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Suppose that the model of (13-2) is formulated with an overall constant term and n 1

Econometric Analysis | 5th Edition | ISBN: 9780130661890 | Authors: William H. Greene ISBN: 9780130661890 386

Solution for problem 2 Chapter 13

Econometric Analysis | 5th Edition

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Econometric Analysis | 5th Edition | ISBN: 9780130661890 | Authors: William H. Greene

Econometric Analysis | 5th Edition

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Problem 2

Suppose that the model of (13-2) is formulated with an overall constant term and n 1 dummy variables (dropping, say, the last one). Investigate the effect that this supposition has on the set of dummy variable coefficients and on the least squares estimates of the slopes.

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Chapter 13, Problem 2 is Solved
Textbook: Econometric Analysis
Edition: 5
Author: William H. Greene
ISBN: 9780130661890

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Suppose that the model of (13-2) is formulated with an overall constant term and n 1

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