Identification of Individual Demands from Market Data under Uncertainty

DOI10.2202/1935-1704.1420MaRDI QIDQ3398213zbMATH OpenOpenAlexFDO

Authors Andrés Carvajal, Alvaro Riascos

Publication date 26 September 2009

Published in The B.E. Journal of Theoretical Economics (Search for Journal in Brave)

Full work available at URL http://wrap.warwick.ac.uk/31/1/WRAP_Carvajal_im_bepress.pdf

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Consumer behavior, demand theory (91B42)

Recommendations

• The identification of preferences from equilibrium prices under uncertainty
• The identification of beliefs from asset demand
• Identification of consumers' preferences when their choices are unobservable
• Aggregation and identification in consumer demand systems
• Incomplete markets and individual risks

Cited in

(10)

• A model of state aggregation
• Identification of Pareto-improving policies: Information as the real invisible hand
• Identification of consumers' preferences when their choices are unobservable
• The identification of beliefs from asset demand
• Specification and Identification of Stochastic Demand Models
• The testable implications of competitive equilibrium in economies with externalities
• Idiosyncratic risk and financial policy
• Identification in general equilibrium
• Recent advances on testability in economic equilibrium models
• The identification of preferences from equilibrium prices under uncertainty

This page was built for publication: Identification of Individual Demands from Market Data under Uncertainty

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3398213)