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Stochastic Revealed Preference and Rationalizability

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Author Info
Jan Heufer ()

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Abstract

This paper explorers rationalizability issues for finite sets of observations of stochastic choice in the framework introduced by Bandyopadhyay et al. (JET, 1999). Is is argued that a useful approach is to consider indirect preferences on budgets instead of direct preferences on commodity bundles. Stochastic choices are rationalizable in terms of stochastic orderings on the normalized price space if and only if there exits a solution to a linear feasibility problem. Together with the weak axiom of stochastic revealed preference the existence of a solution implies rationalizability in terms of stochastic orderings on the commodity space. Furthermore it is shown that the problem of finding sufficiency conditions for binary choice probabilities to be rationalizable bears similarities to the problem considered here.

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Publisher Info
Paper provided by Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen in its series Ruhr Economic Papers with number 0070.

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Length: 20 pages
Date of creation: Sep 2008
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Handle: RePEc:rwi:repape:0070

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Related research
Keywords: Stochastic choice; rationalizability; revealed preference; weak axiom of stochastic revealed preference; revealed favorability;

Find related papers by JEL classification:
D11 - Microeconomics - - Household Behavior - - - Consumer Economics: Theory

This paper has been announced in the following NEP Reports:

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This page was last updated on 2009-12-2.


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