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

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Author Info
Franses, Philip Hans
Kloek, Teun
Lucas, Andre

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File URL: http://www.sciencedirect.com/science/article/B6VC0-3V5MSFR-T/2/4a4d68f28956cc24e76611477cafdf64
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 89 (1998)
Issue (Month): 1-2 (November)
Pages: 293-315
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Handle: RePEc:eee:econom:v:89:y:1998:i:1-2:p:293-315

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Web page: http://www.elsevier.com/locate/jeconom

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  1. Boswijk, H. Peter & Lucas, Andr‚ & Taylor, Nick, 1998. "A comparison of parametric, semi-nonparametric, adaptive and nonparametric tests," Serie Research Memoranda 0062, Free University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  2. H. Peter Boswijk & Andre Lucas & Nick Taylor, 1999. "A Comparison of Parametric, Semi-nonparametric, Adaptive, and Nonparametric Cointegration Tests," Tinbergen Institute Discussion Papers 99-012/4, Tinbergen Institute. [Downloadable!]
  3. Cizek, Pavel, 2006. "Efficient robust estimation of regression models," Discussion Paper 8, Tilburg University, Center for Economic Research.
  4. Pavel Cizek & Wolfgang Härdle, 2006. "Robust Econometrics," SFB 649 Discussion Papers SFB649DP2006-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
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