Ahn, D., Choi, S., Gale, D., & Kariv, S. (2009). *Estimating ambiguity aversion in a portfolio choice experiment*. Working paper, Department of Economics, University of California at Berkeley, Feb 2009.

Aitchison J., Begg C.B. (1976) Statistical diagnosis when basic cases are not classified with certainty. Biometrika 63(1): 1–12

CrossRefAndersen, S., Fountain, J., Harrison, G. W., & Rutström, E. E. (2010). *Estimating subjective probabilities*. Working Paper 2010–2006, Center for the Economic Analysis of Risk, Robinson College of Business, Georgia State University.

Andersen, S., Harrison, G. W., Hole, A. R., Lau, & Ruström, E. E. (2011). Non-linear mixed logit.

*Theory and Decision*. doi:

10.10071s112.38-011-9277-00.

Andersen S., Harrison G. W., Lau Morten I., Rutström E. E. (2008) Eliciting risk and time preferences. Econometrica 76(3): 583–618

CrossRefBinswanger H. P. (1981) Attitudes toward risk: Theoretical implications of an experiment in rural India. Economic Journal 91: 867–890

CrossRefde Finetti, B. (1937). La Prévision: Ses Lois Logiques, ses sources subjectives. Annales de l’Institut Henri Poincairé, 7, 1–68; English translation as “Foresight: Its logical laws, its subjective sources,” in H. E. Kyburg & H. E. Smokler (Eds.), Studies in subjective probability. Huntington, NY: Robert E. Krieger, 1980, Second Edition.

de Finetti B. (1970) Logical foundations and measurement of subjective probability. Acta Psychologica 34: 129–145

CrossRefDrukker D.M., Gates R. (2006) Generating Halton sequences using mata. Stata Journal 6(2): 214–228

Eckel C. C., Grossman P. J. (2002) Sex differences and statistical stereotyping in attitudes toward financial risk. Evolution and Human Behavior 23(4): 281–295

CrossRefEllsberg D. (1961) Risk, ambiguity, and the savage axioms. Quarterly Journal of Economics 75: 643–669

CrossRefEpstein R. A. (1977) The theory of gambling and statistical logic. Academic Press, San Diego

Ergin H., Gul F. (2009) A theory of subjective compound lotteries. Journal of Economic Theory 144(3): 899–929

CrossRefGhirardoto P., Maccheroni F., Marinacci M. (2004) Differentiating ambiguity and ambiguity attitude. Journal of Economic Theory 118: 133–173

CrossRefGilboa I., Postlewaite A. P., Schmeidler D. (2008) Probability and uncertainty in economic modeling. Journal of Economic Perspectives 22(3): 173–188

CrossRefGilboa I., Schmeidler D. (1989) Maxmin expected utility with a non-unique prior. Journal of Mathematical Economics 18: 141–153

CrossRefGrant S., Kajii A., Polak B. (1998) Intrinsic preference for information. Journal of Economic Theory 83: 233–259

CrossRefHalevy Y. (2007) Ellsberg revisited: An experimental study. Econometrica 75: 503–536

CrossRefHarrison G. W., Rutström E. E. (2008) Risk aversion in the laboratory. In: Cox J. C., Harrison G. W. (eds) Risk aversion in experiments. Emerald, Bingley, UK

Hey, J. D., Lotito, G., Maffioletti, A. (2007). Choquet OK? Discussion Paper No. 2007/12, Department of Economics and Related Studies, University of York.

Hey, J. D., Lotito, G., Maffioletti, A. (2008). The descriptive and predictive adequacy of theories of decision making under uncertainty/ambiguity. Discussion Paper No. 2008/04, Department of Economics and Related Studies, University of York.

Hey J. D., Orme C. (1994) Investigating generalizations of expected utility theory using experimental data. Econometrica 62(6): 1291–1326

CrossRefHole A. R. (2007) Fitting mixed logit models by using maximum simulated likelihood. Stata Journal 7(3): 388–401

Holt C. A., Laury S. K. (2002) Risk aversion and incentive effects. American Economic Review 92(5): 1644–1655

CrossRefHuber J., Train K. (2001) On the similarity of classical and Bayesian estimates of individual mean partworths. Marketing Letters 12(3): 259–269

CrossRefKlibanoff P., Marinacci M., Mukerji S. (2005) A smooth model of decision making under ambiguity. Econometrica 73(6): 1849–1892

CrossRefLesaffre E., Rizopoulos D., Tsonaka R. (2007) The logistic transform for bounded outcome scores. Biostatistics 8(1): 72–85

CrossRefMachina M. J. (2004) Almost-objective uncertainty. Economic Theory 24: 1–54

CrossRefMathieson J. E., Winkler R. L. (1976) Scoring rules for continuous probability distributions. Management Science 22(10): 1087–1096

CrossRefNau R. F. (2006) Uncertainty aversion with second-order utilities and probabilities. Management Science 52: 136–156

CrossRefNau R. F. (2007) Extensions of the subjective expected utility model. In: Ward E., Ralph M., von Detlof W. (eds) Advances in decision analysis: From foundations to applications. Cambridge University Press, New York

Neilson W. S. (2010) A simplified axiomatic approach to ambiguity aversion. Journal of Risk and Uncertainty 41: 113–124

CrossRefOehlert G. W. (1992) A note on the delta method. The American Statistician 46(1): 27–29

Quiggin J. (1993) Generalized expected utility theory: The rank-dependent model. Kluwer Academic, Norwell, MA

CrossRefRevelt D., Train K. (1998) Mixed logit with repeated choices: Households’ choices of appliance efficiency levels. Review of Economics and Statistics 80: 647–657

CrossRefSaha A. (1993) Expo-power utility: A flexible form for absolute and relative risk aversion. American Journal of Agricultural Economics 75(4): 905–913

CrossRefSavage L. J. (1971) Elicitation of personal probabilities and expectations. Journal of American Statistical Association 66: 783–801

Segal U. (1987) The Ellsberg paradox and risk aversion: An anticipated utility approach. International Economic Review 28(1): 175–202

CrossRefSegal U. (1990) Two-stage lotteries without the independence axiom. Econometrica 58(2): 349–377

CrossRefSmith V. L. (1969) Measuring nonmonetary utilities in uncertain choices: The Ellsberg Urn. Quarterly Journal of Economics 83(2): 324–329

CrossRefTrain K. E. (2003) Discrete choice methods with simulation. Cambridge University Press, New York

CrossRefWilcox N. T. (2008) Stochastic models for binary discrete choice under risk: A critical primer and econometric comparison. In: Cox J., Harrison G. W. (eds) Risk aversion in experiments. Emerald, Bingley, UK

Wilcox N.T. (2011) ‘Stochastically More Risk Averse:’ A Contextual Theory of Stochastic Discrete Choice Under Risk. Journal of Econometrics 162(1): 87–104

CrossRef