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semiparametric estimator. It shows that it is root-N-consistent and asymptotically normally distributed. We compare our estimator …
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Discrete choice model is probably one of the most popularly used statistical methods in practice. The common feature of this model is that it considers the behavioral factors of a person and the assumption of independent individuals. However, this widely accepted assumption seems problematic...
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Multinomial choice models are fundamental for empirical modeling of economic choices among discrete alternatives. We analyze identification of binary and multinomial choice models when the choice utilities are nonseparable in observed attributes and multidimensional unobserved heterogeneity with...
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