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st: Test for structural break in panel
From
David Ashcraft <[email protected]>
To
[email protected]
Subject
st: Test for structural break in panel
Date
Sat, 10 Mar 2012 01:22:43 -0800 (PST)
I am wondering, if someone can help me in how to know the structural break in panel data. I believe I can do that by incorporating dummy variables in my regression. Unfortunately, I am running a probit regression and dummy year variables are almost same for each year resulting in omitting variables. I have looked in the previous posting and found the following:
http://www.stata.com/statalist/archive/2008-09/msg00783.html
I believe, this is quite common analysis with panel data. There may be some command/user written program that can help me with this.
I shall really appreciate any support
Regards
David
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