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

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

doi:10.1162/003465300558551

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 journal › Article › peer-review

200 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 language	English (US)
Pages (from-to)	117-126
Number of pages	10
Journal	Review of Economics and Statistics
Volume	82
Issue number	1
DOIs	https://doi.org/10.1162/003465300558551
State	Published - Feb 2000
Externally published	Yes

ASJC Scopus subject areas

Social Sciences (miscellaneous)
Economics and Econometrics

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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.",

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

Abstract

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