Dummy variables and predictive tests for structural change
نویسندگان
چکیده
منابع مشابه
Tests of Inference for Dummy Variables in Regressions with Logarithmic Transformed Dependent Variables
The interpretation of dummy variables in regressions where the dependent variable is subject to a log transformation has been of continuing interest in economics. However, in the main, these earlier papers do not deal with the inferential aspects of the parameters estimated. In this paper we compare the inference implied by the hypotheses tested on the linear parameter estimated in the model an...
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ژورنال
عنوان ژورنال: Economics Letters
سال: 1980
ISSN: 0165-1765
DOI: 10.1016/0165-1765(80)90022-1