On the econometrics of the geometric lag model

DOI10.1016/j.econlet.2006.10.023zbMath1255.91329OpenAlexW1990166176MaRDI QIDQ1934056

Philip Hans Franses, Rutger D. van Oest

Publication date: 28 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2006.10.023

zbMATH Keywords

salesadvertising relationshipgeometric lag model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Applications of mathematical programming (90C90) Statistical methods; economic indices and measures (91B82)

Related Items (1)

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Cites Work

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• Misspecified structural change, threshold, and Markov-switching models.
• Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
• Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
• Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis

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