Salīdzināt metodes

	Čova tests strukturālām lūzuma vietām	CUSUM tests: parametru nestabilitātes noteikšana regresijas modeļos
Nozare	Ekonometrija	Ekonometrija
Saime	Regression model	Hypothesis test
Izcelsmes gads	1960	1975
Autors	Gregory C. Chow	Brown, Durbin & Evans
Tips	Test for structural break in regression coefficients	Recursive residual test
Pirmavots	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.
Citi nosaukumi	Chow breakpoint test, structural break test, Chow yapısal kırılma testi	Cumulative Sum Test, CUSUMSQ Test, Brown-Durbin-Evans Test, Kümülatif Toplam Testi
Saistītās	2	3
Kopsavilkums	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.