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Nonparametric Estimation Of Expectations In The Analysis Of Discrete Choice Under Uncertainty

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  • Manski, Charles F.

Abstract

The usual approach to econometric analysis of discrete choice under uncertainty imposes a parametric specification on agents' expectations. In some settings, one may estimate expectations nonparametrically and then infer preferences. Manski (1988) introduces this idea in the context of a population of agents who face finite horizon dynamic choice problems. The paper makes the idealized assumption that realizations reveal expectations perfectly. The present paper gives conditions under which the idea remains valid in the more realistic setting where realizations estimate expectations imperfectly.

Suggested Citation

  • Manski, Charles F., 1988. "Nonparametric Estimation Of Expectations In The Analysis Of Discrete Choice Under Uncertainty," SSRI Workshop Series 292695, University of Wisconsin-Madison, Social Systems Research Institute.
    • Handle: RePEc:ags:uwssri:292695
    DOI: 10.22004/ag.econ.292695
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