Testing rationality without restricting heterogeneity

DOI10.1016/j.jeconom.2016.11.003zbMath1443.62476OpenAlexW2558484230MaRDI QIDQ506060

Kohei Kawaguchi

Publication date: 30 January 2017

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2016.11.003

zbMATH Keywords

bootstrapnonparametric testaxiom of revealed stochastic preferencestochastic rationalizability

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Utility theory (91B16) Consumer behavior, demand theory (91B42)

Related Items (2)

Revealed preference theory: an algorithmic outlook ⋮ Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures

Cites Work

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• Asymptotics of conditional empirical processes
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• Axioms of Revealed Preference for Nonlinear Choice Sets
• Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
• Nonparametric Analysis of Random Utility Models
• Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
• Nonparametric Engel Curves and Revealed Preference
• Revealed Preference Theory

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