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.

Question

Quizplus · Accepted Answer

The QLR test is used when the suspected break data is not known. If the suspected break data is known, other tests such as the Chow test or Andrews' super-serial correlation test may be more appropriate. Additionally, the QLR test can detect breaks in only some of the regression coefficients, whereas other tests assume breaks occur at the same point for all coefficients. The significance level for the Chow test is typically 0.05, while the QLR test has a user-specified significance level.

You Should Use the QLR Test for Breaks in the Regression