问题:
Extension of project i) Re-run the original equation in levels ie Ct = d + g1YD+ g2r and comment on the differences in terms of fit and model diagnostics (in particular the test for autocorrelation). (4 marks) ii) Turning again to equation (2) – carry out an appropriate test of parameter constancy. To do this assume that the “break” occurs half way though your sample.(3 marks) iii) Again using equation (2) construct an appropriate dummy variable to test the hypothesis that the change in consumption is higher in the month of December (monthly data) or the final quarter of the year (quarterly). What would your priors for this be?
(3 marks)
[此贴子已经被作者于2009-5-8 11:36:59编辑过]


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