推 frank1206:Chow test 05/20 18:07
※ 編輯: Xrrr 來自: 114.47.67.101 (05/20 20:27)
推 kerota:這題要用虛擬變數去做 05/21 14:34
→ kerota:chow test 無法檢定各別係數穩定性 05/21 14:36
Suppose you are assigned a task to study the Spontaneous Consumption
(SC) and Marginal Propensity to Consume (MPC) based on aggregate
annual consumption and disposable income data of a country from 1980
to 2006. Describe the procedures to test whether the SC and MPC
before 1996 are different those after 1996:
(a) Describe the regression model you will use and define all variables
including dummy variables if any.
(b) Describe the condition for statistics under which the Spontaneous
Consumptions (SC) before 1996 is larger than that after 1996.
(c) Describe the condition for statistics under which the Marginal
Propensity to Consume (MPC) before 1996 is larger than that after 1996.
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