Chernozhukov, Victor; Hausman, Jerry A.; Newey, Whitney K. - 2019
the curse of dimensionality in estimating the average expenditure share from cross-section data. We estimate bounds on …, nonseparable heterogeneity and solve the "zeros problem" of demand by including zeros in the estimation. We also use panel data to … elasticities in the scanner data we consider. Thus, it is very important to allow correlation of prices and preferences to …