Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/270406
Authors: 
Year of Publication: 
2022
Series/Report no.: 
Research Report No. 2022-4
Publisher: 
The University of Western Ontario, Department of Economics, London (Ontario)
Abstract: 
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 Ín-consistent asymptotically normal estimator of the finite-dimensional parameters of the model.
Subjects: 
Multinomial choice
random coefficients
special covariate
identificationat infinity
bundles
JEL: 
C50
C57
Document Type: 
Working Paper

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