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On the Identification of Information Sets with Preference Heterogeneity

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  • Flavio Cunha

    (University of Pennsylvania)

Abstract

In this paper we show how one can separately identify the information sets of agents, how the information sets evolve over the life cycle, as well as the distribution of risk aversion. We estimate the model using white males from NLSY/79.

Suggested Citation

  • Flavio Cunha, 2009. "On the Identification of Information Sets with Preference Heterogeneity," 2009 Meeting Papers 281, Society for Economic Dynamics.
    • Handle: RePEc:red:sed009:281
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