Estimation Of Moments And Production Decisions Under Uncertainty

A-Tier
Journal: Review of Economics and Statistics
Year: 1997
Volume: 79
Issue: 4
Pages: 631-637

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The purpose of this paper is to examine production decisions under output price uncertainty. Using a nonparametric estimation technique to estimate the first four moments of the unknown price distribution and applying duality, we provide a simple empirical framework for the analysis of supply and demand decisions under price uncertainty. The model is used to examine the importance of higher moments in the firm's production decisions and to investigate underlying attitudes toward risk. © 1997 by the President and Fellows of Harvard College and the Massachusetts Institute of Technology

Technical Details

RePEc Handle
repec:tpr:restat:v:79:y:1997:i:4:p:631-637
Journal Field
General
Author Count
2
Added to Database
2026-01-24