Dear Statalist,

I want to do a chow test but I have not found information with moving window in Stata, only in R.

I am testing data of financial frauds, in specific I want know what happen with the coefficients when occur a fraud but using a moving window to know when the coefficient returns to be the same than before the fraud. I need to found significance between the coefficient before and after and know the date when the significance occurs. I already know the date of the break, but I need to compute this in Stata and I am lost.

In R exist a package called strucchange but I want to use Stata.

This is a paper where that package is used:

Link

I want do the same in Stata.

Can anybody help me?

Thanks you.

I want to do a chow test but I have not found information with moving window in Stata, only in R.

I am testing data of financial frauds, in specific I want know what happen with the coefficients when occur a fraud but using a moving window to know when the coefficient returns to be the same than before the fraud. I need to found significance between the coefficient before and after and know the date when the significance occurs. I already know the date of the break, but I need to compute this in Stata and I am lost.

In R exist a package called strucchange but I want to use Stata.

This is a paper where that package is used:

Link

I want do the same in Stata.

Can anybody help me?

Thanks you.

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