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st: Tiao-Goldberger test

From	Michael Stobernack <[email protected]>
To	[email protected]
Subject	st: Tiao-Goldberger test
Date	Fri, 13 Feb 2009 13:36:45 +0100

Dear all,

I'm looking for the Tiao-Goldberger test for testing the equality ofindividual regression coefficients of four different subsamples. Isthere any implementation in Stata?


Thanks a lot for any hints

Michael

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