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With the original Chow test, you can only test two regressions vs a general one to see a structural change.

Is there a Chow test that can test structural change in 3,4...N regressions for structural changes versus a 'mother' regression at the same time?

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Yes, there are extensions of the chow test for multiple breaks, if this is your question?

Bai and Perron investigated test, algorithms, and their distribution, look for example at:

If you are using R, the package strucchange has many nice features to estimate and test for multiple structural breaks

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  • $\begingroup$ Yes, this is exactly my question. That R package is of no use for me as I want to check for structural differences by enacted policies in ARIMA models, whose class is not accepted by strucchange. I had to program the traditional Chow test myself, and took me quite some time, as I'm not a programmer by trade. $\endgroup$ – erasmortg Feb 19 '15 at 19:17
  • $\begingroup$ then you could as a gross estimate use strucchange to estimate the breaks on a similar AR() model, where I guess you will need to feed yourself the lags as regressors. Might give you already a rough idea of the possible number of breaks, their location, etc... $\endgroup$ – Matifou Feb 19 '15 at 19:24

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