Preferences estimation without approximation
AbstractWe devise an estimation methodology which allows preferences estimation and comparative statics analysis without a reliance on Taylor’s approximations and the indirect utility function.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 19309.
Date of creation: 14 Dec 2009
Date of revision:
utility; risk; uncertainty; portfolio; production; estimation;
Find related papers by JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
This paper has been announced in the following NEP Reports:
- NEP-ALL-2009-12-19 (All new papers)
- NEP-MIC-2009-12-19 (Microeconomics)
- NEP-UPT-2009-12-19 (Utility Models & Prospect Theory)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Subal C. Kumbhakar & Efthymios G. Tsionas, 2008. "Estimation of input-oriented technical efficiency using a nonhomogeneous stochastic production frontier model," Agricultural Economics, International Association of Agricultural Economists, vol. 38(1), pages 99-108, 01.
- Elie Appelbaum & Aman Ullah, 1997.
"Estimation Of Moments And Production Decisions Under Uncertainty,"
The Review of Economics and Statistics,
MIT Press, vol. 79(4), pages 631-637, November.
- Elie Appelbaum & Aman Ullah, 1996. "Estimation of moments and production decisions under uncertainty," Working Papers 1996_9, York University, Department of Economics.
- Kumbhakar, Subal C. & Tsionas, Efthymios G., 2005. "The Joint Measurement of Technical and Allocative Inefficiencies: An Application of Bayesian Inference in Nonlinear Random-Effects Models," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 736-747, September.
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