There was a bug in the way the list with variables' names for the regimes was created in ML_Lag_Regimes. This bug resulted in the summary_output skipping the first variable's name instead of 'Constant' when printing the results of the Chow test when any of the coefficients was constant across regimes.
There was a bug in the way the list with variables' names for the regimes was created in ML_Lag_Regimes. This bug resulted in the summary_output skipping the first variable's name instead of 'Constant' when printing the results of the Chow test when any of the coefficients was constant across regimes.