arXiv 13 Nov 2018 · Econometrics · publishedJournal of Business and Economic Statistics (2022) · 1 citations (OpenAlex)
arXiv:1811.05555 · PDF · DOI · OpenAlex · Extracted main text
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 $\sqrt{n}$-consistent asymptotically normal estimator of the finite-dimensional parameters of the model.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Fox, J. T., il Kim, K., Ryan, S. P., and Bajari, P (2012) The random coefficients logit model is identified | 1.000 | 8 | 3 | 100% |
| 2 | Nevo, A (2000) A practitioner's guide to estimation of random-coefficients logit models of demand | 0.928 | 4 | 4 | 100% |
| 3 | Lewbel, A (2000) Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables | 0.843 | 3 | 3 | 100% |
| 4 | Nevo, A (2001) Measuring market power in the ready-to-eat cereal industry | 0.843 | 3 | 3 | 100% |
| 5 | Fox, J. T. and Gandhi, A (2016) Nonparametric identification and estimation of random coefficients in multinomial choice models | 0.811 | 4 | 2 | 100% |
| 6 | Fox, J. T. and Lazzati, N (2017) A note on identification of discrete choice models for bundles and binary games | 0.737 | 3 | 2 | 100% |
| 7 | Fox, J. T (2020) A note on nonparametric identification of distributions of random coefficients in multinomial choice models | 0.737 | 3 | 2 | 100% |
| 8 | Lewbel, A., Yan, J., Zhou, Y., et al (2021) Semiparametric identification and estimation of multinomial discrete choice models using error symmetry | 0.737 | 3 | 2 | 100% |
| 9 | Powell, J. L., Stock, J. H., and Stoker, T. M (1989) Semiparametric estimation of index coefficients | 0.737 | 3 | 2 | 100% |
| 10 | Berry, S. T. and Haile, P. A (2009) Nonparametric identification of multinomial choice demand models with heterogeneous consumers | 0.644 | 2 | 2 | 100% |
Showing the top 10 of 55 scored citations.