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Financial Innovation

Table 3 Lag Length Selection Criteria

From: Assessing the spillover effects of U.S. monetary policy normalization on Nigeria sovereign bond yield

  1. * indicates lag order selected by the criterion
  2. LR sequential modified LR test statistic (each test at 5% level), FPE Final prediction error, AIC Akaike information criterion, SC Schwarz information criterion, HQ Hannan-Quinn information criterion
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