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

Badi Baltagi (), Georges BRESSON (), James M. Griffin and Alain PIROTTE ()
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James M. Griffin: Texas A&M University

No A6-4, 10th International Conference on Panel Data, Berlin, July 5-6, 2002 from International Conferences on Panel Data

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.

Keywords: Panel data; French gasoline demand; Error components; Heterogeneous estimators; Shrinkage estimators (search for similar items in EconPapers)
JEL-codes: C23 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ene and nep-mic
Date: Written 2002-03
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Journal Article: Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption (2003)
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