Stability Test - Count regressions

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thesis
Posts: 19
Joined: Mon May 09, 2011 8:32 am

Stability Test - Count regressions

Postby thesis » Fri Jul 29, 2011 6:05 am

Hi all,

Unfortenately, no stability tests are available in the Eviews menu for count data ( Poisson, Negative Binomial count etc.) Does it work to apply the Chow test statistic manually on my regressions? Or does anybody have any other suggestions for testing parameter stability of count regressions?

Thanks!
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