Revealed preference restrictions are increasingly used to predict demand behavior at new budgets of interest and as shape restrictions in nonparametric estimation exercises. However, the restrictions imposed are not sufficient for rationality when predictions are made at multiple budgets. I highlight the non-convexities in the set of predictions that arise when making multiple predictions. I develop a mixed integer programming characterization of the problem that can be used to impose rationality on multiple predictions. The approach is applied to the UK Family Expenditure Survey to recover rational demand predictions with substantially reduced computational resources compared to known alternatives.

中文翻译：

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相互一致的显示偏好需求预测

显示的偏好限制越来越多地用于预测新的感兴趣预算下的需求行为，并作为非参数估计练习中的形状限制。然而，当在多个预算下进行预测时，施加的限制不足以保证合理性。我强调了在进行多个预测时出现的一组预测中的非凸性。我开发了该问题的混合整数规划特征，可用于将合理性强加于多个预测。该方法应用于英国家庭支出调查，以与已知替代方案相比大幅减少的计算资源恢复合理的需求预测。