Preferences Estimation Without Approximation

8 Pages Posted: 19 Mar 2009 Last revised: 18 Nov 2011

See all articles by Moawia Alghalith

Moawia Alghalith

University of the West Indies (UWI)

Date Written: March 15, 2009

Abstract

We devise an estimation methodology which allows preferences estimation and comparative statics analysis without reliance on Taylor's approximations and the indirect utility function.

Keywords: utility, preferences, uncertainty, portfolio

JEL Classification: D8

Suggested Citation

Alghalith, Moawia, Preferences Estimation Without Approximation (March 15, 2009). Available at SSRN: https://ssrn.com/abstract=1360442 or http://dx.doi.org/10.2139/ssrn.1360442

Moawia Alghalith (Contact Author)

University of the West Indies (UWI) ( email )

St. Augustine
Cave Hill Campus
868
Jamaica

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