Ambiguity revealed
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Ralph-C Bayer & Subir Bose & Matthew Polisson & Ludovic Renou, 2013. "Ambiguity Revealed," School of Economics Working Papers 2013-05, University of Adelaide, School of Economics.
- Subir Bose & Matthew Polisson & Ludovic Renou, 2012. "Ambiguity Revealed," Discussion Papers in Economics 12/07, Division of Economics, School of Business, University of Leicester.
References listed on IDEAS
- Laurens Cherchye & Bram De Rock & Frederic Vermeulen, 2007.
"The Collective Model of Household Consumption: A Nonparametric Characterization,"
Econometrica, Econometric Society, vol. 75(2), pages 553-574, March.
- Cherchye, L.J.H. & de Rock, B. & Vermeulen, F.M.P., 2004. "The Collective Model of Household Consumption : A Nonparametric Characterization," Discussion Paper 2004-76, Tilburg University, Center for Economic Research.
- Laurens Cherchye & Bram De Rock & Frederic Vermeulen, 2007. "The Collective Model of Household Consumption: A nonparametric characterization," ULB Institutional Repository 2013/98559, ULB -- Universite Libre de Bruxelles.
- Cherchye, L.J.H. & de Rock, B. & Vermeulen, F.M.P., 2004. "The Collective Model of Household Consumption : A Nonparametric Characterization," Other publications TiSEM f3cee825-1647-463c-9a68-7, Tilburg University, School of Economics and Management.
- Cherchye, L.J.H. & de Rock, B. & Vermeulen, F.M.P., 2007. "The collective model of household consumption : A nonparametric characterization," Other publications TiSEM 0a104373-4fb6-4ef2-9d2b-2, Tilburg University, School of Economics and Management.
- Laura Blow & Martin Browning & Ian Crawford, 2008.
"Revealed Preference Analysis of Characteristics Models,"
Review of Economic Studies, Oxford University Press, vol. 75(2), pages 371-389.
- Laura Blow & Martin Browning & Ian Crawford, 2005. "Revealed preference analysis of characteristics models," CAM Working Papers 2005-04, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
- Laura Blow & Martin Browning & Ian Crawford, 2005. "Revealed preference analysis of characteristics models," School of Economics Discussion Papers 0305, School of Economics, University of Surrey.
- Martin Browning & Laura Blow & Ian Crawford, 2006. "Revealed Preference Analysis of Characteristics Models," Economics Series Working Papers 282, University of Oxford, Department of Economics.
- Tomasz Strzalecki, 2011.
"Axiomatic Foundations of Multiplier Preferences,"
Econometrica, Econometric Society, vol. 79(1), pages 47-73, January.
- Tomasz Strzalecki, "undated". "Axiomatic Foundations of Multiplier Preferences," Working Paper 8239, Harvard University OpenScholar.
- Tomasz Strzalecki, 2011. "Axiomatic Foundations of Multiplier Preferences," Levine's Working Paper Archive 786969000000000126, David K. Levine.
- Strzalecki, Tomasz, 2011. "Axiomatic Foundations of Multiplier Preferences," Scholarly Articles 14397610, Harvard University Department of Economics.
- Lars Peter Hansen & Thomas J Sargent, 2014.
"Robust Control and Model Uncertainty,"
World Scientific Book Chapters, in: UNCERTAINTY WITHIN ECONOMIC MODELS, chapter 5, pages 145-154,
World Scientific Publishing Co. Pte. Ltd..
- Thomas J. Sargent & LarsPeter Hansen, 2001. "Robust Control and Model Uncertainty," American Economic Review, American Economic Association, vol. 91(2), pages 60-66, May.
- Forges, Françoise & Minelli, Enrico, 2009.
"Afriat's theorem for general budget sets,"
Journal of Economic Theory, Elsevier, vol. 144(1), pages 135-145, January.
- Francoise Forges & Enrico Minelli, 2006. "Afriat’s Theorem for General Budget Sets," CESifo Working Paper Series 1703, CESifo.
