We investigate analytical and empirical properties of the Heteroscedastic Exponomial Choice (HEC) model to lay the groundwork for its use in theoretical and empirical research that build demand models on a discrete choice foundation. The HEC model generalizes the Exponomial Choice (EC) model by...

We study non-parametric estimation of choice models, which was introduced to alleviate unreasonable assumptions in traditional parametric models, and are prevalent in several application areas. Existing literature focuses only on the static observational setting where all of the observations are...