Recent Working Papers
Revealed Preferences over Risk and Uncertainty (with John K.-H. Quah and Ludovic Renou), School of Economics and Finance Discussion Papers, 1706, University of St Andrews, 2017. Develops and implements a nonparametric procedure, called the lattice method, for testing the consistency of contingent consumption data with a broad class of models of choice under risk and under uncertainty. Older working paper versions: IFS 2015, Oxford 2015, Leicester 2013.
- Slides which explain the lattice method as a general and flexible revealed preference approach to testing models of decision making under risk and under uncertainty, with an emphasis on the empirical application to budgetary choice data.
Demand Analysis with Partially Observed Prices (with Ian Crawford), Discussion Papers in Economics, 15/12, University of Leicester, 2016. Demonstrates that demand analysis remains feasible in the presence of partially observed prices, even while agnostic about the nature of the missing prices. Older working paper version: IFS 2015.
A Revealed Preference Test for Additive Separability, 2015. Establishes necessary and sufficient conditions for a finite data set of price and demand observations to be consistent with an additively separable preference.
Older Working Papers
Ambiguity Revealed (with Ralph-C. Bayer, Subir Bose, and Ludovic Renou), IFS Working Papers, W13/05, 2013. Derives and experimentally implements revealed preference tests for variational preferences, maxmin expected utility, and subjective expected utility. DOI: 10.1920/wp.ifs.2013.1305. Other working paper version: Adelaide 2013. Older working paper version: Leicester 2012.