Nonparametric Analysis of Random Utility Models: Computational Tools for Statistical Testing
Author
Suggested Citation
Download full text from publisher
Other versions of this item:
- Bart Smeulders & Laurens Cherchye & Bram De Rock, 2021. "Nonparametric Analysis of Random Utility Models: Computational Tools for Statistical Testing," Econometrica, Econometric Society, vol. 89(1), pages 437-455, January.
References listed on IDEAS
- Yuichi Kitamura & Jörg Stoye, 2018.
"Nonparametric Analysis of Random Utility Models,"
Econometrica, Econometric Society, vol. 86(6), pages 1883-1909, November.
- Yuichi Kitamura & Jörg Stoye, 2016. "Nonparametric analysis of random utility models," CeMMAP working papers 27/16, Institute for Fiscal Studies.
- Yuichi Kitamura & Jorg Stoye, 2016. "Nonparametric analysis of random utility models," CeMMAP working papers CWP27/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yuichi Kitamura & Jorg Stoye, 2016. "Nonparametric Analysis of Random Utility Models," Papers 1606.04819, arXiv.org, revised Sep 2018.
- Jorg Stoye & Yuichi Kitamura, 2017. "Nonparametric analysis of random utility models," CeMMAP working papers CWP56/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jorg Stoye & Yuichi Kitamura, 2017. "Nonparametric analysis of random utility models," CeMMAP working papers 56/17, Institute for Fiscal Studies.
- George B. Dantzig & Philip Wolfe, 1960. "Decomposition Principle for Linear Programs," Operations Research, INFORMS, vol. 8(1), pages 101-111, February.
- Stefan Hoderlein & Jörg Stoye, 2014.
"Revealed Preferences in a Heterogeneous Population,"
The Review of Economics and Statistics, MIT Press, vol. 96(2), pages 197-213, May.
- Stefan Hoderlein & Jörg Stoye, 2009. "Revealed Preferences in a Heterogeneous Population," Boston College Working Papers in Economics 745, Boston College Department of Economics.
- Yuichi Kitamura & Jorg Stoye, 2019. "Nonparametric Counterfactuals in Random Utility Models," Papers 1902.08350, arXiv.org, revised May 2019.
- Varian, Hal R, 1982. "The Nonparametric Approach to Demand Analysis," Econometrica, Econometric Society, vol. 50(4), pages 945-973, July.
- Rahul Deb & Yuichi Kitamura & John K.-H. Quah & Jorg Stoye, 2017.
"Revealed Price Preference: Theory and Stochastic Testing,"
Cowles Foundation Discussion Papers
2087, Cowles Foundation for Research in Economics, Yale University.
- Rahul Deb & Yuichi Kitamura & John Quah & Joerg Stoye, 2017. "Revealed Price Preference: Theory and Stochastic Testing," Working Papers tecipa-582, University of Toronto, Department of Economics.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Roy Allen & Paweł Dziewulski & John Rehbeck, 2024.
"Revealed statistical consumer theory,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 77(3), pages 823-847, May.
- Roy Allen & Pawel Dziewulski & John Rehbeck, 2019. "Revealed statistical consumer theory," Working Paper Series 1119, Department of Economics, University of Sussex Business School.
- Roy Allen & Pawel Dziewulski & John Rehbeck, 2019. "Revealed Statistical Consumer Theory," University of Western Ontario, Departmental Research Report Series 20195, University of Western Ontario, Department of Economics.
- Pawel Dziewulski & Roy Allen & John Rehbeck, 2021. "Revealed statistical consumer theory," Working Paper Series 0221, Department of Economics, University of Sussex Business School.
- Nobuo Koida & Koji Shirai, 2024. "A dual approach to nonparametric characterization for random utility models," Papers 2403.04328, arXiv.org, revised Jun 2024.
- Changkuk Im & John Rehbeck, 2021. "Non-rationalizable Individuals, Stochastic Rationalizability, and Sampling," Papers 2102.03436, arXiv.org, revised Oct 2021.
- Turansick, Christopher, 2022.
