Nonparametric Analysis of Random Utility Models: Computational Tools for Statistical Testing

S-Tier
Journal: Econometrica
Year: 2021
Volume: 89
Issue: 1
Pages: 437-455

Score contribution per author:

2.691 = (α=2.02 / 3 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Kitamura and Stoye (2018) recently proposed a nonparametric statistical test for random utility models of consumer behavior. The test is formulated in terms of linear inequality constraints and a quadratic objective function. While the nonparametric test is conceptually appealing, its practical implementation is computationally challenging. In this paper, we develop a column generation approach to operationalize the test. These novel computational tools generate considerable computational gains in practice, which substantially increases the empirical usefulness of Kitamura and Stoye's statistical test.

Technical Details

RePEc Handle
repec:wly:emetrp:v:89:y:2021:i:1:p:437-455
Journal Field
General
Author Count
3
Added to Database
2026-01-25