Statistics and econometrics help forum  

Go Back   Statistics and econometrics help forum > Subject > Econometrics

Thread Tools Display Modes
Old 01-29-2010, 09:37 PM
Frusciante85 Frusciante85 is offline
Junior Member
Join Date: Jan 2010
Posts: 1
Default Quandt-Andrews und Chow

Hi, I've been running a Quandt-Andrews-Test to identify a structural break in my time series data. The test leads to a date which perfectly fits the economic background but is not very significant (p value is 0.187 for maximum wald statistic and 0.21 for exp wald statistic). But when I take the breakpoint and run a chow test I get a good significant result.
So, my first question: Is this a common result if both test are combined?
And: Is it statistically feasible to take the not significant result of the QA-test and use it for chow's?

Thanks in advance for your help!
Reply With Quote

chow, quandt-andrews, structural break, time series

Thread Tools
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off

Forum Jump

All times are GMT. The time now is 08:42 AM.

Powered by vBulletin® Version 3.8.3
Copyright ©2000 - 2016, Jelsoft Enterprises Ltd.