Narrow search
Showing 1 - 10 of 12,340
Cover Image
Does rigidity of prices hide collusion?
Jiménez, Juan Luis; Perdiguero, Jordi - In: Review of industrial organization : RIO 41 (2012) 3, pp. 223-248
Persistent link: https://www.econbiz.de/10009688209
Cover Image
Ex-post evaluation of mean-variance cartel filters
Ramalho, Matheus Humberto Migliari; Ribeiro, Eduardo Pontual - In: Revista de economia contemporânea : publication of the … 26 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10014259089
Cover Image
Econometric tests to detect bid-rigging cartels : does it work?
Imhof, David - 2017
Persistent link: https://www.econbiz.de/10011742348
Cover Image
Estimating Vitamin Cartel’s Overcharges : A Time-Series Approach
Mehta, Kirtikumar - 2023
An important issue in estimating cartel overcharges is to have a reliable estimate of the but-for-the-cartel price …. While the cartel price is observable, the but-for-the-cartel price is not. A construction of the but-for-cartel … previous non-cartelised period or constructs on cost-based data and mark-ups the but-for-price over the cartel period. This …
Persistent link: https://www.econbiz.de/10014348952
Cover Image
Mergers and government policy
Sapozhnikov, Margarita - 2006
Persistent link: https://www.econbiz.de/10003837665
Cover Image
Post-merger time series analysis : iron ore mining
Fiuza, Eduardo P. S.; Tito, Fabiana F. M. - In: Resources policy 35 (2010) 3, pp. 141-155
Persistent link: https://www.econbiz.de/10008653217
Cover Image
Forecasting crime data : an econometric analysis
Fox, James Alan - 1978
Persistent link: https://www.econbiz.de/10000001796
Cover Image
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio - 2004
In this paper we study the zero frequency spectral properties of fractionally cointegrated long memory processes and introduce a new frequency domain principal components estimator of the cointegration space and the factor loading matrix for the long memory factors. We find that for fractionally...
Persistent link: https://www.econbiz.de/10009636544
Cover Image
Testing the adequacy of smooth transition autoregressive models
Eitrheim, Øyvind; Teräsvirta, Timo - 1993
Persistent link: https://www.econbiz.de/10000882121
Cover Image
Fractionally integrated models with ARCH errors
Hauser, Michael A.; Kunst, Robert M. - 1994
Persistent link: https://www.econbiz.de/10000882159