Structural Break Analysis Using Chow Test - Part 2

Offered By: NPTEL-NOC IITM via YouTube

Course Description

Overview

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Explore the advanced concepts of structural break analysis using the Chow test in this 30-minute video lecture. Delve into the second part of the topic, building upon previous knowledge to gain a deeper understanding of how to detect and analyze structural changes in time series data. Learn to apply the Chow test effectively, interpret results, and make informed decisions based on the analysis. Enhance your econometric skills and expand your toolkit for addressing complex economic and financial modeling challenges.

Syllabus

Structural break analysis using Chow test Part - 2

Taught by

NPTEL-NOC IITM

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