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A comparison of the short term forecasting accuracy of econometric and naive extrapolation models of market share

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Author Info
Brodie, Roderick J.
De Kluyver, Cornelis A.
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Article provided by Elsevier in its journal International Journal of Forecasting.

Volume (Year): 3 (1987)
Issue (Month): 3-4 ()
Pages: 423-437
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Handle: RePEc:eee:intfor:v:3:y:1987:i:3-4:p:423-437

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  1. Fok, D. & Franses, Ph.H.B.F., 2000. "Forecasting Market Shares from Models for Sales," Research Paper ERS-2000-03-MKT Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
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  2. D. Fok & P.H.B.F. Franses, 1999. "Impulse-response analysis of the market share attraction model," Econometric Institute Report 178, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:
  3. Francisco F. R. Ramos, 1996. "The Forecasting Accuracy of Five Time Series Models: Evidence from the Portuguese Car Market," Econometrics 9604002, EconWPA. [Downloadable!]
  4. Francisco F. R. Ramos, 1996. "Forecasting market shares using VAR and BVAR models: A comparison of their forecasting performance," Econometrics 9601003, EconWPA. [Downloadable!]
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