The Nonparametric Approach to Demand Analysis
From MaRDI portal
Cited in
(only showing first 100 items - show all)- Afriat's theorem for general budget sets
- Consumer choice and revealed bounded rationality
- Tests for the consistency of consumer data
- Cost of living indices based on demand functions
- Expected utility maximization and demand behavior
- Revealed preference with a subset of goods
- Computation as a correlation device
- Recovering homothetic preferences
- A revealed preference test for weakly separable utility maximization with incomplete adjustment
- Non-parametric test of derivative restrictions robust to functional misspecification
- The subjective expected utility hypothesis and revealed preference
- Nonparametric option pricing under shape restrictions
- Observable restrictions of general equilibrium models with financial markets.
- Equilibrium behavior in markets and games: Testable restrictions and identification.
- When is individual demand concavifiable?
- Is intertemporal choice theory testable?
- Single-period Markowitz portfolio selection, performance gauging, and duality: a variation on the Luenberger shortage function
- revealedPrefs
- Identification problems and decisions under ambiguity: Empirical analysis of treatment response and normative analysis of treatment choice
- Production with storable and durable inputs: nonparametric analysis of intertemporal efficiency
- On testing for revealed preference conditions
- Normality of demand in a two-goods setting
- Price competition in a nonlinear differentiated duopoly
- Shape constraints in economics and operations research
- A penalized method for multivariate concave least squares with application to productivity analysis
- Inference of preference heterogeneity from choice data
- Note on symmetric utility
- Revealed preference theory: an algorithmic outlook
- The development of consistent decision-making across economic domains
- A geometric approach to revealed preference via Hamiltonian cycles
- Measuring rationality: percentages vs expenditures
- A Markov chain Monte Carlo procedure to generate revealed preference consistent datasets
- Jensen's inequality connected with a double random good
- Non-rationalizable individuals and stochastic rationalizability
- Correcting for random budgets in revealed preference experiments
- An augmented Lagrangian method with constraint generation for shape-constrained convex regression problems
- Identifying changing taste from demand data via golden eggs
- The two faces of independence: betweenness and homotheticity
- A testable model of consumption with externalities
- Estimating nonparametric convex functions using gradient data
- Costly information acquisition
- Enlarging the collective model of household behavior: a revealed preference analysis
- Descriptive complexity and revealed preference theory
- Revealed preference tests for weak separability: an integer programming approach
- Complexity results for the weak axiom of revealed preference for collective consumption models
- Revealed preference theory for finite choice sets
- Afriat in the lab
- Quasi-linear integrability
- Adaptive stochastic search
- Testable implications of general equilibrium models: an integer programming approach
- Afriat from maxmin
- Essential data, budget sets and rationalization
- Symposium on revealed preference analysis
- The housing problem and revealed preference theory: duality and an application
- Private versus public consumption within groups: testing the nature of goods from aggregate data
- Revealed smooth nontransitive preferences
- Robust firm pricing with panel data
- The geometry of revealed preference
- Testing for intertemporal nonseparability
- A simplified test for preference rationality of two-commodity choice
- On the complexity of testing the collective axiom of revealed preference
- Testing strictly concave rationality
- Violation of the transitivity axiom may explain why, in empirical studies, a significant number of subjects violate GARP
- Revealed preference analysis of expected utility maximization under prize-probability trade-offs
- Revealed stochastic choice with attributes
- The empirical implications of privacy-aware choice
- Revealed Preference Tests of Collectively Rational Consumption Behavior: Formulations and Algorithms
- Consumer preferences and demand systems
- Nonparametric tests of collectively rational consumption behavior: an integer programming procedure
- A nonparametric test of weak separability and consumer preferences
- On the feedback solutions of differential oligopoly games with hyperbolic demand curve and capacity accumulation
- The efficiency of top agents: an analysis through service strategy in tennis
- Afriat's theorem and Samuelson's `eternal darkness'
- Integration of pseudomonotone maps and the revealed preference problem
- Inverse problems of demand analysis and their applications to computation of positively-homogeneous Konüs-Divisia indices and forecasting
- R\&D for green technologies in a dynamic oligopoly: Schumpeter, Arrow and inverted-U's
- Information diffusion in social sensing
- A COMPARISON OF TWO METHODS FOR TESTING THE UTILITY MAXIMIZATION HYPOTHESIS WHEN QUANTITY DATA ARE MEASURED WITH ERROR
- Revealed preference test and shortest path problem; graph theoretic structure of the rationalizability test
- The combinatorial world (of auctions) according to GARP
- Inverse game theory: learning utilities in succinct games
- Representation theorem for convex nonparametric least squares
- INTRODUCTION TO MEASUREMENT WITH THEORY
- ADMISSIBLE CLUSTERING OF AGGREGATOR COMPONENTS: A NECESSARY AND SUFFICIENT STOCHASTIC SEMINONPARAMETRIC TEST FOR WEAK SEPARABILITY
- Remarks on Afriat's theorem and the Monge-Kantorovich problem
- Revealed preference analysis for convex rationalizations on nonlinear budget sets
- On the rationalizability of observed consumers' choices when preferences depend on budget sets: comment
- Nonparametric comparative revealed risk aversion
- Revealed preference tests for consistency with weakly separable indirect utility
- Estimating ambiguity aversion in a portfolio choice experiment
- Transitivity of preferences: when does it matter?
- Afriat's theorem for indivisible goods
- THE ET INTERVIEW: PROFESSOR W. ERWIN DIEWERT
- Bounding quantile demand functions using revealed preference inequalities
- The computational complexity of rationalizing Pareto optimal choice behavior
- A note on testing axioms of revealed preference
- Ascending-price algorithms for unknown markets
- Consistent subsets: computationally feasible methods to compute the Houtman-Maks-index
- Sparse Convex Regression
- Extension of monotonic functions and representation of preferences
This page was built for publication: The Nonparametric Approach to Demand Analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q143604)
