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

Badi H. Baltagi, James M. Griffin, Weiwen Xiong

Research output: Contribution to journalArticle

153 Scopus citations

Abstract

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.

Original languageEnglish (US)
Pages (from-to)117-126
Number of pages10
JournalReview of Economics and Statistics
Volume82
Issue number1
DOIs
StatePublished - Feb 2000
Externally publishedYes

ASJC Scopus subject areas

  • Social Sciences (miscellaneous)
  • Economics and Econometrics

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