A Journal of Applied Econometrics, Institute for Fiscal Studies (IFS) and Centre for Microdata Methods and Practice (cemmap) conference. Organisers: Rachel Griffith (IFS/UCL), Jerry Hausman (MIT) and Lars Nesheim (UCL/CEMMAP) Large scale data on household purchasing behaviour are now widely available in many countries. These data are collected by market research firms and contain information on prices and quantities purchased, along with detailed product and household characteristics. They are increasingly being used by social scientists, and open up many new avenues of research as well as presenting new challenges. This conference will discuss the latest research.