Revealed Preferences over Risk and Uncertainty (with John K.-H. Quah and Ludovic Renou), American Economic Review, forthcoming. Develops and implements a nonparametric method called Generalized Restriction of Infinite Domains (GRID), for testing the consistency of contingent consumption data with a broad class of models of choice under risk and under uncertainty. Working Papers: St Andrews 2019, QMUL 2017, IFS 2015, Oxford 2015, Leicester 2013. Slides: GRID Method.
Afriat's Theorem and Samuelson's 'Eternal Darkness' (with Ludovic Renou), Journal of Mathematical Economics, 2016. Provides a new proof of Afriat's Theorem, which highlights why a concave rationalization is without loss of generality in a classical finite data setting (doi: 10.1016/j.jmateco.2016.05.003). Working Papers: Leicester 2016.
Testing for Intertemporal Nonseparability (with Ian Crawford), Journal of Mathematical Economics, 2014. Establishes an observational equivalence between habit formation and anticipation in finite data containing prices, interest rates, and consumption choices (doi: 10.1016/j.jmateco.2014.03.007). Working Papers: IFS 2013, Leicester 2013.
Revealed Preference in a Discrete Consumption Space (with John K.-H. Quah), American Economic Journal: Microeconomics, 2013. Shows that an agent maximizing utility on a discrete (instead of continuous) consumption space still obeys the generalized axiom of revealed preference (GARP) (doi: 10.1257/mic.5.1.28). Working Papers: IFS 2012, Leicester 2012.