Mutually Consistent Revealed Preference Demand Predictions
指出在多个预算下进行需求预测时，显示偏好限制不足以确保理性，并开发了混合整数规划方法来施加理性约束，应用于英国家庭支出调查，以更少的计算资源获得理性的需求预测。
Revealed preference restrictions are increasingly used to predict demand behavior at new budgets of interest and as shape restrictions in nonparametric estimation exercises. However, the restrictions imposed are not sufficient for rationality when predictions are made at multiple budgets. I highlight the non-convexities in the set of predictions that arise when making multiple predictions. I develop a mixed integer programming characterization of the problem that can be used to impose rationality on multiple predictions. The approach is applied to the UK Family Expenditure Survey to recover rational demand predictions with substantially reduced computational resources compared to known alternatives.