Identification and Estimation of Multinomial Choice Models with Latent Special Covariates

Nail Kashaev

Journal of Business & Economic Statistics, 2023, vol. 41, issue 3, 695-707

Abstract: Identification of multinomial choice models is often established by using special covariates that have full support. This article 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.

Date: 2023
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DOI: 10.1080/07350015.2022.2060987

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