Structural break date

[Janys Ung]

Dear all Statalist members,

May I know if the estimated break date produced by the 'estat sbsingle' denotes the last date of a regime or the first date of the next regime? I try to find this information in the manual but it doesn't seem to discuss on this (maybe I overlooked this information). In Eviews, the break dates given are the first date of the next regime. Also, may I know if this 'estat sbsingle' command apply the structural break test of Andrew (1993)?

Thanks,
Janys

[Phil Bromiley]

You'll increase your chances of a useful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output and sample data using dataex.

Do predicted values or margins to see where it does the break.

[Janys Ung]

Many thanks for your suggestion, Phil Bromiley!