Outlier robust analysis of long-run marketing effects for weekly scanning data

DOI10.1016/S0304-4076(98)00065-7zbMath0958.62114MaRDI QIDQ1305794

Philip Hans Franses, Teun Kloek, André Lucas

Publication date: 8 April 2001

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

distributionLagrange multiplier testmarket sharecointegration LM-testoutlier robust methodscanning data

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Marketing, advertising (90B60)

Related Items

Cointegration analysis in the presence of outliers ⋮ Robust artificial neural networks for pricing of European options ⋮ The forward search interactive outlier detection in cointegrated VAR analysis ⋮ High-breakdown robust multivariate methods ⋮ Cointegration analysis of brand and category sales: Stationarity and long-run equilibrium in market shares ⋮ Robust estimators for the fixed effects panel data model ⋮ Outlier robust analysis of long-run marketing effects for weekly scanning data

Uses Software

• nlmdl

Cites Work

• Outlier robust analysis of long-run marketing effects for weekly scanning data
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• Fully Modified Least Squares and Vector Autoregression
• Robust Statistics
• Maximum Likelihood Estimation of Misspecified Models
• Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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