Σύγκριση μεθόδων

	Δοκιμή CUSUM: Ανίχνευση Αστάθειας Παραμέτρων σε Μοντέλα Παλινδρόμησης	Δοκιμή Chow για Δομικό Ρήγμα
Πεδίο	Οικονομετρία	Οικονομετρία
Οικογένεια	Hypothesis test	Regression model
Έτος προέλευσης	1975	1960
Δημιουργός	Brown, Durbin & Evans	Gregory C. Chow
Τύπος	Recursive residual test	Test for structural break in regression coefficients
Θεμελιώδης πηγή	Brown, R. L., Durbin, J., & Evans, J. M. (1975). Techniques for testing the constancy of regression relationships over time. Journal of the Royal Statistical Society: Series B, 37(2), 149–192.	Chow, G. C. (1960). Tests of equality between sets of coefficients in two linear regressions. Econometrica, 28(3), 591–605.
Εναλλακτικές ονομασίες	Cumulative Sum Test, CUSUMSQ Test, Brown-Durbin-Evans Test, Kümülatif Toplam Testi	Chow breakpoint test, structural break test, Chow yapısal kırılma testi
Συναφείς	3	2
Σύνοψη	The CUSUM (Cumulative Sum) and CUSUMSQ (Cumulative Sum of Squares) tests, introduced by Brown, Durbin, and Evans (1975), assess whether the coefficients of a linear regression model remain constant over time. They are standard tools in econometrics for detecting structural breaks, policy shifts, or regime changes in time-series data without requiring prior knowledge of when a break occurs.	The Chow test, introduced by Gregory Chow in 1960, checks whether the coefficients of a linear regression are the same across two subsamples — that is, whether a structural break occurs at a known point such as a policy change, crisis, or regime shift. It compares the fit of a single pooled regression with the combined fit of two separate regressions; a large improvement from splitting indicates the relationship differs between the two periods or groups.