Comparar métodos

	Prueba de Quandt-Andrews para Rupturas Estructurales Desconocidas	Prueba de Chow para Ruptura Estructural
Campo	Econometría	Econometría
Familia	Hypothesis test	Regression model
Año de origen	1993	1960
Autor original	Donald Andrews	Gregory C. Chow
Tipo	Supremum test for structural change	Test for structural break in regression coefficients
Fuente seminal	Andrews, D. W. K. (1993). Tests for parameter instability and structural change with unknown change point. Econometrica, 61(4), 821–856.	Chow, G. C. (1960). Tests of equality between sets of coefficients in two linear regressions. Econometrica, 28(3), 591–605.
Alias	sup-Wald Test, Andrews Breakpoint Test, Unknown Structural Break Test, Quandt Likelihood Ratio Test	Chow breakpoint test, structural break test, Chow yapısal kırılma testi
Relacionados	3	2
Resumen	The Quandt-Andrews test, formalized by Andrews (1993), detects structural breaks in regression parameters when the breakpoint date is unknown a priori. It sweeps all candidate break dates within a trimmed interior of the sample, computes a Wald (or LM/LR) statistic at each candidate, and reports the supremum of those statistics. Applied economists and time-series analysts use it to test whether coefficients remain stable across a full estimation window without needing to specify when the break occurred.	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.