GRID Method
Slides to accompany Revealed Preferences over Risk and Uncertainty (with John K.-H. Quah and Ludovic Renou).
R Code
- ccei.R -- Computes the Critical Cost Efficiency Index (CCEI).
- garp.R -- Checks the Generalized Axiom of Revealed Preference (GARP).
- rand.x.R -- Generates uniformly random consumption data.
- sgarp.R -- Checks the Symmetric Generalized Axiom of Revealed Preference (SGARP).
- warshall.R -- Constructs the transitive closure of a (direct) revealed preference relation.
Stata Package
rpaxioms -- 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 (type ssc install rpaxioms in Stata).