[Q] - market share modelling

Question

Hi guys,

I'm writing to ask for some reading suggestions for market share modelling (over time).

Just to give some context, we are talking about analyzing a set of variables *over time* that express the market share (so each of them is bounded to be 0<x<1 and their sum is equal to 1 by construction).

I'm pretty sure there is some literature out there, both to analyze these variables by themself and also to take into account other sets of variables.

Answer 1

I assume just time series modelling techniques with logit mappings for proportions between 0 and 1.

Although what’s your goal? Just a point estimate? or do you also want to model some distributions over time (for PI, etc.)?