to capture structural break in panel data series, whether we must add time dummy in regression equation or must apply chow test? which method would be better?
you can use stata to do the test. Chow test is applicable when break point is pre determined.
I mean to ask ..can we apply chow test on panel data? or better to use dummy variable?
yes
go through
https://www.stata.com/support/faqs/statistics/computing-chow-statistic/
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