Solution:Yₜ, = α₁ + α₂ Dₜ + ẞ₁ Xₜ+ ẞ2 (Yₜ Dₜ) + Uₜ Yₜ = fₜ(Tₜ Sₜ Eₜ)
Deterministic → stochastic or probabilistic The location of the structural break in the dates is often unknown and therefore must be estimated.
It must be determined if the model is a pure structural break model, in which all regression parameters change, or a partial structural break model in which only of the parameters change.