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Identification and Estimation of Multinomial Choice Models with Latent Special Covariates

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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 √n-consistent asymptotically normal estimator of the finite-dimensional parameters of the model.

Suggested Citation

  • Nail Kashaev, 2022. "Identification and Estimation of Multinomial Choice Models with Latent Special Covariates," University of Western Ontario, Departmental Research Report Series 20224, University of Western Ontario, Department of Economics.
    • Handle: RePEc:uwo:uwowop:20224
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    Cited by:

    1. Roy Allen & John Rehbeck, 2020. "Identification of Random Coefficient Latent Utility Models," Papers 2003.00276, arXiv.org.

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    More about this item

    Keywords

    Multinomial Choice; Random Coefficients; Special Covariate; Identification at Infinity; Bundles;
    All these keywords.

    JEL classification:

    • C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
    • C57 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Econometrics of Games and Auctions

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