Fox, Jeremy; Ryan, Stephen P.; Bajari, Patrick; Kim, Kyoo il - National Bureau of Economic Research (NBER) - 2009
The random coefficients, multinomial choice logit model has been widely used in empirical choice analysis for the last 30 years. We are the first to prove that the distribution of random coefficients in this model is nonparametrically identified. Our approach exploits the structure of the logit...