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Paper detail

Identification and estimation of multinomial choice models with latent special covariates

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 $\sqrt{n}$-consistent asymptotically normal estimator of the finite-dimensional parameters of the model.

preprint2022arXivOpen access
Nail Kashaev
econ.EM
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Nail Kashaev

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