Am 26.06.2019 um 17:01 schrieb Marcelo Duarte:
> I have tried upgrading and downgrading gretl and the same keeps
> When I run the Chow test, a new window opens with the augmented
> but in neither appears the statistics and p-value.
> The model I'm working on contains lagged independent variables, and,
> just to get that idea out of my head, I've tried to run it without the
> laggs: It appeared.
If you can reproduce it, please specify a concrete example, ideally with
one of the example data files, or if it is a small dataset you can also
attach it (I think). Be very specific what model you estimate.
(And I guess you mean lagged dependent, not independent? I _thought_ I
just saw a case where I had this problem, but then I couldn't reproduce
I'm sorry but I can't seem to find a database somewhat similar to mine on
data file examples.
I'm attaching the *.gdt file were the problem occurs.
The regression is as follows:
panel FDIstock 0 lnGDP(-1) XR(-1) BIT Border PT --pooled --robust
chow Eurozone --dummy
chow IberoAm --dummy
Hope you can help,