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st: Chow test [was: A Question Regarding -xtunitroot-]
From
Scott Merryman <[email protected]>
To
[email protected]
Subject
st: Chow test [was: A Question Regarding -xtunitroot-]
Date
Mon, 10 Sep 2012 05:51:44 -0500
On Sun, Sep 9, 2012 at 1:08 AM, Yuval Arbel <[email protected]> wrote:
> Scott, I thank you very much for your answer.
>
> Eventually I tried the following solution:
>
> I ran -xtreg- with -fe- option where the dependent variable is Y(i,t)
> and the independent variable is Y(i,t-1). At the bottom of the output
> appears the Chow test for fixed effects.
>
> How does that sound?
I am not aware that a Chow test is conducted in such a manner.
Scott
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