Chow test

GPTKB entity

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