Stability Test - Count regressions
Posted: 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!
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!