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Identification and estimation of multinomial choice models with latent special covariates

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  • Nail Kashaev

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.

Suggested Citation

  • Nail Kashaev, 2018. "Identification and estimation of multinomial choice models with latent special covariates," Papers 1811.05555, arXiv.org, revised Mar 2022.
    • Handle: RePEc:arx:papers:1811.05555
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    Cited by:

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    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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