Search found 2 matches
- Sun Aug 10, 2014 9:04 am
- Forum: Estimation
- Topic: Comparing coefficients of two models
- Replies: 3
- Views: 3783
Re: Comparing coefficients of two models
Thank you for your response. What I can understand from the users guide is that the Chow test shows whether there's a structural change occurring between the two periods, which is good. The way I interpret this is that it tells me a change in how the IV (taken together) explain the DV. I guess it do...
- Sun Aug 10, 2014 6:18 am
- Forum: Estimation
- Topic: Comparing coefficients of two models
- Replies: 3
- Views: 3783
Comparing coefficients of two models
Hi, all Not particularly savvy when it comes to econometrics, so I would appreciate your help with a problem related to comparing coefficients across models. I have a model like Y = c(0) + c(1)*X1 + c(2)*X2... I want to see the different behaviour of the model in two different periods. I guess I hav...
