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st: Breaks in ordered probit model

From   Erik Berwart <[email protected]>
To   [email protected]
Subject   st: Breaks in ordered probit model
Date   Mon, 31 Jan 2011 17:49:53 +0000

I have a panel data of credit rating changes for almost 10 years.
because of the ordered nature of credit rating changes I used an ordered probit model to regress the credit rating changes.
I suspect that the coefficients of the regression changes through time. I wonder if there is some test to be certain of my intuition?
If it does exist, how can I perform that test?


Erik Berwart 
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