Chow test for equation estimated using 2SLS

[pappace]

Dear all,

I have a question concerning the Chow breakpoint test applied to an equation estimated by 2SLS. The issue is following: I noticed that the Chow breakpoint test may provide different results according to the way in which the equation is specified (respectively, by list or by formula). But that difference is not systematic. As an example, an Eviews workfile with two equations is attached to this message. Eq1 and eq2 are both estimated using the 2SLS estimator. For each of them, you can find the two specifications, by list and by formula. For Eq1, the outcome of the Chow test applied to the specificantion by list is different compared to the one obtained from the specfication by formula. By contrast, the result is the same for the two specification of equation 2. Please, could you provide any insight on this? Which specification, by list or by formula, do you suggest to use in order to perform the tests?

Regards

pappace

[EViews Gareth]

This looks like a bug in the test by list. For now use the by expression.