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Testing the Koyck scheme of sales response to advertising: an aggregation-independent autocorrelation test

Author: Vanhonacker, Wilfried R. INSEAD Area: Marketing Series: Working Paper ; 90/77/MKT Publisher: Fontainebleau : INSEAD, 1990.Language: EnglishDescription: 12 p.Type of document: INSEAD Working Paper Online Access: Click here Abstract: The Koyck scheme has been a popular assumption in the dynamic modelling of sales response to advertising. This paper proposes an autocorrelation test to assess whether or not available sales series arise from a Koyck-type distributed lag scheme. The test is based on the peculiar nature of the autocovariances of sales series under the Koyck assumption. Since the peculiar property is insensitive to the level of aggregation of the sales series, the testing procedure is readily applicable to any finite sales series
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The Koyck scheme has been a popular assumption in the dynamic modelling of sales response to advertising. This paper proposes an autocorrelation test to assess whether or not available sales series arise from a Koyck-type distributed lag scheme. The test is based on the peculiar nature of the autocovariances of sales series under the Koyck assumption. Since the peculiar property is insensitive to the level of aggregation of the sales series, the testing procedure is readily applicable to any finite sales series

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