Testing for Intertemporal Nonseparability

Ian Crawford, Matthew Polisson*

*Corresponding author for this work

Research output: Contribution to journalArticle (Academic Journal)peer-review

5 Citations (Scopus)


This paper presents a nonparametric analysis of a common class of intertemporal models of consumer choice that relax consumption independence. Within this class and in the absence of any functional form restrictions on instantaneous preferences, we compare the revealed preference conditions for rational habit formation and rational anticipation. We show that these models are observationally equivalent in the presence of finite data sets composed of prices, interest rates, and consumption choices.

Original languageEnglish
Pages (from-to)46-49
Number of pages4
JournalJournal of mathematical economics
Publication statusPublished - 1 Jan 2014


  • Anticipation
  • Habits
  • Revealed preference
  • Time separability


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