set.seed(50)
y <- w <- rnorm(200, sd=1)
alpha0 <- 1
alpha1 <- 0.9
cee0 <- 1
z <-rep(0, 200)
for (t in 1:200) {z[t] <- ifelse( t = 78:79,1,0)}

z <-rep(0, 200)
for (t in 1:200) {z[t] <- ifelse( t > 100,1,0)}