The classical Chow test for structural instability requires strictly exogenousregressors and a break-point specified in advance. In this paper, we consider twogeneralisations, the one-step recursive Chow test (based on the sequence of studentisedrecursive residuals) and its supremum counterpart,...

The classical Chow (1960) test for structural instability requires strictly exogenous regressors and a break-point specified in advance.  In this paper we consider two generalisations, the 1-step recursive Chow test (based on the sequence of studentized recursive residuals) and its supremum...

The classical Chow (1960) test for structural instability requires strictly exogenous regressors and a break-point specied in advance. In this paper we consider two generalisations, the 1-step recursive Chow test (based on the sequence of studentized recursive residuals) and its supremum...