"Identification in the random utility model,"
Journal of Economic Theory, Elsevier, vol. 203(C).
- Christopher Turansick, 2021. "Identification in the Random Utility Model," Papers 2102.05570, arXiv.org, revised May 2022.
- Christopher Turansick, 2023. "An Alternative Approach for Nonparametric Analysis of Random Utility Models," Papers 2303.14249, arXiv.org, revised May 2024.
- Mike Tsionas & Valentin Zelenyuk, 2021. "Goodness-of-fit in Optimizing Models of Production: A Generalization with a Bayesian Perspective," CEPA Working Papers Series WP182021, School of Economics, University of Queensland, Australia.
- Thomas Demuynck & Tom Potoms, 2022. "Testing revealed preference models with unobserved randomness: a column generation approach," Working Papers ECARES 2022-42, ULB -- Universite Libre de Bruxelles.
- Daniele Caliari & Henrik Petri, 2024. "Irrational Random Utility Models," Papers 2403.10208, arXiv.org.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Yuichi Kitamura & Jörg Stoye, 2018.
"Nonparametric Analysis of Random Utility Models,"
Econometrica, Econometric Society, vol. 86(6), pages 1883-1909, November.
- Yuichi Kitamura & Jorg Stoye, 2016. "Nonparametric analysis of random utility models," CeMMAP working papers CWP27/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jorg Stoye & Yuichi Kitamura, 2017. "Nonparametric analysis of random utility models," CeMMAP working papers CWP56/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yuichi Kitamura & Jorg Stoye, 2016. "Nonparametric Analysis of Random Utility Models," Papers 1606.04819, arXiv.org, revised Sep 2018.
- Jorg Stoye & Yuichi Kitamura, 2017. "Nonparametric analysis of random utility models," CeMMAP working papers 56/17, Institute for Fiscal Studies.
- Yuichi Kitamura & Jörg Stoye, 2016. "Nonparametric analysis of random utility models," CeMMAP working papers 27/16, Institute for Fiscal Studies.
- Francesca Molinari, 2020.
"Microeconometrics with Partial Identi?cation,"
CeMMAP working papers
CWP15/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Francesca Molinari, 2020. "Microeconometrics with Partial Identification," Papers 2004.11751, arXiv.org.
- Wilfried Youmbi, 2024. "Nonparametric Analysis of Random Utility Models Robust to Nontransitive Preferences," Papers 2406.13969, arXiv.org.
- Takashi Kunimoto & Roberto Serrano, 2020.
"Rationalizable Incentives: Interim Implementation of Sets in Rationalizable Strategies,"
Working Papers
2020-15, Brown University, Department of Economics.
- Victor H. Aguiar & Per Hjertstrand & Roberto Serrano, 2020. "Rationalizable Incentives: Interim Implementation of Sets in Rationalizable Strategies," Working Papers 2020-16, Brown University, Department of Economics.
- Kunimoto, Takashi & Serrano, Roberto, 2020. "Rationalizable Incentives: Interim Implementation of Sets in Rationalizable Strategies," Economics and Statistics Working Papers 4-2020, Singapore Management University, School of Economics.
- Aguiar, Victor H. & Hjertstrand, Per & Serrano, Roberto, 2020.
"A Rationalization of the Weak Axiom of Revealed Preference,"
Working Paper Series
1321, Research Institute of Industrial Economics.
- Victor H. Aguiar & Per Hjertstrand & Roberto Serrano, 2022. "A Rationalization of the Weak Axiom of Revealed Preference," University of Western Ontario, Departmental Research Report Series 20229, University of Western Ontario, Department of Economics.
- Nail Kashaev & Victor H. Aguiar, 2022. "Nonparametric Analysis of Dynamic Random Utility Models," Papers 2204.07220, arXiv.org.
- Victor H Aguiar & Nail Kashaev, 2021.
"Stochastic Revealed Preferences with Measurement Error [Consistency between Household-level Consumption Data from Registers and Surveys],"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 88(4), pages 2042-2093.
- Victor H. Aguiar & Nail Kashaev, 2018. "Stochastic Revealed Preferences with Measurement Error," Papers 1810.05287, arXiv.org, revised Sep 2020.
