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The Chow test (Chinese: 鄒檢定), proposed by econometrician Gregory Chow in 1960, is a statistical test of whether the true coefficients in two linear regressions on different data sets are equal. In econometrics, it is most commonly used in time series analysis to test for the presence of a structural break at a period which can be assumed to be known a…
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test displaystyle chow data sets two econometrics isbn coefficients structural independent variables whether different used null hypothesis sum number dummy
| Subject | Predicate | Object | Confidence | Src |
|---|---|---|---|---|
| a war | instance of | a major historical event | 0.80 | text |
| Chow test | related to External links | Computing | 0.60 | section |
| Chow test | related to External links | Chow | 0.60 | section |
| Chow test | related to External links | Wald | 0.60 | section |
| Chow test | related to External links | Series | 0.60 | section |
| Chow test | related to External links | FAQ | 0.60 | section |
| Chow test | related to External links | Stata Corporation | 0.60 | section |
| Chow test | related to External links | SAS Corporation | 0.60 | section |
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