| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w20982 |
| 来源ID | Working 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 |
| URL | https://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. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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