Catriona M. Queen, Using the Multiregression Dynamic Model to Forecast Brand Sales in a Competitive Product Market, Journal of the Royal Statistical Society. Series D (The Statistician), Vol. 43, No. 1, Special Issue: Conference on Practical Bayesian Statistics, 1992 (3) (1994), pp. 87-98
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Catriona M. Queen (1994) studied this question.
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