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

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call