What is the Chow Statistic and the Chow Test? |【Five Minute Econometrics】Topic 64

Описание: 01:04 Chow Statistic and Chow Test
08:27 A Variant of the Chow Test


【Five Minute Econometrics】(Econometric Tutorials)
Topic 64: What is the Chow Statistic and the Chow Test?

Hi, I am Bob. Welcome back to Five Minute Econometrics. Today, we will explore the Chow statistic and the Chow test. The Chow test is named after a renowned Chinese-American economist, Chow Chi-chong (鄒至莊), who was born in Guangzhou city, the same place I was born and grew up. The Chow test is a special type of F test we often use to determine whether there is a functional change across two groups.


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