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. Copyright Springer-Verlag 2003

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Year of publication:	2003
Authors:	Baltagi, Badi H. ; Bresson, Georges ; Griffin, James M. ; Pirotte, Alain
Published in:	Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 28.2003, 4, p. 795-811
Publisher:	Department of Economics and Finance Research and Teaching
Subject:	Panel data \| French gasoline demand \| error components \| hetero-geneous estimators \| shrinkage estimators

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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