[Gretl-users] Questions re: Chow tests

James Wells jlwells at panix.com
Thu Jun 15 11:26:13 EDT 2006


I'm working with time series data (annual from 1959 to 2004) and 
regressing my dependent variable on five explanatories, plus one lagged 
values of the dependent variable. When I run a Chow test for structural 
break, it creates only three "sd_" variables. How come?

Also, are there any plans to implement a Quandt likelihood ratio test in 
gretl?

Thanks,
James



More information about the Gretl-users mailing list