Identification and Estimation of Multinomial Choice Models with Latent Special Covariates
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。
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.