Structural Break Analysis Using Chow Test - Part 3
Offered By: NPTEL-NOC IITM via YouTube
Course Description
Overview
Explore the intricacies of structural break analysis using the Chow test in this 29-minute video lecture from NPTEL-NOC IITM. Delve into the third part of the series, building upon previous knowledge to gain a deeper understanding of how to detect and analyze structural changes in time series data. Learn advanced techniques and applications of the Chow test, enhancing your ability to identify significant shifts in economic relationships or policy impacts over time.
Syllabus
Structural break analysis using Chow test Part - 3
Taught by
NPTEL-NOC IITM
Related Courses
Introduction to Computational Finance and Financial EconometricsUniversity of Washington via Coursera Эконометрика (Econometrics)
Higher School of Economics via Coursera مبادىء الاقتصاد القياسي وتطبيقاته باستخدام برنامج التحليل SPSS الاحصائي
Rwaq (رواق) Econometrics: Methods and Applications
Erasmus University Rotterdam via Coursera Técnicas Cuantitativas y Cualitativas para la Investigación
Universitat Politècnica de València via edX