Time Series| Structural Break Test by using STATA
HTML-код
- Опубликовано: 13 дек 2024
- #StructuralbreaktestbyusingSTATA #Structuralbreaktests #BreaktestsinSTATA #CUSUMtestinSTATA
In this video I am implementing a structural break test by using STATA software. Particularly I am doing the Cumulative Sum (CUSUM) test here.
For more advance structural break test check the links below
• Time Series|Structural...
how to add dummy variables
Please also create a video for panel data
Hi Thomas. Do you want me to make a video on panel structural break or panel data regression in general?
unfortunately the command stat sbcusum is not working. What should I do? the phrase that appears is this subcommand estat sbcusum is unrecognized
May be sbcusum is not install in your stata. Use ssc install sbcusum to install it and then run the command
@@smrutiranjansahoo8743 it shows "sbcusum" not found at ssc
@@subhasishdas9045 see this www.stata.com/manuals/tsestatsbcusum.pdf
thank u !!!
You're welcome!
do file please