• Confidence intervals for the shrinkage estimator 

      Nilsen, Odd Bjarte; Asche, Frank; Tveterås, Ragnar (Working paper, Working paper, 2005-08)
      Shrinkage estimators have recently become popular in estimation of heterogeneous models on panel data. In this chapter we show that the estimated covariance matrix in the posterior distribution of the shrinkage estimator ...
    • Natural gas demand in the European household sector 

      Nilsen, Odd Bjarte; Asche, Frank; Tveterås, Ragnar (Working paper, Working paper, 2005-08)
      This paper analyzes the residential natural gas demand per capita in 12 European countries using a dynamic loglinear demand model, which allows for country-specific elasticity estimates in the short and long run. The ...