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On the consistency of data with bargaining theories

Echenique, Federico; Chambers, Christopher P. - In: Theoretical Economics 9 (2014) 1, pp. 137-162

We develop observable restrictions of well-known theories of bargaining over money. We suppose that we observe a finite data set of bargaining outcomes, including data on allocations and disagreement points, but no information on utility functions. We ask when a given theory could generate the...

Persistent link: https://www.econbiz.de/10011599507

On the consistency of data with bargaining theories

Chambers, Christopher P.; Echenique, Federico - In: Theoretical economics : TE ; journal of the Econometric … 9 (2014) 1, pp. 137-162

Persistent link: https://www.econbiz.de/10010260035

Costly information acquisition

Chambers, Christopher P.; Liu, Ce; Rehbeck, John - In: Journal of economic theory 186 (2020), pp. 1-31

Persistent link: https://www.econbiz.de/10012415775

On the consistency of data with bargaining theories

Chambers, Christopher P.; Echenique, Federico - In: Theoretical economics : TE ; an open access journal in … 9 (2014) 1, pp. 137-162

Persistent link: https://www.econbiz.de/10011684957

A test for risk-averse expected utility : notes

Chambers, Christopher P.; Liu, Ce; Martinez, Seung-Keun - In: Journal of economic theory 163 (2016), pp. 775-785

Persistent link: https://www.econbiz.de/10011593555

Note on symmetric utility

Chambers, Christopher P.; Rehbeck, John - In: Economics letters 162 (2018), pp. 27-29

Persistent link: https://www.econbiz.de/10011939734

Nonparametric market supply with variable participants

Chambers, Christopher P.; Rehbeck, John - In: Economic theory 74 (2022) 3, pp. 899-921

Persistent link: https://www.econbiz.de/10013442103

On the consistency of data with bargaining theories

Echenique, Federico; Chambers, Christopher P. - In: Theoretical Economics 9 (2014) 1

Persistent link: https://www.econbiz.de/10010738408