DELINEATING SPATIAL MARKETS USING MULTIVARIATE TIME SERIES…利用多元化时间系列定位空间市场.pdfVIP

DELINEATING SPATIAL MARKETS USING MULTIVARIATE TIME SERIES Bruce L. Benson; Merle D. Faminow; Milton H. Marquis; and Douglas G. Sauer* Abstract-Recent advances in multivariate time series modeling techniques have produced statistical concepts and methods that may surpass many of the economic and antitrust market delineation procedures currently in use. The appropriateness of cointegration tests and vector error correction models for market delineation are developed in the context