The Chow Structural Break test in Stata

Описание к видео The Chow Structural Break test in Stata

How to calculate and interpret the Chow structural break point F-statistic with worked examples in Stata.

Here is the code to get the data used in the example:
getsymbols aapl ^gspc,fm(10) fy(2019) yahoo
gen t=_n
tsset t
gen raapl=D.adjclose_aapl/L.adjclose_aapl
gen rm=D.adjclose__gspc/L.adjclose__gspc

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