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how to modify Quandt Andrews Test/ Quandt Likelihood Ratio

Posted: Thu Jun 20, 2013 12:41 am
by katrin
Hi,

i've got pooled data and would like to fish for a break date (or more). Is it possible to run the Quant Andrews Test / Quandt Likelihood Ratio for pooled data? Or for panel data?

Thanks for your help!

Re: how to modify Quandt Andrews Test/ Quandt Likelihood Rat

Posted: Thu Jun 20, 2013 8:17 am
by EViews Gareth
Unfortunately it is not built in, no.