Econometrics

  1. Qualitative Information and Dummy Variables
    1. Binary Variables in Regression
      1. Dummy Variable Construction
        1. Interpretation as Intercept Shifters
          1. Reference Category Selection
          2. Multiple Category Variables
            1. Creating Dummy Variables
              1. Avoiding the Dummy Variable Trap
                1. Testing Joint Significance
                2. Interactions with Dummy Variables
                  1. Slope Dummy Variables
                    1. Interaction Effects
                      1. Differential Intercepts and Slopes
                      2. Seasonal Dummy Variables
                        1. Modeling Seasonal Patterns
                          1. Quarterly and Monthly Dummies
                          2. Structural Break Testing
                            1. Chow Test
                              1. Dummy Variables for Structural Breaks
                                1. Testing Parameter Stability

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                              5. Model Specification and Functional Forms

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                              7. Violations of Classical Assumptions