Causality Analysis and Multivariate Autoregressive Modelling with an Application to Supermarket Sales Analysis

This paper describes a modelling methodology for multivariate stochastic processes. The concept of multiple causality is discussed and a procedure to detect multiple causality is suggested. The data of a major Canadian supermarket is analyzed and a multivariate autoregressive model for this supermarket is constructed and estimated. Several empirical findings are reported

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Year of publication:	[2014]
Authors:	Caines, Peter
Other Persons:	Keng, C. W. (contributor) ; Sethi, Suresh (contributor)
Publisher:	[2014]: [S.l.] : SSRN
Subject:	Lebensmitteleinzelhandel \| Food retailing \| Kausalanalyse \| Causality analysis \| Schätztheorie \| Estimation theory \| Schätzung \| Estimation

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Extent:	1 Online-Ressource (32 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Journal of Economic Dynamics and Control, Vol. 3, November 1981, pp. 267-298 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 1980 erstellt
Classification:	C1 - Econometric and Statistical Methods: General ; C12 - Hypothesis Testing ; C13 - Estimation ; C22 - Time-Series Models ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; C50 - Econometric Modeling. General ; D11 - Consumer Economics: Theory ; D12 - Consumer Economics: Empirical Analysis ; C10 - Econometric and Statistical Methods: General. General ; M31 - Marketing ; M37 - Advertising
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012751654