摘要翻译：
关于消费者行为的一个长期存在的问题是，个人观察到的购买决策是否满足效用最大化理论(UMT)的揭示偏好(RP)公理。研究人员使用关于价格和消费的调查或实验面板数据集来回答这个问题，面临着众所周知的测量误差问题。我们发现在RP方法中忽略测量误差可能会导致UMT的过度拒绝。为了解决这个问题，我们提出了一个新的统计RP框架的消费面板数据集，允许测试UMT存在测量误差。我们的测试适用于所有可以用它们的一阶条件来表征的消费者模型。我们的方法是非参数的，允许在偏好中不受限制的异质性，并且只需要测量误差的中心条件。我们开发了两个应用程序，提供了关于UMT的新证据。首先，在消费存在非经典测量误差的情况下，我们在一个调查数据集中找到了对单个家庭中动态和时间一致的UMT的支持。在第二个应用中，我们不能拒绝在一个广泛使用的实验数据集中的静态UMT，其中价格的测量误差被假设为由于实验设计引起的价格误解的结果。第一个发现与Browning(1989)的确定性RP检验得出的结论相反。第二个发现推翻了Afriat(1967)和Varian(1982)的确定性RP检验得出的结论。
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英文标题：
《Stochastic Revealed Preferences with Measurement Error》
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作者：
Victor H. Aguiar, Nail Kashaev
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最新提交年份：
2020
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分类信息：

一级分类：Economics        经济学
二级分类：Econometrics        计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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英文摘要：
  A long-standing question about consumer behavior is whether individuals' observed purchase decisions satisfy the revealed preference (RP) axioms of the utility maximization theory (UMT). Researchers using survey or experimental panel data sets on prices and consumption to answer this question face the well-known problem of measurement error. We show that ignoring measurement error in the RP approach may lead to overrejection of the UMT. To solve this problem, we propose a new statistical RP framework for consumption panel data sets that allows for testing the UMT in the presence of measurement error. Our test is applicable to all consumer models that can be characterized by their first-order conditions. Our approach is nonparametric, allows for unrestricted heterogeneity in preferences, and requires only a centering condition on measurement error. We develop two applications that provide new evidence about the UMT. First, we find support in a survey data set for the dynamic and time-consistent UMT in single-individual households, in the presence of \emph{nonclassical} measurement error in consumption. In the second application, we cannot reject the static UMT in a widely used experimental data set in which measurement error in prices is assumed to be the result of price misperception due to the experimental design. The first finding stands in contrast to the conclusions drawn from the deterministic RP test of Browning (1989). The second finding reverses the conclusions drawn from the deterministic RP test of Afriat (1967) and Varian (1982).
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PDF链接：
https://arxiv.org/pdf/1810.05287