Department of Economics Research Reports

Authors

Nail Kashaev

Document Type

Working Paper

Publication Date

2022

Number

2022-4

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 √n-consistent asymptotically normal estimator of the finite-dimensional parameters of the model.

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Economics Commons

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