Showing 1 - 6 of 6
We propose a robust method of discrete choice analysis when agents' choice sets are unobserved. Our core model assumes nothing about agents' choice sets apart from their minimum size. Importantly, it leaves unrestricted the dependence, conditional on observables, between agents' choice sets and...
Persistent link: https://www.econbiz.de/10012621124
We propose a robust method of discrete choice analysis when agents' choice sets are unobserved. Our core model assumes nothing about agents' choice sets apart from their minimum size. Importantly, it leaves unrestricted the dependence, conditional on observables, between agents' choice sets and...
Persistent link: https://www.econbiz.de/10012146389
We propose a robust method of discrete choice analysis when agents' choice sets are unobserved. Our core model assumes nothing about agents' choice sets apart from their minimum size. Importantly, it leaves unrestricted the dependence, conditional on observables, between agents' choice sets and...
Persistent link: https://www.econbiz.de/10012295247
Persistent link: https://www.econbiz.de/10011612076
We propose a robust method of discrete choice analysis when agents' choice sets are unobserved. Our core model assumes nothing about agents' choice sets apart from their minimum size. Importantly, it leaves unrestricted the dependence, conditional on observables, between agents' choice sets and...
Persistent link: https://www.econbiz.de/10012025709
We leverage the assumption that preferences are stable across contexts to par- tially identify and conduct inference on the parameters of a structural model of risky choice. Working with data on households’ deductible choices across three lines of insurance coverage and a model that nests...
Persistent link: https://www.econbiz.de/10011800588