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st: Tiao-Goldberger test


From   Michael Stobernack <stobernack@fh-brandenburg.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: Tiao-Goldberger test
Date   Fri, 13 Feb 2009 13:36:45 +0100

Dear all,

I'm looking for the Tiao-Goldberger test for testing the equality of individual regression coefficients of four different subsamples. Is there any implementation in Stata?

Thanks a lot for any hints

Michael

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