New Developments in Revealed Preference Theory: Decisions Under Risk, Uncertainty, and Intertemporal Choice
综述了显示偏好理论在风险、不确定性和跨期选择环境中的最新发展，描述了这些理论对线性预算集数据的可检验含义，并指出它们都蕴含价格与数量的反向关系。
This article reviews recent developments in revealed preference theory. It discusses the testable implications of theories of choice that are germane to specific economic environments. The focus is on expected utility in risky environments, subjected expected utility and maxmin expected utility in the presence of uncertainty, and exponentially discounted utility for intertemporal choice. The testable implications of these theories for data on choice from classical linear budget sets are described and shown to follow a common thread. The theories all imply an inverse relation between prices and quantities, with different qualifications depending on the functional forms in the theory under consideration.