Anomalies in Estimates of Cross-Price Elasticities for Marketing Mix Models: Theory and Empirical Test
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https://www.nber.org/papers/w12756
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We investigate the theoretical possibility and empirical regularity of two troublesome anomalies that frequently arise when cross-price elasticities are estimated for a set of brands expected to be substitutes. These anomalies are the occurrence of: (a) negatively signed cross-elasticities; and (b)
本研究旨在探究针对一组被预期为替代品的品牌估算交叉价格弹性（cross-price elasticities）时，频繁出现的两类棘手异常现象的理论可能性与经验规律。此类异常现象具体表现为：(a) 符号为负的交叉价格弹性；以及(b)
提供机构：
美国国家经济研究局
创建时间：
2006-12-01
