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

Economics Letters

Volumn 76, Issue 3, 2002, Pages 375-382

  Baltagi, Badi H ^a   Bresson, Georges ^b   Pirotte, Alain ^c  

^a TEXAS A AND M UNIVERSITY   (United States)

^b UNIVERSITÉ PANTHÉON ASSAS   (France)

^c UNIVERSITÉ LUMIÈRE LYON 2   (France)

Author keywords

Heterogeneous estimators; Panel data; Shrinkage estimators; US electricity and natural gas demand

Indexed keywords

EID: 0036341247     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(02)00065-4     Document Type: Article

References (11)

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5. To pool or not to pool: Homogeneous versus heterogeneous estimators applied to cigarette demand
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8. Estimation of short-run and long-run elasticities of energy demand from panel data using shrinkage estimators
9. Estimating long-run relationships from dynamic heterogenous panels
10. Efficient inference in a random coefficient regression model