EViews.com

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

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

Thanks a lot!