Statistical Test

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Definitions
Breusch-Pagan Test
Econometrics Homoscedasticity Heteroscedasticity Linear Regression Statistical Test
A test in the context of linear regression models for examining homoscedasticity against specific forms of heteroscedasticity.
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Definitions
Chow Test
Econometrics Statistical Test Regression Analysis Structural Break
A statistical test used to determine whether the coefficients in two linear regressions on different data samples are equal.
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