Question: 9.16 ReconsideEr xercise9 .15. (a) Re-estimateth e models in Exercise9 .15(a)a nd (b) assumingt hat 9 r : a t * 6 1 D 1

9.16 ReconsideEr xercise9 .15.

(a) Re-estimateth e models in Exercise9 .15(a)a nd

(b) assumingt hat 9 r : a t * 6 1 D 1 where Dr is dummy variable that takes the value I for the period I 985 : I to I 999: I and is zero otherwise.

(b) For both modelsi n part

(a) testt he hypothesisH s:61 : 0. Doest he testo utcome dependo n which modeli s estimated?W hat cany ou concludea boutt hee ffectso t model misspecification on tests for structural change?

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