Chow Test- And more

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.

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Wade1987
Posts: 4
Joined: Sat Oct 17, 2009 4:58 pm

Chow Test- And more

Postby Wade1987 » Sun Oct 18, 2009 5:38 pm

i have run a regression model that contains 6 different variables. Howevere there is a hypothesis that this regression may be different when we change our sample, breaking it up by a dummy variable, in my case used cars where 0=new car 1= used car. how can i run a regression with just used car=0 so that all my other varibles just reflect when used car=0?
this is to do a Chow Test
Help would be greaty apreciated

EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Chow Test- And more

Postby EViews Gareth » Sun Oct 18, 2009 6:05 pm

Look up Factor Breakpoint Test in the manual - I believe it does exactly what you want.


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