de Haan, Jan; Grient, Heymerik A. van der - In: Journal of Econometrics 161 (2011) 1, pp. 36-46
The use of scanner data in the CPI makes it possible to compile superlative price indexes at detailed aggregation levels since prices and quantities are available. A potential drawback is the high attrition rate of items. The usual solution to handle this problem, high-frequency chaining, can...