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.

Object Details

• Language: Englisch

References and Relationships

• Bibliographic citation: Series: Research Report ; No. 2022-4

Classification and Topics

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

Contributors, Places and Time

• Event: Geistige Schöpfung
• (who): Kashaev, Nail
• Event: Veröffentlichung
• (who): The University of Western Ontario, Department of Economics
• (where): London (Ontario)
• (when): 2022

Further information

• Handle: http://hdl.handle.net/10419/270406
• Last update: 10.03.2025, 11:46 AM CET