A Note on Nonparametric Identification of Distributions of Random Coefficients in Multinomial Choice Models

Jeremy Fox

Annals of Economics and Statistics, 2021, issue 142, 305-310

Abstract: I prove the point identfication of the joint distribution of the vector of random coefficients and additive, good-specific errors in a multinomial choice model. The identification theorem extends the binary choice results of Ichimura and Thompson (1998) as well as Gautier and Kitamura (2013) from two to two or more choices.

Keywords: Discrete Choice; Multinomial Choice; Random Coefficients; Demand. (search for similar items in EconPapers)
JEL-codes: C14 C25 C35 (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (3)

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Related works:
Working Paper: A Note on Nonparametric Identification of Distributions of Random Coefficients in Multinomial Choice Models (2017)
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Persistent link: https://EconPapers.repec.org/RePEc:adr:anecst:y:2021:i:142:p:305-310

DOI: 10.15609/annaeconstat2009.142.0305

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