Comparar métodos

	Teste CUSUM: Detecção de Instabilidade de Parâmetros em Modelos de Regressão	Teste de Chow para Ruptura Estrutural
Área	Econometria	Econometria
Família	Hypothesis test	Regression model
Ano de origem	1975	1960
Autor original	Brown, Durbin & Evans	Gregory C. Chow
Tipo	Recursive residual test	Test for structural break in regression coefficients
Fonte seminal	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.
Outros nomes	Cumulative Sum Test, CUSUMSQ Test, Brown-Durbin-Evans Test, Kümülatif Toplam Testi	Chow breakpoint test, structural break test, Chow yapısal kırılma testi
Relacionados	3	2
Resumo	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.