Marketing Dynamics: A Primer on Estimation and Control

Marketing Dynamics: A Primer on Estimation and Control
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营销动态:估计和控制入门

DOI:
10.1561/1700000031
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发表时间:
2015
期刊:
The American Economic Review
影响因子:
--
通讯作者:
P. Naik
P. Naik
中科院分区:
--
文献类型:
--
作者:
P. Naik

文献摘要

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这本入门提供了一个温和的介绍估计和控制的动态营销模式。它介绍了离散和连续时间,标量和多变量设置中的动态模型,观察到的结果和未观察到的状态,以及随机和/或时变参数。它阐明了如何将各种动态模型转换到统一的状态空间框架中,其好处是使用一个通用算法来估计所有动态模型。
This primer provides a gentle introduction to the estimation and control of dynamic marketing models. It introduces dynamic models in discrete- and continuous-time, scalar and multivariate settings, with observed outcomes and unobserved states, as well as random and/or time-varying parameters. It exemplifies how various dynamic models can be cast into the unifying state space framework, the benefit of which is to use one common algorithm to estimate all dynamic models.