Comparar métodos

	Teste de Chow para Ruptura Estrutural	Regressão por Mínimos Quadrados Ordinários (MQO)
Área	Econometria	Econometria
Família	Regression model	Regression model
Ano de origem	1960	2019
Autor original	Gregory C. Chow	Wooldridge (textbook treatment); classical least squares
Tipo	Test for structural break in regression coefficients	Linear regression
Fonte seminal	Chow, G. C. (1960). Tests of equality between sets of coefficients in two linear regressions. Econometrica, 28(3), 591–605.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Outros nomes	Chow breakpoint test, structural break test, Chow yapısal kırılma testi	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Relacionados	2	5
Resumo	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.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).