Identification and estimation of multinomial choice models with latent special covariates

Nail Kashaev

Papers from arXiv.org

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 $\sqrt{n}$-consistent asymptotically normal estimator of the finite-dimensional parameters of the model.

Date: 2018-11, Revised 2022-03
New Economics Papers: this item is included in nep-ecm
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