I have used Stata to run a time series multiple regression. I know that there is in fact a structural break in the data and the point at which it occurs; therefore, I have estimated the regression over two different periods (one before the break and one after).
My question is;how do I prove (statistically) that there is a structural break in the data that requires this to be split up? Would this require an F test? If so, what are the steps to accomplish this in Stata?