#31 Structural Break Analysis Using Chow Test | Part 4 | Introduction to Econometrics
Автор: NPTEL-NOC IITM
Загружено: 2022-10-11
Просмотров: 5759
Welcome to 'Introduction to Econometrics' course !
This lecture applies the Chow test to a US savings-income relationship using a dataset spanning 26 years. It explains how to define the restricted and unrestricted models and calculate the F-statistic to test for a structural break.
NPTEL Courses permit certifications that can be used for Course Credits in Indian Universities as per the UGC and AICTE notifications.
To understand various certification options for this course, please visit https://nptel.ac.in/courses/130106001
#StructuralBreakInUSData #SavingsIncomeAnalysis #ChowTestApplication
Доступные форматы для скачивания:
Скачать видео mp4
-
Информация по загрузке: