Narrow search
Showing 1 - 10 of 26
Cover Image
Expected utility and catastrophic risk in a stochastic economy-climate model
Ikefuji, Masako; Laeven, Roger J. A.; Magnus, Jan R.; … - In: Journal of econometrics 214 (2020) 1, pp. 110-129
Persistent link: https://www.econbiz.de/10012438313
Cover Image
Unobserved heterogeneity in auctions under restricted stochastic dominance
Luo, Yao - In: Journal of econometrics 216 (2020) 2, pp. 354-374
Persistent link: https://www.econbiz.de/10012439720
Cover Image
Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity
Grundl, Serafin; Zhu, Yu - In: Journal of econometrics 210 (2019) 2, pp. 363-378
Persistent link: https://www.econbiz.de/10012303536
Cover Image
Nonparametric estimation of first-price auctions with risk-averse bidders
Zincenko, Federico - In: Journal of econometrics 205 (2018) 2, pp. 303-335
Persistent link: https://www.econbiz.de/10012110282
Cover Image
Semiparametric dynamic portfolio choice with multiple conditioning variables
Chen, Jia; Li, Degui; Linton, Oliver; Lu, Zu-di - In: Journal of econometrics 194 (2016) 2, pp. 309-318
Persistent link: https://www.econbiz.de/10011705164
Cover Image
Empirical relevance of ambiguity in first-price auctions
Aryal, Gaurab; Grundl, Serafin; Kim, Dong-hyuk; Zhu, Yu - In: Journal of econometrics 204 (2018) 2, pp. 189-206
Persistent link: https://www.econbiz.de/10011974728
Cover Image
Optimal frequency of portfolio evaluation in a choice experiment with ambiguity and loss aversion
Bellemare, Charles; Kröger, Sabine; Sossou, Kouamé Marius - In: Journal of econometrics 231 (2022) 1, pp. 248-264
Persistent link: https://www.econbiz.de/10013441984
Cover Image
Testing for risk aversion in first-price sealed-bid auctions
Jun, Sung Jae; Zincenko, Federico - In: Journal of econometrics 226 (2022) 2, pp. 295-320
Persistent link: https://www.econbiz.de/10013461528
Cover Image
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen - In: Journal of econometrics 236 (2023) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Cover Image
Dynamic decisions under subjective expectations : a structural analysis
An, Yonghong; Hu, Yingyao; Xiao, Ruli - In: Journal of econometrics 222 (2021) 1,3, pp. 645-675
Persistent link: https://www.econbiz.de/10012619770