Modeling Marketing Dynamics by Time Series Econometrics

with Imran Currim, Marnik G. Dekimpe, Eric Ghysels, Dominique M. Hanssens, Natalie Mizik and Prasad Naik, Marketing Letters, 15:4, 167-183, 2005, leading article

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Abstract:
This paper argues that time-series econometrics provides valuable tools and opens exciting research opportunities to marketing researchers. It allows marketing researchers to advance traditional modeling and estimation approaches by incorporating dynamic processes to answer new important research questions. The authors discuss the challenges facing time-series modelers in marketing, provide an overview of recent methodological developments and several applications, and highlight fruitful areas for future research. This discussion is based on the First Annual Conference on ‘Modeling Marketing Dynamics by Time Series Econometrics’ at the Tuck School of Business at Dartmouth, Hanover, New Hampshire, USA on September 16–17, 2004.

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