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st: Chow test [was: A Question Regarding -xtunitroot-]


From   Scott Merryman <scott.merryman@gmail.com>
To   statalist@hsphsun2.harvard.edu
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 <yuval.arbel@gmail.com> 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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