서브메뉴
검색
Random Utilities and How to Find Them
Random Utilities and How to Find Them
상세정보
- 자료유형
- 학위논문 서양
- 최종처리일시
- 20250211151107
- ISBN
- 9798382741444
- DDC
- 150
- 서명/저자
- Random Utilities and How to Find Them
- 발행사항
- [Sl] : Georgetown University, 2024
- 발행사항
- Ann Arbor : ProQuest Dissertations & Theses, 2024
- 형태사항
- 169 p
- 주기사항
- Source: Dissertations Abstracts International, Volume: 85-11, Section: B.
- 주기사항
- Advisor: Chamber, Christopher P.;Masatlioglu, Yusufcan.
- 학위논문주기
- Thesis (Ph.D.)--Georgetown University, 2024.
- 초록/해제
- 요약In this dissertation, I study the random utility model. The random utility model is an extension of the classic paradigm of economics which assumes that decision makers choose according to some underlying preference. The random utility model extends this paradigm by allowing for heterogeneity across either a population of decision makers or across time for the same decision maker. This heterogeneity is modeled as there being a distribution over preferences inducing a distribution over choices. In Chapter 1, I study when an analyst is able to recover the underlying distribution over preferences from choice data. I provide fully characteristic conditions under which we are able to recover the underlying distribution over preferences. In Chapter 2, I readdress the problem of testing the random utility model. While axiomatic tests of the random utility model have been known, only recently has a hypothesis test for the random utility model been developed which can be applied to real data. However, this hypothesis test is not computationally feasible in many reasonable applications. I provide an alternative hypothesis test, applicable to real data, that offers large computational improvements over the current standard methodology. In Chapter 3, I study the random utility model in a dynamic setting where a decision maker's past choices can impact their preference today. First, I broach the problem of aggregation. In general, if a decision maker's preference depends on their history of choices, the time average of their choices does not coincide with the random utility model. I provide characteristic conditions for when the random utility model is an accurate model of time aggregated choice. Second, I develop a test for this type of dynamic random utility when we have time disaggregated but population level data. I provide a fully characteristic axiomatic test as well as a hypothesis test for history dependent random utility for this type of data.
- 일반주제명
- Psychology
- 키워드
- Random utility
- 키워드
- Decision maker
- 기타저자
- Georgetown University Economics
- 기본자료저록
- Dissertations Abstracts International. 85-11B.
- 전자적 위치 및 접속
- 로그인 후 원문을 볼 수 있습니다.
MARC
008250123s2024 us c eng d■001000017160728
■00520250211151107
■006m o d
■007cr#unu||||||||
■020 ▼a9798382741444
■035 ▼a(MiAaPQ)AAI31143763
■040 ▼aMiAaPQ▼cMiAaPQ
■0820 ▼a150
■1001 ▼aTuransick, Christopher.
■24510▼aRandom Utilities and How to Find Them
■260 ▼a[Sl]▼bGeorgetown University▼c2024
■260 1▼aAnn Arbor▼bProQuest Dissertations & Theses▼c2024
■300 ▼a169 p
■500 ▼aSource: Dissertations Abstracts International, Volume: 85-11, Section: B.
■500 ▼aAdvisor: Chamber, Christopher P.;Masatlioglu, Yusufcan.
■5021 ▼aThesis (Ph.D.)--Georgetown University, 2024.
■520 ▼aIn this dissertation, I study the random utility model. The random utility model is an extension of the classic paradigm of economics which assumes that decision makers choose according to some underlying preference. The random utility model extends this paradigm by allowing for heterogeneity across either a population of decision makers or across time for the same decision maker. This heterogeneity is modeled as there being a distribution over preferences inducing a distribution over choices. In Chapter 1, I study when an analyst is able to recover the underlying distribution over preferences from choice data. I provide fully characteristic conditions under which we are able to recover the underlying distribution over preferences. In Chapter 2, I readdress the problem of testing the random utility model. While axiomatic tests of the random utility model have been known, only recently has a hypothesis test for the random utility model been developed which can be applied to real data. However, this hypothesis test is not computationally feasible in many reasonable applications. I provide an alternative hypothesis test, applicable to real data, that offers large computational improvements over the current standard methodology. In Chapter 3, I study the random utility model in a dynamic setting where a decision maker's past choices can impact their preference today. First, I broach the problem of aggregation. In general, if a decision maker's preference depends on their history of choices, the time average of their choices does not coincide with the random utility model. I provide characteristic conditions for when the random utility model is an accurate model of time aggregated choice. Second, I develop a test for this type of dynamic random utility when we have time disaggregated but population level data. I provide a fully characteristic axiomatic test as well as a hypothesis test for history dependent random utility for this type of data.
■590 ▼aSchool code: 0076.
■650 4▼aPsychology
■653 ▼aMicroeconomic theory
■653 ▼aRandom utility
■653 ▼aStochastic choice
■653 ▼aAggregated choice
■653 ▼aDecision maker
■690 ▼a0501
■690 ▼a0511
■690 ▼a0621
■690 ▼a0509
■71020▼aGeorgetown University▼bEconomics.
■7730 ▼tDissertations Abstracts International▼g85-11B.
■790 ▼a0076
■791 ▼aPh.D.
■792 ▼a2024
■793 ▼aEnglish
■85640▼uhttp://www.riss.kr/pdu/ddodLink.do?id=T17160728▼nKERIS▼z이 자료의 원문은 한국교육학술정보원에서 제공합니다.
