Hi, I am running the following regression:
There are 100 observations, and I test for a structural break at observation 50.
How would I use the Chow Test with interaction dummies to see whether I reject or not the null of a structural break?
Code:
reg Y1 X1 X2 X3
How would I use the Chow Test with interaction dummies to see whether I reject or not the null of a structural break?
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