Title of article :
An Application of Structural Change Tests on Linear Regression Models
Author/Authors :
Karakoca, Aydın Selcuk University - Faculty of Science - Department of Statistics, Turkiye , Genç, Asır Selcuk University - Faculty of Science - Department of Statistics, Turkiye
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
Journal title :
Selcuk Journal of Applied Mathematics
Journal title :
Selcuk Journal of Applied Mathematics
