Journal article
Estimating Parameters of the Autocorrelated Current Effects Model from Temporally Aggregated Data
Journal of marketing research, Vol.23(4), pp.379-386
11/1986
DOI: 10.1177/002224378602300408
Abstract
The authors briefly review the literature associated with the autocorrelated current effects model and present a simple procedure that recovers its parameters from time-aggregated data when the level of aggregation is known. The procedure is based partly on the estimation of a first-order autocorrelation coefficient. The procedure is illustrated and its properties are compared with those of a GLS procedure by means of a Monte Carlo experiment. In many of the tested cases, there is good recovery of the microparameters with aggregated data.
Details
- Title: Subtitle
- Estimating Parameters of the Autocorrelated Current Effects Model from Temporally Aggregated Data
- Creators
- Vinay Kanetkar - University of British ColumbiaCharles B. Weinberg - University of British ColumbiaDoyle L. Weiss - University of British Columbia
- Resource Type
- Journal article
- Publication Details
- Journal of marketing research, Vol.23(4), pp.379-386
- DOI
- 10.1177/002224378602300408
- ISSN
- 0022-2437
- eISSN
- 1547-7193
- Number of pages
- 8
- Language
- English
- Date published
- 11/1986
- Academic Unit
- Marketing
- Record Identifier
- 9984963435802771
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