- Francoise Forges & Enrico Minelli, 2006. "Afriat's Theorem for General Budget Sets," Working Papers ubs0609, University of Brescia, Department of Economics.
- Wakker,Peter P., 2010.
"Prospect Theory,"
Cambridge Books,
Cambridge University Press, number 9780521765015, November.
- Wakker,Peter P., 2010. "Prospect Theory," Cambridge Books, Cambridge University Press, number 9780521748681.
- David Ahn & Syngjoo Choi & Douglas Gale & Shachar Kariv, 2014.
"Estimating ambiguity aversion in a portfolio choice experiment,"
Quantitative Economics, Econometric Society, vol. 5, pages 195-223, July.
- David Ahn & Syngjoo Choi & Douglas Gale & Shachar Kariv, 2008. "Estimating Ambiguity Aversion in a Portfolio Choice Experiment," Levine's Working Paper Archive 122247000000001989, David K. Levine.
- Kariv, Shachar & Choi, Syngjoo & Gale, Douglas & Ahn, David, 2009. "Estimating Ambiguity Aversion in a Portfolio Choice Experiment," Department of Economics, Working Paper Series qt2pq172mw, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Ahn, David & Choi, Syngjoo & Gale, Douglas & Kariv, Shachar, 2013. "Estimating Ambiguity Aversion in a Portfolio Choice Experiment," Working Papers 13-22, University of Pennsylvania, Wharton School, Weiss Center.
- Hanoch, Giora & Rothschild, Michael, 1972. "Testing the Assumptions of Production Theory: A Nonparametric Approach," Journal of Political Economy, University of Chicago Press, vol. 80(2), pages 256-275, March-Apr.
- J. Tobin, 1958.
"Liquidity Preference as Behavior Towards Risk,"
Review of Economic Studies, Oxford University Press, vol. 25(2), pages 65-86.
- James Tobin, 1956. "Liquidity Preference as Behavior Towards Risk," Cowles Foundation Discussion Papers 14, Cowles Foundation for Research in Economics, Yale University.
- Itzhak Gilboa & Massimo Marinacci, 2011.
"Ambiguity and the Bayesian Paradigm,"
Working Papers
379, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Gilboa, Itzhak & Marianacci, Massimo, 2011. "Ambiguity and the Bayesian Paradigm," Foerder Institute for Economic Research Working Papers 275755, Tel-Aviv University > Foerder Institute for Economic Research.
- Varian, Hal R, 1984. "The Nonparametric Approach to Production Analysis," Econometrica, Econometric Society, vol. 52(3), pages 579-597, May.
- W. E. Diewert, 1973. "Afriat and Revealed Preference Theory," Review of Economic Studies, Oxford University Press, vol. 40(3), pages 419-425.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Aluma Dembo & Shachar Kariv & Matthew Polisson & John K.-H. Quah, 2021.
"Ever Since Allais,"
Bristol Economics Discussion Papers
21/745, School of Economics, University of Bristol, UK.
- Aluma Dembo & Shachar Kariv & Matthew Polisson & John Quah, 2021. "Ever since Allais," IFS Working Papers W21/15, Institute for Fiscal Studies.
- Polisson, Matthew & Renou, Ludovic, 2016.
"Afriat’s Theorem and Samuelson’s ‘Eternal Darkness’,"
Journal of Mathematical Economics, Elsevier, vol. 65(C), pages 36-40.
- Matthew Polisson & Ludovic Renou, 2016. "Afriat's Theorem and Samuelson's `Eternal Darkness'," Discussion Papers in Economics 16/09, Division of Economics, School of Business, University of Leicester.
- Matthew Polisson & John K.-H. Quah, 2013. "Revealed preference tests under risk and uncertainty," Discussion Papers in Economics 13/24, Division of Economics, School of Business, University of Leicester.
