Dear Stata team,
I am currently analysing panel data for my research and I want to perform a Chow Break test and an augmented Dickey Fuller test. However, I cannot figure out which commands I need to use for panel data as I only know how to use it for time-series data. I would be very happy if someone could please provide me with some additional information.
Thank you in advance.
Kind regards,
Inès Klein
Related Posts with Augmented Dickey Fuller and Chow Break test
event study linear regression modelDear all, I read previous posts about event study, but I still cannot find my starting point for co…
Lagged Dependent Variable (Panel)Is it appropriate to include the dependent variable as a control in an FE panel regression. Previous…
A few questions about my analysis in StataDear all, I am new on this forum, so I hope I'm posting these questions on the right place. I am n…
Fixed Effects: Variables Indexed by Country, Sector and TimeI am trying to run a regression for fixed effects specifications. The dependent variable is Volatili…
Extracting information out of matrices' observations.Hey, I have a dataset of around 50 vars and 30k obsevations. I have created a matrix that stores re…
Subscribe to:
Post Comments (Atom)
0 Response to Augmented Dickey Fuller and Chow Break test
Post a Comment