Search found 2 matches

by Frusciante123
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.
by Frusciante123
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...

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