Diebold - Study Notes - Reading 16 - AIC and SIC

[Dr. Jayanthi Sankaran]

Hi David,

Is it necessary to memorize Akaike Information criteria and Schwarz Information Criteria for purposes of the exam?

Thanks!
Jayanthi

 

[ShaktiRathore]

Hi jayanti
Please refer to the AIMs in the frm study guide of the exam. If these topics are to be tested in the exam, these would be mentioned in the Aims of the guide.
Thanks

 

[Dr. Jayanthi Sankaran]

Hi Shakti,

This year's AIMs are contained in the FRM Program Manual 2015. Yes, the Akaike and Schwarz Information Criteria are both mentioned in the AIMs.

Thanks!
Jayanthi

 

[ShaktiRathore]

That means its neccessary to memorize this and this answers your question.
Thanks