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Identification of individual demands from market data under uncertainty

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Carvajal, Andrés M. and Riascos, Alvaro (2008) Identification of individual demands from market data under uncertainty. B.E. Journal of Theoretical Economics, Vol.8 (No.1). pp. 1-30. doi:10.2202/1935-1704.1420 ISSN 1935-1704.

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Official URL: http://dx.doi.org/10.2202/1935-1704.1420

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Abstract

We show that, even under incomplete markets, the equilibrium manifold identifies individual demands everywhere in their domains. Under partial observation of the manifold, we determine maximal subsets of the domains on which identification holds. For this, we assume conditions of smoothness, interiority and regularity. It is crucial that there be date-zero consumption. As a by-product, we develop some duality theory under incomplete markets.

Item Type: Journal Article
Subjects: H Social Sciences > HB Economic Theory
Divisions: Faculty of Social Sciences > Economics
Library of Congress Subject Headings (LCSH): Consumer economics, Incomplete markets, Equilibrium (Economics)
Journal or Publication Title: B.E. Journal of Theoretical Economics
Publisher: Berkeley Electronic Press
ISSN: 1935-1704
Official Date: 2008
Dates:
DateEvent
2008Published
Volume: Vol.8
Number: No.1
Page Range: pp. 1-30
DOI: 10.2202/1935-1704.1420
Status: Not Peer Reviewed
Access rights to Published version: Open Access (Creative Commons)
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