Сравнение методов

	Тест Чау на структурный сдвиг	Тест Квандта-Эндрюса на неизвестные структурные сдвиги
Область	Эконометрика	Эконометрика
Семейство	Regression model	Hypothesis test
Год появления	1960	1993
Автор метода	Gregory C. Chow	Donald Andrews
Тип	Test for structural break in regression coefficients	Supremum test for structural change
Основополагающий источник	Chow, G. C. (1960). Tests of equality between sets of coefficients in two linear regressions. Econometrica, 28(3), 591–605.	Andrews, D. W. K. (1993). Tests for parameter instability and structural change with unknown change point. Econometrica, 61(4), 821–856.
Другие названия	Chow breakpoint test, structural break test, Chow yapısal kırılma testi	sup-Wald Test, Andrews Breakpoint Test, Unknown Structural Break Test, Quandt Likelihood Ratio Test
Связанные	2	3
Сводка	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 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.