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Marketing response and temporal aggregation

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  • Philip Hans Franses

    (Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam)

Abstract

This paper deals with inferring key parameters on marketing response at a true high frequency while data are partly or fully available only at a lower frequency aggregate levels. The familiar Koyck model turns out to be very useful for this purpose. Assuming this model for the high-frequency data makes it possible to infer the high-frequency parameters from modified Koyck type models when lower frequency data are available. This means that inference using the Koyck model is robust to temporal aggregation.

Suggested Citation

  • Philip Hans Franses, 2021. "Marketing response and temporal aggregation," Journal of Marketing Analytics, Palgrave Macmillan, vol. 9(2), pages 111-117, June.
    • Handle: RePEc:pal:jmarka:v:9:y:2021:i:2:d:10.1057_s41270-020-00102-7
    DOI: 10.1057/s41270-020-00102-7
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    References listed on IDEAS

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