Choice and Attention Across Time

I study how past choices affect future choices in the framework of attention. Limited consideration causes a failure of "rationality", where better options are not chosen because the DM has failed to consider them. I innovate and consider choice sequences, where past choices are necessarily considered in future choice problems. This provides a link between two kinds of rationality violations: those that occur in a cross-section of one-shot decisions and those that occur along a sequence of realized choices. In my setting, the former helps identify attention whereas the latter pins down true preferences. Both types of violations vanish over time and furnish a novel notion of rationality. A series of results shows that a DM may suffer from limited attention even though it cannot be detected when choices sequences are not considered. Moreover, attention across time is inherently related to models of attention at a given time, and a full characterization of compatible models is provided.