1 option
A Note on Nonparametric Identification of Distributions of Random Coefficients in Multinomial Choice Models / Jeremy T. Fox.
- Format:
- Book
- Author/Creator:
- Fox, Jeremy T.
- Series:
- Working Paper Series (National Bureau of Economic Research) no. w23621.
- NBER working paper series no. w23621
- Language:
- English
- Physical Description:
- 1 online resource: illustrations (black and white);
- Place of Publication:
- Cambridge, Mass. National Bureau of Economic Research 2017.
- Summary:
- I prove that the joint distribution of random coefficients and additive errors is identified in a mulltinomial choice model. No restrictions are imposed on the support of the random coefficients and additive errors. The proof uses large support variation in choice-specific explanatory variables following Lewbel (2000) but does not rely on an identification at infinity technique where the payoffs of all but two choices are set to minus infinity.
- Notes:
- Print version record
- July 2017.
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