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Nonparametric analysis of random utility models

Citations

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Cited by:

  1. Maes, Sebastiaan & Malhotra, Raghav, 2024. "Beyond the Mean : Testing Consumer Rationality through Higher Moments of Demand," CRETA Online Discussion Paper Series 85, Centre for Research in Economic Theory and its Applications CRETA.
  2. Debopam Bhattacharya, 2021. "The Empirical Content of Binary Choice Models," Econometrica, Econometric Society, vol. 89(1), pages 457-474, January.
  3. Natalia Lazzati & John K.-H. Quah & Koji Shirai, 2018. "Nonparametric analysis of monotone choice," Discussion Paper Series 184, School of Economics, Kwansei Gakuin University.
  4. Soren Blomquist & Anil Kumar & Che-Yuan Liang & Whitney K. Newey, 2022. "Nonlinear Budget Set Regressions for the Random Utility Model," Working Papers 2219, Federal Reserve Bank of Dallas.
  5. Stoye, Jörg, 2019. "Revealed Stochastic Preference: A one-paragraph proof and generalization," Economics Letters, Elsevier, vol. 177(C), pages 66-68.
  6. à ureo de Paula & Seth Richards†Shubik & Elie Tamer, 2018. "Identifying Preferences in Networks With Bounded Degree," Econometrica, Econometric Society, vol. 86(1), pages 263-288, January.
  7. Newey, Whitney & Stouli, Sami, 2021. "Control variables, discrete instruments, and identification of structural functions," Journal of Econometrics, Elsevier, vol. 222(1), pages 73-88.
  8. Victor H Aguiar & Nail Kashaev, 2021. "Stochastic Revealed Preferences with Measurement Error," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 88(4), pages 2042-2093.
  9. 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.
  10. Valentin Zelenyuk, 2024. "Aggregation in efficiency and productivity analysis: a brief review with new insights and justifications for constant returns to scale," Journal of Productivity Analysis, Springer, vol. 62(3), pages 321-334, December.
  11. Demuynck, Thomas & Hjertstrand, Per, 2019. "Samuelson's Approach to Revealed Preference Theory: Some Recent Advances," Working Paper Series 1274, Research Institute of Industrial Economics.
  12. 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.
  13. Yujian Chen & Joshua Lanier & John K. -H. Quah, 2024. "Goodness-of-fit and utility estimation: what's possible and what's not," Papers 2405.08464, arXiv.org, revised Feb 2026.
  14. 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.
  15. Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2022. "Optimal Decision Rules when Payoffs are Partially Identified," Papers 2204.11748, arXiv.org, revised Dec 2025.
  16. Victor Chernozhukov & Jerry A. Hausman & Whitney K. Newey, 2019. "Demand Analysis with Many Prices," NBER Working Papers 26424, National Bureau of Economic Research, Inc.
  17. Turansick, Christopher, 2025. "An alternative approach for nonparametric analysis of random utility models," Journal of Economic Theory, Elsevier, vol. 226(C).
  18. 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.
  19. Whitney K. Newey & Sami Stouli, 2018. "Heterogenous coefficients, discrete instruments, and identification of treatment effects," CeMMAP working papers CWP66/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  20. Kashaev, Nail & Aguiar, Victor H., 2022. "A random attention and utility model," Journal of Economic Theory, Elsevier, vol. 204(C).
  21. Nobuo Koida & Koji Shirai, 2024. "A dual approach to nonparametric characterization for random utility models," Papers 2403.04328, arXiv.org, revised Jun 2024.
  22. Molinari, Francesca, 2020. "Microeconometrics with partial identification," Handbook of Econometrics, in: Steven N. Durlauf & Lars Peter Hansen & James J. Heckman & Rosa L. Matzkin (ed.), Handbook of Econometrics, edition 1, volume 7, chapter 0, pages 355-486, Elsevier.
  23. Daniele Caliari & Henrik Petri, 2024. "Irrational Random Utility Models," Papers 2403.10208, arXiv.org, revised May 2025.
  24. Sören Blomquist & Jerry A. Hausman & Whitney K. Newey, 2023. "The Econometrics of Nonlinear Budget Sets," Annual Review of Economics, Annual Reviews, vol. 15(1), pages 287-306, September.
  25. Roy Allen & John Rehbeck, 2026. "Satisficing, aggregation, and quasilinear utility," Quantitative Economics, Econometric Society, vol. 17(2), pages 431-460, May.
