Chow Breakpoint Test
Posted: Mon Jul 15, 2013 2:53 am
Dear Forum,
I have problems performing the chow breakpoint test on my database.
My dataset decribes several countries (86) for a range of 17 years (1996-2012) with about 28 dependent and explanatory variables. I am usually analyzing this set by importing the excel file as a dated panel (dated series: 1996-2012 and cross section ID series: country). These variables are organised in columns, with the first two being year and country.
However, I found that under this setting the chow breakpoint test is not available (or at least I could not find it). Importing the data in another structure does not yield usable results (e.g. time series 1996-2994). Could someone describe me the necessary steps, so I can import the data in a usable fashion?
I am sure there is an easy solution for this problem. Please be merciful with me if I just overlooked a basic step. Thank you so much in advance!
I have problems performing the chow breakpoint test on my database.
My dataset decribes several countries (86) for a range of 17 years (1996-2012) with about 28 dependent and explanatory variables. I am usually analyzing this set by importing the excel file as a dated panel (dated series: 1996-2012 and cross section ID series: country). These variables are organised in columns, with the first two being year and country.
However, I found that under this setting the chow breakpoint test is not available (or at least I could not find it). Importing the data in another structure does not yield usable results (e.g. time series 1996-2994). Could someone describe me the necessary steps, so I can import the data in a usable fashion?
I am sure there is an easy solution for this problem. Please be merciful with me if I just overlooked a basic step. Thank you so much in advance!