Testing rationality without restricting heterogeneity

DOI10.1016/J.JECONOM.2016.11.003MaRDI QIDQ506060zbMATH OpenOpenAlexFDO

Authors 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

axiom of revealed stochastic preferencebootstrapnonparametric teststochastic rationalizability

Mathematics Subject Classification ID

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

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Cites work

• Asymptotics of conditional empirical processes
• Axioms of Revealed Preference for Nonlinear Choice Sets
• Best Nonparametric Bounds on Demand Responses
• scientific article; zbMATH DE number 131054 (Why is no real title available?)
• Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
• Inference for parameters defined by moment inequalities using generalized moment selection
• Nonparametric Analysis of Random Utility Models
• Nonparametric Engel Curves and Revealed Preference
• Revealed Preference Theory
• Revealed stochastic preference: a synthesis
• Stochastic revealed preference and the theory of demand
• The law of the iterated logarithm for empirical processes on Vapnik- Červonenkis classes
• The Nonparametric Approach to Demand Analysis
• Weak convergence and empirical processes. With applications to statistics

Cited in

(9)

• Rationality testing under asymmetric loss
• Testing minimax for rational ignorant agents
• Randomization test of the rational expectation hypothesis
• Revealed preference theory: an algorithmic outlook
• Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures
• Bounded rationality and thick frontiers in stochastic frontier analysis
• Testing strictly concave rationality
• Rationalizing rational expectations: characterizations and tests
• Revealed preference and revealed preference cycles: a survey

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