Preferences Estimation Without Approximation
8 Pages Posted: 19 Mar 2009 Last revised: 18 Nov 2011
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: 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
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