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Hmm... all of my data points are defined, though I suppose that it's possible that the Chow test statistic is undefined for some date or another, and is leading to an error for the overall quandt/andrew's test. Is there any way to know which particular observation is causing the error? I guess I cou...

Gareth, I followed your instructions and was able to conduct a Quandt-Andrews test for an unknown break date for a single equation taken from a VAR. After doing some further work, however, I found that I needed to take first differences for a few of my series in order to deal with issues of non-stat...