An Application of Structural Change Tests on Linear Regression Models

Aydin Karakoca, Asir Genc

Abstract


In this study, we introduced structural change tests on linear regression models. Properties of structural tests are decribed and an application  of tests done on a data sets on deposit interest rate for Latvia, Holland and Turkey which gets from unistat and Tuik.

Keywords


Structural Change; Chow test; Cusum.

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