Market share instability in Brazilian industry: a dynamic panel data analysis
The paper investigates market share instability in the context of Brazilian industry for the 1986-1998 period. The paper proposes the use of panel data unit root tests to access market share instability for a sample of industrial firms from different sectors and therefore generalizes related time series unit root tests proposed by Gallet and List (2001). The results mostly indicate that one cannot reject the hypothesis of market share instability and therefore there exist some degree of market rivalry in the Brazilian case.
Year of publication: |
2005
|
---|---|
Authors: | Resende, Marcelo ; Lima, Marcos |
Published in: |
Applied Economics. - Taylor & Francis Journals, ISSN 0003-6846. - Vol. 37.2005, 6, p. 713-718
|
Publisher: |
Taylor & Francis Journals |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Banking and regional inequality in Brazil : an empirical note
Lima, Marcos André Mattos de, (2008)
-
Convergence of per capita GDP in Brazil : an empirical note
Lima, Marcos André Mattos de, (2007)
-
Testes de racionalidade para loterias no Brasil
Lima, Marcos André Mattos de, (2006)
- More ...