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- Wed Apr 04, 2012 11:37 am
- Forum: Econometric Discussions
- Topic: Quandt Andrews Test Vs Chow Test
- Replies: 3
- Views: 11494
Quandt Andrews Test Vs Chow Test
hello there! just a quick question! i run the Quandt Andrews unknown breakpoint test and all three statistics fail to reject the Ho of No Breakpoints (at all significant levels). However, if i use the date when the max LR F stat appears to run a Chow test, the Ho of No breaks is rejected at 5%. whic...