tag:blogger.com,1999:blog-2198942534740642384.post2108760763268313804..comments2023-10-24T03:16:41.009-07:00Comments on Econometrics Beat: Dave Giles' Blog: Testing for OPEC-CausalityDave Gileshttp://www.blogger.com/profile/05389606956062019445noreply@blogger.comBlogger3125tag:blogger.com,1999:blog-2198942534740642384.post-44456438920454805712016-04-15T07:40:09.307-07:002016-04-15T07:40:09.307-07:00No. The dummies are just shifting the intercept.No. The dummies are just shifting the intercept.Dave Gileshttps://www.blogger.com/profile/05389606956062019445noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-22444638557914578982016-04-15T01:53:53.321-07:002016-04-15T01:53:53.321-07:00Would you include lags of the dummy variables?Would you include lags of the dummy variables?FlashCushttps://www.blogger.com/profile/16198671206505407522noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-38128673734502972162015-05-19T10:01:19.359-07:002015-05-19T10:01:19.359-07:00This comment has been removed by a blog administrator.Anonymoushttps://www.blogger.com/profile/12073219386764006122noreply@blogger.com