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Mercredi 25 Novembre 2015

Yuichi KITAMURA (YALE, USA)

(avec Joerg STOYE) 

présentera une communication :

" Nonparametric analysis of Random Utility Models"

 

de 14 h à 15 h 30 en salle S016 au CREST, 15 Boulevard Gabriel Péri, 92245 MALAKOFF (Métro : Malakoff/Plateau de Vanves (Immeuble "Malakoff 2)).

 

 

Abstract :

"This talk is concerned with econometric methods for random utility models.  The main goal is to provide practical nonparametric econometric tools that avoid ad hoc assumptions. Our approach, for example, offers nonparametric tests for standard revealed preference axioms in a general random utility setting. Moreover, it applies to alternative rationality axioms as in Deb, Kitamura, Quah and Stoye (2015).  We also explore other issues such as endogeneity problems that can potentially arise in applications, and proposes new approaches to counterfactual analysis where heterogeneity of agents is treated nonparametrically.  Finally, some directions for possible future research are suggested."