We study identification of combinatorial valuations from aggregate demand. Each utility function takes as arguments subsets or, alternatively, quantities of the multiple goods. We exploit mathematical insights from auction theory to generically identify the distribution of utility functions. In...

A Fréchet class collects all multivariate joint distribution functions that have the same marginals. Members of a Fréchet class only differ with respect to the interdependence between their marginals. In this paper, I study orders of interdependence on a Fréchet class using two multivariate...

We introduce a nonparametric method to compare risk aversion of different investors based on revealed preference methods. Using Yaari's (1969) [50] definition of “more risk averse than”, we show that it is sufficient to compare the revealed preference relations of two investors. This makes...

Continuous action space games are ubiquitous in economics. However, whilst learning dynamics in normal form games with finite action sets are now well studied, it is not until recently that their continuous action space counterparts have been examined. We extend stochastic fictitious play to the...

We present necessary and sufficient revealed preference conditions to verify whether a finite data set on nonlinear budget sets is consistent with the maximization of a quasi-concave utility function. When budget sets are finite unions of polyhedral convex sets, these conditions require...