Time-Series Models in Marketing
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||Marketing, Persistence, State Space, Time Series|
|JEL||Time-Series Models; Dynamic Quantile Regressions (jel C22), Statistical Decision Theory; Operations Research (jel C44), Business Administration and Business Economics; Marketing; Accounting (jel M), Marketing (jel M31)|
|Publisher||Erasmus Research Institute of Management|
|Series||ERIM Report Series Research in Management|
|Journal||ERIM report series research in management Erasmus Research Institute of Management|
Dekimpe, M.G, Franses, Ph.H.B.F, Hanssens, D.M, & Naik, P. (2006). Time-Series Models in Marketing (No. ERS-2006-049-MKT). ERIM report series research in management Erasmus Research Institute of Management. Erasmus Research Institute of Management. Retrieved from http://hdl.handle.net/1765/7984