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An Application of Structural Change Tests on Linear Regression Models

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Author(s): Aydın Karakoca | Aşır Genç

Journal: Selçuk Journal of Applied Mathematics
ISSN 1302-7980

Volume: Statistics;
Issue: Special Issue;
Start page: 83;
Date: 2011;
Original page

Keywords: Structural Change | Chow test | Cusum.

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.
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