Nonparametric Maximum Likelihood Estimation in Models of Multinomial Choice (preliminary and Incomplete)
نویسندگان
چکیده
I consider identification and consistent estimation in models of multinomial choice. I discuss a new and very general identification theorem that applies to multinomial choice models with an additive independent logistically distributed error. I also offer two new consistency results for nonparametric maximum likelihood estimation in the linear utility random coefficients multinomial choice models. Date: Sept 24, 2009. Thanks to: Yuichi Kitamura, Xiaohong Chen, Peter C.B. Phillips, Phil Haile, Steve Berry, Zhipeng Liao, and Xiaoxia Shi for their support and feedback. 1
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