Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline

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

zbMATH Keywords

panel datashrinkage estimatorserror componentsgasoline demand

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cites Work

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• Efficient estimation of models for dynamic panel data
• Another look at the instrumental variable estimation of error-components models
• Formulation and estimation of dynamic models using panel data
• Simultaneous equations with error components
• 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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