Empirical underidentification in estimating random utility models: The role of choice sets and standardizations
From MaRDI portal
Publication:6126886
DOI10.1111/bmsp.12256OpenAlexW3214586394MaRDI QIDQ6126886
Jörg Rieskamp, Unnamed Author, Unnamed Author
Publication date: 10 April 2024
Published in: British Journal of Mathematical and Statistical Psychology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/bmsp.12256
Cites Work
- `Stochastically more risk averse': a contextual theory of stochastic discrete choice under risk
- Violations of the independence axiom in common ratio problems: An experimental test of some competing hypotheses
- Cumulative prospect theory's functional menagerie
- Investigation of stochastic preference theory using experimental data
- Advances in prospect theory: cumulative representation of uncertainty
- A microeconometric test of alternative stochastic theories of risky choice
- Are preference reversals errors? An experimental investigation
- How to assess a model's testability and identifiability
- Investigating Generalizations of Expected Utility Theory Using Experimental Data
- Exposition of a New Theory on the Measurement of Risk
- Does repetition improve consistency?
- Unnamed Item
- Unnamed Item
This page was built for publication: Empirical underidentification in estimating random utility models: The role of choice sets and standardizations