  26. Natalia Lazzati & John K.-H. Quah & Koji Shirai, 2015. "A revealed preference theory of monotone choice and strategic complementarity," Discussion Paper Series 138, School of Economics, Kwansei Gakuin University, revised Dec 2015.
  27. Laurens Cherchye & Thomas Demuynck & Bram De Rock & Joshua Lanier, 2020. "Are Consumers Rational ?Shifting the Burden of Proof," Working Papers ECARES 2020-19, ULB -- Universite Libre de Bruxelles.
  28. Matthew Kovach & Gerelt Tserenjigmid, 2023. "The Focal Quantal Response Equilibrium," Papers 2304.00438, arXiv.org, revised May 2026.
  29. Arie Beresteanu, 2021. "Identification of Incomplete Preferences," Working Paper 7145, Department of Economics, University of Pittsburgh.
  30. Victor H. Aguiar & Maria Jose Boccardi & Nail Kashaev & Jeongbin Kim, 2023. "Random utility and limited consideration," Quantitative Economics, Econometric Society, vol. 14(1), pages 71-116, January.
  31. Cheaheon Lim & Tomasz Strzalecki, 2026. "Axioms and Anomalies with Finite Data," Papers 2606.15740, arXiv.org, revised Jun 2026.
  32. Dziewulski, Paweł & Lanier, Joshua & Quah, John K.-H., 2024. "Revealed preference and revealed preference cycles: A survey," Journal of Mathematical Economics, Elsevier, vol. 113(C).
  33. Gevorg Khandamiryan & Vira Semenova, 2026. "Adaptive Estimation of Aggregated Values of Conditional Linear Programs," Papers 2606.08359, arXiv.org.
  34. 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.
  35. Wilfried Youmbi, 2024. "Nonparametric Analysis of Random Utility Models Robust to Nontransitive Preferences," Papers 2406.13969, arXiv.org.
  36. Victor H. Aguiar & Nail Kashaev, 2019. "Identification and Estimation of Discrete Choice Models with Unobserved Choice Sets," Papers 1907.04853, arXiv.org, revised Jun 2021.
  37. Allen, Roy & Dziewulski, Paweł & Rehbeck, John, 2022. "Making sense of monkey business: Re-examining tests of animal rationality," Journal of Economic Behavior & Organization, Elsevier, vol. 196(C), pages 220-228.
  38. Aguiar, Victor H. & Kimya, Mert, 2019. "Adaptive stochastic search," Journal of Mathematical Economics, Elsevier, vol. 81(C), pages 74-83.
  39. Turansick, Christopher, 2022. "Identification in the random utility model," Journal of Economic Theory, Elsevier, vol. 203(C).
  40. Ian Crawford, 2019. "Nonparametric Analysis of Labour Supply Using Random Fields," Economics Papers 2019-W06, Economics Group, Nuffield College, University of Oxford.
  41. Blomquist, Soren & Kumar, Anil & Liang, Che-Yuan & Newey, Whitney K., 2025. "Nonlinear budget set regressions in random utility models: Theory and application to taxable income," Journal of Econometrics, Elsevier, vol. 252(PB).
  42. Charles F. Manski, 2012. "Identification of Preferences and Evaluation of Income Tax Policy," NBER Working Papers 17755, National Bureau of Economic Research, Inc.
  43. Nail Kashaev & Victor H. Aguiar, 2022. "Nonparametric Analysis of Dynamic Random Utility Models," Papers 2204.07220, arXiv.org.
  44. Natalia Lazzati & John K.‐H. Quah & Koji Shirai, 2025. "An ordinal approach to the empirical analysis of games with monotone best responses," Quantitative Economics, Econometric Society, vol. 16(1), pages 235-266, January.
  45. Forcina, Antonio & Dardanoni, Valentino, 2024. "Methods for testing the random utility model," Statistics & Probability Letters, Elsevier, vol. 215(C).
  46. Shuhua Si, 2026. "Is Complexity the Problem? Testing Random Choice with Heterogeneity," Papers 2605.01850, arXiv.org.
  47. Im, Changkuk & Rehbeck, John, 2022. "Non-rationalizable individuals and stochastic rationalizability," Economics Letters, Elsevier, vol. 219(C).
