-
1
-
-
0001162133
-
Tests for parameter instability and structural change with unknown change point
-
Andrews, D.W.K. (1993) Tests for parameter instability and structural change with unknown change point, Econometrica, 61, pp. 821-56.
-
(1993)
Econometrica
, vol.61
, pp. 821-856
-
-
Andrews, D.W.K.1
-
2
-
-
0000383942
-
An improved heteroskedasticity and autocorrelation consistent covariance matrix estimator
-
Andrews, D.W.K. and Monahan, J.C. (1992) An improved heteroskedasticity and autocorrelation consistent covariance matrix estimator, Econometrica, 60, pp. 953-66.
-
(1992)
Econometrica
, vol.60
, pp. 953-966
-
-
Andrews, D.W.K.1
Monahan, J.C.2
-
3
-
-
0000209591
-
Optimal tests when a nuisance parameter is present only under the alternative
-
Andrews, D.W.K. and Ploberger, W. (1994) Optimal tests when a nuisance parameter is present only under the alternative, Econometrica, 62, pp. 1383-414.
-
(1994)
Econometrica
, vol.62
, pp. 1383-1414
-
-
Andrews, D.W.K.1
Ploberger, W.2
-
4
-
-
0003021285
-
Optimal change point tests for normal linear regression
-
Andrews, D.W.K. et al. (1996) Optimal change point tests for normal linear regression, Econometrica, 70, pp. 9-38.
-
(1996)
Econometrica
, vol.70
, pp. 9-38
-
-
Andrews, D.W.K.1
-
5
-
-
0000356841
-
Cointegration analysis of the advertising-sales relationship
-
Baghestani, H. (1991) Cointegration analysis of the advertising-sales relationship, Journal of Industrial Economics, 34, pp. 671-81.
-
(1991)
Journal of Industrial Economics
, vol.34
, pp. 671-681
-
-
Baghestani, H.1
-
6
-
-
0346906789
-
Estimating and testing linear models with multiple structural changes
-
Bai, J. and Perron, P. (1998) Estimating and testing linear models with multiple structural changes, Econometrica, 66, pp. 47-78.
-
(1998)
Econometrica
, vol.66
, pp. 47-78
-
-
Bai, J.1
Perron, P.2
-
7
-
-
0037286212
-
Computation and analysis of multiple structural change models
-
Bai, J. and Perron, P. (2003a) Computation and analysis of multiple structural change models, Journal of Applied Econometrics, 18, pp. 1-22.
-
(2003)
Journal of Applied Econometrics
, vol.18
, pp. 1-22
-
-
Bai, J.1
Perron, P.2
-
8
-
-
26844482959
-
Critical values for multiple structural change tests
-
Bai, J. and Perron, P. (2003b) Critical values for multiple structural change tests, Econometrics Journal, 6, pp. 72-8.
-
(2003)
Econometrics Journal
, vol.6
, pp. 72-78
-
-
Bai, J.1
Perron, P.2
-
9
-
-
0001402659
-
Cointegration tests in the presence of structural breaks
-
Campos, J. et al. (1996) Cointegration tests in the presence of structural breaks, Journal of Econometrics, 70, pp. 187-220.
-
(1996)
Journal of Econometrics
, vol.70
, pp. 187-220
-
-
Campos, J.1
-
10
-
-
17844388158
-
Advertising effect on primary demand: A cointegration approach
-
Cavaliere, G. and Tassanari, G. (2001) Advertising effect on primary demand: a cointegration approach, International Journal of Advertising, 20, 319-39.
-
(2001)
International Journal of Advertising
, vol.20
, pp. 319-339
-
-
Cavaliere, G.1
Tassanari, G.2
-
11
-
-
0039527809
-
Advertising expenditures and the macro-economy: Some new evidence
-
Chowdhury, A.R. (1994) Advertising expenditures and the macro-economy: some new evidence, International Journal of Advertising, 13, pp. 1-14.
