Test for structural breaks with known break dates
Test for a structural break with an unknown break date
Wald and likelihood-ratio tests
Robust to heteroskedasticity
It's called a structural break when a time series abruptly changes at a point in time. This change could involve a change in mean or a change in the other parameters of the process that produce the series.
Being able to detect when the structure of the time series changes can give us insights into the problem we are studying. Structural break tests help us to determine when and whether there is a significant change in our data.
Commands estat sbknown and estat sbsingle test for a structural break after estimation with regress or ivregress. Both are robust to unknown forms of heteroskedasticity, something that cannot be said of traditional Chow tests.
The estat sbcusum command tests for stability in regression coefficients over time after estimation with regress, and the test can be used as a test for structural breaks.