Is intertemporal choice theory testable?
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Publication:1428168
DOI10.1016/S0304-4068(03)00091-0zbMath1059.91021OpenAlexW2125284425MaRDI QIDQ1428168
Publication date: 14 March 2004
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4068(03)00091-0
Related Items (4)
Observable restrictions of general equilibrium models with financial markets. ⋮ Testing for intertemporal nonseparability ⋮ Incomplete market demand tests for Kreps-Porteus-Selden preferences ⋮ Normative inference in efficient markets
Cites Work
- The Nonparametric Approach to Demand Analysis
- Observable restrictions of general equilibrium models with financial markets.
- Revealed Preferences and Differentiable Demand
- Temporal Resolution of Uncertainty and Dynamic Choice Theory
- Temptation and Self-Control
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- Stationary Ordinal Utility and Impatience
- The Construction of Utility Functions from Expenditure Data
- Testable Restrictions on the Equilibrium Manifold
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