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st: error correction model with quarterly data and dummies
From
"Sabina Kummer" <[email protected]>
To
[email protected]
Subject
st: error correction model with quarterly data and dummies
Date
Wed, 26 Dec 2012 22:25:39 +0100 (CET)
Dear Kit and Nick,
Many thanks for your reply and your explanations.
Now it is clear to me that I have to treat the dummies "as a team" and include them all together in the specification (if it is ok according to the joint test for their significance).
Thanks again for your help,
Sabina
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