Identification and estimation of multinomial choice models with latent special covariates
Econometrics
2022-03-23 v3
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 -consistent asymptotically normal estimator of the finite-dimensional parameters of the model.
Keywords
Cite
@article{arxiv.1811.05555,
title = {Identification and estimation of multinomial choice models with latent special covariates},
author = {Nail Kashaev},
journal= {arXiv preprint arXiv:1811.05555},
year = {2022}
}