NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
loading...

A Note on Nonparametric Identification of Distributions of Random Coefficients in Multinomial Choice Models

Jeremy T. Fox

NBER Working Paper No. 23621
Issued in July 2017
NBER Program(s):Industrial Organization, Technical Working Papers

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.

You may purchase this paper on-line in .pdf format from SSRN.com ($5) for electronic delivery.

Access to NBER Papers

You are eligible for a free download if you are a subscriber, a corporate associate of the NBER, a journalist, an employee of the U.S. federal government with a ".GOV" domain name, or a resident of nearly any developing country or transition economy.

If you usually get free papers at work/university but do not at home, you can either connect to your work VPN or proxy (if any) or elect to have a link to the paper emailed to your work email address below. The email address must be connected to a subscribing college, university, or other subscribing institution. Gmail and other free email addresses will not have access.

E-mail:

Machine-readable bibliographic record - MARC, RIS, BibTeX

Document Object Identifier (DOI): 10.3386/w23621

Users who downloaded this paper also downloaded* these:
Abraham, Drake, Sacks, and Simon w23597 Demand for Health Insurance Marketplace Plans Was Highly Elastic in 2014-2015
Agarwal, Jensen, and Monte w23616 The Geography of Consumption
Kurlat and Scheuer w23817 Signaling to Experts
Hausman and Rapson w23602 Regression Discontinuity in Time: Considerations for Empirical Applications
Fadlon and Laibson w23620 Paternalism and Pseudo-Rationality
 
Publications
Activities
Meetings
NBER Videos
Themes
Data
People
About

National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us