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

Badi Baltagi, Georges Bresson, James M. Griffin and Alain Pirotte

Empirical Economics, 2003, vol. 28, issue 4, 795-811

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. Copyright Springer-Verlag 2003

Keywords: Panel data; French gasoline demand; error components; hetero-geneous estimators; shrinkage estimators (search for similar items in EconPapers)
Date: 2003
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Working Paper: Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption (2003)
Working Paper: Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption (2002)
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DOI: 10.1007/s00181-003-0161-9

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