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

Jeremy Fox

No 23621, NBER Working Papers from National Bureau of Economic Research, Inc

Abstract: I prove that the joint distribution of random coefficients and additive errors is identified in a mulltinomial choice model. No restrictions are imposed on the support of the random coefficients and additive errors. The proof uses large support variation in choice-specific explanatory variables following Lewbel (2000) but does not rely on an identification at infinity technique where the payoffs of all but two choices are set to minus infinity.

JEL-codes: C25 L0 (search for similar items in EconPapers)
Date: 2017-07
New Economics Papers: this item is included in nep-dcm and nep-ecm
Note: IO TWP
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Citations: View citations in EconPapers (3)

Published as Fox, 2021. "A Note on Nonparametric Identification of Distributions of Random Coefficients in Multinomial Choice Models," Annals of Economics and Statistics, .

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Journal Article: A Note on Nonparametric Identification of Distributions of Random Coefficients in Multinomial Choice Models (2021)
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