Revealed Preferences over Risk and Uncertainty (with John K.-H. Quah and Ludovic Renou), American Economic Review, 2020. 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 (doi: 10.1257/aer.20180210). 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).
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).
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).
Testing Axioms of Revealed Preference in Stata (with Marcos Demetry and Per Hjertstrand), 2022, Stata Journal, Forthcoming. Introduces the Stata commands checkax, aei, and powerps as a bundle within the package rpaxioms, in order to empirically test a number of revealed preference axioms, including GARP, SARP, and WARP.