Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline
From MaRDI portal
Publication:1362066
DOI10.1016/S0304-4076(96)01802-7zbMATH Open0900.62655OpenAlexW2065293388WikidataQ127352645 ScholiaQ127352645MaRDI QIDQ1362066FDOQ1362066
Authors: Badi H. Baltagi, James M. Griffin 
Publication date: 12 August 1997
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(96)01802-7
Recommendations
- Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators: some empirical evidence from US electricity and natural-gas consumption.
- Empirical best linear unbiased prediction in misspecified and improved panel data models with an application to gasoline demand
- Dynamic panel data methods and practice
- scientific article; zbMATH DE number 4096656
- Estimating long-run relationships from dynamic heterogeneous panels
Cites Work
- Title not available (Why is that?)
- Biases in Dynamic Models with Fixed Effects
- Another look at the instrumental variable estimation of error-components models
- Formulation and estimation of dynamic models using panel data
- Efficient estimation of models for dynamic panel data
- Estimating long-run relationships from dynamic heterogeneous panels
- Simultaneous equations with error components
- On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
- A transformation that will circumvent the problem of autocorrelation in an error-component model
Cited In (16)
- Empirical best linear unbiased prediction in misspecified and improved panel data models with an application to gasoline demand
- Multistep prediction of panel vector autoregressive processes
- Statistical inference in a random coefficient panel model
- Case Studies Using Panel Data Models
- Estimation and identification of latent group structures in panel data
- Panel data nowcasting
- Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators: some empirical evidence from US electricity and natural-gas consumption.
- Asymptotically efficient model selection for panel data forecasting
- A semiparametric analysis of gasoline demand in the United States reexamining the impact of price
- Testing slope homogeneity in panel data models with a multifactor error structure
- Validating approximate slope homogeneity in large panels
- The long-run determinants of fertility: one century of demographic change 1900--1999
- Forecasting with spatial panel data
- Quantile regression for dynamic panel data with fixed effects
- The role of the efficiency gap for spillovers from FDI: evidence from the UK electronics and engineering sectors
- How helpful are spatial effects in forecasting the growth of Chinese provinces?
This page was built for publication: Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1362066)
