This paper develops a dynamic model of consumer search that, despite placing very little structure on the dynamic problem faced by consumers, allows us to exploit intertemporal variation in price distributions to estimate the distribution from which consumer search costs are initially drawn. We...

This paper identifies patterns of cross-sectional and temporal price dispersion-in the Spanish online grocery retail market-and evaluates the extent to which search costs and chain heterogeneity explain such dispersion. We build a data set comprising 836,074 prices for the most popular grocery...

We study sequential search without priors. Our interest lies in decision rules that are close to being optimal under each prior and after each history. We call these rules robust. The search literature employs optimal rules based on cutoff strategies, and these rules are not robust. We derive...