Time-Series Models in Marketing

Marnik Dekimpe, Philip Hans Franses, Dominique Hanssens and P. Naik

ERIM Report Series Research in Management from Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam

Abstract: Marketing data appear in a variety of forms. An often-seen form is time-series data, like sales per month, prices over the last few years, market shares per week. Time-series data can be summarized in time-series models. In this chapter we review a few of these, focusing in particular on domains that have received considerable attention in the marketing literature. These are (1) the use of persistence modelling and (2) the use of state space models.

Keywords: Marketing; Persistence; State Space; Time Series (search for similar items in EconPapers)
JEL-codes: C22 C44 M M31 (search for similar items in EconPapers)
Date: 2006-09-20
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Chapter: Time-Series Models in Marketing (2008)
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