We explore opportunities for targeted pricing for a retailer that only tracks weekly store-level aggregate sales and marketing-mix information. We show that it is possible, using these data, to recover essential features of the underlying distribution of consumer willingness to pay. Knowledge of...

Discrete choice models of demand have typically been estimated assuming that prices are exogenous. Since unobservable (to the researcher) product attributes, such as coupon availability, may impact consumer utility as well as price setting by firms, we treat prices as endogenous. Specifically,...