Identification and estimation of multinomial choice models with latent special covariates

Arbeitspapier

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.

Angaben zum Objekt

• Sprache: Englisch

Verweise und Beziehungen

• Erschienen in: Series: Research Report ; No. 2022-4

Klassifikation und Themen

• Klassifikation: Wirtschaft ; Econometric Modeling: General ; Econometrics of Games and Auctions
• Thema: Multinomial choice ; random coefficients ; special covariate ; identificationat infinity ; bundles

Beteiligte, Orts- und Zeitangaben

• Ereignis: Geistige Schöpfung
• (wer): Kashaev, Nail
• Ereignis: Veröffentlichung
• (wer): The University of Western Ontario, Department of Economics
• (wo): London (Ontario)
• (wann): 2022

Weitere Informationen

• Handle: http://hdl.handle.net/10419/270406
• Letzte Aktualisierung: 10.03.2025, 11:46 MEZ