Cointegration analysis of brand and category sales: Stationarity and long-run equilibrium in market shares
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Publication:2744947
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
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
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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- 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
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- 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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