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Market share instability in Brazilian industry: a dynamic panel data analysis

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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.

Document Type: Research Article


Affiliations: 1: Instituto de Economia, Universidade Federal do Rio de Janeiro, Av. Pasteur 250, Urca, 22290-240, Rio de Janeiro-RJ, Brazil 2: Faculty of Economics and Finance, IBMEC-RJ, Av. Rio Branco 108, Centro, 20.040-001, Rio de Janeiro-RJ, Brazil

Publication date: April 10, 2005

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