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Identification of Semiparametric Panel Multinomial Choice Models with Infinite-Dimensional Fixed Effects

Wayne Yuan Gao, Ming Li

arXiv 31 Aug 2020 · Econometrics · publishedThe Review of Economics and Statistics (2026) · 8 citations (OpenAlex)

arXiv:2009.00085 · PDF · DOI · OpenAlex · Extracted main text

Abstract

This paper proposes a robust method for semiparametric identification and estimation in panel multinomial choice models, where we allow for infinite-dimensional fixed effects that enter into consumer utilities in an additively nonseparable way, thus incorporating rich forms of unobserved heterogeneity. Our identification strategy exploits multivariate monotonicity in parametric indexes, and uses the logical contraposition of an intertemporal inequality on choice probabilities to obtain identifying restrictions. We provide a consistent estimation procedure, and demonstrate the practical advantages of our method with Monte Carlo simulations and an empirical illustration on popcorn sales with the Nielsen data.

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41
references
83
in-text mentions
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distinct cited
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main-text words

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Most heavily cited references

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.

ReferenceIntensityMentionsSectionsMain text
1Shi, X., M. Shum, and W. Song (2018) Estimating semi-parametric panel multinomial choice models using cyclic monotonicity1.00053100%
2Gao, W. Y. and R. Wang (2025) Identification of nonlinear dynamic panels under partial stationarity self0.84333100%
3Manski, C. F (1975) Maximum score estimation of the stochastic utility model of choice0.81142100%
4Manski, C. F (1985) Semiparametric analysis of discrete response: Asymptotic properties of the maximum score estimator0.81142100%
5Manski, C. F (1987) Semiparametric analysis of random effects linear models from binary panel data0.81142100%
6Pakes, A. and J. Porter (2024) Moment inequalities for multinomial choice with fixed effects0.80917353%
7Chernozhukov, V., H. Hong, and E. Tamer (2007) Estimation and confidence regions for parameter sets in econometric models0.6443267%
8Berry, S. and A. Pakes (2007) The pure characteristics demand model0.64422100%
9Chernozhukov, V., I. Fernández-Val, and W. K. Newey (2019) Nonseparable multinomial choice models in cross-section and panel data0.64422100%
10Gao, W. Y., M. Li, and S. Xu (2023) Logical differencing in dyadic network formation models with nontransferable utilities self0.64422100%

Showing the top 10 of 41 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1ReLU-Based and DNN-Based Generalized Maximum Score Estimators0.87472
2Identification and Estimation in a Time-Varying Endogenous Random Coefficient Panel Data Model0.40511
3Thin Sets Are Not Equally Thin: Minimax Learning of Submanifold Integrals0.40511
4When “Normalization Without Loss of Generality” Loses Generality0.40511
5The Projection Solution to the Incidental Parameter Problem0.40511