Performing a Chow test on cross-sectional data

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dmarkdal
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Joined: Mon Jul 20, 2015 6:51 am

Performing a Chow test on cross-sectional data

Postby dmarkdal » Mon Jul 20, 2015 6:58 am

Hello EViews

I've read in my econometrics textbook (Verbeek, 2012, 4th edition, p. 71) that the Chow test can be performed on cross-sectional data as well.

In Eviews, however, it seems to me as if the Chow test can only be performed on panel data, i.e. you need to specify a breakpoint "date".

Is there a way to perform the test on cross-sectional data in Eviews and, if so, how to do it?

Thanks in advance

Regards
Daniel

EViews Gareth
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Re: Performing a Chow test on cross-sectional data

Postby EViews Gareth » Mon Jul 20, 2015 8:19 am

You can enter an observation number instead of a date. Also, look up the Factor Breakpoint Test in the manual.

dmarkdal
Posts: 2
Joined: Mon Jul 20, 2015 6:51 am

Re: Performing a Chow test on cross-sectional data

Postby dmarkdal » Mon Jul 20, 2015 10:29 am

Thanks a lot!


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