TERMIUM Plus®

The Government of Canada’s terminology and linguistic data bank.

CHOW TEST [1 record]

Record 1 1986-10-27

English

Subject field(s)
  • Econometrics
CONT

Although it is not necessary for the coefficients of equations such as (1) to (5) to be econometrically stable to show that profits can be made, it is interesting to note that with one-month data and division at the middle of the sample period, a Chow test does not reject the equality of coefficients in the two sample halves for equation (1) ...

French

Domaine(s)
  • Économétrie
CONT

Même s'il n'est pas nécessaire que les coefficients des équations (1) à (5) soient stables sur le plan économétrique pour démontrer qu'il est possible de faire un profit, il est intéressant de noter que, si l'on divise la période en deux parties égales, le test de Chow ne conduit pas, pour l'échéance d'un mois, au rejet de l'hypothèse de l'égalité des coefficients dans les deux moitiés de l'échantillon pour l'équation (1); [...]

Spanish

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