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Structural Break Analysis Using Chow Test - Part 1

NPTEL-NOC IITM via YouTube

Overview

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Explore the fundamentals of structural break analysis using the Chow test in this 31-minute lecture from NPTEL-NOC IITM. Delve into the theoretical foundations and practical applications of this statistical method used to detect significant changes in time series data. Learn how to identify potential breakpoints, formulate hypotheses, and interpret test results to assess structural stability in economic models and financial datasets. Gain valuable insights into the importance of structural break analysis in econometrics and its implications for policy-making and forecasting.

Syllabus

Structural break analysis using Chow test Part - 1

Taught by

NPTEL-NOC IITM

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