The Chow Test is a statistical test used to determine whether the coefficients in two linear regressions on two different data samples are equal. This test is particularly important in assessing the stability of coefficients over time in time series analysis.
An in-depth look at Durbin's Test for identifying first-order serial correlation in errors with a lagged dependent variable.
The Goldfeld–Quandt Test is a statistical method used to detect heteroscedasticity in regression models by dividing the data into two subgroups and comparing the variances of the residuals.
A detailed examination of the two-tailed test, a nondirectional statistical test that evaluates whether two estimates of parameters are equal without concern for which is larger or smaller.
