Arbeitspapier

Forecasting Dynamic Market Share Relationships

In market share analysis, it is well recognized that we have often inadmissible predicted marketshare, which means that some of predictors take the values outside the range [0, 1] and the totalsum of predicted shares is not always one, so called logical inconsistency. In this article, basedon Bayesian VAR model, I propose a dynamic market share model with logical consistency. Theproposed method makes it possible to forecast not only the values of market share by themselves,but also various dynamic market share relations across different brands or companies. The dailyscanner data are analyzed by the proposed method.

Language
Englisch

Bibliographic citation
Series: Tinbergen Institute Discussion Paper ; No. 97-042/4

Classification
Wirtschaft
Subject
Marktanteil
Prognoseverfahren
Theorie

Event
Geistige Schöpfung
(who)
Terui, Nobuhiko
Event
Veröffentlichung
(who)
Tinbergen Institute
(where)
Amsterdam and Rotterdam
(when)
1997

Handle
Last update
10.03.2025, 11:45 AM CET

Data provider

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Object type

  • Arbeitspapier

Associated

  • Terui, Nobuhiko
  • Tinbergen Institute

Time of origin

  • 1997

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