Barseghyan and Molinari (2023) give sufficient conditions for semi-nonparametric point identification of parameters of interest in a mixture model of decision-making under risk, allowing for unobserved heterogeneity in utility functions and limited consideration. A key assumption in the model is that the heterogeneity of risk preferences is unobservable but context-independent. In this comment, we build on their insights and present identification results in a setting where the risk preferences are allowed to be context-dependent.
翻译:Barseghyan与Molinari(2023)给出了风险决策混合模型中感兴趣参数半非参数点识别的充分条件,该模型允许效用函数存在不可观测的异质性以及有限考虑。模型的一个关键假设是风险偏好的异质性不可观测但具有情境独立性。在本文评述中,我们基于他们的见解,在允许风险偏好具有情境依赖性的设定下展示了识别结果。