Department of Economics Research Reports
Title
2022-4 Identification and Estimation of Multinomial Choice Models with Latent Special Covariates
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.