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| Author: | Franses, P. |
| Title: | Outlier robust analysis of long-run marketing effects for weekly scanning data |
| Journal: | Journal of Econometrics
1999 : MAR/APR, VOL. 89:1-2, p. 293-316 |
| Index terms: | ECONOMETRICS COMPETITION MARKETS |
| Language: | eng |
| Abstract: | The authors consider econometric modeling of weekly observed scanning data on a fast moving consumer good, with a specific focu son the relationship between market share, distribution, advertising, price, and priomotion. Such data can show non-stationary characteristics. Therefore, the authors use cointegration techniques to quantify the long-run effects of marketing efforts. Since weekly scanning data can contain aberrant observations due to, for example, out-of-stock situations, the authors favor an outlier robust cointegration method. |
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