The researcher is interested in the effects of both an intercept dummy variable (DU) and a slope dummy variable (DUGDP) on the model in question (1). DU is defined as equal to 1 for the 2000-2005 period, and DUO = DU*O. The Eviews output of this regression is provided in Table 5.

Table 5 Dependent Variable: LF Method: Least Squares Sample: 1980 2005 Included observations: 26 Variable Coefficient Std. Error t-Statistic Prob. 1.620173 0.696951 2.324657 0.0307 -0.018680 0.003635 -5.138350 0.0001 -0.009132 0.006219 -1.468279 0.1576 0.275080 0.329907 0.833812 0.4142 DU 0.733481 0.536183 1.367968 0.1865 DUO -0.503316 0.396510 -1.269365 0.2189 R-squared 0.710628 Mean dependent var 0.170143 Adjusted R-squared 0.638285 S.D. dependent var 0. 145370 S.E. of regression 0.087429 Akaike info criterion -1.836795 Sum squared resid 0. 152878 Schwarz criterion -1.546465 Log likelihood 29.87834 Hannan-Quinn criter. -1.753191 F-statistic 9.823043 Durbin-Watson stat 2.202541 Prob(F-statistic) 0.000074