SEARCH

SEARCH BY CITATION

REFERENCES

  • Berry S, Levinshon J, Pakes A. 1995. Automobile Prices in Market Equilibrium. Econometrica 63: 841890.
  • Erdem T, Imai S, Keane M. 2003. Brand and Quantity Choice Dynamics Under Price Uncertainty. Quantitative Marketing and Economics 1: 564.
  • Erdem T, Keane M, Sun B. 1999. Missing Price and Coupon Availability Data in Scanner Panels: Correcting for the Self-Selection Bias in the Choice Model Parameters. Journal of Econometrics 89: 177196.
  • Erdem T, Keane M, Sun B. 2006. A Dynamic Model of Brand Choice When Price and Advertising Signal Product Quality, Marketing Science, 27: 11111125.
  • Fok D, Paap R, Franses PH. 2002. Modeling Dynamic Effects of Promotion on Interpurchase Times. Econometric Institute Report EI 2002/37.
  • Guadagni PM, Little JDC. 1983. A Logit Model of Brand Choice Calibrated on Scanner Data. Marketing Science 2: 203238.
  • Harris K, Keane M. 1999. A Model of Health Plan Choice: Inferring Preferences and Perceptions from a Combination of Revealed Preference and Attitudinal Data. Journal of Econometrics 89: 131157.
  • Heckman J. 1981. The Incidental Parameters Problem and the Problem of Initial Conditions in Estimating a Discrete Time-Discrete Data Stochastic Process. In Structural Analysis of Discrete Data with Economic Applications, ManskiC, McFaddenD (eds). MIT: Cambridge, MA.
  • Helsen K, Schmittlein DC. 1993. Analyzing Duration Times in Marketing: Evidence for the Effectiveness of Hazard Rate Models. Marketing Science 12: 395414.
  • Hendel I, Nevo A. 2003. Measuring the Implications of Sales and Consumer Stockpiling. Working paper, Northwestern University.
  • Keane M. 1993. Simulation Estimation for Panel Data Models with Limited Dependent Variables. In Handbook of Statistics, MaddalaGS, RaoCR, VinodHD (eds). Elsevier Science Publishers: New York.
  • Keane M. 1994. A Computationally Practical Simulation Estimator for Panel Data. Econometrica 62: 95116.
  • Keane M. 1997a. Current Issues in Discrete Choice Modeling. Marketing Letters 8: 307322.
  • Keane M. 1997b. Modeling Heterogeneity and State Dependence in Consumer Choice Behavior. Journal of Business and Economic Statistics 15: 310326.
  • Maddala GS. 1983. Limited-dependent and Qualitative Variables in Econometrics. University Press: Cambridge.
  • McFadden D. 1978. Modeling the Choice of Residential Location. In Spatial Interaction Theory and Residential Location, KarlquistA (ed). North Holland: Amsterdam; 7596.
  • McFadden D. 1989. A Method of Simulated Moments for Estimation of Discrete Choice Response Models Without Numerical Integration. Econometrica 57: 9951026.
  • Pakes A. 1986. Patents as Options: Some Estimates of the Value of Holding European Patent Stocks. Econometrica 54: 75584.
  • Sun B, Neslin S, Srinivasan K. 2003. Measuring the Impact of Promotions on Brand Switching When Consumers Are Forward-looking. Journal of Marketing Research 40: 389405.
  • Sun B. 2005. Promotion Effect on Endogenous Consumption. Marketing Science 3: 430443.
  • Wooldridge J. 2003a. Econometric Analysis of Cross Section and Panel Data. MIT Press: Cambridge, MA.
  • Wooldridge J. 2003b. Simple Solutions to the Initial Conditions Problem in Dynamic, Nonlinear Panel Data Models with Unobserved Heterogeneity. Working Paper, Michigan State University.