I'm using Stata 14 with Windows 10 OS.
I have quarterly data time series and I want to test to structural breaks of unknown possible dates. Someone suggested me to use rolling chow test, but did not know exactly how to procedure.
Does anyone have a good idea about how to identify these breaks??
I have quarterly data time series and I want to test to structural breaks of unknown possible dates. Someone suggested me to use rolling chow test, but did not know exactly how to procedure.
Does anyone have a good idea about how to identify these breaks??
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