Using adstock concept in Eviews regression
Posted: Thu Jan 09, 2014 5:29 pm
Is Eviews regression module able to auto apply "adstocks" to independent "media investment" variables. For example media investment may appear in period 1 but may potentially continue to have a linear diminishing impact (adstock) on the dependent variable in periods 2, 3 and so on. Is Eviews able to identify the most appropriate adstock for such media investment variables ?