Dear All
I am doing regression as follows:
Rit = constant +b1RMt + b2TWNt
My sample period ranges from January 1981 to December 2001 and my sample is 364 companies and the data is monthly.
I would like to test whether there is a structural break in the model, so I partion the sample period to three specific subperiods which are:
1- January 1981 to September 1990 (Pre);
2- October 1990 to September 1992 (In) and
3- October 1992 to December 2001 (Post).
Can anybody show me how I can do this test by Chow Test using SaS.
I am sorry I have no background in econometrics.
Thank you in advance for your help.
Ahmed
