Econometrics
Dummy Variable Construction
Interpretation as Intercept Shifters
Reference Category Selection
Creating Dummy Variables
Avoiding the Dummy Variable Trap
Testing Joint Significance
Slope Dummy Variables
Interaction Effects
Differential Intercepts and Slopes
Modeling Seasonal Patterns
Quarterly and Monthly Dummies
Chow Test
Dummy Variables for Structural Breaks
Testing Parameter Stability
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5. Model Specification and Functional Forms
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7. Violations of Classical Assumptions