To pool or not to pool: Homogeneous versus heterogeneous estimators applied to cigarette demand

被引：178

作者：

Baltagi, BH ^{[1
]}

Griffin, JM ^{[1
]}

Xiong, WW ^{[1
]}

机构：

[1] Texas A&M Univ, College Stn, TX 77843 USA

来源：

REVIEW OF ECONOMICS AND STATISTICS | 2000年 / 82卷 / 01期

关键词：

D O I：

10.1162/003465300558551

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper reexamines the benefits of pooling and, in addition, contrasts the performance of newly proposed heterogeneous estimators. The analysis utilizes a panel data set from 46 American states over the period 1963 to 1992 and a dynamic demand specification for cigarettes. Also, the forecast performance of the various estimators is compared.

引用

收藏

页码：117 / 126

页数：10

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