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Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
Edition 3ISBN: 978-9352863501Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
Edition 3ISBN: 978-9352863501 Exercise 8
Suppose that you suspected that the intercept in Equation (14.17) changed in 1992:1. How would you modify the equation to incorporate this change How would you test for a change in the intercept How would you test for a change in the intercept if you did not know the date of the change
Explanation
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For the equation 14.16 is:
If we suspe...
Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
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