0 valutazioniIl 0% ha trovato utile questo documento (0 voti)
15 visualizzazioni18 pagine
Many tests for political influence on policies or outcomes involve dummy variables. Of necessity, political information often enters time series models as a group of dummies. The null hypothesis is simply that the chosen political dummies are insignificant. Our method is based on recent work on detecting multiple regime shifts by Bai and perron.
Many tests for political influence on policies or outcomes involve dummy variables. Of necessity, political information often enters time series models as a group of dummies. The null hypoth…