Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline
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Publication:1362066
DOI10.1016/S0304-4076(96)01802-7zbMath0900.62655OpenAlexW2065293388WikidataQ127352645 ScholiaQ127352645MaRDI QIDQ1362066
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
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- A transformation that will circumvent the problem of autocorrelation in an error-component model
- On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
- Estimating long-run relationships from dynamic heterogeneous panels
- Biases in Dynamic Models with Fixed Effects
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