st: Tiao-Goldberger test

[Michael Stobernack <stobernack@fh-brandenburg.de>]

Thank you very much to Kit Baum.
It doesn't seem to be common to use the Tiao-Goldberger-test in order 
to test the equality of individual regression coefficients of four 
different subsamples. Of course, one can use the Chow-test, but this 
test doesn't offer which of the coefficients differ.
Another possibility could be to incorporate dummy variables and 
interaction terms for the different groups of interest. Since I have 
got four different groups I need three dummies and many interactions 
terms, so I loose (to) many degrees of freedom (n=50).

Thank you very much again and sorry for not to mention that I did use 
findit without finding anything about Tiao-Goldberger.

Best regards,

Michael

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