This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Estimation of Short-Run and Long-Run Elasticities of Energy Demand from Panel Data Using Shrinkage Estimators

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Maddala, G S, et al
Abstract

This paper discusses the problem of obtaining short-run and long-run elasticities of energy demand for each of forty-nine states in the United States using data for twenty-one years. Estimation using the time-series data by each state gave several wrong signs for the coefficients. Estimation using pooled data was not valid because the hypothesis of homogeneity of the coefficients was rejected. Shrinkage estimators gave more reasonable results. The paper presents, in a unified framework, the classical, empirical Bayes, and Bayes approaches for deriving these estimators. Coauthors are Robert P. Trost, Hongyi Li, and Frederick Joutz.

Download Info
To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.

Publisher Info
Article provided by American Statistical Association in its journal Journal of Business and Economic Statistics.

Volume (Year): 15 (1997)
Issue (Month): 1 (January)
Pages: 90-100
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:bes:jnlbes:v:15:y:1997:i:1:p:90-100

Contact details of provider:
Web page: http://www.amstat.org/publications/jbes/index.cfm?fuseaction=main

Order Information:
Web: http://www.amstat.org/publications/index.html

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

Related research
Keywords:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. R. McAfee & Philip Reny, 2007. "The role of excess capacity in determining market power in natural gas transportation markets," Journal of Regulatory Economics, Springer, vol. 32(3), pages 209-223, December. [Downloadable!] (restricted)
  2. José Miguel Benavente & Alexander Galetovic & Ricardo Sanhueza & Pablo Serra, 2005. "Estimando la Demanda Residencial por Electricidad en Chile: El Consumo es Sensible al Precio," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 42(125), pages 31-61. [Downloadable!]
  3. G. Bresson & J.L. Madre & A. Pirotte, 2004. "Is urban sprawl stimulated by economic growth ? A hierarchical Bayes estimation on the largest metropolitan areas in France," Working Papers ERMES 0404, ERMES, University Paris 2. [Downloadable!]
  4. José Miguel Benavente & Alexander Galetovic & Ricardo Sanhueza & Pablo Serra, 2004. "Estimando la demanda residencial por electricidad en Chile: a doña Juanita le importa el precio (Calculating the residential demand for electricity in Chile: Mrs. Jones does care about the price)," Documentos de Trabajo 192, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]
  5. Serven, Luis, 1998. "Macroeconomic uncertainty and private investment in developing countries - an empirical investigation," Policy Research Working Paper Series 2035, The World Bank. [Downloadable!]
  6. Pock, Markus, 2007. "Gasoline and Diesel Demand in Europe: New Insights," Economics Series 202, Institute for Advanced Studies. [Downloadable!]
  7. Cameron Hepburn & John K.-H. Quah & Robert A. Ritz, 2006. "Emissions Trading and Profit-Neutral Grandfathering," Economics Series Working Papers 295, University of Oxford, Department of Economics. [Downloadable!]
  8. G. Bresson & K. Logossah, 2003. "Hétérogénéité de l'offre et de la demande touristiques des communes de la Martinique : une estimation non paramétrique sur données de panel," Working Papers ERMES 0310, ERMES, University Paris 2. [Downloadable!]
  9. Badi H. Baltagi, 2007. "Forecasting with Panel Data," Center for Policy Research Working Papers 91, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
    Other versions:
Statistics
Access and download statistics

Did you know? A tutorial is available.

This page was last updated on 2009-12-19.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.