- Stefania Minardi & Andrei Savochkin, 2017. "Characterizations of Smooth Ambiguity Based on Continuous and Discrete Data," Mathematics of Operations Research, INFORMS, vol. 42(1), pages 167-178, January.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Ian Crawford & Bram De Rock, 2014.
"Empirical Revealed Preference,"
Annual Review of Economics, Annual Reviews, vol. 6(1), pages 503-524, August.
- Ian Crawford & Bram De Rock, 2013. "Empirical Revealed Preference," Working Papers ECARES ECARES 2013-32, ULB -- Universite Libre de Bruxelles.
- Timothy K. M. Beatty & Ian A. Crawford, 2011.
"How Demanding Is the Revealed Preference Approach to Demand?,"
American Economic Review, American Economic Association, vol. 101(6), pages 2782-2795, October.
- Tim Beatty & Ian Crawford, 2010. "How demanding is the revealed preference approach to demand," CeMMAP working papers CWP17/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Demuynck, Thomas & Hjertstrand, Per, 2019.
"Samuelson's Approach to Revealed Preference Theory: Some Recent Advances,"
Working Paper Series
1274, Research Institute of Industrial Economics.
- Thomas Demuynck & Per Hjertstrand, 2020. "Samuelson’s Approach to Revealed Preference Theory: Some Recent Advances," ULB Institutional Repository 2013/314701, ULB -- Universite Libre de Bruxelles.
- Thomas Demuynck & John Rehbeck, 2021. "Computing Revealed Preference Goodness of fit Measures with Integer Programming," Working Papers ECARES 2021-26, ULB -- Universite Libre de Bruxelles.
- Laura Blow & Martin Browning & Ian Crawford, 2004. "Nonparametric methods for the characteristic model," CeMMAP working papers CWP18/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Claudio A. Bonilla & Pablo A. Gutiérrez Cubillos, 2021. "The effects of ambiguity on entrepreneurship," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 30(1), pages 63-80, February.
- Amit Kothiyal & Vitalie Spinu & Peter Wakker, 2014. "An experimental test of prospect theory for predicting choice under ambiguity," Journal of Risk and Uncertainty, Springer, vol. 48(1), pages 1-17, February.
- Laurens Cherchye & Sam Cosaert & Thomas Demuynck & Bram De Rock, 2020.
"Group Consumption with Caring Individuals,"
Economic Journal, Royal Economic Society, vol. 130(627), pages 587-622.
- Laurens Cherchye & Sam Cosaert & Thomas Demuynck & Bram De Rock, 2017. "Group consumption with caring individuals," Working Papers of Department of Economics, Leuven 598911, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Laurens Cherchye & Sam Cosaert & Thomas Demuynck & Bram De Rock, 2020. "Group Consumption with Caring Individuals," ULB Institutional Repository 2013/297188, ULB -- Universite Libre de Bruxelles.
- Laurens Cherchye & Sam Cosaert & Thomas Demuynck & Bram De Rock, 2017. "Group Consumption with Caring Individuals," Working Papers ECARES ECARES 2017-45, ULB -- Universite Libre de Bruxelles.
- Fabrice Talla Nobibon & Laurens Cherchye & Bram De Rock & Jeroen Sabbe & Frits Spieksma, 2011.
"Heuristics for Deciding Collectively Rational Consumption Behavior,"
Computational Economics, Springer;Society for Computational Economics, vol. 38(2), pages 173-204, August.
- Fabrice Talla Nobibon & Laurens Cherchye & Bram De Rock & Jeroen Sabbe & Frits C.R. Spieksma, 2008. "Heuristics for deciding collectively rational consumption behavior," Working Papers of Department of Economics, Leuven ces0824, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Fabrice Talla Nobibon & Laurens Cherchye & Bram De Rock & Jeroen Sabbe & Frits Spieksma, 2008. "Heuristics for deciding collectively rational consumption behavior," Working Papers ECARES 2008-028, ULB -- Universite Libre de Bruxelles.
