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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- Johannes Reichl & Sylvia Frühwirth-Schnatter, 2012. "A censored random coefficients model for the detection of zero willingness to pay," Quantitative Marketing and Economics (QME), Springer, vol. 10(2), pages 259-281, June.
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More about this item
KeywordsChange point models; Variable selection; Bayesian analysis; Multiple regression models; Promotion response modeling; C11; C13; C30; M31;
- 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; Personnel Economics - - Marketing and Advertising - - - Marketing
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