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- Thu May 07, 2009 8:36 pm
- Forum: Econometric Discussions
- Topic: Chow BreakPoint Test Questions
- Replies: 0
- Views: 7202
Chow BreakPoint Test Questions
1. Should I complete the Chow Break Point Test with all Independent Variables in a time series regression, or just the IV that I am concerned with? My F statistic is higher when I include all the variables. 2. Should I select the date by logic? One date, two dates? a. If I select two dates, is it ch...