- Fabrice Talla Nobibon & Laurens Cherchye & Bram De Rock & Jeroen Sabbe & Frits Spieksma, 2011. "Heuristics for deciding collectively rational consumption behavior," ULB Institutional Repository 2013/131710, ULB -- Universite Libre de Bruxelles.
- Laurens Cherchye & Bram De Rock & Frederic Vermeulen & Selma Walther, 2021.
"Where did it go wrong? Marriage and divorce in Malawi,"
Quantitative Economics, Econometric Society, vol. 12(2), pages 505-545, May.
- Laurens Cherchye & Bram De Rock & Selma Telalagic Waltheror & Frederic Vermeulenor, 2016. "Where Did It Go Wrong? Marriage and Divorce In Malawi," Economics Series Working Papers 786, University of Oxford, Department of Economics.
- Laurens Cherchye & Bram De Rock & Selma Telalagic Walther & Frederic Vermeulen, 2016. "Where Did it Go Wrong ?Marriage and Divorce in Malawi," Working Papers ECARES ECARES 2016-11, ULB -- Universite Libre de Bruxelles.
- Laurens Cherchye & Bram De Rock & Selma Telalagic Walther & Frederic Vermeulen, 2016. "Where did it go wrong? Marriage and divorce in Malawi," Working Papers of Department of Economics, Leuven 535656, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Cherchye, Laurens & De Rock, Bram & Walther, Selma & Vermeulen, Frederic, 2016. "Where Did It Go Wrong? Marriage and Divorce in Malawi," IZA Discussion Papers 9843, Institute of Labor Economics (IZA).
- Laurens Cherchye & Bram De Rock & Frederic Vermeulen, 2008.
"Analyzing Cost-Efficient Production Behavior Under Economies of Scope: A Nonparametric Methodology,"
Operations Research, INFORMS, vol. 56(1), pages 204-221, February.
- Cherchye, L.J.H. & de Rock, B. & Vermeulen, F.M.P., 2006. "Analyzing Cost Efficient Production Behavior Under Economies of Scope : A Nonparametric Methodology," Other publications TiSEM 7c1c3728-77f6-4ba2-9753-5, Tilburg University, School of Economics and Management.
- Cherchye, Laurens & De Rock, Bram & Vermeulen, Frederic, 2006. "Analyzing Cost Efficient Production Behavior Under Economies of Scope: A Nonparametric Methodology," IZA Discussion Papers 2319, Institute of Labor Economics (IZA).
- Cherchye, L.J.H. & de Rock, B. & Vermeulen, F.M.P., 2006. "Analyzing Cost Efficient Production Behavior Under Economies of Scope : A Nonparametric Methodology," Discussion Paper 2006-81, Tilburg University, Center for Economic Research.
- Bram De Rock & Laurens Cherchye & Frederic Vermeulen, 2008. "Analyzing cost efficient production behavior under economies of scope: a nonparametric methodology," ULB Institutional Repository 2013/7536, ULB -- Universite Libre de Bruxelles.
- Polisson, Matthew & Renou, Ludovic, 2016.
"Afriat’s Theorem and Samuelson’s ‘Eternal Darkness’,"
Journal of Mathematical Economics, Elsevier, vol. 65(C), pages 36-40.
- Matthew Polisson & Ludovic Renou, 2016. "Afriat's Theorem and Samuelson's `Eternal Darkness'," Discussion Papers in Economics 16/09, Division of Economics, School of Business, University of Leicester.
- Alfred Galichon & John Quah, 2013.
"Symposium on revealed preference analysis,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(3), pages 419-423, November.
- Alfred Galichon & John Quah, 2013. "Symposium on revealed preference analysis," Post-Print hal-03399881, HAL.
- Pierpaolo Battigalli & Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2017.
"Mixed extensions of decision problems under uncertainty,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(4), pages 827-866, April.
- Pierpaolo Battigalli & Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2013. "Mixed Extensions of Decision Problems under Uncertainty," Working Papers 485, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Cherchye, Laurens & Demuynck, Thomas & De Rock, Bram & Hjertstrand, Per, 2015.
