跨期决策中动态不一致性程度研究

通过对本科生和MBA学生分别进行跨期决策实验,估计各跨期选择模型(指数函数、简单双曲线、拟双曲线和q指数函数)的参数及拟合度AICc.同时还比较了两种测量动态不一致程度的方法.结果发现:无论实验对象是否有工作经验,使用q指数函数的贴现模型总能产生最小的AICc值,因此是最优模型;基于对数时间理论的测量方法捕获了动态不一致性的本质,是测量动态不一致性程度的最优方法.

Research on the Degree of Dynamic Inconsistency in Intertemporal Decision Making

The parameters and AICc (Akaike information criterion with small sample correction) of intertemporal choice models (exponential， simple hyperbolic， quasi hyperbolic and q-exponential) for undergraduate students and MBA students were estimated respectively. Meanwhile， two methods indicating the degree of inconsistency were compared. The results showed that the q-exponential discount model always generates the minimum AICc value regardless of working experience， and it is thus regarded as the optimal discount model; the method based on the logarithmic time-perception theory captures the essence of dynamic inconsistency， and it thus serves as the optimal approach to measure the degree of dynamic inconsistency.