How many consumers are rational?

DOI10.1016/J.JECONOM.2011.06.015zbMATH Open1441.62732OpenAlexW2117848341MaRDI QIDQ738029FDOQ738029

Stefan Hoderlein

Publication date: 12 August 2016

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

Full work available at URL: http://fmwww.bc.edu/EC-P/wp748.pdf

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zbMATH Keywords

nonparametricdemandintegrabilitynonseparable modelstesting rationalitynonparametric IV

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Identification and estimation of triangular simultaneous equations models without additivity
• Identification in Nonseparable Models
• Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors
• Nonparametric Engel Curves and Revealed Preference
• Empirical Evidence on the Law of Demand
• Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves
• Testing and imposing Slutsky symmetry in nonparametric demand systems
• Increasing the price variation in a repeated cross section
• Efficient Intra-Household Allocations: A General Characterization and Empirical Tests
• The Demand Theory of the Weak Axiom of Revealed Preference
• Tests of Additive Derivative Constraints
• Analyzing the random coefficient model nonparametrically

Cited In (21)

• Testing for monotonicity in unobservables under unconfoundedness
• Local indirect least squares and average marginal effects in nonseparable structural systems
• Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures
• Nonparametric difference-in-differences in repeated cross-sections with continuous treatments
• PARTIAL IDENTIFICATION OF NONSEPARABLE MODELS USING BINARY INSTRUMENTS
• Testing a conditional form of exogeneity
• Nonparametric instrumental variable derivative estimation
• Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness
• Slutsky matrix norms: the size, classification, and comparative statics of bounded rationality
• SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS
• Specification testing in random coefficient models
• Testing for separability in structural equations
• Identification and Identification Failure for Treatment Effects Using Structural Systems
• The triangular model with random coefficients
• Approximately rational consumer demand
• Revealed preference theory for finite choice sets
• Testing and imposing Slutsky symmetry in nonparametric demand systems
• TESTING FOR TREATMENT DEPENDENCE OF EFFECTS OF A CONTINUOUS TREATMENT
• Identification and estimation of local average derivatives in non-separable models without monotonicity
• Nonparametric identification in nonseparable panel data models with generalized fixed effects
• Stochastic volatility demand systems

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