estat sbknown — Test for a structural break with a known break date.

StataCorp. (2025). estat sbknown — Test for a structural break with a known break date. Stata Time-Series Reference Manual.

Type

Web resource

Intellectual base

Web

Year

2025

Link

https://www.stata.com/manuals/tsestatsbknown.pdf

Cited by

1 citation across 1 artifact.

Domain-specific

• Chow Test
  • It fits a restricted pooled model that forces coefficient stability, fits unrestricted partition-specific models that allow every tested coefficient to differ, and asks whether the reduction in residual sum of squares from allowing separate vectors is large relative to the unrestricted residual variance.

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