Modeling Dynamic Relations Among Marketing and Performance Metrics

Koen H. Pauwels

Foundations and Trends(R) in Marketing, 2018, vol. 11, issue 4, 215-301

Abstract: Marketing and performance data often include measures repeated over time. Time-series models are uniquely suited to capture the time dependence of both a criterion variable and predictor variables, and how they relate to each other over time. The objective of this monograph is to give you a foundation in these models and to enable you to apply them to your own research domain of interest. To this end, we will discuss both the underlying perspectives and differences between alternative models, and the practical issues with testing, model choice, model estimation and interpretation common in empirical research. This combination of marketing phenomena and modeling philosophy sets this work apart from previous treatments on the broader topic of econometics and time series analysis in marketing.

Keywords: time series models; multivariate time series; multi-equation models; predictor variables; ARIMA; stationary tests. marketing phenomena; marketing dynamics (search for similar items in EconPapers)
JEL-codes: C22 C3 C32 M31 (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (2)

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