Recovering Preferences From Finite Data

We study preferences estimated from finite choice experiments and provide sufficient conditions for convergence to a unique underlying “true” preference. Our conditions are weak and, therefore, valid in a wide range of economic environments. We develop applications to expected utility theory, choice over consumption bundles, and menu choice. Our framework unifies the revealed preference tradition with models that allow for errors.

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Year of publication:	2021
Authors:	Chambers, Christopher P. ; Echenique, Federico ; Lambert, Nicolas S.
Published in:	Econometrica. - The Econometric Society, ISSN 0012-9682, ZDB-ID 1477253-X. - Vol. 89.2021, 4, p. 1633-1664
Publisher:	The Econometric Society

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Type of publication:	Article
Language:	English
Other identifiers:	10.3982/ecta17845 [DOI]
Source:	Other ZBW resources

Persistent link: https://www.econbiz.de/10012637173