विधियों की तुलना करें

	संरचनात्मक विच्छेद के लिए चाउ परीक्षण	CUSUM परीक्षण: प्रतिगमन मॉडलों में पैरामीटर अस्थिरता का पता लगाना
क्षेत्र	अर्थमिति	अर्थमिति
परिवार	Regression model	Hypothesis test
उद्भव वर्ष	1960	1975
प्रवर्तक	Gregory C. Chow	Brown, Durbin & Evans
प्रकार	Test for structural break in regression coefficients	Recursive residual test
मौलिक स्रोत	Chow, G. C. (1960). Tests of equality between sets of coefficients in two linear regressions. Econometrica, 28(3), 591–605.	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.
उपनाम	Chow breakpoint test, structural break test, Chow yapısal kırılma testi	Cumulative Sum Test, CUSUMSQ Test, Brown-Durbin-Evans Test, Kümülatif Toplam Testi
संबंधित	2	3
सारांश	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.	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.