Mixture models of choice under risk
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Publication:737883
DOI10.1016/J.JECONOM.2009.10.011zbMATH Open1441.62654OpenAlexW1971203013MaRDI QIDQ737883FDOQ737883
Anna Conte, John D. Hey, Peter G. Moffatt
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.2009.10.011
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heterogeneitymixture modelsexpected utility theorymaximum simulated likelihoodrank dependent expected utility theory
Cites Work
- Econometric specification of stochastic discount factor models
- Finite mixture models
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
- Investigating Generalizations of Expected Utility Theory Using Experimental Data
- Discrete Choice Methods with Simulation
- Cumulative prospect theory's functional menagerie
- Advances in prospect theory: cumulative representation of uncertainty
- A microeconometric test of alternative stochastic theories of risky choice
- Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
- Stochastic expected utility theory
- The Predictive Utility of Generalized Expected Utility Theories
- Generalized expected utility, heteroscedastic error, and path dependence in risky choice
- Does repetition improve consistency?
- Theories of Learning in Games and Heterogeneity Bias
- Expected utility theory and prospect theory: One wedding and a decent funeral
- Stochastic choice and the allocation of cognitive effort
Cited In (18)
- Measuring and comparing two kinds of rationalizable opportunity cost in mixture models
- Semiparametric estimation of the random utility model with rank-ordered choice data
- Choice consistency and strength of preference
- Flexible mixture distribution modeling of dichotomous choice contingent valuation with heteroge\-neity
- Multiple motives of pro-social behavior: evidence from the solidarity game
- Identifying types in contest experiments
- Risk and rationality: uncovering heterogeneity in probability distortion
- Preface
- Risk Preference Types, Limited Consideration, and Welfare
- A Bayesian method for characterizing population heterogeneity
- Detecting heterogeneous risk attitudes with mixed gambles
- States of nature and states of mind: a generalized theory of decision-making
- Eliciting ambiguity aversion in unknown and in compound lotteries: a smooth ambiguity model experimental study
- Expected utility theory and prospect theory: One wedding and a decent funeral
- Firm's protection against disasters: are investment and insurance substitutes or complements?
- The econometric modelling of social preferences
- Incorporating framing into prospect theory modeling: a mixture-model approach
- Within- versus between-country differences in risk attitudes: implications for cultural comparisons
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