Identification and estimation of multinomial choice models with latent special covariates

by Nail Kashaev

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.

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Year of publication:	2022 ; This version: March 21, 2022
Authors:	Kashaev, Nail
Publisher:	London, Ontario, Canada : Department of Economics, Social Science Centre, Western University
Subject:	Multinomial choice \| random coefficients \| special covariate \| identificationat infinity \| bundles \| Diskrete Entscheidung \| Discrete choice \| Präferenztheorie \| Theory of preferences \| Schätztheorie \| Estimation theory \| Konsumentenverhalten \| Consumer behaviour

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Extent:	1 Online-Ressource (circa 37 Seiten)
Series:	Research report / Department of Economics, Social Science Centre, The University of Western Ontario. - London, Ont. : [Verlag nicht ermittelbar], ZDB-ID 2256392-1. - Vol. # 2022, 4 (March 2022)
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper
Language:	English
Other identifiers:	hdl:10419/270406 [Handle]
Classification:	C50 - Econometric Modeling. General ; c57
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013254560