A Bayesian methodology for simultaneously detecting and estimating regime change points and variable selection in multiple regression models for marketing research
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Bibliographic InfoArticle provided by Springer in its journal Quantitative Marketing and Economics.
Volume (Year): 5 (2007)
Issue (Month): 4 (December)
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Web page: http://www.springerlink.com/link.asp?id=111240
Change point models; Variable selection; Bayesian analysis; Multiple regression models; Promotion response modeling; C11; C13; C30; M31;
Find related papers by JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- M31 - Business Administration and Business Economics; Marketing; Accounting - - Marketing and Advertising - - - Marketing
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