Overview
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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