Can One Measure Relative Chow Breaks?

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mscarlatos
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Joined: Fri Apr 24, 2009 9:23 am

Can One Measure Relative Chow Breaks?

Postby mscarlatos » Wed Jun 30, 2010 5:55 pm

I have two sets of related panel data each of which have been tested for a break at a particular data. Their Chow F statistics signal breaks for both panels. However, is there a way to compare one break with the other so that I can say one group breaks more than the other?
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