Search found 2 matches
- Tue May 06, 2014 9:09 am
- Forum: Econometric Discussions
- Topic: Chow Breakpoint test
- Replies: 2
- Views: 3219
Re: Chow Breakpoint test
Thanks a lot for your input. Then in my case, what test should I use to test if there is any structure change? Thanks.
- Tue May 06, 2014 7:57 am
- Forum: Econometric Discussions
- Topic: Chow Breakpoint test
- Replies: 2
- Views: 3219
Chow Breakpoint test
Hi I have a time series data from 1990 to 2012. After estimation, I want to test if there the result is stable so I used the Chow Breakpoint test. I picked up year 2002 as a breakpoint. Eviews provides three tests under this category: F-statistic, Log likelihood ratio, and Wald statistic. I found th...