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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!

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