<p>This paper extends Imbens and Manski's (2004) analysis of confidence intervals for interval identified parameters. For their final result, Imbens and Manski implicitly assume superefficient estimation of a nuisance parameter. This appears to have gone unnoticed before, and it limits the result's...</p>

This paper develops and implements a nonparametric test of Random Utility Models (RUM) using only nonsatiation and the Strong Axiom of Revealed Preference (SARP) as restrictions on individual level behaviour, allowing for fully unrestricted unobserved heterogeneity. The main application is the...