Browsing Vol. 04, Issue 01 by Subject "Multiple structural change model"
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A Model to Improve the Estimation of Baseline Retail Sales
(Pontificia Universidad Católica del Perú. CENTRUMPE, 2011)This paper develops more accurate and robust baseline sales estimates (sales in the absence of price promotion) using a dynamic linear model (DLM) enhanced with a multiple structural change model (MSCM). We first discuss ...