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Space-state Monte Carlo Design for Antitrust Market Detection

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  • Silva, Ivair
  • S. Vieira, José Antônio

Abstract

The detection of antitrust fusions of companies is usually based on cointegration tests, stationarity tests, and linear regression. The present work derives a Monte Carlo test procedure based on an ancillary space-state structure for detecting antitrust merges. An intensive simulation study is performed to show that the proposed test outperforms the conventional methods, and its applicability is illustrated for quarterly milk prices in Minas Gerais and Paraná States, Brazil.

Suggested Citation

  • Silva, Ivair & S. Vieira, José Antônio, 2026. "Space-state Monte Carlo Design for Antitrust Market Detection," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 43(2), May.
    • Handle: RePEc:sbe:breart:v:43:y:2026:i:2:a:93479
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