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Sales forecasting using longitudinal data models

  • Frees, Edward W.
  • Miller, Thomas W.
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    File URL: http://www.sciencedirect.com/science/article/B6V92-4BJVV07-7/2/74790e1d7cd0f1a7058ce820acf5d240
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    Article provided by Elsevier in its journal International Journal of Forecasting.

    Volume (Year): 20 (2004)
    Issue (Month): 1 ()
    Pages: 99-114

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    Handle: RePEc:eee:intfor:v:20:y:2004:i:1:p:99-114
    Contact details of provider: Web page: http://www.elsevier.com/locate/ijforecast

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    1. Konning, Ruud H., 1989. "Prediction with a Two-Way Error Component Regression Model," Econometric Theory, Cambridge University Press, vol. 5(01), pages 175-177, April.
    2. Tülin Erdem, 1996. "A Dynamic Analysis of Market Structure Based on Panel Data," Marketing Science, INFORMS, vol. 15(4), pages 359-378.
    3. Frees, Edward W. & Young, Virginia R. & Luo, Yu, 1999. "A longitudinal data analysis interpretation of credibility models," Insurance: Mathematics and Economics, Elsevier, vol. 24(3), pages 229-247, May.
    4. Terry Ashley & Yi Liu & Semoon Chang, 1999. "Estimating net lottery revenues for states," Atlantic Economic Journal, International Atlantic Economic Society, vol. 27(2), pages 170-178, June.
    5. Baltagi, Badi H. & Li, Qi, 1991. "A transformation that will circumvent the problem of autocorrelation in an error-component model," Journal of Econometrics, Elsevier, vol. 48(3), pages 385-393, June.
    6. Baltagi, Badi H., 1988. "Prediction with a Two-Way Error Component Regression Model," Econometric Theory, Cambridge University Press, vol. 4(01), pages 171-171, April.
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