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#28 Structural Break Analysis Using Chow Test | Part 1 | Introduction to Econometrics
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YouTubeNPTEL-NOC IITM
#28 Structural Break Analysis Using Chow Test | Part 1 | Introduction to Econometrics
Welcome to 'Introduction to Econometrics' course ! This lecture introduces structural break analysis, which examines whether the relationship between variables changes over time. It discusses the Chow test, a method for testing for structural breaks, using the F-statistic. The lecture demonstrates how to estimate restricted and unrestricted ...
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