Garderen, Kees Jan Van; Shah, Chandra - In: Econometrics Journal 5 (2002) 1, pp. 149-159
This paper considers the percentage impact of a dummy variable regressor on the level of the dependent variable in a semilogarithmic regression equation with normal disturbances. We derive an exact unbiased estimator, its variance, and an exact unbiased estimator of the variance. The main...