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Year of publication
Subject
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Gibbs sampling methods 3 brand management 3 error-correction models 3 missing-data problems 3 time-series models 3 time-varying parameters 3 Data problems 1 Distressed sales 1 Hedonic models 1 House price indexes 1 Housing market analysis 1 Robust methods 1 brand equity 1 data problems 1 industry size and scope 1 marketing and public policy 1 product recalls 1 sport definition 1 sport industry 1
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Online availability
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Undetermined 3 Free 2
Type of publication
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Article 3 Book / Working Paper 2
Type of publication (narrower categories)
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research-article 1
Language
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Undetermined 4 English 1
Author
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Helsen, K. 2 Bourassa, Steven C 1 Cantoni, Eva 1 Dekimpe, Dekimpe, M.G. 1 Dekimpe, M.G. 1 Dekimpe, Marnik G. 1 Heerde, H.J. van 1 Heerde, Harald Van 1 Helsen, Kristiaan 1 Hoesli, Martin 1 Humphreys, Brad R. 1 Ruseski, Jane E. 1 van Heerde, van Heerde, H.J. 1
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Institution
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Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1
Published in...
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ERIM Report Series Research in Management 1 International Journal of Housing Markets and Analysis 1 Journal of Sports Economics 1 Marketing Science 1 Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1
Source
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RePEc 4 Other ZBW resources 1
Showing 1 - 5 of 5
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Robust hedonic price indexes
Bourassa, Steven C; Cantoni, Eva; Hoesli, Martin - In: International Journal of Housing Markets and Analysis 9 (2016) 1, pp. 47-65
Purpose – The purpose of this paper is to demonstrate the application of robust techniques to the estimation of hedonic house price indexes. Design/methodology/approach – The authors use simulation analysis to compare an index estimated using ordinary least squares (OLS) with several indexes...
Persistent link: https://www.econbiz.de/10014778271
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Managing Product-Harm Crises
Heerde, H.J. van; Helsen, K.; Dekimpe, M.G. - Erasmus Research Institute of Management (ERIM), ERIM … - 2005
thereof) apply. Key words: Brand Management, Error-Correction Models, Time-Varying Parameters, Time-Series Models, Missing-Data … Problems, Gibbs Sampling Methods 1 1. INTRODUCTION Most market-oriented firms allocate huge resources to build their brands …
Persistent link: https://www.econbiz.de/10005288496
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Managing Product-Harm Crises
van Heerde, van Heerde, H.J.; Helsen, K.; Dekimpe, … - Erasmus Research Institute of Management (ERIM), … - 2005
Product-harm crises are among a firm’s worst nightmares. Since marketing investments may be instrumental to convince consumers to purchase the firm's products again, it is important to provide an adequate measurement of the effectiveness of these investments, especially after the crisis. We...
Persistent link: https://www.econbiz.de/10010731099
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Problems With Data on the Sport Industry
Humphreys, Brad R.; Ruseski, Jane E. - In: Journal of Sports Economics 11 (2010) 1, pp. 60-76
Estimating the size of the sport industry is an important exercise. Unlike other industries, the sport industry extends across the usual classifications of economic activity included in national income and product accounts (NIPAs) and includes mass participation in sport and watching, listening,...
Persistent link: https://www.econbiz.de/10009004625
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The Impact of a Product-Harm Crisis on Marketing Effectiveness
Heerde, Harald Van; Helsen, Kristiaan; Dekimpe, Marnik G. - In: Marketing Science 26 (2007) 2, pp. 230-245
Product-harm crises are among a firm's worst nightmares. A firm may experience (i) a loss in baseline sales, (ii) a reduced own effectiveness for its marketing instruments, (iii) an increased cross sensitivity to rival firms' marketing-mix activities, and (iv) a decreased cross impact of its...
Persistent link: https://www.econbiz.de/10008787771
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