- Rahul Deb & Yuichi Kitamura & John K H Quah & Jörg Stoye, 2023.
"Revealed Price Preference: Theory and Empirical Analysis,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(2), pages 707-743.
- Rahul Deb & Yuichi Kitamura & John K. -H. Quah & Jorg Stoye, 2018. "Revealed Price Preference: Theory and Empirical Analysis," Papers 1801.02702, arXiv.org, revised Apr 2021.
- Rahul Deb & Yuichi Kitamura & John Quah & Jorg Stoye, 2018. "Revealed price preference: theory and empirical analysis," CeMMAP working papers CWP57/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Nobuo Koida & Koji Shirai, 2024. "A dual approach to nonparametric characterization for random utility models," Papers 2403.04328, arXiv.org, revised Jun 2024.
- Im, Changkuk & Rehbeck, John, 2022. "Non-rationalizable individuals and stochastic rationalizability," Economics Letters, Elsevier, vol. 219(C).
- Sam Cosaert & Thomas Demuynck, 2018.
"Nonparametric Welfare and Demand Analysis with Unobserved Individual Heterogeneity,"
The Review of Economics and Statistics, MIT Press, vol. 100(2), pages 349-361, May.
- Cosaert, S. & Demuynck, T., 2014. "Nonparametric welfare and demand analysis with unobserved individual heterogeneity," Research Memorandum 010, Maastricht University, Graduate School of Business and Economics (GSBE).
- Sam Cosaert & Thomas Demuynck, 2018. "Nonparametric welfare and demand analysis with unobserved individual heterogeneity," ULB Institutional Repository 2013/251988, ULB -- Universite Libre de Bruxelles.
- Demuynck, Thomas & Hjertstrand, Per, 2019.
"Samuelson's Approach to Revealed Preference Theory: Some Recent Advances,"
Working Paper Series
1274, Research Institute of Industrial Economics.
- Thomas Demuynck & Per Hjertstrand, 2020. "Samuelson’s Approach to Revealed Preference Theory: Some Recent Advances," ULB Institutional Repository 2013/314701, ULB -- Universite Libre de Bruxelles.
- Yuichi Kitamura & Jörg Stoye, 2013.
"Nonparametric analysis of random utility models: testing,"
CeMMAP working papers
36/13, Institute for Fiscal Studies.
- Stoye, Jörg & Kitamura, Yuichi, 2013. "Nonparametric Analysis of Random Utility Models: Testing," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79753, Verein für Socialpolitik / German Economic Association.
- Yuichi Kitamura & Jorg Stoye, 2013. "Nonparametric analysis of random utility models: testing," CeMMAP working papers CWP36/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yuichi Kitamura & Jorg Stoye, 2013. "Nonparametric Analysis of Random Utility Models: Testing," Cowles Foundation Discussion Papers 1902, Cowles Foundation for Research in Economics, Yale University.
- Cherchye, Laurens & Demuynck, Thomas & De Rock, Bram, 2018.
"Transitivity of preferences: when does it matter?,"
Theoretical Economics, Econometric Society, vol. 13(3), September.
- Laurens Cherchye & Thomas Demuynck & Bram De Rock, 2015. "Transitivity of preferences: when does it matter?," Working Papers of Department of Economics, Leuven 515975, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Laurens Cherchye & Thomas Demuynck & Bram De Rock, 2015. "Transitivity of Preferences: When Doest it Matter ?," Working Papers ECARES ECARES 2015-44, ULB -- Universite Libre de Bruxelles.
- Laurens Cherchye & Thomas Demuynck & Bram De Rock, 2018. "Transitivity of Preferences: When Doest it Matter ?," ULB Institutional Repository 2013/262696, ULB -- Universite Libre de Bruxelles.
- Arthur Lewbel & Krishna Pendakur, 2017.
"Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients,"
Journal of Political Economy, University of Chicago Press, vol. 125(4), pages 1100-1148.
