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.

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doi.org/10.1057/s41270-020-00102-7, hdl.handle.net/1765/134885
Econometric Institute Reprint Series
Journal of Marketing Analytics
Department of Econometrics

Franses, P. H. (2021). Marketing response and temporal aggregation. Journal of Marketing Analytics. doi:10.1057/s41270-020-00102-7