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SUCHOWTEST: Stata module to calculate successive Chow tests on cross section and time series data

Author

Listed:
  • Diallo Ibrahima Amadou

Programming Language

Stata

Abstract

suchowtest performs successive Chow tests on cross-section and time series data. Habitually, when we are doing the Chow test, we split the sample of study in two subsamples using an exogenous break point. Unlike the previous method, the command suchowtest finds the break point endogenously. We do not have to supply a break point. If there is a threshold, the command finds it by using the information given by the data. If there is no break point the command will inform us too. This method of finding thresholds appears to be more reasonable in cases where the researcher does not know a priori the breaking point. The theory behind the command suchowtest is provided by Berthelemy and Varoudakis (1996).

Suggested Citation

  • Diallo Ibrahima Amadou, 2012. "SUCHOWTEST: Stata module to calculate successive Chow tests on cross section and time series data," Statistical Software Components S457536, Boston College Department of Economics, revised 23 Jan 2014.
    • Handle: RePEc:boc:bocode:s457536
    Note: This module should be installed from within Stata by typing "ssc install suchowtest". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/s/suchowtest.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/suchowtest.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/suchowtestcross.dta
    File Function: sample data file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/suchowtesttime.dta
    File Function: sample data file
    Download Restriction: no
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    Citations

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    Cited by:

    1. Jorge Díaz-Lanchas & José Luis Zofío & Carlos Llano, 2022. "A trade hierarchy of cities based on transport cost thresholds," Regional Studies, Taylor & Francis Journals, vol. 56(8), pages 1359-1376, August.
    2. Diaz-Lanchas, Jorge & Llano, Carlos & Zofío, José Luis, 2013. "Trade margins, transport cost thresholds and market areas: Municipal freight flows and urban hierarchy," Working Papers in Economic Theory 2013/10, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History).

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