We propose a tractable semiparametric estimation method for dynamic discrete choice models. The distribution of additive utility shocks is modeled by location-scale mixtures of extreme value distributions with varying numbers of mixture components. Our approach exploits the analytical...

This document presents supporting materials for the following publication: Farias, Jagabathula and Shah (2012), 'A Nonparametric Approach to Modeling Choice with Limited Data,' Management Science, Articles in Advance, pp. 1-18. Choice models are today ubiquitous across a range of applications in...