Random utility models with ordered types and domains
研究了有序随机效用模型的微观基础，提出单调性公理刻画模型，并给出拟合优度度量和极值估计量的一致性证明及统计检验。
Random utility models in which heterogeneity of preferences is modeled by means of an ordered collection of utilities, or types, provide a powerful framework for understanding a variety of economic behaviors. This paper studies the micro-foundations of ordered random utility models with the objective of meeting empirical requirements. This is done by working with arbitrary collections of ordered menus of alternatives, and by making no parametric assumptions about the type distribution. The model is characterized by a simple monotonicity axiom. Goodness-of-fit measures are proposed, with proof provided of the strong consistency of extremum estimators defined upon them. A statistical test for the model is also provided.