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expectreg (version 0.53)

Gasoline: Gasoline Consumption

Description

A panel of 18 observations from 1960 to 1978 in OECD countries.

Usage

data("Gasoline")

Arguments

Format

A data frame with 342 observations on the following 6 variables.

country

a factor with 18 levels AUSTRIA BELGIUM CANADA DENMARK FRANCE GERMANY GREECE IRELAND ITALY JAPAN NETHERLA NORWAY SPAIN SWEDEN SWITZERL TURKEY U.K. U.S.A.

year

the year

lgaspcar

logarithm of motor gasoline consumption per car

lincomep

logarithm of real per-capita income

lrpmg

logarithm of real motor gasoline price

lcarpcap

logarithm of the stock of cars per capita

References

Baltagi, Badi H. (2001) "Econometric Analysis of Panel Data", 2nd ed., John Wiley and Sons.

Gibraltar, B.H. and J.M. Griffin (1983) ???Gasoline demand in the OECD: An application of pooling and testing procedures???, European Economic Review, 22(2), 117???137.

Examples

Run this code
data(Gasoline)

expreg<-expectreg.ls(lrpmg~rb(lcarpcap),smooth="fixed",data=Gasoline,
lambda=20,estimate="restricted",expectiles=c(0.01,0.05,0.2,0.8,0.95,0.99))

plot(expreg)

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