Search found 2 matches
- Sat Jan 30, 2010 2:22 am
- Forum: Econometric Discussions
- Topic: Quandt-Andrews und Chow
- Replies: 2
- Views: 4589
Re: Quandt-Andrews und Chow
I'm using a computer at my university, it's runnning eviews6. I don't know if there are any updates for the Andrew-Quandt and if i could install them on the university's computer but I wil check.
- Fri Jan 29, 2010 3:39 pm
- Forum: Econometric Discussions
- Topic: Quandt-Andrews und Chow
- Replies: 2
- Views: 4589
Quandt-Andrews und Chow
Hi, I've been running a Quandt-Andrews-Test to identify a structural break in my time series data. The test leads to a date which perfectly fits the economic background but is not very significant (p value is 0.187 for maximum wald statistic and 0.21 for exp wald statistic). But when I take the brea...
