Seasonality and non-linear price effects in scanner-data-based market-response models
DOI10.1016/J.JECONOM.2006.05.021zbMATH Open1418.62451OpenAlexW2080795310MaRDI QIDQ277170FDOQ277170
Authors: Dennis Fok, Philip Hans Franses, Richard Paap 
Publication date: 4 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.05.021
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Cites Work
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- The Effect of Improper Priors on Gibbs Sampling in Hierarchical Linear Mixed Models
- Bayes factors and nonlinearity: Evidence from economic time series
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Cited In (4)
- A Bayesian multi-level factor analytic model of consumer price sensitivities across categories
- Accommodating heterogeneity and nonlinearity in price effects for predicting brand sales and profits
- A Smooth Transition Finite Mixture Model for Accommodating Unobserved Heterogeneity
- Describing the dynamics of attention to TV commercials: a hierarchical Bayes analysis of the time to zap an ad
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