Challenges in Statistically Rejecting the Perfect Competition Hypothesis Using Imperfect Competition Data

Fuente: arXiv
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Main Authors: Matsumura, Yuri, Otani, Suguru
Format: Preprint
Published: 2023
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author Matsumura, Yuri
Otani, Suguru
author_facet Matsumura, Yuri
Otani, Suguru
contents We theoretically prove why statistically rejecting the null hypothesis of perfect competition is challenging, known as a common problem in the literature. We also assess the finite sample performance of the conduct parameter test in homogeneous goods markets, showing that statistical power increases with the number of markets, a larger conduct parameter, and a stronger demand rotation instrument. However, even with a moderate number of markets and five firms, rejecting the null hypothesis of perfect competition remains difficult, irrespective of instrument strength or the use of optimal instruments. Our findings suggest that empirical results failing to reject perfect competition are due to the limited number of markets rather than methodological shortcomings.
format Preprint
id arxiv_https___arxiv_org_abs_2310_04576
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Challenges in Statistically Rejecting the Perfect Competition Hypothesis Using Imperfect Competition Data
Matsumura, Yuri
Otani, Suguru
Econometrics
We theoretically prove why statistically rejecting the null hypothesis of perfect competition is challenging, known as a common problem in the literature. We also assess the finite sample performance of the conduct parameter test in homogeneous goods markets, showing that statistical power increases with the number of markets, a larger conduct parameter, and a stronger demand rotation instrument. However, even with a moderate number of markets and five firms, rejecting the null hypothesis of perfect competition remains difficult, irrespective of instrument strength or the use of optimal instruments. Our findings suggest that empirical results failing to reject perfect competition are due to the limited number of markets rather than methodological shortcomings.
title Challenges in Statistically Rejecting the Perfect Competition Hypothesis Using Imperfect Competition Data
topic Econometrics
url https://arxiv.org/abs/2310.04576