Outlier robust analysis of long-run marketing effects for weekly scanning data

DOI10.1016/S0304-4076(98)00065-7zbMath0958.62114MaRDI QIDQ1305794

Philip Hans Franses, André Lucas, Teun Kloek

Publication date: 8 April 2001

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

distribution; Lagrange multiplier test; market share; cointegration LM-test; outlier robust method; scanning data

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

90B60: Marketing, advertising

Related Items

Robust estimators for the fixed effects panel data model, Robust artificial neural networks for pricing of European options, Outlier robust analysis of long-run marketing effects for weekly scanning data, Unnamed Item, Cointegration analysis in the presence of outliers

Uses Software

• nlmdl

Cites Work

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