"Revealed preference tests for weak separability: An integer programming approach,"
Journal of Econometrics, Elsevier, vol. 186(1), pages 129-141.
- Laurens CHERCHYE & Thomas DEMUYNCK & Bram DE ROCK, 2011. "Revealed preference tests for weak separability: an integer programming approach," Working Papers of Department of Economics, Leuven ces11.25, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Laurens Cherchye & Thomas Demuynck & Per Hjertstrand & Bram De Rock, 2015. "Revealed preference tests for weak separability: An integer programming approach," ULB Institutional Repository 2013/251996, ULB -- Universite Libre de Bruxelles.
- Ivar Ekeland & Alfred Galichon, 2013.
"The housing problem and revealed preference theory: duality and an application,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(3), pages 425-441, November.
- Ivar Ekeland & Alfred Galichon, 2013. "The Housing Problem and Revealed Preference Theory: Duality and an application," Sciences Po publications info:hdl:2441/5rkqqmvrn4t, Sciences Po.
- Ivar Ekeland & Alfred Galichon, 2013. "The Housing Problem and Revealed Preference Theory: Duality and an application," Post-Print hal-01059558, HAL.
- Massimo Guidolin & Francesca Rinaldi, 2013.
"Ambiguity in asset pricing and portfolio choice: a review of the literature,"
Theory and Decision, Springer, vol. 74(2), pages 183-217, February.
- Massimo Guidolin & Francesca Rinaldi, 2010. "Ambiguity in asset pricing and portfolio choice: a review of the literature," Working Papers 2010-028, Federal Reserve Bank of St. Louis.
- Massimo Guidolin & Francesca Rinaldi, 2011. "Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literature," Working Papers 417, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Christopher P. Chambers & Federico Echenique & Nicolas S. Lambert, 2021.
"Recovering Preferences From Finite Data,"
Econometrica, Econometric Society, vol. 89(4), pages 1633-1664, July.
- Christopher P. Chambers & Federico Echenique & Nicolas Lambert, 2019. "Recovering Preferences from Finite Data," Papers 1909.05457, arXiv.org, revised Oct 2020.
- Cerreia-Vioglio, Simone & Maccheroni, Fabio & Marinacci, Massimo, 2022. "Ambiguity aversion and wealth effects," Journal of Economic Theory, Elsevier, vol. 199(C).
- Laurens Cherchye & Thomas Demuynck & Bram Rock & Kristof Witte, 2014.
"Non‐parametric Analysis of Multi‐output Production with Joint Inputs,"
Economic Journal, Royal Economic Society, vol. 124(577), pages 735-775, June.
- Laurens CHERCHYE & Thomas DEMUYNCK & Bram DE ROCK & Kristof DE WITTE, 2011. "Nonparametric analysis of multi-output production with joint inputs," Working Papers of Department of Economics, Leuven ces11.35, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Laurens Cherchye & Thomas Demuynck & Bram De Rock & Kristof De Witte, 2014. "Nonparametric analysis of multi-output production with joint inputs," ULB Institutional Repository 2013/252231, ULB -- Universite Libre de Bruxelles.
More about this item
Keywords
ambiguity; expected utility; maxmin; revealed preference; smooth; uncertainty; variational;All these keywords.
JEL classification:
- D1 - Microeconomics - - Household Behavior
- D8 - Microeconomics - - Information, Knowledge, and Uncertainty
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DCM-2013-04-20 (Discrete Choice Models)
- NEP-EXP-2013-04-20 (Experimental Economics)
- NEP-MIC-2013-04-20 (Microeconomics)
- NEP-UPT-2013-04-20 (Utility Models & Prospect Theory)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ifs:ifsewp:13/05. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: . General contact details of provider: https://edirc.repec.org/data/ifsssuk.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Emma Hyman (email available below). General contact details of provider: https://edirc.repec.org/data/ifsssuk.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.