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Structural break - PowerPoint PPT Presentation

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Chow test

Chow test. Introduction. Discuss the problems associated with structural breaks in the data. Examine the Chow test for a structural break. Assess an example of the use of the Chow test and ways to solve the problem of structural breaks. Introduce the problem of multicollinearity.

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Structural break - PowerPoint PPT Presentation

Chow test