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

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.

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Year of publication:	2002-03
Authors:	Baltagi, Badi H. ; Bresson, Georges ; Griffin, James M. ; Pirotte, Alain
Institutions:	International Conferences on Panel Data
Subject:	Panel data \| French gasoline demand \| Error components \| Heterogeneous estimators \| Shrinkage estimators

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Extent:	application/pdf
Series:	10th International Conference on Panel Data, Berlin, July 5-6, 2002.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number A6-4
Classification:	C23 - Models with Panel Data
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005086457