You Should Use the QLR Test for Breaks in the Regression

question 21

Multiple Choice

You should use the QLR test for breaks in the regression coefficients, when

• A)the Chow F-test has a p value of between 0.05 and 0.10.
• B)the suspected break data is not known.
• C)there are breaks in only some, but not all, of the regression coefficients.
• D)the suspected break data is known.

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