To Pool or Not to Pool: Homogeneous Versus Heterogeneous Estimators Applied to Cigarette Demand

By Badi H. Baltagi, J. M. Griffin, W. Xiong. Review of Economics and Statistics, 2000

377 citations recorded by the source corpus.

Subfields: Economics and Econometrics, General Health Professions

View Paper: https://www.semanticscholar.org/paper/188fa1b525119c2bee21f68163539d5e77ec84b4

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Citations in the corpus

The economic consequences of euro-area macro-modelling shortcuts (2010, background): “Zellner and Tobias (2000) and Baltagi et al. (2000) advocated assessing the relevance of the aggregation bias on the basis of the relative forecast performance of the aggregate and disaggregate models. In the case at hand, all those criteria and tests consistently point in the direction of rejecting”
Testing the monetary model of exchange rate determination: a closer look at panels (2004, background): “If we adopt the stance of Baltagi et al. (2000), we may favor the pooled estimates of the monetary model over the country-by-country estimates, as the pooled estimates are much more plausible in economic terms, and they generate superior forecasts at longer horizons.”
Demographic Structure and Macroeconomic Trends (2019, background): “Finally, Baltagi and Griffin (1997) and Baltagi, Griffin, and Xiong (2000) show that the homogeneous estimators tend to have better forecasting properties.”
Is the Relationship between Financial Development and Economic Growth Monotonic? Evidence from a Sample of Middle Income Countries (2015, neutral): “Beck, Degryse, and Kneer (2014) seek to disentangle the effects of the financial system by considering the effects of size (i.”
Specification and Estimation of Spatial Panel Data Models (2003, background): “First, it has been argued that heterogeneous panel data estimators produce less plausible estimates as compared to their pooled homogeneous counterparts (Baltagi and Griffin 1997; Baltagi, Griffin, and Xiong 2000).”
NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES (2009, methodology): “The real data set is from Baltagi, Griffin, and Xiong (2000).”
Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption (2003, background): “Baltagi and Griffin (1997) and Baltagi et al. (2000) contrast the performance of these estimators using panels for gasoline and cigarettes and out-of-sample forecast tests.”
Matlab Software for Spatial Panels (2014, neutral): “5 Details on data sources are given in Baltagi and Levin (1986, 1992) and Baltagi et al. (2000).”