'Stochastically more risk averse:' A contextual theory of stochastic discrete choice under risk

Journal of Econometrics

Volumn 162, Issue 1, 2011, Pages 89-104

  Wilcox, Nathaniel T ^a,b  

^a CHAPMAN UNIVERSITY   (United States)

^b UNIVERSITY OF HOUSTON   (United States)

Author keywords

Discrete choice; Heteroscedasticity; More risk averse; Risk; Stochastic choice

Indexed keywords

CUMULATIVE DISTRIBUTION FUNCTION; DATA SETS; DEGREE OF RISKS; DISCRETE CHOICE; EXPECTED UTILITY; HETEROSCEDASTIC; HETEROSCEDASTICITY; LATENT VARIABLE MODELS; MORE RISK AVERSE; RANK-DEPENDENT UTILITY; RISK AVERSE; STOCHASTIC CHOICE; UTILITY FUNCTIONS;

DISTRIBUTION FUNCTIONS; RISK PERCEPTION; STOCHASTIC SYSTEMS;

STOCHASTIC MODELS;

EID: 79952955244     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2009.10.012     Document Type: Article

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