Perspectives on Promotion and Database Marketing : The Collected Works of Robert C Blattberg

Intro -- Contents -- Foreword Lakshman Krishnamurthi -- References -- Part I: Early Bob - Contributions to Econometrics and Marketing Gary G. Russell -- Econometric Methods -- Market Segmentation -- The TRACKER Model -- Some Personal Comments -- References -- Blattberg, Robert C. and Thomas Sargent (1971). Regression with Non-Gaussian Stable Disturbances: Some Sampling Results, Econometrica, 39(3), 501-510. -- I. INTRODUCTION -- 2. ALTERNATIVE ESTIMATORS -- 3. SAMPLING RESULTS -- 4. CONCLUSIONS -- REFERENCES -- Blattberg, Robert C. (1973). Evaluation of the Power of the Durbin-Watson Statistic for Non-First Order Serial Correlation Alternatives, Review of Economics and Statistics, 7(3), 293-299. -- Introduction -- I The Power Function for the Durbin-Watson Statistic -- II The Variance-Covariance Matrix for a First-Order Moving Average Process and for a Second-Order Serial Correlation Process -- Ill Factors Affecting the Power Function of d -- IV Calculated Power Function Values for Specific Sets of Explanatory Variables -- A) The Data -- B) Results for Second-Order Serial Correlation Process -- V Limitations of the Standard Adjustment Procedure When Independence Is Rejected -- VI Conclusion -- REFERENCES -- Blattberg, Robert C. and Nicholas J. Gonedes (1974). A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices, Journal of Business, 47(2), 244- 280. -- I. INTRODUCTION -- II. PROPERTIES OF THE STUDENT AND SYMMETRIC-STABLE DISTRIBUTIONS -- A. Definitions and Properties of the Student and Stable Models -- B. Some Implications of the Student and Stable Models for Empirical and Theoretical Work -- C. Additional Remarks -- III. MODELS FOR RATES OF RETURN -- A. Derivation of the Student and Stable Models: Summary -- B. Other Stock Price Models -- IV. METHODS FOR MODEL COMPARISON -- A. The Likelihood Ratio.