NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

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):   IO   TWP

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.

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Document Object Identifier (DOI): 10.3386/w23621

 
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