Chow Test

In these videos we see step by step how to identify a structural break using a Chow test (part 1). We also examine the same problem using a test for restrictions (part 2) and then we quickly replicate the results using other econometric software namely SAS, E-views and SPSS

Once you watch the videos you can replicate the results in the videos by using the excel file on your right. Just click and download.

You can also find the necessary code in the word file which you can then copy/paste to the command windows in each program (Stata, SAS, E-views, SPSS)

Part 1. Structural Change using the Chow Test - in Stata (part 1/5 Chow Test)

Chow Test

Part 1. Structural Change using the Chow Test - in Stata (part 1/5 Chow Test)

Part 2. Structural Change using test for restrictions (part 2/5)

Part 3. Structural Change- Chow test using SAS (part 3/5)

Part 4. Structural Change- Chow test using Eviews (part 4/5)

Part 5. Structural Change- Chow test using SPSS (part 5/5)