Marketing response and temporal aggregation
Journal of Marketing Analytics
This paper deals with inferring key parameters on marketing response at a true high frequency while data are partly or fully available only at a lower frequency aggregate levels. The familiar Koyck model turns out to be very useful for this purpose. Assuming this model for the high-frequency data makes it possible to infer the high-frequency parameters from modified Koyck type models when lower frequency data are available. This means that inference using the Koyck model is robust to temporal aggregation.
|, , , ,|
|Econometric Institute Reprint Series|
|Journal of Marketing Analytics|
|Organisation||Department of Econometrics|
Franses, Ph.H.B.F. (2021). Marketing response and temporal aggregation. Journal of Marketing Analytics. doi:10.1057/s41270-020-00102-7