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Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption

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Abstract.

This paper contrasts the performance of heterogeneous and shrinkage estimators versus the more traditional homogeneous panel data estimators. The analysis utilizes a panel data set from 21 French regions over the period 1973–1998 and a dynamic demand specification to study the gasoline demand in France. Out-of-sample forecast performance as well as the plausibility of the various estimators are contrasted.

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Authors and Affiliations

  1. Department of Economics, Texas A&M University, College Station, Texas, 77843-4228, USA

    Badi H. Baltagi & James M. Griffin

  2. ERMES (CNRS), Université Paris II, 12, Place du Panthéon, 75230, Paris, Cedex 05, France

    Georges Bresson & Alain Pirotte

Authors
  1. Badi H. Baltagi
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  2. Georges Bresson
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  3. James M. Griffin
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  4. Alain Pirotte
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Corresponding author

Correspondence to Badi H. Baltagi.

Additional information

The authors would like to thank Jean-Loup Madre, Research Director at INRETS, for his assistance with obtaining the data set and the editor Robert M. Kunst and two referees for their helpful comments and suggestions. Badi H. Baltagi would like to thank the Bush Program in Economics of Public Policy for its support. An earlier version of this paper was presented at the North American Summer Econometric Society Meetings at UCLA, June, 2002.

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Baltagi, B., Bresson, G., Griffin, J. et al. Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption. Empirical Economics 28, 795–811 (2003). https://doi.org/10.1007/s00181-003-0161-9

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  • DOI: https://doi.org/10.1007/s00181-003-0161-9

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