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by chowchow
Sat Aug 22, 2009 3:54 am
Forum: Econometric Discussions
Topic: Chow test and Structual breaks.
Replies: 2
Views: 13907

Re: Chow test and Structual breaks.

Basically I have identified a possible structural break in my data using graphs. My sample period was from 2000-2009, now I'm looking to split the data. I want to carry out a chow test to find the exact location of the structural break for 2 variables, so I can split the data at the same point. I ha...
by chowchow
Fri Aug 21, 2009 1:58 pm
Forum: Econometric Discussions
Topic: Chow test and Structual breaks.
Replies: 2
Views: 13907

Chow test and Structual breaks.

Hi, Im having a problem with running a chow test. I have a sample period of the Bovespa and Oil prices from 2000-2009. I've identified a structural break around 05/2008 for both variables by using a graph. (this is approx start of the current financial crisis) So I'm looking to get a similar break p...

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