EconPapers    
Economics at your fingertips  
 

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

Badi Baltagi (), Georges Bresson (), James M. Griffin and Alain Pirotte ()
Additional contact information
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: 2002-03
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (31) Track citations by RSS feed

Downloads: (external link)
http://econpapers.repec.org/cpd/2002/50_Pirotte.pdf (application/pdf)

Related works:
Journal Article: Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption (2003) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cpd:pd2002:a6-4

Access Statistics for this paper

More papers in 10th International Conference on Panel Data, Berlin, July 5-6, 2002 from International Conferences on Panel Data
Bibliographic data for series maintained by Sune Karlsson ().

 
Page updated 2019-08-20
Handle: RePEc:cpd:pd2002:a6-4