# [Gretl-users] A time series question

Henrique henrique.coelho at gmail.com
Mon Jun 15 22:05:31 EDT 2009

> On Mon, Jun 15, 2009, Allin wrote:
>> On Mon, 15 Jun 2009, Henrique wrote:
>
>> I have three variables (time series) named x, y and z. I need to know
>> how "x" changes the impact of "y" on "z". Any suggestions?
>
>
> let xy = x * y
> z = \beta_0 + \beta_1 x + \beta_2 y + \beta_3 xy + u
> dz / dy = \beta_2 + beta_3 x
>
> H0: \beta_3 = 0 says that x has no impact on the effect of y on z.

Allin, thank you so much! I'll start the estimation of this regression
as soon as possible (for my Ph.D thesis), I'd really liked it.

Best,