The DOI matches its Crossref record; 31 of the 31 references it cites were found in a registry or an index.
To Pool or Not to Pool: Homogeneous Versus Heterogeneous Estimators Applied to Cigarette Demand
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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Cites
Another look at the instrumental variable estimation of error-components models
Arellano, M., & Bover, O. (1995) · Journal of Econometrics · doi:10.1016/0304-4076(94)01642-d · Cited by 19,880
Specification Tests in Econometrics
Hausman, J. A. (1978) · Econometrica · doi:10.2307/1913827 · Cited by 18,820
Biases in dynamic models with fixed effects
Nickell, S. (1981) · Econometrica · doi:10.2307/1911408 · Cited by 8,735
Hsiao, C. (2014) · doi:10.1017/cbo9781139839327 · Cited by 7,869
Hsiao, C. (2022) · doi:10.1017/9781009057745 · Cited by 7,869
Estimating long-run relationships from dynamic heterogeneous panels
Pesaran, M. H., & Smith, R. (1995) · Journal of Econometrics · doi:10.1016/0304-4076(94)01644-f · Cited by 5,479
Formulation and estimation of dynamic models using panel data
Anderson, T. W., & Hsiao, C. (1982) · Journal of Econometrics · doi:10.1016/0304-4076(82)90095-1 · Cited by 2,849
Panel data and unobservable individual effects
Hausman, J., & Taylor, W. (1981) · Journal of Econometrics · doi:10.1016/0304-4076(81)90085-3 · Cited by 2,309
Panel Data and Unobservable Individual Effects
Hausman, J. A., & Taylor, W. E. (1981) · Econometrica · doi:10.2307/1911406 · Cited by 2,258
On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
Kiviet, J. F. (1995) · Journal of Econometrics · doi:10.1016/0304-4076(94)01643-e · Cited by 1,926
Cited by
Baltagi, B. H. (2008) · Journal of Forecasting · doi:10.1002/for.1047 · Cited by 574
Self-citationSamargandi, N., Fidrmuc, J., & Ghosh, S. (2015) · World Development · doi:10.1016/j.worlddev.2014.11.010 · Cited by 647
Demographic Structure and Macroeconomic Trends
Aksoy, Y., Basso, H. S., Smith, R. P., & Grasl, T. (2019) · American Economic Journal: Macroeconomics · doi:10.1257/mac.20170114 · Cited by 267
The impact of tobacco advertising bans on consumption in developing countries
Blecher, E. (2008) · Journal of Health Economics · doi:10.1016/j.jhealeco.2008.02.010 · Cited by 170
Does aging influence structural change? Evidence from panel data
Siliverstovs, B., Kholodilin, K. A., & Thiessen, U. (2011) · Economic Systems · doi:10.1016/j.ecosys.2010.05.004 · Cited by 64
Metadata
- Authors
- Baltagi, B. H., Griffin, J. M., & Xiong, W.
- Venue
- Review of Economics and Statistics
- Publisher
- MIT Press - Journals
- Published
- 2000-02
- Volume
- 82
- Issue
- 1
- Pages
- 117-126
- ISSN
- 0034-6535 (ISSN-L)
- 1530-9142
- OpenAlex
- W2154482357
- Cited by
- 331
- References
- 31
- FWCI
- 10.19
- Type
- journal article
- Language
- en
- Open access
- closed
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- Baltagi, B. H., Griffin, J. M., & Xiong, W. (2000). To Pool or Not to Pool: Homogeneous Versus Heterogeneous Estimators Applied to Cigarette Demand. Review of Economics and Statistics. https://doi.org/10.1162/003465300558551
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.