Imputing risk tolerance from survey responses

Journal of the American Statistical Association

Volumn 103, Issue 483, 2008, Pages 1028-1038

  Kimball, Miles S ^a,b   Sahm, Claudia R ^c   Shapiro, Matthew D ^a,b  

^a UNIVERSITY OF MICHIGAN   (United States)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^c FEDERAL RESERVE BOARD   (United States)

Author keywords

Interval regression; Measurement error; Ordered probit with known bounds; Proxy variable; Response error; Risk aversion; Risk tolerance; Surveys

Indexed keywords

EID: 54949092845     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/016214508000000139     Document Type: Article

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