You Can Test for a Structural Break in Time-Series Data

You can test for a structural break in time-series data by

A) including a dummy variable for data after the suspected break and interaction terms between that variable and the remaining independent variables and testing for the joint significance of those terms.
B) including dummy variables for three of the four quarters and testing for the joint significance of those variables.
C) estimating the regression both with and without the suspect independent variable and comparing the R-squared for the two regressions.
D) including a time-trend and testing for the individual significance of that term.