Template-Type: ReDIF-Paper 1.0 Author-Name: Dekimpe, M.G. Author-Name-Last: Dekimpe Author-Name-First: Marnik Author-Name: Franses, Ph.H.B.F. Author-Name-Last: Franses Author-Name-First: Philip Hans Author-Person: pfr226 Author-Name: Hanssens, D.M. Author-Name-Last: Hanssens Author-Name-First: Dominique Author-Name: Naik, P. Author-Name-Last: Naik Title: Time-Series Models in Marketing Abstract: 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. Creation-Date: 2006-09-20 File-URL: https://repub.eur.nl/pub/7984/ERS-2006-049-MKT.pdf File-Format: application/pdf Series: RePEc:ems:eureri Number: ERS-2006-049-MKT Classification-JEL: C22, C44, M, M31 Keywords: Marketing, Persistence, State Space, Time Series Handle: RePEc:ems:eureri:7984