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- Thu Sep 20, 2012 6:40 am
- Forum: Econometric Discussions
- Topic: Test difference of coefficients - overlapping samples
- Replies: 0
- Views: 1482
Test difference of coefficients - overlapping samples
I'm using EViews 7. I have data that runs from 1966 to 2011. I am running two simple regressions that are identical, except that the first will be run from 1966 to 1996, and the second will be run from 1981 to 2011. The time periods overlap (clearly). What is the best way to test the difference betw...