-
(1994)
International Journal of Advertising
, vol.13
, pp. 1-14
-
-
Chowdhury, A.R.1
-
12
-
-
0000267087
-
Price, quality and advertising competition: An econometric investigation of the United Kingdom car market
-
Cowling, K. and Cubbin, J. (1971) Price, quality and advertising competition: an econometric investigation of the United Kingdom car market, Economica, 38, pp. 378-94.
-
(1971)
Economica
, vol.38
, pp. 378-394
-
-
Cowling, K.1
Cubbin, J.2
-
13
-
-
0002193914
-
Integration versus trend stationary in time series
-
DeJong, D.N.J. et al. (1992) Integration versus trend stationary in time series, Econometrica, 60, pp. 423-33.
-
(1992)
Econometrica
, vol.60
, pp. 423-433
-
-
DeJong, D.N.J.1
-
14
-
-
0000087466
-
Time-series models in marketing: Past, present and future
-
Dekimpe, M.G. and Hanssens, M.H. (2000) Time-series models in marketing: past, present and future, International Journal of Research in Marketing, 17, pp. 183-93.
-
(2000)
International Journal of Research in Marketing
, vol.17
, pp. 183-193
-
-
Dekimpe, M.G.1
Hanssens, M.H.2
-
15
-
-
85036258669
-
Distribution of the estimators for autoregressive time series with a unit root
-
Dickey, D.A. and Fuller, W.A. (1979) Distribution of the estimators for autoregressive time series with a unit root, Journal of the American Statistical Association, 74, pp. 427-31.
-
(1979)
Journal of the American Statistical Association
, vol.74
, pp. 427-431
-
-
Dickey, D.A.1
Fuller, W.A.2
-
16
-
-
0000472488
-
Likelihood ratio statistics for autoregressive time series with a unit root
-
Dickey, D.A. and Fuller, W.A. (1981) Likelihood ratio statistics for autoregressive time series with a unit root, Econometrica, 49, pp. 1057-72.
-
(1981)
Econometrica
, vol.49
, pp. 1057-1072
-
-
Dickey, D.A.1
Fuller, W.A.2
-
17
-
-
0001583287
-
Optimal advertising and optimal quality
-
Dorfman, R. and Steiner, P.O. (1954) Optimal advertising and optimal quality, American Economic Review, 44, pp. 826-36.
-
(1954)
American Economic Review
, vol.44
, pp. 826-836
-
-
Dorfman, R.1
Steiner, P.O.2
-
18
-
-
0035061644
-
A Cointegration analysis of advertising and sales data
-
Elliott, C. (2001) A Cointegration analysis of advertising and sales data, Review of Industrial Organization, 18, pp. 417-26.
-
(2001)
Review of Industrial Organization
, vol.18
, pp. 417-426
-
-
Elliott, C.1
-
19
-
-
0030356207
-
Efficient test for an autoregressive unit root
-
Elliott, G. et al. (1996) Efficient test for an autoregressive unit root, Econometrica, 64, pp. 813-36.
-
(1996)
Econometrica
, vol.64
, pp. 813-836
-
-
Elliott, G.1
-
20
-
-
0040748130
-
Modelling new product sales: An application of cointegration analysis
-
Franses, P.H. (1994) Modelling new product sales: an application of cointegration analysis, International Journal of Research in Marketing, 11, pp. 491-502.
-
(1994)
International Journal of Research in Marketing
, vol.11
, pp. 491-502
-
-
Franses, P.H.1
-
21
-
-
15944420950
-
Market share instability: An application of unit root tests to the cigarette industry
-
Gallet, C.A. and List, J. (2001) Market share instability: an application of unit root tests to the cigarette industry, Journal of Economics and Business, 53, pp. 473-80.
