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I am reviewing some old results and am trying to recollect what a constrained vs unconstrained panel Chow test is. Could you please shed some light?

If your series are nonstationary, you should run a cointegration test on them which you can do in eviews6. If it turns out they are cointegrated, then it is permissible to revert to the original OLS coefficients and run Chow or Quandt Andrews tests for structural breaks.

I have two sets of related panel data each of which have been tested for a break at a particular data. Their Chow F statistics signal breaks for both panels. However, is there a way to compare one break with the other so that I can say one group breaks more than the other?

Eviews6

Under view, I see "coefficient tests" under which I do not see anythign measnuring multicollinearity unless "redundant variables" measures that. However, without even regressing, I find under "quick"..."group statistics"..."correlations." Does the la...

Dear Mr Evans: Thank you but could you be a bit more forthcoming: I run a regression but where do I look for VIF and Variance Decomposition? I ask since I cannot find them under any of the Views or Procs. Thank you.

I am unable to pull up Eviews Help anymore for some reason. Could someone tell me whether or not Eviews can run a collinearity test between two or more variables?

I have an overall panel including 7 countries across 120 quarters which I break into two subgroup panels. I understand Eviews does not perform stability tests on panel data refressions (fixed effects). However, is it wrong or right to regress the overall panel (fe) and record the residual sum of squ...

Would that be because Eviews does not do them or because they are not to be done econometrically? If it is an Eviews characteristic, I guess I can manually generate my relevant Chow F stat by breaking each panel into two (before and after a suspected breakpoint), running a fixed effects regression a...

Thank you. If I do a panel regression on one of my three panels and get the panel regression parameters and other output, does Eviews6 permit stability tests such as Chow or QuandtAndrews, on those coefficients?

Does Eviews 6 permit cross sectional Chow tests? I have time series for 7 countries with a LHS and 4 RHS variables. I would like to run a CHow on 3 of the 7 and the same on the remaining 4 of seven. If so, could you tell me what tabs I look for?

I am testing to see whether series is stationary via ADF. I get a test statistic of -2.8 vs Critical Value of -3.5 at 1%, -2.9 at 5% CV and -2.5 at 10% CV. Does this mean that my series is nonstationary at the 10% CV but statioanry at the 1% and 5% CVs?

Is the QA test simply a multiple Chow test or is it more complex? Is it correct to think that the QA test is better able than the Chow test to pick up discrete continuous instability ? The Chow is steplike in looking for a major shift in structural stability. Is the QA more capable than this and cap...

If I am indeed using White standard errors and getting disparate breakpoints far apart in time, is there any rule of thumb in econometricians use in determining whether to go by LR F or Wald F? Some of my results have the LR pointing to an intuitively appealing breakpoint while other QA tests have t...

I am running Eviews Quandt-Andrews test (not using Newey-West standard errors) and get usual output on Lr F and Wald F. However, each statistic points to a different breakpoint as far apart as 60 quarters apart. I would like to know when it is appropriate to use the LR F or Wald F , ie., are there a...