具有潜在特殊协变量的多项选择模型的识别与估计

Identification and Estimation of Multinomial Choice Models with Latent Special Covariates

Journal of Business & Economic Statistics · 2022
被引 1
人大 AABS 4

中文导读

证明当所有协变量有界时,多项选择模型的识别结果可推广到一大类模型,并给出有限维参数的新估计量。

Abstract

Identification of multinomial choice models is often established by using special covariates that have full support. This article 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.

多项选择模型潜在特殊协变量识别估计