  48. Sebastiaan Maes & Raghav Malhotra, 2024. "Beyond the Mean: Testing Consumer Rationality through Higher Moments of Demand," Papers 2407.01538, arXiv.org.
  49. Tsionas, Mike & Zelenyuk, Valentin & Zhang, Xibin, 2025. "Goodness-of-fit in production models: A Bayesian perspective," European Journal of Operational Research, Elsevier, vol. 324(2), pages 644-653.
  50. Matias D. Cattaneo & Xinwei Ma & Yusufcan Masatlioglu & Elchin Suleymanov, 2020. "A Random Attention Model," Journal of Political Economy, University of Chicago Press, vol. 128(7), pages 2796-2836.
  51. Kaplan, David M. & Zhuo, Longhao, 2021. "Frequentist properties of Bayesian inequality tests," Journal of Econometrics, Elsevier, vol. 221(1), pages 312-336.
  52. Takashi Kunimoto & Roberto Serrano, 2020. "Rationalizable Incentives: Interim Implementation of Sets in Rationalizable Strategies," Economics and Statistics Working Papers 4-2020, Singapore Management University, School of Economics.
  53. Qingyou Yan & Guangyu Qin & Meijuan Zhang & Bowen Xiao, 2019. "Research on Real Purchasing Behavior Analysis of Electric Cars in Beijing Based on Structural Equation Modeling and Multinomial Logit Model," Sustainability, MDPI, vol. 11(20), pages 1-15, October.
  54. Charles F. Manski, 2014. "Identification of income–leisure preferences and evaluation of income tax policy," Quantitative Economics, Econometric Society, vol. 5, pages 145-174, March.
  55. Pawe{l} Dziewulski & Joshua Lanier & John K. -H. Quah, 2024. "Revealed preference and revealed preference cycles: a survey," Papers 2405.08459, arXiv.org.
  56. Maes, Sebastiaan & Malhotra, Raghav, 2024. "Robust Hicksian Welfare Analysis under Individual Heterogeneity," CRETA Online Discussion Paper Series 84, Centre for Research in Economic Theory and its Applications CRETA.
  57. 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.
  58. Adams-Prassl, Abigail, 2019. "Mutually Consistent Revealed Preference Demand Predictions," CEPR Discussion Papers 13580, Centre for Economic Policy Research.
  59. Bhattacharya, Debopam, 2025. "Integrability and identification in multinomial choice models," Journal of Economic Theory, Elsevier, vol. 223(C).
  60. Francesca Molinari, 2019. "Econometrics with Partial Identification," CeMMAP working papers CWP25/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  61. Whitney K. Newey & Sami Stouli, 2018. "Identification of Treatment Effects under Limited Exogenous Variation," Papers 1811.09837, arXiv.org, revised Jan 2025.
  62. Hubner, Stefan, 2023. "Identification of unobserved distribution factors and preferences in the collective household model," Journal of Econometrics, Elsevier, vol. 234(1), pages 301-326.
  63. Jerry A. Hausman & Whitney K. Newey, 2016. "Individual Heterogeneity and Average Welfare," Econometrica, Econometric Society, vol. 84, pages 1225-1248, May.
  64. Allen, Roy, 2026. "Exogenous consideration and extended random utility," Journal of Econometrics, Elsevier, vol. 253(C).
  65. Laurens Cherchye & Thomas Demuynck & Bram De Rock & Joshua Lanier, 2025. "Are Consumers (Approximately) Rational? Shifting the Burden of Proof," The Review of Economics and Statistics, MIT Press, vol. 107(6), pages 1652-1666, November.
  66. Mark Dean & Dilip Ravindran & Jorg Stoye, 2022. "A Better Test of Choice Overload," Papers 2212.03931, arXiv.org, revised Aug 2026.
  67. Victor H. Aguiar & Per Hjertstrand & Roberto Serrano & Ozgur Evren, 2019. "A Rationalization of the Weak Axiom of Revealed Preference," Papers 1906.00296, arXiv.org, revised Aug 2026.
  68. Roy Allen & John Rehbeck, 2023. "Revealed stochastic choice with attributes," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(1), pages 91-112, January.
  69. 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.
  70. Mira Frick & Ryota Iijima & Tomasz Strzalecki, 2019. "Dynamic Random Utility," Econometrica, Econometric Society, vol. 87(6), pages 1941-2002, November.
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