Cointegration analysis of brand and category sales: Stationarity and long-run equilibrium in market shares

DOI<159::AID-ASMB417>3.0.CO;2-R 10.1002/1526-4025(200007/09)16:3<159::AID-ASMB417>3.0.CO;2-RzbMath1074.91597OpenAlexW1992208935MaRDI QIDQ2744947

Shuba Srinivasan, F. M. Bass

Publication date: 9 October 2001

Full work available at URL: https://doi.org/10.1002/1526-4025(200007/09)16:3<159::aid-asmb417>3.0.co;2-r

zbMATH Keywords

evolutionstationaritytime series analysiscointegration analysiseconomic models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Related Items (1)

Predicting retailer orders with POS and order data: the inventory balance effect

Uses Software

• PcGive

Cites Work

• Unnamed Item
• Statistical analysis of cointegration vectors
• Impulse response analysis of cointegrated systems
• Long-run effects of price promotions in scanner markets
• Outlier robust analysis of long-run marketing effects for weekly scanning data
• Asymptotic Properties of Residual Based Tests for Cointegration
• Equilibrium Stochastic Choice and Market Penetration Theories: Derivations and Comparisons
• Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• A non-nested test of level-differenced versus log-differenced stationary models
• Are Output Fluctuations Transitory?

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