Nonparametric Welfare and Demand Analysis with Unobserved Individual Heterogeneity
结合显示偏好与非参数估计，对异质性家庭群体的货币度量效用和需求函数分布进行非参数边界估计，方法不依赖效用函数的具体设定，计算简便且边界较窄，并应用于美国消费支出调查数据。
This paper combines revealed preference and nonparametric estimation techniques to obtain nonparametric bounds on the distribution of the money metric utility and demand functions over a population of heterogeneous households. Our approach is independent of any functional specification on the household utility functions. Our method applies the weak axiom of revealed preference to a population of heterogeneous households. Although this does not produce the sharpest bounds, we show that it is computationally attractive and provides narrow bounds.We demonstrate the usefulness of our results by applying it to the Consumer Expenditure Survey, a U.S. cross-sectional consumption data set.