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Structural Break Analysis Using Chow Test - Part 3

Offered By: NPTEL-NOC IITM via YouTube

Tags

Econometrics Courses Time Series Analysis Courses Regression Analysis Courses

Course Description

Overview

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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

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