Using runs tests on sequences of individual-level brand choices for several product categories, the author shows that choices are consistent with nonstationary behavior for the majority of households.
BEMMAOR, A.C. (1979). An Empirical Study of the Temporal Aggregation Bias in Stochastic Models of Brand Choice. In: 1978 Proceedings of the Business and Economic Statistics Section, Annual Conference of the American Statistical Association. San Diego CA: American Statistical Association (ASA), pp. 842-845.