Regional Patterns in Gasoline Station Rationalization in Canada

Eckert, Andrew; Eckert, Heather

doi:10.1007/s10842-013-0167-8

Cited by 3 publications

(3 citation statements)

References 27 publications

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“…The LS periodogram (Lomb 1976, Scargle 1982) characterizes periodicity in unevenly sampled time series. 15 It has been extensively used in astrophysics because astronomical observations are subject to weather conditions and diurnal, lunar, or seasonal cycles. Formally, it is a generalized version of the classical periodogram (5): 16…”

Section: Our Proposalsmentioning

confidence: 99%

“…and count the number of times the fitted function CS i,t (d) crosses the d-axis (i.e., equals 0). 15 Our data are evenly sampled at the daily frequency and can be analyzed by FT alone, but the LS periodogram offers additional benefits. One is conceptual: it is interpretable as a kind of nonparametric regression (see Appendix B.2).…”

Section: Our Proposalsmentioning

confidence: 99%

“…Method 10: Ensemble in LSTM ("E-LSTM"). This method combines Methods 1-8 within an extended LSTM by incorporating g i,t in (15) as additional variables in the laws of motion:…”

Section: Our Proposalsmentioning

confidence: 99%

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Detecting Edgeworth Cycles

Holt¹,

Igami²,

Scheidegger³

2021

Preprint

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We propose algorithms to detect "Edgeworth cycles," asymmetric price movements that have caused antitrust concerns in many countries. We formalize four existing methods and propose six new methods based on spectral analysis and machine learning. We evaluate their accuracy in station-level gasoline-price data from Western Australia, New South Wales, and Germany. Most methods achieve high accuracy in the first two, but only a few can detect nuanced cycles in the third. Results suggest whether researchers find a positive or negative statistical relationship between cycles and markups, and hence their implications for competition policy, crucially depends on the choice of methods.

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Section: Our Proposalsmentioning

confidence: 99%

Section: Our Proposalsmentioning

confidence: 99%