To Pool or Not to Pool: Homogeneous Versus Heterogeneous Estimators Applied to Cigarette Demand
重新审视了数据合并的利弊，并比较了新提出的异质估计量与同质估计量的表现，利用1963-1992年美国46个州的香烟需求面板数据进行动态模型估计和预测性能对比。
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. © 2000 by the President and Fellows of Harvard College and the Massachusetts Institute of Technology