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?
Mousumi Bhattacharya
you can use stata to do the test. Chow test is applicable when break point is pre determined.
0 votes
0 thanks
Mehru Nisa
I mean to ask ..can we apply chow test on panel data? or better to use dummy variable?
0 votes
0 thanks
Mousumi Bhattacharya
yes
go through
https://www.stata.com/support/faqs/statistics/computing-chow-statistic/
0 votes
0 thanks
- Badges
- Science topic
- Similar topics
- Mathematics
- Statistics
- Regression
More Mehru Nisa's questions See All
Similar questions and discussions