how to modify Quandt Andrews Test/ Quandt Likelihood Ratio
Posted: Thu Jun 20, 2013 12:41 am
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!
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!