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来源类型Working Paper
规范类型报告
DOI10.3386/w20982
来源IDWorking Paper 20982
Estimating Individual Ambiguity Aversion: A Simple Approach
Uri Gneezy; Alex Imas; John List
发表日期2015-03-02
出版年2015
语种英语
摘要We introduce a simple, easy to implement instrument for jointly eliciting risk and ambiguity attitudes. Using this instrument, we structurally estimate a two-parameter model of preferences. Our findings indicate that ambiguity aversion is significantly overstated when risk neutrality is assumed. This highlights the interplay between risk and ambiguity attitudes as well as the importance of joint estimation. In addition, over our stakes levels we find no difference in the estimated parameters when incentives are real or hypothetical, raising the possibility that a simple hypothetical question can provide insights into an individuals preferences over ambiguity in such economic environments.
主题Econometrics ; Experimental Design ; Microeconomics ; Economics of Information
URLhttps://www.nber.org/papers/w20982
来源智库National Bureau of Economic Research (United States)
引用统计
资源类型智库出版物
条目标识符http://119.78.100.153/handle/2XGU8XDN/578657
推荐引用方式
GB/T 7714
Uri Gneezy,Alex Imas,John List. Estimating Individual Ambiguity Aversion: A Simple Approach. 2015.
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