- Arthur Lewbel & Krishna Pendakur, 2012. "Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients," Boston College Working Papers in Economics 791, Boston College Department of Economics, revised 01 Jul 2013.
- Arthur Lewbel & Krishna Pendakur, 2015. "Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients," Discussion Papers dp16-03, Department of Economics, Simon Fraser University.
- Arthur Lewbel & Krishna Pendakur, 2015. "Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients," Discussion Papers dp15-12, Department of Economics, Simon Fraser University.
- Laurens Cherchye & Thomas Demuynck & Bram De Rock, 2013.
"Nash‐Bargained Consumption Decisions: A Revealed Preference Analysis,"
Economic Journal, Royal Economic Society, vol. 123, pages 195-235, March.
- Laurens CHERCHYE & Thomas DEMUYNCK & Bram DE ROCK, 2011. "Nash bargained consumption decisions: a revealed preference analysis," Working Papers of Department of Economics, Leuven ces11.07, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Laurens Cherchye & Thomas Demuynck & Bram De Rock, 2013. "Nash-Bargained Consumption Decisions: A Revealed Preference Analysis," ULB Institutional Repository 2013/252236, ULB -- Universite Libre de Bruxelles.
- Cherchye, Laurens & Cosaert, Sam & De Rock, Bram & Kerstens, Pieter Jan & Vermeulen, Frederic, 2018.
"Individual welfare analysis for collective households,"
Journal of Public Economics, Elsevier, vol. 166(C), pages 98-114.
- Laurens Cherchye & Sam Cosaert & Bram De Rock & Pieter Jan Kerstens & Frederic Vermeulen, 2017. "Individual welfare analysis for collective households," Working Papers of Department of Economics, Leuven 599737, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Laurens Cherchye & Sam Cosaert & Bram De Rock & Pieter Jan Kerstens & Frederic Vermeulen, 2017. "Individual Welfare Analysis for Collective Households," Working Papers ECARES ECARES 2017-44, ULB -- Universite Libre de Bruxelles.
- Cherchye, Laurens & Demuynck, Thomas & Rock, Bram De, 2019.
"Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures,"
Journal of Econometrics, Elsevier, vol. 211(2), pages 483-506.
- Laurens Cherchye & Thomas Demuynck & Bram De Rock, 2017. "Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures," Working Papers of Department of Economics, Leuven 598907, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Laurens Cherchye & Bram De Rock & Thomas Demuynck, 2017. "Bounding Counterfactual Demand with Unobserved Heterogeneity and Endogenous Expenditures," Working Papers ECARES ECARES 2017-41, ULB -- Universite Libre de Bruxelles.
- Daniele Caliari & Henrik Petri, 2024. "Irrational Random Utility Models," Papers 2403.10208, arXiv.org.
- Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2017.
"Household Consumption When the Marriage Is Stable,"
American Economic Review, American Economic Association, vol. 107(6), pages 1507-1534, June.
- Cherchye, Laurens & Demuynck, Thomas & De Rock, Bram & Vermeulen, Frederic, 2014. "Household Consumption When the Marriage Is Stable," IZA Discussion Papers 8070, Institute of Labor Economics (IZA).
- Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2017. "Household Consumption When the Marriage is Stable," ULB Institutional Repository 2013/251990, ULB -- Universite Libre de Bruxelles.
- Laurens CHERCHYE & Thomas DEMUYNCK & Bram DE ROCK & Frederic VERMEULEN, 2014. "Household consumption when the marriage is stable," Working Papers of Department of Economics, Leuven ces14.08, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2014. "Household consumption when marriage is stable," IFS Working Papers W14/26, Institute for Fiscal Studies.
- Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2014. "Household Consumption When the Marriage is Stable," Working Papers ECARES ECARES 2014-21, ULB -- Universite Libre de Bruxelles.
More about this item
Keywords
computational tools; statistical testing;NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2019-09-09 (Econometrics)
- NEP-UPT-2019-09-09 (Utility Models and Prospect Theory)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eca:wpaper:2013/292215. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Benoit Pauwels (email available below). General contact details of provider: https://edirc.repec.org/data/arulbbe.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.