-
1
-
-
0002173542
-
Multiperiod probit models and orthogonality condition estimation
-
Avery, Robert B., Lars Peter Hansen, and V. Joseph Hatz. (1983). "Multiperiod Probit Models and Orthogonality Condition Estimation," International Economic Review 24, 21-35.
-
(1983)
International Economic Review
, vol.24
, pp. 21-35
-
-
Avery, R.B.1
Hansen, L.P.2
Hatz, V.J.3
-
2
-
-
0010808065
-
Decisions, error and heterogeneity
-
Ballinger, T. Parker and Nathaniel Wilcox. (1997). "Decisions, Error and Heterogeneity," Economic Journal 107, 1090-1105.
-
(1997)
Economic Journal
, vol.107
, pp. 1090-1105
-
-
Ballinger, T.P.1
Wilcox, N.2
-
3
-
-
0001756409
-
Stochastic models of choice behavior
-
Becker, Gordon, Morris DeGroot, and Jacob Marschak. (1963). "Stochastic Models of Choice Behavior," Behavioral Science 8, 41-55.
-
(1963)
Behavioral Science
, vol.8
, pp. 41-55
-
-
Becker, G.1
DeGroot, M.2
Marschak, J.3
-
4
-
-
0001211603
-
Estimation and inference in nonlinear structural models
-
Berndt, Ernst et al. (1974). "Estimation and Inference in Nonlinear Structural Models," Annals of Economic and Social Measurement 3, 653-666.
-
(1974)
Annals of Economic and Social Measurement
, vol.3
, pp. 653-666
-
-
Berndt, E.1
-
5
-
-
0003139662
-
Experimental test of several generalized expected utility theories
-
Camerer, Colin. (1989). "An Experimental Test of Several Generalized Expected Utility Theories," Journal of Risk and Uncertainty 2, 61-104.
-
(1989)
Journal of Risk and Uncertainty
, vol.2
, pp. 61-104
-
-
Camerer, C.1
-
6
-
-
0031578594
-
Investigation of stochastic preference theory using experimental data
-
Carbone Enrica. (1998). "Investigation of Stochastic Preference Theory Using Experimental Data," Economics Letters 57, 305-312.
-
(1998)
Economics Letters
, vol.57
, pp. 305-312
-
-
Carbone, E.1
-
7
-
-
0346966037
-
Estimation of expected utility and non-expected utility preference functionals using complete ranking data
-
Bertrand Munier and Mark Machina (eds.). Dordrecht: Kluwer
-
Carbone, Enrica and John Hey. (1994). "Estimation of Expected Utility and Non-Expected Utility Preference Functionals Using Complete Ranking Data." In Bertrand Munier and Mark Machina (eds.), Models and Experiments on Risk and Rationality. Dordrecht: Kluwer.
-
(1994)
Models and Experiments on Risk and Rationality
-
-
Carbone, E.1
Hey, J.2
-
8
-
-
0004256672
-
-
New York: Holt, Rinehart and Winston
-
Fechner, Gustav. (1860/1966). Elements of Psychophysics, Vol. 1. New York: Holt, Rinehart and Winston.
-
(1860)
Elements of Psychophysics
, vol.1
-
-
Fechner, G.1
-
9
-
-
0000520272
-
The predictive utility of generalized expected utility theories
-
Harless, David and Colin Camerer. (1994). "The Predictive Utility of Generalized Expected Utility Theories," Econometrica 62, 1251-1289.
-
(1994)
Econometrica
, vol.62
, pp. 1251-1289
-
-
Harless, D.1
Camerer, C.2
-
10
-
-
0000627719
-
Investigating generalizations of expected utility theory using experimental data
-
Hey, John and Chris Orme. (1994). "Investigating Generalizations of Expected Utility Theory Using Experimental Data," Econometrica 62, 1291-1326.
-
(1994)
Econometrica
, vol.62
, pp. 1291-1326
-
-
Hey, J.1
Orme, C.2
-
11
-
-
0000581404
-
Incorporating a stochastic element into decision theories
-
Loomes, Graham and Robert Sugden. (1995). "Incorporating a Stochastic Element Into Decision Theories," European Economic Review 39, 641-648.
-
(1995)
European Economic Review
, vol.39
, pp. 641-648
-
-
Loomes, G.1
Sugden, R.2
-
12
-
-
0032455677
-
Testing alternative stochastic specifications for risky choice
-
Loomes, Graham and Robert Sugden. (1998). "Testing Alternative Stochastic Specifications for Risky Choice," Economica 65, 581-598.
-
(1998)
Economica
, vol.65
, pp. 581-598
-
-
Loomes, G.1
Sugden, R.2
-
13
-
-
0141574332
-
Testing for the presence of a tremble in economics experiments
-
Moffatt, Peter and Simon Peters. (2001). "Testing for the Presence of a Tremble in Economics Experiments," Experimental Economics 4, 221-228.
-
(2001)
Experimental Economics
, vol.4
, pp. 221-228
-
-
Moffatt, P.1
Peters, S.2
-
14
-
-
0001750296
-
The probability weighting function
-
Prelec, Drazen. (1998). "The Probability Weighting Function," Econometrica 66, 497-527.
-
(1998)
Econometrica
, vol.66
, pp. 497-527
-
-
Prelec, D.1
-
16
-
-
0002502339
-
Violations of the independence axiom in common ratio problems: An experimental test of some competing hypotheses
-
Starmer, Chris and Robert Sugden. (1989). "Violations of the Independence Axiom in Common Ratio Problems: An Experimental Test of Some Competing Hypotheses," Annals of Operations Research 19, 79-102.
-
(1989)
Annals of Operations Research
, vol.19
, pp. 79-102
-
-
Starmer, C.1
Sugden, R.2
-
17
-
-
31744450082
-
Advances in prospect theory: Cumulative representation of uncertainty
-
Tversky, Amos and Daniel Kahneman. (1992). "Advances in Prospect Theory: Cumulative Representation of Uncertainty," Journal of Risk and Uncertainty 5, 297-323.
-
(1992)
Journal of Risk and Uncertainty
, vol.5
, pp. 297-323
-
-
Tversky, A.1
Kahneman, D.2
-
18
-
-
34249969192
-
Prospective reference theory: Toward an explanation of the paradoxes
-
Viscusi, W. Kip. (1989). "Prospective Reference Theory: Toward an Explanation of the Paradoxes," Journal of Risk and Uncertainty 2, 235-264.
-
(1989)
Journal of Risk and Uncertainty
, vol.2
, pp. 235-264
-
-
Viscusi, W.K.1
-
19
-
-
0000646447
-
Likelihood ratio tests for model selection and non-nested hypotheses
-
Vuong, Quang (1989). "Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses," Econometrica 57, 307-333.
-
(1989)
Econometrica
, vol.57
, pp. 307-333
-
-
Vuong, Q.1
|