User’s Guide : Information Criteria : References
Grasa, Antonio Aznar (1989). Econometric Model Selection: A New Approach, Dordrecht: Kluwer Academic Publishers.
Akaike, H. (1987). “Factor Analysis and AIC,” Psychometrika, 52(3), 317–332.
Lütkepohl, Helmut (1991). Introduction to Multiple Time Series Analysis, New York: Springer-Verlag.
Ng, Serena and Pierre Perron (2001). “Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power,” Econometrica, 69(6), 1519-1554.