In the model ln GAS CAR b1 b2 ln Y POP b3 ln PMG PGDP b4 ln CAR

In the model ln GAS CAR  ¼ b1 þ b2 ln Y POP  þ b3 ln PMG PGDP  þ b4 ln CAR POP  þ e GAS=CAR is motor gasoline consumption per car, Y=POP is per capita real income, PMG=PGDP is real motor gasoline price, and CAR=POP is the stock of cars per capita. The data file gascar.dat contains 19 time-series observations on the above variables, for the countries Austria, Belgium, Canada, Denmark, France, and Germany, respectively. The data are a subset of those used by Baltagi, B. H.

and J. M. Griffin (1983), ‘‘Gasoline Demand in the OECD: An Application of Pooling and Testing Procedures,’’ European Economic Review, 22, 117–137.

Consider a set of six equations, one for each country.