A Markov chain Monte Carlo procedure to generate revealed preference consistent datasets

DOI10.1016/j.jmateco.2021.102523zbMath1479.91104OpenAlexW3049257778MaRDI QIDQ2057250

Thomas Demuynck

Publication date: 9 December 2021

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/310214/3/2020-33-DEMUYNCK-markov.pdf

zbMATH Keywords

Markov chain Monte Carlorevealed preferenceBronars power

Mathematics Subject Classification ID

Individual preferences (91B08) Mathematical economics and fuzziness (91B86)

Cites Work

• The Nonparametric Approach to Demand Analysis
• Markov chains and stochastic stability
• The nonparametric approach to applied welfare analysis
• Slice sampling. (With discussions and rejoinder)
• A note on a method for generating points uniformly on n -dimensional spheres
• General Irreducible Markov Chains and Non-Negative Operators
• Revealed Preference Theory
• Non-Parametric Tests of Consumer Behaviour
• An analysis of a variation of hit-and-run for uniform sampling from general regions
• Hit-and-Run Algorithms for Generating Multivariate Distributions
• The Construction of Utility Functions from Expenditure Data

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