Chow Test for known Structural Breaks.

[Daniele Cana]

Hi everyone,
I'm doing my Master Thesis in Economics using Stata 13.
I'm working with a Panel data set( strongly balanced) and i would like to do a Chow Test, to control for structural break since my time period includes the 2008 global crisis.
During my studies i always worked with Gretl, in which it is very easy to do a Chow Test, but now with Stata i have some problems.
Indeed i have read the FAQ for that test, where there is written that i have to divide my data set in two parts, then run some regressions for each period, and then run a pooled regression.
I would like to know if there is a easier way to do that test, because i have a lots of variables and a lots of regressions.
I'll appreciate very much, if there is someone who has free time to answer me.

Kind Regards.
Daniele.

[Carlo Lazzaro]

Daniele:
welcome to the list.
You might have already taken a look at this thread: http://www.stata.com/support/faqs/st...how-statistic/.
I would take a look at -foreach- and -forval-, which make repeated Stata commands easy to do.

[Phil Bromiley]

There are many ways to test for changes in parameters between groups of observations. The ways often involve slightly different assumptions. But at the level of generality you gave, it is hard for us to help you.
If you have a lot of variables and regressions, you may want to do a loop across variables - see foreach.

[Daniele Cana]

Thank you both for the answers, indeed i guess that "foreach" command will be very useful.
I have got a panel dataset with time period of 10 years, and would like to control for structural breaks for the year 2008.
I've read the FAQ for the Chow Statistic, but i'm not able to program stata for divide my data set in two parts, the first part from 2005 to 2008 and the second part from 2009 to 2014.
Do you have something to suggest to me?
Maybe the question is not clever, but i'm a beginner with Stata and i don't know it very well.
Thank you for your time.

Daniele.