Identification and estimation of multinomial choice models with latent special covariates

Nail Kashaev

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arXiv · 1811.05555

Identification and estimation of multinomial choice models with latent special covariates

Nail Kashaev

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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.

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Nail Kashaev. 2018-11-13. Identification and estimation of multinomial choice models with latent special covariates. https://arxiv.org/abs/1811.05555

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