chow test for three OLS

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tarox
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Joined: Thu Aug 28, 2014 6:46 pm

chow test for three OLS

Postby tarox » Thu Nov 13, 2014 1:39 am

Dear all

I am working on my thesis and i need to use Chow test for my regression model ,,

I am using the OlS model for three period depend on conditions of stock market, the first one is for all period which is from Jan 2003 to Jul 2014 ,,, the second regression is from Jan 2003 to Feb 2006 ,, the third Regression is from Mars 2006 to Jul 2014,,,

my question is where should i use chow test on which model should i use it or there are other test ( each model face different problems and has different regression model for the full period the regression i used log - log data , for the next one normal regression and for the third i used Log - normal data ) and i know there is different between (Jan 2003 - Feb 2006) the observations here are 38, and (Mars 2003 - Jul 2013) the observations here are 101 ,,,the total observations are 139 and i am using eviews 7

should i use chow test or there any test on eviews for my situation ? :?

thank you

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