Rationalizing allocation data -- a nonparametric Walrasian theory when prices are absent or non-Walrasian

DOI10.1016/J.JMATECO.2004.01.003zbMath1086.91041OpenAlexW1981322581MaRDI QIDQ1877822

Ruediger Bachmann

Publication date: 19 August 2004

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2004.01.003

zbMATH Keywords

General equilibriumWalrasian equilibriumQuantifier eliminationAllocation dataPricesNon-parametric restrictionsAxiom of revealed equilibrium

Mathematics Subject Classification ID

Special types of economic equilibria (91B52)

Related Items (4)

Testable implications of the core in TU market games ⋮ Testable implications of Pareto efficiency and individualrationality ⋮ Testable implications of coalitional rationality ⋮ The testable implications of competitive equilibrium in economies with externalities

Cites Work

• Unnamed Item
• Unnamed Item
• General equilibrium, markets, macroeconomics and money in a laboratory experimental environment
• Testable restrictions on the equilibrium manifold under random preferences.
• The Nonparametric Approach to Production Analysis
• Lectures on Polytopes
• Uniqueness, Stability, and Comparative Statics in Rationalizable Walrasian Markets
• Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments
• Testable Restrictions on the Equilibrium Manifold

This page was built for publication: Rationalizing allocation data -- a nonparametric Walrasian theory when prices are absent or non-Walrasian