Title of article
The mean effect of structural change on the dependent variable is accurately measured by the intercept change alone
Author/Authors
Richard S. Higgins، نويسنده , , Paul A. Johnson، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
5
From page
255
To page
259
Abstract
This note studies two common econometric models used to measure the effects of structural change. The more complicated model allows the intercept as well as slope coefficients to change. The simpler model only allows the intercept to change. We present conditions under which the simpler model gives an unbiased measure of the effect of structural change, and is the more efficient estimator.
Keywords
Dummy variables , Overcharge
Journal title
Economics Letters
Serial Year
2003
Journal title
Economics Letters
Record number
435234
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