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st: test for structural break in panel
Dear Statalisters,
is there a way to search for a structural break in a panel data set?
I found the following:
http://www.stata.com/statalist/archive/2004-07/msg00075.html
where I could re-run the analysis for all my years. But I am wondering
whether there is a
rolling option along the lines of:
http://www.hsph.harvard.edu/cgi-bin/lwgate/STATALIST/archives/statalist.0707/date/article-556.html
But I do not to get meaningful results when combining /rolling/ or
/rolling2/ with /xtreg/.
Where am I wrong?
Thanks,
Thomas
--
________________________________
Thomas Triebs
email: [email protected]
PhD Candidate
Judge Business School
University of Cambridge
Member of the Electricity Policy
Reseach Group
www.electricitypolicy.org.uk
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