  We study consumption dependence in the context of random utility and repeated
choice. We show that, in the presence of consumption dependence, the random
utility model is a misspecified model of repeated rational choice. This
misspecification leads to biased estimators and failures of standard random
utility axioms. We characterize exactly when and by how much the random utility
model is misspecified when utilities are consumption dependent. As one possible
solution to this problem, we consider time disaggregated data. We offer a
characterization of consumption dependent random utility when we observe time
disaggregated data. Using this characterization, we develop a hypothesis test
for consumption dependent random utility that offers computational improvements
over the natural extension of Kitamura and Stoye (2018) to our setting.
