Identification in general equilibrium
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Recommendations
- Equilibrium behavior in markets and games: Testable restrictions and identification.
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- The identification of preferences from equilibrium prices under uncertainty
- Testable implications of general equilibrium theory: A differentiable approach.
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Cites work
- scientific article; zbMATH DE number 3793725 (Why is no real title available?)
- scientific article; zbMATH DE number 3436880 (Why is no real title available?)
- scientific article; zbMATH DE number 5252510 (Why is no real title available?)
- Afriat's theorem for general budget sets
- Characterizing Some Gorman Engel Curves
- Excess demand functions
- Identification of Individual Demands from Market Data under Uncertainty
- Identification of Pareto-improving policies: Information as the real invisible hand
- Incomplete market demand tests for Kreps-Porteus-Selden preferences
- Individual excess demands.
- Non-parametric counterfactual analysis in dynamic general equilibrium
- Observability and optimality
- On Revealed Preference Analysis
- Recovering Cardinal Utility
- Recovering preferences from finite data
- Revealed Preference Theory
- Smooth Preferences
- Smooth Preferences: A Corrigendum
- Testable Restrictions on the Equilibrium Manifold
- Testable implications of general equilibrium theory: A differentiable approach.
- The Recoverability of Consumers' Preferences from Market Demand Behavior
- The equilibrium manifold keeps the memory of individual demand functions
- The identification of preferences from equilibrium prices under uncertainty
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