how to modify Quandt Andrews Test/ Quandt Likelihood Ratio

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Post Reply
katrin
Posts: 16
Joined: Sat Jun 08, 2013 6:41 am

how to modify Quandt Andrews Test/ Quandt Likelihood Ratio

Postby katrin » Thu Jun 20, 2013 12:41 am

Hi,

i've got pooled data and would like to fish for a break date (or more). Is it possible to run the Quant Andrews Test / Quandt Likelihood Ratio for pooled data? Or for panel data?

Thanks for your help!
Top
EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13586
Joined: Tue Sep 16, 2008 5:38 pm

Re: how to modify Quandt Andrews Test/ Quandt Likelihood Rat

Postby EViews Gareth » Thu Jun 20, 2013 8:17 am

Unfortunately it is not built in, no.
Top
Post Reply

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests