Preferences estimation without approximation
MPRA Paper from University Library of Munich, Germany
We devise an estimation methodology which allows preferences estimation and comparative statics analysis without a reliance on Taylor’s approximations and the indirect utility function.
Keywords: utility; risk; uncertainty; portfolio; production; estimation (search for similar items in EconPapers)
JEL-codes: C13 D80 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-mic and nep-upt
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http://mpra.ub.uni-muenchen.de/21948/ revised version (application/pdf)
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Persistent link: http://EconPapers.repec.org/RePEc:pra:mprapa:19309
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