Structural Breaks

  • 1 Posts
  • 1 Sections
  • 1 Types
August 31, 2024 4 min read Definitions
Chow Test: Assessing Equality of Coefficients in Linear Regressions
Mathematics Statistics Economics Chow Test Linear Regression Statistical Tests Structural Breaks F-Distribution
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.
Read more about Chow Test: Assessing Equality of Coefficients in Linear Regressions.

Finance Dictionary Pro

Our mission is to empower you with the tools and knowledge you need to make informed decisions, understand intricate financial concepts, and stay ahead in an ever-evolving market.