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Eliciting Risk and Time Preferences Using Field Experiments: Some Methodological Issues

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Author Info
Glenn W. Harrison
Morten I. Lau
E. Elisabet Rutstrom
Melonie B. Williams
Abstract

We design experiments to jointly elicit risk and time preferences for the adult Danish population. The experimental procedures build on laboratory experiments that have been evaluated using traditional subject pools. The field experiments utilize field sampling designs that we developed, and procedures that were chosen to be relatively transparent in the field with non-standard subject pools. Our overall design was also intended to be a general template for such field experiments in other countries. We examine the characterization of risk over a wider domain for each subject than previous experiments, allowing more precise estimates of risk attitudes. We also examine individual discount rates over six time horizons, as the first stage in a panel experiment in which we revisit subjects to test consistency and stability of responses over time. Risk and time preferences are heterogeneous, varying by observable individual characteristics. On a methodological level, we implement a refinement of existing procedures which elicits much more precise estimates, and also mitigates framing effects.

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Paper provided by The Field Experiments Website in its series Artefactual Field Experiments with number 0054.

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Length: 109 pages
Date of creation: 2005
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Handle: RePEc:feb:artefa:0054

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  1. Meier, Stephan & Sprenger, Charles, 2009. "Present-Biased Preferences and Credit Card Borrowing," IZA Discussion Papers 4198, Institute for the Study of Labor (IZA). [Downloadable!]
  2. Steffen Andersen & Glenn Harrison & Morten Lau & E. Rutström, 2006. "Elicitation using multiple price list formats," Experimental Economics, Springer, vol. 9(4), pages 383-405, December. [Downloadable!] (restricted)
  3. Marco Castillo & Paul Ferraro & Jeff Jordan & Ragan Petrie, 2008. "The Today and Tomorrow of Kids," Experimental Economics Center Working Paper Series 2008-10, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University. [Downloadable!]
  4. Meier, Stephan & Sprenger, Charles, 2008. "Discounting Financial Literacy: Time Preferences and Participation in Financial Education Programs," IZA Discussion Papers 3507, Institute for the Study of Labor (IZA). [Downloadable!]
  5. Bauer, Michal & Chytilová, Julie, 2009. "Women, Children and Patience: Experimental Evidence from Indian Villages," IZA Discussion Papers 4241, Institute for the Study of Labor (IZA). [Downloadable!]
  6. Robin Cubitt & Daniel Read, 2007. "Can intertemporal choice experiments elicit time preferences for consumption?," Experimental Economics, Springer, vol. 10(4), pages 369-389, December. [Downloadable!] (restricted)
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  7. Michal Bauer & Julie Chytilová, 2007. "Does Education Matter in Patience Formation? Evidence from Ugandan Villages," Working Papers IES 2007/10, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2007. [Downloadable!]
  8. Galarza, Francisco, 2009. "Choices under Risk in Rural Peru," MPRA Paper 17708, University Library of Munich, Germany. [Downloadable!]
  9. Glenn W. Harrison & Morten I. Lau & E. Elisabet Rutstrom, 2005. "Risk Attitudes, Randomization to Treatment, and Self-Selection Into Experiments," Artefactual Field Experiments 0052, The Field Experiments Website. [Downloadable!]
  10. Bauer, Michal & Chytilová, Julie, 2009. "The Impact of Education on the Subjective Discount Rate in Ugandan Villages," IZA Discussion Papers 4057, Institute for the Study of Labor (IZA). [Downloadable!]
  11. Stephan Meier & Charles Sprenger, 2007. "Impatience and credit behavior: evidence from a field experiment," Working Papers 07-3, Federal Reserve Bank of Boston. [Downloadable!]
  12. Kendra N. McLeish & Robert J. Oxoby, 2007. "Gender, Affect and Intertemporal Consistency: An Experimental Approach," IZA Discussion Papers 2663, Institute for the Study of Labor (IZA). [Downloadable!]
  13. Glenn W. Harrison & Eric Johnson & Melayne M. McInnes & E. Elisabet Rutstrom, 2005. "Risk Aversion and Incentive Effects: Comment," American Economic Review, American Economic Association, vol. 95(3), pages 897-901, June. [Downloadable!]
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