Time-Series Models in Marketing
2006-09-20
Research Paper
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Published by
Rotterdam School of Management (RSM) Erasmus University, Erasmus Research Institute of Management (ERIM)
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Marketing data appear in a variety of forms. An often-seen form is time-series data, like sales per month, prices over the last few years, market shares per week. Time-series data can be summarized in time-series models. In this chapter we review a few of these, focusing in particular on domains that have received considerable attention in the marketing literature. These are (1) the use of persistence modelling and (2) the use of state space models.
Keywords
Classifications using
Journal of Economic Literature (JEL) Classification System
- C44 : Statistical Decision Theory; Operations Research
- M : Business Administration and Business Economics; Marketing; Accounting
- M31 : Marketing
- C22 : Time-Series Models; Dynamic Quantile Regressions
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