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st: test for structural break in panel


From   Thomas <tpt21@cam.ac.uk>
To   statalist@hsphsun2.harvard.edu
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:

http://www.stata.com/statalist/archive/2004-07/msg00075.html

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:

http://www.hsph.harvard.edu/cgi-bin/lwgate/STATALIST/archives/statalist.0707/date/article-556.html

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

Where am I wrong?

Thanks,
Thomas

--
________________________________
Thomas Triebs
email: tpt21@cam.ac.uk

PhD Candidate
Judge Business School
University of Cambridge

Member of the Electricity Policy
Reseach Group
www.electricitypolicy.org.uk

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