Let me start by saying that I'm really not an expert in statistics/econometrics.
Now to my questions: I have a data set containing weekly prices of a stock. I want to check whether a structural break has occurred at a specific date using a Chow test. I know how to conduct it (using EViews 7), but I'm not sure exactly which preliminary tests I need to do in order to get accurate results. I know that the Chow test requires homoscedasticity, but what about stationarity?
I further want to verify my result using a Quandt-Andrews breakpoint test. I basically ask myself the same thing; does it require homoscedasticity and stationarity?
