[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
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