Cover Image

Specification Issues and Confidence Intervals in Unilateral Price Effects Analysis

This paper contributes to the economics and econometrics literature on unilateral effects analysis. It introduces the Rotterdam demand system; considers the effect and importance of demand restrictions for minimizing the mean squared error of price simulations; demonstrates that approximate price changes are often misleading indicators of exact price changes; and uses bootstrap techniques to determine confidence intervals and standard errors for simulated price changes, allowing determination not only of their economic significance but also of their statistical significance
Year of publication:
2018
Authors: Capps, Oral ; Church, Jeffrey R. ; Love, H. Alan
Publisher: [S.l.] : SSRN
Subject: Theorie | Theory | Preis | Price | Fusion | Merger | Simulation | Nachfragesystem | Demand system
Description of contents: Abstract [papers.ssrn.com]
Check Google Scholar |
In German libraries (KVK)
I need help

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10014110266
Similar items by subject
Similar items by person