Statements (18)
Predicate | Object |
---|---|
gptkbp:instanceOf |
statistical analysis
|
gptkbp:alternativeTo |
structural break exists
|
gptkbp:appliesTo |
linear regression models
|
gptkbp:assumes |
homoscedasticity
independent errors |
https://www.w3.org/2000/01/rdf-schema#label |
Chow test
|
gptkbp:introducedIn |
1960
|
gptkbp:namedAfter |
gptkb:Gregory_Chow
|
gptkbp:nullHypothesis |
no structural break
|
gptkbp:relatedTo |
statistical analysis
change point detection |
gptkbp:requires |
partitioned data
|
gptkbp:statistic |
F-statistic
|
gptkbp:usedFor |
comparing regression models
testing structural breaks |
gptkbp:usedIn |
econometrics
|
gptkbp:bfsParent |
gptkb:Gregory_Chow
|
gptkbp:bfsLayer |
7
|