Volker Seiler

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Questions related from Volker Seiler

Is there empirical literature on distinguishing between different forms of competition (eg. Bertrand vs. Cournot)?

Dear research community, I was wondering whether there is some empirical literature on how to distinguish between different forms of competition, e.g. Bertrand, Cournot, Bertrand-Edgeworth,...

09 January 2024 3,354 2 View

Is there a Python equivalent of Matlab's vratiotest or R's vrtest?

I am currently working on running variance ratio tests in Python. Are you aware of any packages that are equivalent to Matlab's vratiotest (https://www.mathworks.com/help/econ/vratiotest.html) or...

05 September 2023 4,048 3 View

How can I jude the statistical significance of changes in Variance Ratios calculated with the Lo/MacKinlay (1988) Test?

I was wondering whether there is any test that allows to judge the statistical significance of the change in the variance ratios calculated with Lo/MacKinlay's (1988) test for different...

10 July 2015 9,036 2 View