[Gretl-devel] Chow and QLR tests

A user has pointed out to me that gretl's definition of the break point in the Chow and QLR tests is not the majority definition. That is, when we do a Chow test with "break at observation tau", the dummies we create kick in at tau. This is certainly defensible, but the more standard procedure is to make the dummies kick in at tau+1: tau is then the last observation of regime 1 rather than the first observation of regime 2. I'm wondering if we should change this (and document it), or maybe just document clearly what we do at present. Any thoughts? Allin