Variáveis "dummies" em regressão: uma consideração metodológica

Pedro Valls Pereira

Brazilian Review of Econometrics, 1984, vol. 4, issue 2

Abstract: This article presents an alternative method to deal with dummies in regression models. Three equivalent methods of estimation are presented. The Chow test (test for structural change) is obtained from the Wald statistic. An extension to regression with heterascedastic or autocorrelated errors as well as dynamic models is presented.

Date: 1984
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