-
(2001)
Journal of Economics and Business
, vol.53
, pp. 473-480
-
-
Gallet, C.A.1
List, J.2
-
22
-
-
21844517974
-
The sales and competitive effects of styling and advertising practices in the U.S. auto industry
-
Kwoka, J. (1993) The sales and competitive effects of styling and advertising practices in the U.S. auto industry, Review of Economics and Statistics, 75, pp. 649-56.
-
(1993)
Review of Economics and Statistics
, vol.75
, pp. 649-656
-
-
Kwoka, J.1
-
23
-
-
0001684573
-
Optimal marketing behaviour in oligopoly
-
Lambin, J.J. et al. (1975) Optimal marketing behaviour in oligopoly, European Economic Review, 6, pp. 105-27
-
(1975)
European Economic Review
, vol.6
, pp. 105-127
-
-
Lambin, J.J.1
-
25
-
-
19244380271
-
Modeling the demand of alcoholic beverages and advertising specifications
-
Lariviere, E. et al. (2000) Modeling the demand of alcoholic beverages and advertising specifications, Agricultural Economics, 22, pp. 147-62.
-
(2000)
Agricultural Economics
, vol.22
, pp. 147-162
-
-
Lariviere, E.1
-
26
-
-
0008092471
-
A natural experiment of the effect of advertising on sales: The SASOL Case
-
Leach, D.F. and Reekie, W.D. (1996) A natural experiment of the effect of advertising on sales: the SASOL Case, Applied Economics, 28, pp. 1081-91.
-
(1996)
Applied Economics
, vol.28
, pp. 1081-1091
-
-
Leach, D.F.1
Reekie, W.D.2
-
27
-
-
0031504533
-
On segmented multivariate regressions
-
Liu, J. et al. (1997) On segmented multivariate regressions, Statistica Sinica, 7, pp. 497-525.
-
(1997)
Statistica Sinica
, vol.7
, pp. 497-525
-
-
Liu, J.1
-
28
-
-
0000706085
-
A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix
-
Newey, W.K. and West, K.D. (1987) A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix, Econometrica, 55, pp. 703-08.
-
(1987)
Econometrica
, vol.55
, pp. 703-708
-
-
Newey, W.K.1
West, K.D.2
-
29
-
-
21844518679
-
Unit root tests in ARMA models with data dependent methods for the selection of the truncation lag
-
Ng, S. and Perron, P. (1995) Unit root tests in ARMA models with data dependent methods for the selection of the truncation lag, Journal of the American Statistical Association, 90, pp. 268-81.
-
(1995)
Journal of the American Statistical Association
, vol.90
, pp. 268-281
-
-
Ng, S.1
Perron, P.2
-
30
-
-
0000387132
-
Lag length selection and the construction of unit root tests with good size and power
-
Ng, S. and Perron, P. (2001) Lag length selection and the construction of unit root tests with good size and power, Econometrica, 69, pp. 1529-54.
-
(2001)
Econometrica
, vol.69
, pp. 1529-1554
-
-
Ng, S.1
Perron, P.2
-
31
-
-
33645147979
-
Determinants of advertising expenditures: Aggregate and cross-media evidence
-
O'Donovan, B. et al. (2000) Determinants of advertising expenditures: aggregate and cross-media evidence, International Journal of Advertising, 19, pp. 317-34.
-
(2000)
International Journal of Advertising
, vol.19
, pp. 317-334
-
-
O'Donovan, B.1
-
32
-
-
0000472416
-
A cointegration approach to estimating preference parameters
-
Ogaki, M. and Park, J.Y. (1997) A cointegration approach to estimating preference parameters, Journal of Econometrics, 82, pp. 107-34.
-
(1997)
Journal of Econometrics
, vol.82
, pp. 107-134
-
-
Ogaki, M.1
Park, J.Y.2
-
33
-
-
0036152227
-
Advertising, quality and sales
-
Paton, D. (2002) Advertising, quality and sales, Applied Economics, 34, pp. 431-38.
