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Endogenous multiple discrete choice models

Date started: 01 June 2012

Description

We study an instrumental variables model for discrete choice amongst unordered alternatives. The model is shown to be partially identifying and the sharp identified set is obtained. The analysis uses tools of random set theory. The analysis is novel, providing the first identification results for an instrumental variables model admitting high dimensional latent variables.

Related publications

February 2011
CWP06/11
Andrew Chesher , Adam Rosen and Konrad Smolinski
New version:
Andrew Chesher, Adam Rosen and Konrad Smolinski December 2011, An instrumental variable model of multiple discrete choice, cemmap Working Paper , CWP39/11

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