A Note on Nonparametric Identification of Distributions of Random Coefficients in Multinomial Choice Models

I prove that the joint distribution of random coefficients and additive errors is identified in a mulltinomial choice model. No restrictions are imposed on the support of the random coefficients and additive errors. The proof uses large support variation in choice-specific explanatory variables following Lewbel (2000) but does not rely on an identification at infinity technique where the payoffs of all but two choices are set to minus infinity

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Year of publication:	2017
Authors:	Fox, Jeremy T.
Publisher:	[2017]: [S.l.] : SSRN
Subject:	Nichtparametrisches Verfahren \| Nonparametric statistics \| Präferenztheorie \| Theory of preferences \| Logit-Modell \| Logit model \| Diskrete Entscheidung \| Discrete choice

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Extent:	1 Online-Ressource (6 p)
Series:	NBER Working Paper ; No. w23621
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 2017 erstellt
Source:	ECONIS - Online Catalogue of the ZBW

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