Using cointegration analysis for modeling marketing interactions in dynamic environments: methodological issues and an empirical illustration
No abstract is available for this item.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- P. E. Caines & S. P. Sethi & T. W. Brotherton, 1977. "Impulse Response Identification and Causality Detection for the Lydia-Pinkham Data," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 6, number 2, pages 147-163 National Bureau of Economic Research, Inc.
- Leonard J. Parsons, 1974. "An Econometric Analysis of Advertising, Retail Availability, and Sales of a New Brand," Management Science, INFORMS, vol. 20(6), pages 938-947, February.
- Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
- Wildt, Albert R & Winer, Russell S, 1983. "Modeling and Estimation in Changing Market Environments," The Journal of Business, University of Chicago Press, vol. 56(3), pages 365-88, July.
- Toda, Hiro Y & Phillips, Peter C B, 1993.
"Vector Autoregressions and Causality,"
Econometric Society, vol. 61(6), pages 1367-93, November.
- Granger, C. W. J. & Newbold, P., 1974. "Spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 2(2), pages 111-120, July.
- Frank M. Bass & Jerry Wind, 1995. "Introduction to the Special Issue: Empirical Generalizations in Marketing," Marketing Science, INFORMS, vol. 14(3_supplem), pages G1-G5.
- Winer, Russell S, 1979. "An Analysis of the Time-varying Effects of Advertising: The Case of Lydia Pinkham," The Journal of Business, University of Chicago Press, vol. 52(4), pages 563-76, October.
- Granger, C. W. J., 1981. "Some properties of time series data and their use in econometric model specification," Journal of Econometrics, Elsevier, vol. 16(1), pages 121-130, May.
- N/A, 1996. "Commentary," National Institute Economic Review, National Institute of Economic and Social Research, vol. 156(1), pages 3-7, May.
- Wesley A. Magat & John M. McCann & Richard C. Morey, 1986. "When Does Lag Structure Really Matter in Optimizing Advertising Expenditures?," Management Science, INFORMS, vol. 32(2), pages 182-193, February.
- Kumar, V. & Leone, Robert P. & Gaskins, John N., 1995. "Aggregate and disaggregate sector forecasting using consumer confidence measures," International Journal of Forecasting, Elsevier, vol. 11(3), pages 361-377, September.
- Hutton, James G., 1996. "Integrated marketing communications and the evolution of marketing thought," Journal of Business Research, Elsevier, vol. 37(3), pages 155-162, November.
- Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
- Yamada, H. & Toda, H.Y., 1996. "Inference in Possibly Integrated Vector Autoregressive Models: Finite Sample Evidence," ISER Discussion Paper 0417, Institute of Social and Economic Research, Osaka University.
- Beard, Fred, 1996. "Integrated marketing communications: New role expectations and performance issues in the client-ad agency relationship," Journal of Business Research, Elsevier, vol. 37(3), pages 207-215, November.
- Jagpal, Harsharanjeet S & Sudit, Ephraim F & Vinod, Hrishikesh D, 1982. "Measuring Dynamic Marketing Mix Interactions Using Translog Functions," The Journal of Business, University of Chicago Press, vol. 55(3), pages 401-15, July.
- Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
- Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-72, June.
- Vincent P. Carroll & Ambar G. Rao & Hau L. Lee & Arthur Shapiro & Barry L. Bayus, 1985. "The Navy Enlistment Marketing Experiment," Marketing Science, INFORMS, vol. 4(4), pages 352-374.
- N/A, 1996. "Commentary," National Institute Economic Review, National Institute of Economic and Social Research, vol. 155(1), pages 3-6, February.
- Robert P. Leone, 1995. "Generalizing What Is Known About Temporal Aggregation and Advertising Carryover," Marketing Science, INFORMS, vol. 14(3_supplem), pages G141-G150.
- Weiss, Doyle L & Houston, Franklin S & Windal, Pierre, 1978. "The Periodic Pain of Lydia E. Pinkham," The Journal of Business, University of Chicago Press, vol. 51(1), pages 91-101, January.
- Baghestani, Hamid, 1991. "Cointegration Analysis of the Advertising-Sales Relationship," Journal of Industrial Economics, Wiley Blackwell, vol. 39(6), pages 671-81, December.
- Toda, Hiro Y., 1995. "Finite Sample Performance of Likelihood Ratio Tests for Cointegrating Ranks in Vector Autoregressions," Econometric Theory, Cambridge University Press, vol. 11(05), pages 1015-1032, October.
- Perron, P, 1988.
"The Great Crash, The Oil Price Shock And The Unit Root Hypothesis,"
338, Princeton, Department of Economics - Econometric Research Program.
- Perron, Pierre, 1989. "The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis," Econometrica, Econometric Society, vol. 57(6), pages 1361-1401, November.
- Marnik G. Dekimpe & Dominique M. Hanssens, 1995. "The Persistence of Marketing Effects on Sales," Marketing Science, INFORMS, vol. 14(1), pages 1-21.
- Peter C.B. Phillips, 1993.
"Fully Modified Least Squares and Vector Autoregression,"
Cowles Foundation Discussion Papers
1047, Cowles Foundation for Research in Economics, Yale University.
- Phillips, Peter C B, 1995. "Fully Modified Least Squares and Vector Autoregression," Econometrica, Econometric Society, vol. 63(5), pages 1023-78, September.
- Dickey, David A & Pantula, Sastry G, 1987. "Determining the Ordering of Differencing in Autoregressive Processes," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(4), pages 455-61, October.
- Frank M. Bass, 1995. "Empirical Generalizations and Marketing Science: A Personal View," Marketing Science, INFORMS, vol. 14(3_supplem), pages G6-G19.
- Marnik G. Dekimpe & Dominique M. Hanssens, 1995. "Empirical Generalizations About Market Evolution and Stationarity," Marketing Science, INFORMS, vol. 14(3_supplem), pages G109-G121.
When requesting a correction, please mention this item's handle: RePEc:eee:jbrese:v:51:y:2001:i:2:p:127-144. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.