EconBase
← All papers

Nonparametric Counterfactuals in Random Utility Models

Yuichi Kitamura, Jörg Stoye

arXiv 22 Feb 2019 · Econometrics · 7 citations (OpenAlex)

arXiv:1902.08350 · PDF · DOI · OpenAlex · Extracted main text

Abstract

We bound features of counterfactual choices in the nonparametric random utility model of demand, i.e. if observable choices are repeated cross-sections and one allows for unrestricted, unobserved heterogeneity. In this setting, tight bounds are developed on counterfactual discrete choice probabilities and on the expectation and c.d.f. of (functionals of) counterfactual stochastic demand.

Citation extraction

15
references
25
in-text mentions
15
distinct cited
2
self-citations
3,050
main-text words

appendix boundary found by none_found · 100% of the source is main text. Read the extracted text to check this.

Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Kitamura and Stoye (2018) Nonparametric Analysis of Random Utility Models1.00053100%
2Adams (2019) Mutually consistent revealed preference demand predictions0.73732100%
3McFadden (2005) Revealed Stochastic Preference: A Synthesis0.73732100%
4Manski (2007) Partial Identification Of Counterfactual Choice Probabilities0.64422100%
5McFadden and Richter (1991) Stochastic rationality and revealed stochastic preference0.64422100%
6Blundell, Browning, and Crawford (2008) Best Nonparametric Bounds on Demand Responses0.40511100%
7Deb, Kitamura, Quah, and Stoye (2018) Revealed Price Preference: Theory and Empirical Analysis0.40511100%
8Hoderlein and Stoye (2015) Testing stochastic rationality and predicting stochastic demand: the case of two goods0.40511100%
9Hubner (2019) It's complicated: A Nonparametric Test of Preference Stability between Singles and Couples0.40511100%
10Kitamura and Stoye (2013) Nonparametric Analysis of Random Utility Models: Testing0.40511100%

Showing the top 10 of 15 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Optimal Decision Rules when Payoffs are Partially Identified0.73732
2Adaptive Estimation of Aggregated Values of Conditional Linear Programs0.58531
3Revealed Price Preference: Theory and Empirical Analysis0.40511
4Optimal Dynamic Treatment Regimes and Partial Welfare Ordering0.40511
5Microeconometrics with Partial Identification0.40511
6Counterfactual and Welfare Analysis with an Approximate Model0.40511