[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: rolling chow test

From   "Nadine Kalwey" <>
To   "Statalist" <>
Subject   st: rolling chow test
Date   Mon, 19 Nov 2007 17:08:40 +0100

Dear Statlist Users,

I performed a rolling regression with the "rolling" command of Stata9. Now I
want to check for parameter stability statistically using a chow test.
Then, I would like to graph the behavior of the statistic over time together
with the, let's say 5%, critical value. Can somebody tell me how this works?

Thanks a lot!

*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index