Econometrics HT 18

Chapter 22 : Dummy variables, problems

By Lund University

Problems related to previous chapter.

Dummy variables, problems

Problems.

Square of a dummy

Marginal effect with a dummy

Regression with a dummy

Algebra and dummy variable

Naïve approach to several groups

Marginal effect with an interactive dummy variable

Chow test in Eviews

Chow test as an F-test