YoVDO

Structural Break Analysis Using Chow Test - Part 1

Offered By: NPTEL-NOC IITM via YouTube

Tags

Econometrics Courses Time Series Analysis Courses Statistical Modeling Courses Regression Analysis Courses Hypothesis Testing Courses

Course Description

Overview

Save Big on Coursera Plus. 7,000+ courses at $160 off. Limited Time Only!
Explore the fundamentals of structural break analysis using the Chow test in this 31-minute lecture from NPTEL-NOC IITM. Delve into the theoretical foundations and practical applications of this statistical method used to detect significant changes in time series data. Learn how to identify potential breakpoints, formulate hypotheses, and interpret test results to assess structural stability in economic models and financial datasets. Gain valuable insights into the importance of structural break analysis in econometrics and its implications for policy-making and forecasting.

Syllabus

Structural break analysis using Chow test Part - 1


Taught by

NPTEL-NOC IITM

Related Courses

Introduction to Data Science
University of Washington via Coursera Statistical Inference and Modeling for High-throughput Experiments
Harvard University via edX Applied Logistic Regression
Ohio State University via Coursera Data Science in Real Life
Johns Hopkins University via Coursera Project Risk Assessment
University of Michigan via edX