14.4 Suppose that you suspected that the intercept in Equation (14.16) changed in 1992:Q1. How would you
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14.4 Suppose that you suspected that the intercept in Equation (14.16) changed in 1992:Q1. 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?
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Related Book For 
Introduction To Econometrics
ISBN: 9781292071367
3rd Global Edition
Authors: James Stock, Mark Watson
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