Table 5 Selection order criteria for panel VAR.

From: ESG uncertainty, investor attention and stock price crash risk in China: evidence from PVAR model analysis

Lag

AIC

BIC

HQIC

1

2.06307

4.92332

3.00731

2

2.3123

5.60924

3.40936

3

2.31916

6.18618

3.61754

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