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Endogenous multiple discrete choice models
Date started: 01 June 2012
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.
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11 February 2011
cemmap Working Papers

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