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st: test for structural break in panel

From   Thomas <>
Subject   st: test for structural break in panel
Date   Thu, 18 Sep 2008 17:30:44 +0100

Dear Statalisters,

is there a way to search for a structural break in a panel data set?

I found the following:

where I could re-run the analysis for all my years. But I am wondering whether there is a
rolling option along the lines of:

But I do not to get meaningful results when combining /rolling/ or /rolling2/ with /xtreg/.

Where am I wrong?


Thomas Triebs

PhD Candidate
Judge Business School
University of Cambridge

Member of the Electricity Policy
Reseach Group

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