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by cucu
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...
by cucu
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...

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