Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption Export

@article{Baltagi+2003, abstract = {This paper contrasts the performance of heterogeneous and shrinkage estimators versus the more traditional homogeneous panel data estimators. The analysis utilizes a panel data set from 21 French regions over the period 1973–1998 and a dynamic demand specification to study the gasoline demand in France. Out-of-sample forecast performance as well as the plausibility of the various estimators are contrasted.}, author = {Baltagi, Badi and Baltagi, Badi and Bresson, Georges and Griffin, James and Pirotte, Alain}, citeulike-article-id = {4006542}, citeulike-linkout-0 = {http://dx.doi.org/10.1007/s00181-003-0161-9}, citeulike-linkout-1 = {http://www.springerlink.com/content/ejfmh7h9xn3bep5g}, day = {1}, doi = {10.1007/s00181-003-0161-9}, journal = {Empirical Economics}, keywords = {heterogeneous\_estimators, panel\_methods}, month = {November}, number = {4}, pages = {795--811}, posted-at = {2009-02-04 11:50:13}, priority = {2}, title = {Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption}, url = {http://dx.doi.org/10.1007/s00181-003-0161-9}, volume = {28}, year = {2003} }

TY - JOUR ID - Baltagi+2003 L3 - citeulike-article-id:4006542 N2 - This paper contrasts the performance of heterogeneous and shrinkage estimators versus the more traditional homogeneous panel data estimators. The analysis utilizes a panel data set from 21 French regions over the period 1973–1998 and a dynamic demand specification to study the gasoline demand in France. Out-of-sample forecast performance as well as the plausibility of the various estimators are contrasted. IS - 4 JF - Empirical Economics EP - 811 TI - Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption VL - 28 SP - 795 KW - heterogeneous_estimators KW - panel_methods AU - Baltagi, Badi AU - Baltagi, Badi AU - Bresson, Georges AU - Griffin, James AU - Pirotte, Alain PY - 2003/11/01/ UR - http://dx.doi.org/10.1007/s00181-003-0161-9 ER -