This paper develops and implements a nonparametric test of random utility models. The
motivating application is to test the null hypothesis that a sample of cross‐sectional demand …

Quantile regression (QR) is a principal regression method for analyzing the impact of
covariates on outcomes. The impact is described by the conditional quantile function and its …

This article surveys the development of nonparametric models and methods for estimation of
choice models with nonlinear budget sets. The discussion focuses on the budget set …

Individual heterogeneity is an important source of variation in demand. Allowing for general
heterogeneity is needed for correct welfare comparisons. We consider general …

This paper is about the nonparametric regression of a choice variable on a nonlinear budget
set under utility maximization with general heterogeneity, ie in the random utility model …

The method of synthetic controls is a fundamental tool for evaluating causal effects of policy
changes in settings with observational data. In many settings where it is applicable …

A long-standing question about consumer behaviour is whether individuals' observed
purchase decisions satisfy the revealed preference (RP) axioms of the utility maximization …

Exact consumer's surplus and deadweight loss are the most widely used welfare and
economic efficiency measures. These measures can be computed from demand functions in …

We present a method for consistent nonparametric estimation of a demand function with
nonseparable unobserved taste heterogeneity subject to the shape restriction implied by the …

This note presents a proof of the conjecture in about testing the validity of an instrumental
variable in hidden variable models. It implies that instrument validity cannot be tested in the …