Structural Break Analysis Using Chow Test - Part 5
Offered By: NPTEL-NOC IITM via YouTube
Course Description
Overview
Learn about structural break analysis using the Chow test in this 24-minute video lecture from NPTEL-NOC IITM. Explore the fifth part of the series, delving deeper into the application and interpretation of the Chow test for detecting structural changes in time series data. Gain valuable insights into this important statistical technique used in econometrics and financial analysis.
Syllabus
Structural break analysis using Chow test Part - 5
Taught by
NPTEL-NOC IITM
Related Courses
Policy Analysis Using Interrupted Time SeriesThe University of British Columbia via edX Quantitative Finance
Indian Institute of Technology Kanpur via Swayam Macroeconometric Forecasting
International Monetary Fund via edX Explaining Your Data Using Tableau
University of California, Davis via Coursera Time Series Forecasting
Udacity