Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators: some empirical evidence from US electricity and natural-gas consumption.

DOI10.1016/S0165-1765(02)00065-4zbMath1065.91554OpenAlexW1514307559MaRDI QIDQ1608838

Alain Pirotte, Badi H. Baltagi, Georges Bresson

Publication date: 13 August 2002

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(02)00065-4

zbMATH Keywords

Panel dataHeterogeneous estimatorsShrinkage estimatorsUS electricity and natural-gas demand

Mathematics Subject Classification ID

Mathematical economics (91B99)

Related Items (6)

Statistical inference in a random coefficient panel model ⋮ Forecasting with spatial panel data ⋮ MULTISTEP PREDICTION OF PANEL VECTOR AUTOREGRESSIVE PROCESSES ⋮ ASYMPTOTICALLY EFFICIENT MODEL SELECTION FOR PANEL DATA FORECASTING ⋮ NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS ⋮ How helpful are spatial effects in forecasting the growth of Chinese provinces?

Cites Work

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• Formulation and estimation of dynamic models using panel data
• Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline
• Estimating long-run relationships from dynamic heterogeneous panels
• Efficient Inference in a Random Coefficient Regression Model
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

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