Harry Haupt, Kathryn Kagerer, and Winfried J. Steiner, "Smooth
Quantile Based Modeling of Brand Sales, Price and Promotional Effects
from Retail Scanner Panels", Journal of Applied Econometrics,
Vol. 29, No. 6, 2014, pp. 1007-1028.

The data used in this paper are publicly available at

http://research.chicagobooth.edu/marketing/databases/dominicks/dataset.aspx

The data are the property of the Marketing group at the University of
Chicago Graduate School of Business and is intended for academic use
only. The particular data set analysed in the paper includes weekly
unit sales, retail prices (note that the construction of tier cross
prices is detailed in the web appendix accompanying the paper) and
display activities on the store level for nine brands -- Florida
Natural, Tropicana Pure, Minute Maid Premium, Minute Maid, Citrus
Hill, Florida Gold, Tree Fresh, Tropicana, and Dominick's -- in the
refrigerated orange juice category (package size 64 oz) and contains a
balanced (i.e. no product introductions occurred during the considered
time span) panel data set for a cross-section of 46 stores of the
retail chain over a time span of 88 weeks (starting with week 39 and
ending with week 126) resulting in a total of 4048 observations.
Further details on the data structure are displayed at

http://research.chicagobooth.edu/marketing/databases/dominicks/categories/prfj.aspx

The file hks-files.zip contains hks-data.txt, which includes all the
data, one line per observations, and hks-code.R, an R program. These
are both ASCII files in DOS format. Unix/Linux users should use
"unzip -a".

Harry Haupt
harry.haupt[AT]uni-passau.de