Hi again,
running a regression that includes a shift dummy for 1989q3 and then
doing a Chow test for that exact date gretl omits its own split dummy
due to collinearity (ok, of course) and yields:
a test statistic F(0,148) = 1.#INF,
which is still not so problematic, but then:
a p-value of P(F(0,148)> 1.#INF) = 1.79769e+308
with a positive exponent and that is clearly wrong. I guess NA would be
more appropriate.
thanks,
sven