Identification and estimation of multinomial choice models with latent special covariates

• Tác giả: Nail Kashaev
• Ngôn ngữ: eng
• Ký hiệu phân loại: 003.1 System identification
• Thông tin xuất bản: 2018
• Bộ sưu tập: Metadata
• ID: 162380

Tóm tắt

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.