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I can't recall if Nielsen ever ran a commercial, but it just dropped an "explainer video" promoting why its new Big Data + Panel is a "new-and-improved" advertising currency.
Laura Liu, Hyungsik Roger Moon, Frank Schorfheide, FORECASTING WITH DYNAMIC PANEL DATA MODELS, Econometrica, Vol. 88, No. 1 (January 2020), pp. 171-201 ...
We propose a varying-coefficient panel-data model with unobservable multiple interactive fixed effects that are correlated with the regressors. We approximate each coefficient function using B-splines ...
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