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Sign Tests for Dependent Observations and Bounds for Path-Dependent Options
Ibragimov, Rustam - 2005
The present paper introduces new sign tests for testing for conditionally symmetric martingale-difference assumptions as well as for testing that conditional distributions of two (arbitrary) martingale-difference sequences are the same. Our analysis is based on the results that demonstrate that...
Persistent link: https://www.econbiz.de/10012784590
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The Social Cost of Monopoly Power
Brown, Donald - 2004
A general equilibrium analysis of monopoly power is proposed as an alternative to the partial equilibrium analyses of monopolization common to most antitrust texts. This analysis introduces the notion of a cost minimizing market equilibrium. The empirical implications of this equilibrium concept...
Persistent link: https://www.econbiz.de/10012785564
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Brown and Kubler on Brainard and Scarf
Brown, Donald; Kubler, Felix - In: American Journal of Economics and Sociology 64 (2005) 1, pp. 85-87
A comment on Brainard and Scarf's article in this volume. Copyright 2005 American Journal of Economics and Sociology, Inc..
Persistent link: https://www.econbiz.de/10005295171
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Increasing returns and the share economy
Brown, Donald - In: Journal of Comparative Economics 10 (1986) 4, pp. 454-456
Persistent link: https://www.econbiz.de/10005266137
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Competition, Consumer Welfare, and the Social Cost of Monopoly
Lee, Yoon-Ho Alex; Brown, Donald - David K. Levine - 2011
Persistent link: https://www.econbiz.de/10009277230
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Notes on Computational Complexity of GE Inequalities
Brown, Donald - David K. Levine - 2012
Persistent link: https://www.econbiz.de/10010610223
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Arbitrage and existence of equilibrium in infinite asset markets
Brown, Donald; Werner, Jan - University of Bonn, Germany - 1991
Persistent link: https://www.econbiz.de/10005001459
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Annex 1: Water-use efficiency on irrigation systems: a review of research carried out under DFID's engineering research programme
Brown, Donald - In: Agricultural Water Management 40 (1999) 1, pp. 139-147
Persistent link: https://www.econbiz.de/10005185313
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The Nonparametric Approach to Applied Welfare Analysis
Brown, Donald; Calsamiglia, Caterina - In: Economic Theory 31 (2007) 1, pp. 183-188
Persistent link: https://www.econbiz.de/10005753393
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Arbitrage and Existence of Equilibrium in Infinite Asset Markets
Brown, Donald; Werner, Jan - California Institute of Technology, Division of the … - 1993
Persistent link: https://www.econbiz.de/10005654737