Outlier robust analysis of long-run marketing effects for weekly scanning data

Journal of Econometrics

Volumn 89, Issue 1-2, 1998, Pages 293-315

  Franses, Philip Hans ^a   Kloek, Teun ^a   Lucas, André ^b  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

^b VU UNIVERSITY AMSTERDAM   (Netherlands)

Author keywords

Cointegration LM test; Distribution; Market share; Outlier robust method; Scanning data

Indexed keywords

EID: 0042270948     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(98)00065-7     Document Type: Article

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