(EViews10):Estimate Chow Test for Structural Break
CrunchEconometrix CrunchEconometrix
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 Published On Apr 2, 2018

The Chow test is used to test for break points or structural changes in a model. The test can be used for single break points and when the date of the break is known. The null hypothesis is that there is no break against the alternative of a breakpoint. If the value of the F-statistic is significant, reject the null hypothesis of no break. This hands-on tutorial shows how to perform the Chow test for structural breaks in EViews10.

Here is the link to the engee1.xlsx dataset used for this tutorial (endeavour to have a Google account for easy accessibility): https://drive.google.com/drive/u/1/fo...

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