Estimation of short-run and long-run elasticities of energy demand from panel data using shrinkage estimators

Journal of Business and Economic Statistics

Volumn 15, Issue 1, 1997, Pages 90-100

  Maddala, G S ^a   Trost, Robert P ^b   Li, Hongyi ^c   Joutz, Frederick ^b  

^a OHIO STATE UNIVERSITY   (United States)

^b GEORGE WASHINGTON UNIVERSITY   (United States)

^c CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Bayesian shrinkage estimator; Random coefficient model; Stein rule estimator

Indexed keywords

EID: 0031538156     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1997.10524691     Document Type: Article

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