-
(2002)
Applied Economics
, vol.34
, pp. 431-438
-
-
Paton, D.1
-
34
-
-
0001561726
-
Further evidence on breaking trend functions in macroeconomic variables
-
Perron, P. (1997) Further evidence on breaking trend functions in macroeconomic variables, Journal of Econometrics, 80, pp. 355-85.
-
(1997)
Journal of Econometrics
, vol.80
, pp. 355-385
-
-
Perron, P.1
-
35
-
-
0001575698
-
Useful modifications to some unit root tests with dependent errors and their local asymptotic properties
-
Perron, P. and Ng, S. (1996) Useful modifications to some unit root tests with dependent errors and their local asymptotic properties, Review of Economics Studies, 63, pp. 435-65.
-
(1996)
Review of Economics Studies
, vol.63
, pp. 435-465
-
-
Perron, P.1
Ng, S.2
-
36
-
-
0038803230
-
GLS detrending, efficient unit root tests and structural change
-
Perron, P. and Rodriguez, G. (2003) GLS detrending, efficient unit root tests and structural change, Journal of Econometrics, 1.1.5, pp. 1-27.
-
(2003)
Journal of Econometrics
, vol.115
, pp. 1-27
-
-
Perron, P.1
Rodriguez, G.2
-
37
-
-
77956888124
-
Testing for a unit root intime series regression
-
Phillips, P.C.B. and Perron, P. (1988) Testing for a unit root intime series regression, Biometrika, 75, pp. 335-46.
-
(1988)
Biometrika
, vol.75
, pp. 335-346
-
-
Phillips, P.C.B.1
Perron, P.2
-
39
-
-
21844481058
-
The length of the effect of aggregate advertising on aggregate consumption
-
Seldon, B.J. and Jung, C. (1995) The length of the effect of aggregate advertising on aggregate consumption, Economic Letters, 48, pp. 207-11.
-
(1995)
Economic Letters
, vol.48
, pp. 207-211
-
-
Seldon, B.J.1
Jung, C.2
-
40
-
-
84974450849
-
A residual-based test of the null of cointegration against the alternative of no cointegration
-
Shin, Y. (1994) A residual-based test of the null of cointegration against the alternative of no cointegration, Econometric Theory, 10, pp. 91-115.
-
(1994)
Econometric Theory
, vol.10
, pp. 91-115
-
-
Shin, Y.1
-
41
-
-
0001527764
-
A simple estimator of cointegrating vectors in higher order integrated systems
-
Stock, J.H. and Watson, M.W. (1993) A simple estimator of cointegrating vectors in higher order integrated systems, Econometrica, 61, pp. 783-820.
-
(1993)
Econometrica
, vol.61
, pp. 783-820
-
-
Stock, J.H.1
Watson, M.W.2
-
43
-
-
0347569984
-
Additional tests for a unit root allowing for a break in the trend function at an unknown time
-
Vogelsang, T.J. and Perron, P. (1998) Additional tests for a unit root allowing for a break in the trend function at an unknown time, International Economic Review, 39, pp. 1073-100.
-
(1998)
International Economic Review
, vol.39
, pp. 1073-1100
-
-
Vogelsang, T.J.1
Perron, P.2
-
44
-
-
84934181375
-
Advertising in consumer goods industries: Durability, economies of scale, and heterogeneity
-
Thomas, L.G. (1989) Advertising in consumer goods industries: durability, economies of scale, and heterogeneity, Journal of Law and Economics, 23, pp. 163-93.
-
(1989)
Journal of Law and Economics
, vol.23
, pp. 163-193
-
-
Thomas, L.G.1
-
45
-
-
84979339655
-
The long-run, causality, and forecasting in the advertising-sales relationship
-
Zanias, G.P. (1994) The long-run, causality, and forecasting in the advertising-sales relationship, Journal of Forecasting, 13, pp. 601-10.
-
(1994)
Journal of Forecasting
, vol.13
, pp. 601-610
-
-
Zanias, G.P.1
|