Global identification of risk preferences with revealed preference data

DOI10.1016/J.JECONOM.2009.10.004MaRDI QIDQ737866zbMATH OpenOpenAlexFDO

Authors Richard E. Just, David R. Just

Publication date 12 August 2016

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2009.10.004

zbMATH Keywords

identificationriskrisk preferencesstochastic technology

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Utility theory (91B16)

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Cites work

• A new parametric test for the structure of risk preferences
• ARCH modeling in finance. A review of the theory and empirical evidence
• Consequences of Alternative Specifications in Estimation of Cobb-Douglas Production Functions
• Empirical implementation of ex ante cost functions
• Existence of Stable Distributed Lags
• scientific article; zbMATH DE number 1774203 (Why is no real title available?)
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• scientific article; zbMATH DE number 3106184 (Why is no real title available?)
• Instrumental variable estimator for the nonlinear errors-in-variables model
• Investigating Generalizations of Expected Utility Theory Using Experimental Data
• On the Theory of Risk Aversion
• Production Function Estimation: Reviving the Primal
• Prospect Theory: An Analysis of Decision under Risk
• Random Simultaneous Equations and the Theory of Production
• Risk Aversion in the Small and in the Large
• Stochastic specification of production functions and economic implications
• The Generalized Envelope Theorem and Price Uncertainty

Cited in

(3)

• Induced global risk preference
• Inference under stability of risk preferences
• All over the map: A worldwide comparison of risk preferences

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