+1) \(\frac { \ln ( T ) } { T }\)
• C)BIC(p)= ln[det ( \(\hat \Sigma\) _u)] + k(kp+1) \(\frac { \ln ( T ) } { T }\)
• D)BIC(p)= ln[SSR(p)] + k(p+1) \(\frac { \ln ( T ) } { T }\)

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