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