This dissertation comprises a series of three essays that relate advances made to both theoretical and empirical issues in marketing. The first essay discusses the issue of endogeneity of market share and price in logit models and provides a theoretical procedure to solve this problem. The...

The vector innovations structural time series framework is proposed as a way of modelling a set of related time series. As with all multivariate approaches, the aim is to exploit potential interseries dependencies to improve the fit and forecasts. The model is based around an unobserved vector...

The vector innovations structural time series framework is proposed as a way of modelling a set of related time series. As with all multivariate approaches, the aim is to exploit potential interseries dependencies to improve the fit and forecasts. The model is based around an unobserved vector...