• 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