While much of the literature on cross section dependence has focused mainly on estimation of the regression coefficients in the underlying model, estimation and inferences on the magnitude and strength of spill-overs and interactions has been largely ignored. At the same time, such inferences...

This paper discusses the probability of exploiting price variations that may occur during the survey period of any household expenditure survey in order to identify heterogeneous demand responses to discrete price changes. This is possible since expenditure survey contain usually a large number...