计量经济分析 = Econometric analysis

In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist explicitly of unobserved components, such as trends and seasonals, which have a direct interpretation. As a result the model selection methodology associated with structural models is much closer to econometric methodology. The link with econometrics is made even closer by the natural way in which the models can be extended to include explanatory variables and to cope with multivariate time series. From the technical point of view, state space models and the Kalman filter play a key role in the statistical treatment of structural time series models. The book includes a detailed treatment of the Kalman filter. This technique was originally developed in control engineering, but is becoming increasingly important in fields such as economics and operations research. This book is concerned primarily with modelling economic and social time series, and with addressing the special problems which the treatment of such series poses. The properties of the models and the methodological techniques used to select them are illustrated with various applications. These range from the modellling of trends and cycles in US macroeconomic time series to to an evaluation of the effects of seat belt legislation in the UK.

Forecasting, Structural Time Series Models and the Kalman Filter

Popularity of brand posts on brand fan pages : An investigation of the effects of social media marketing

Understanding the small business sector

Planet of slums

Purpose – This paper seeks to understand the triggers which influence the adoption (and the discontinuation) of online grocery shopping. Specifically, the research aims to establish the role of situational factors in the process of adoption.Design/methodology/approach – A two‐step research process is employed. First, exploratory qualitative research is carried out, with the purpose of gaining an in‐depth understanding of consumers' online grocery shopping behaviour. This is followed by a large‐scale quantitative survey extending the findings of the qualitative research and validating the role of situational factors in instigating the commencement (and discontinuation) of online grocery buying. Cluster analysis is used to segment consumers based on the importance of specific types of situations.Findings – Both qualitative and quantitative results establish the importance of situational factors, such as having a baby or developing health problems, as triggers for starting to buy groceries online. Many shopp...

Online grocery shopping: the influence of situational factors

Online advertising has experienced phenomenal growth since its inception in 1994. This empirical study investigates the impact of seven creative characteristics of banner ads on the effectiveness of online advertising using a multiple regression model. A random sample of 209 banner ads was drawn from a sampling frame of advertisers, provided by an advertising agency specialising in internet advertising for the gaming industry. The findings of this study are broadly consistent with past research into online advertising efficiency, indicating that the creative characteristics of effective banner ads in the online gaming arena include: a larger size, absence of promotional incentives and the presence of information about casino games. In contrast, banner features such as animation, action phrase and presence of company brand or logo were ineffective in generating clickthroughs. Contrary to expectations, long messages on banners were associated with higher click-through rates.

Internet advertising effectiveness

This article investigates whether Google Trends search information can improve forecasts of cinema admissions. Using monthly data for the United Kingdom for the period 1 January 2004 to 31 December 2008, we examine various forecasting models that incorporate Google Trends search information. We find clear evidence that Google Trends data on searches relevant to cinema visits (as opposed to searches for specific films) do have the potential to increase the accuracy of cinema admissions forecasting models.

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Searching for the picture: forecasting UK cinema admissions using Google Trends data

In this paper, we attempt to evaluate whether a film's commercial performance can be forecast. The statistical distribution of film revenues in the UK is examined and found to have unbounded variance. This undermines much of the existing work relating a film's performance to its identifiable attributes within an OLS model. We adopt De Vany and Walls' approach and transform the revenue data into a binary variable and estimate the probability that a film's revenue will exceed a given threshold value; in other words, the probability of a blockbuster. Furthermore, we provide a sensitivity analysis around these threshold values. Copyright © 2002 John Wiley & Sons, Ltd.

What makes a blockbuster? Economic analysis of film success in the United Kingdom

Purpose




Grounded on approach/avoidance behaviour theory, the purpose of this paper is to develop a typology of grocery shoppers based on the concomitant perceived advantages and disadvantages of shopping online and in store for a single cohort of consumers who buy groceries in both channels.




Design/methodology/approach




A survey design was employed using a sample of 871 UK shoppers who had purchased groceries online and offline. The survey instrument contained items that measured the perceived advantages and disadvantages of grocery shopping online, and items relating to the perceived advantages and disadvantages of grocery shopping in traditional supermarkets. Items were selected from the extant literature and subjected to content and face validity checks. Cluster analysis was used to develop typologies of online and offline grocery shoppers. The inter-relation between the two typology sets was then examined.




Findings




The results of the research provide several insights into the characteristics, perceptions and channel patronage preferences of grocery shoppers. In particular, profiling e-grocery shoppers on the basis of their concomitant perceptions of shopping online and in store suggests that the choice of whether to shop online or in store may be driven not by the perceived advantages of one channel vs the other, but by the desire to avoid the greater disadvantages of the alternative. These perceptions differ somewhat between different consumer groups.




Originality/value




This study makes a noteworthy contribution to the internet and general shopping literature by providing a profile of grocery shoppers based on their concomitant and often conflicting perceived advantages and disadvantages of shopping online and their perceived advantages and disadvantages of shopping in traditional supermarkets. The use of a single cohort of consumers overcomes the bias in previous studies that employ separate cohorts of online and offline shoppers and reveal important insights into the complex perceptions and behaviours of multichannel grocery shoppers.

/pdf/online-and-store-patronage-a-typology-of-grocery-shoppers-y7mclh466a.pdf

Chris Hand

Papers

Online grocery shopping: the influence of situational factors

Internet advertising effectiveness

Searching for the picture: forecasting UK cinema admissions using Google Trends data

What makes a blockbuster? Economic analysis of film success in the United Kingdom

Online and store patronage: a typology of grocery shoppers