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  • test for structural breaks in panel data

    Hi everyone,
    I am looking for a command to test for structural breaks in a panel dataset; in particular, I want first to check for breaks and then to check if there is a break at a specified date (1992 in my case).
    On the Internet I found xtbreak but Stata doesn't seem to know it. Does anybody have suggestions?
    Thanks in advance!

  • #2
    -xtbreak- is a community-contributed command given at a recent Stata users conference; however, as far as I know it has not yet been released; see https://www.stata.com/meeting/switzerland20/

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    • #3
      Thank you.
      So this means that there is no way yet to implement this kind of test?

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      • #4
        Of course there is.

        Look through this forum for Chow test for structural break.


        Originally posted by Alfonso Castelli View Post
        Thank you.
        So this means that there is no way yet to implement this kind of test?

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        • #5
          I will, thank you!

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