Identification and Estimation of Multinomial Choice Models with Latent Special Covariates

Nail Kashaev

No 20224, University of Western Ontario, Departmental Research Report Series from University of Western Ontario, Department of Economics

Abstract: 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 √n-consistent asymptotically normal estimator of the finite-dimensional parameters of the model.

Keywords: Multinomial Choice; Random Coefficients; Special Covariate; Identification at Infinity; Bundles (search for similar items in EconPapers)
JEL-codes: C50 C57 (search for similar items in EconPapers)
Date: 2022
New Economics Papers: this item is included in nep-dcm and nep-dem
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Working Paper: Identification and estimation of multinomial choice models with latent special covariates (2022)
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