Quantitative Models in Marketing Research

Quantitative Models in Marketing Research

By (author) , By (author)


Free delivery worldwide

Dispatched from the UK in 3 business days

When will my order arrive?

Advances in data collection and data storage techniques have enabled marketing researchers to study the individual characteristics of a large range of transactions and purchases, in particular the effects of household-specific characteristics. This 2001 book presents important and practically relevant quantitative models for marketing research. Each model is presented in detail with a self-contained discussion, which includes: a demonstration of the mechanics of the model, empirical analysis, real world examples, and interpretation of results and findings. The reader of the book will learn how to apply the techniques, as well as understand the methodological developments in the academic literature. Pathways are offered in the book for students and practitioners with differing numerical skill levels; a basic knowledge of elementary numerical techniques is assumed.

show more
  • Hardback | 222 pages
  • 180 x 255 x 20mm | 598.75g
  • CambridgeUnited Kingdom
  • English
  • 25 tables
  • 0521801664
  • 9780521801669
  • 1,385,808

Other books in Market Research

Review quote

Review of the hardback: 'The senior author is a well-known and highly respected applied econometrician working on marketing problems. Quantitative Models in Marketing Research reflects the authors' expertise and experience to provide concise coverage of an underused set of useful marketing tools. I recommend that marketing scientists have this book on their bookshelves.' Journal of Marketing Research

show more

About Philip Hans Franses

Philip Hans Franses is Professor of Applied Econometrics affiliated with the Econometric Institute and Professor of Marketing Research affiliated with the Department of Marketing and Organization, both at the Erasmus University Rotterdam. He holds a PhD (1991) from the same university. His research interests cover applied econometrics, time series analysis, empirical finance, marketing research and political science. He has published on these topics in international journals and in various books, including 'Time series models for business and economic forecasting', and as co-author with Dick van Dijk of 'Nonlinear time series models in empirical finance' (both with Cambridge University Press). Richard Paap is Postdoctoral Researcher with the Rotterdam Institute for Business Economic Studies, at the Erasmus University Rotterdam. He obtained his PhD in 1997 from the same university. His research interests cover applied (macro-)econometrics, Bayesian statistics, time series analysis, and marketing research. He has published on these topics in various international journals.

show more

Reviews from Goodreads.com