Identification and estimation of multinomial choice models with latent special covariates

Identification of multinomial choice models is often established by using special covariates that have full support. This paper shows how these identification results can be extended to a large class of multinomial choice models when all covariates are bounded. I also provide a new Ín-consistent asymptotically normal estimator of the finite-dimensional parameters of the model.

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Year of publication:	2022
Authors:	Kashaev, Nail
Publisher:	London (Ontario) : The University of Western Ontario, Department of Economics
Subject:	Multinomial choice \| random coefficients \| special covariate \| identificationat infinity \| bundles

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Series:	Research Report ; 2022-4
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	1807144984 [GVK] hdl:10419/270406 [Handle] RePEc:uwo:uwowop:20224 [RePEc]
Classification:	C50 - Econometric Modeling. General ; c57
Source:	EconStor

Persistent link: https://www.econbiz.de/10014278540