What marketing scholars should know about time series analysis: time series applications in marketing
Horvath, Csilla and Kornelis, Marcel and Leeflang, Peter S.H. (2002) What marketing scholars should know about time series analysis: time series applications in marketing. [Working Paper]. p. 62. (Submitted)
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Abstract/Index
In this review, we give a comprehensive summary of time series techniques in marketing, and discuss a variety of time series analysis (TSA) techniques and models. We classify them in the sets (i) univariate TSA, (ii) multivariate TSA, and (iii) multiple TSA. We provide relevant marketing applications of each set, and provide illustrative examples.
| Item Type: | Report / Paper (Working Paper) |
|---|---|
| Research documents and activity classification: | Working Papers > Non-Refereed Working Papers / of national relevance only |
| Divisions: | Department of Business and Management |
| Uncontrolled Keywords: | Time series analysis, ARMA models, VAR models, model calibration. |
| MIUR Scientific Area: | Area 13 - Economics and Statistics > SECS-P/08 Corporate Finance |
| Deposited By: | Maria Teresa Nistico |
| Deposited On: | 06 Dec 2010 17:07 |
| Last Modified: | 19 Apr 2013 23:41 |
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