Modelling the effect of purchase quantity on consumer choice of product assortment

Article Abstract:

A model of purchase quantity effects on consumer choice of product assortment is presented and evaluated against a null model with constrained purchase quantity and no effects of flavour choice. Results of the evaluation reveals that the alternate model is better than the null model in terms of data fit with the estimated parameter strongly significant and correctly signed.

Econometrics & Model Building, Analysis, Product management, Consumer behavior, Business models

---

Regression-based modeling of market option prices: with application to S&P500 options

Article Abstract:

Localized option regressions are used to model and forecast market option prices such as S&P500 options. The method yields smaller pricing errors than the Practitioner Black-Scholes model and can evaluate more complex risk-neutral models.

Usage, Options (Finance), Regression analysis, Report

---

Forecast accuracy after pretesting with an application to the stock market

Article Abstract:

In econometrics the same data is usually selected for both model selection and forecasting. The flaws in the methodology are explained and a better alternative, the 'neutral Laplace estimator' is presented for stock market forecasting.

Similar abstracts:

• Abstracts: The effect of public capital in state-level production functions reconsidered. Costs and factor substitution in the provision of local fire services
• Abstracts: On the uniqueness of the solution to a large linear assignment problem. Uniqueness conditions for strongly point-rationalizable solutions to games with metrizable strategy sets
• Abstracts: Nonlinear income effects in random utility models. The demand for welfare generosity. Social welfare of alternative controlled-price policies
• Abstracts: On the equilibrium price set of a continuous perturbation of exchange economies. Some corrections to claims about the literature in Engl and Scotchmer (1996)
• Abstracts: Self-fulfilling mechanisms and rational expectations in large markets. Convergence to no arbitrage equilibria in market games

This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.