메뉴 건너뛰기




Volumn 77, Issue 2, 1997, Pages 303-327

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

Author keywords

Error components; Gasoline demand; Panel data; Shrinkage estimators

Indexed keywords


EID: 0000384749     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(96)01802-7     Document Type: Article
Times cited : (189)

References (21)
  • 1
    • 0346651130 scopus 로고
    • Efficient estimation of models for dynamic panel data
    • Ahn, S.C. and P. Schmidt, 1995, Efficient estimation of models for dynamic panel data, Journal of Econometrics 68, 5-27.
    • (1995) Journal of Econometrics , vol.68 , pp. 5-27
    • Ahn, S.C.1    Schmidt, P.2
  • 2
    • 49049140143 scopus 로고
    • Formulation and estimation of dynamic models using panel data
    • Anderson, T.W. and C. Hsiao, 1982, Formulation and estimation of dynamic models using panel data, Journal of Econometrics 18, 47-82.
    • (1982) Journal of Econometrics , vol.18 , pp. 47-82
    • Anderson, T.W.1    Hsiao, C.2
  • 3
    • 58149364940 scopus 로고
    • Another look at the instrumental variables estimation of error-component models
    • Arellano, M. and O. Bover, 1995, Another look at the instrumental variables estimation of error-component models, Journal of Econometrics 68, 29-51.
    • (1995) Journal of Econometrics , vol.68 , pp. 29-51
    • Arellano, M.1    Bover, O.2
  • 4
    • 0001640839 scopus 로고
    • Pooling cross-section and time-series data in the estimation of a dynamic model: The demand for natural gas
    • Balestra, P. and M. Nerlove, 1966, Pooling cross-section and time-series data in the estimation of a dynamic model: The demand for natural gas, Econometrica 34, 585-612.
    • (1966) Econometrica , vol.34 , pp. 585-612
    • Balestra, P.1    Nerlove, M.2
  • 5
    • 0008498708 scopus 로고
    • Simultaneous equations with error components
    • Baltagi, B.H., 1981, Simultaneous equations with error components, Journal of Econometrics 17, 189-200.
    • (1981) Journal of Econometrics , vol.17 , pp. 189-200
    • Baltagi, B.H.1
  • 6
    • 48749148361 scopus 로고
    • Gasoline demand in the OECD: An application of pooling and testing procedures
    • Baltagi, B.H. and J.M. Griffin, 1983, Gasoline demand in the OECD: An application of pooling and testing procedures, European Economic Review 22, 117-137.
    • (1983) European Economic Review , vol.22 , pp. 117-137
    • Baltagi, B.H.1    Griffin, J.M.2
  • 7
    • 0000300231 scopus 로고
    • A transformation that will circumvent the problem of autocorrelation in an error component model
    • Baltagi, B.H. and Q. Li, 1991, A transformation that will circumvent the problem of autocorrelation in an error component model, Journal of Econometrics 48, 385-393.
    • (1991) Journal of Econometrics , vol.48 , pp. 385-393
    • Baltagi, B.H.1    Li, Q.2
  • 8
    • 0021618451 scopus 로고
    • An update on econometric studies of energy demand
    • Bohi, D.R. and M. Zimmerman, 1984, An update on econometric studies of energy demand, Annual Review of Energy 9, 105-154.
    • (1984) Annual Review of Energy , vol.9 , pp. 105-154
    • Bohi, D.R.1    Zimmerman, M.2
  • 9
    • 0026300496 scopus 로고
    • Analyzing gasoline demand elasticities: A survey
    • Dahl, Carol and Thomas Sterner, 1991, Analyzing gasoline demand elasticities: A survey, Energy Economics 11, 203-210.
    • (1991) Energy Economics , vol.11 , pp. 203-210
    • Dahl, C.1    Sterner, T.2
  • 13
    • 0003559593 scopus 로고
    • Cambridge University Press, Cambridge
    • Hsiao, C., 1986, Analysis of panel data (Cambridge University Press, Cambridge).
    • (1986) Analysis of Panel Data
    • Hsiao, C.1
  • 14
    • 84952503753 scopus 로고
    • On the estimation of panel-data models with serial correlation when instruments are not strictly exogenous
    • Keane, M.P. and D.E. Runkle, 1992, On the estimation of panel-data models with serial correlation when instruments are not strictly exogenous, Journal of Business and Economics Statistics 10, 1-9.
    • (1992) Journal of Business and Economics Statistics , vol.10 , pp. 1-9
    • Keane, M.P.1    Runkle, D.E.2
  • 15
    • 52149088619 scopus 로고
    • On bias, inconsistency and efficiency of some estimators in dynamic panel data models
    • Kiviet, J.F., 1995, On bias, inconsistency and efficiency of some estimators in dynamic panel data models, Journal of Econometrics 68, 53-78.
    • (1995) Journal of Econometrics , vol.68 , pp. 53-78
    • Kiviet, J.F.1
  • 17
    • 0000604269 scopus 로고
    • Biases in dynamic models with fixed effects
    • Nickell, S., 1981, Biases in dynamic models with fixed effects, Econometrica 49, 1417-1426.
    • (1981) Econometrica , vol.49 , pp. 1417-1426
    • Nickell, S.1
  • 18
    • 58149365138 scopus 로고
    • Estimating long-run relationships from dynamic heterogeneous panels
    • Pesaran, M.H. and R. Smith, 1995, Estimating long-run relationships from dynamic heterogeneous panels, Journal of Econometrics 68, 79-113.
    • (1995) Journal of Econometrics , vol.68 , pp. 79-113
    • Pesaran, M.H.1    Smith, R.2
  • 19
  • 20
    • 0009596518 scopus 로고
    • The demand for gasoline in the United States: A vintage capital model
    • International Energy Agency, Paris
    • Sweeney, J., 1978, The demand for gasoline in the United States: A vintage capital model, in: Workshops on energy and supply and demand (International Energy Agency, Paris) 240-277.
    • (1978) Workshops on Energy and Supply and Demand , pp. 240-277
    • Sweeney, J.1
  • 21
    • 38249017447 scopus 로고
    • A note on the lagrange multiplier and F statistics for two stage least squares regressions
    • Wooldridge, J.M., 1990, A note on the Lagrange multiplier and F statistics for two stage least squares regressions, Economics Letters 34, 151-155.
    • (1990) Economics Letters , vol.34 , pp. 151-155
    • Wooldridge, J.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.