{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,7,28]],"date-time":"2026-07-28T06:51:10Z","timestamp":1785221470053,"version":"3.55.0"},"reference-count":56,"publisher":"The Econometric Society","issue":"3","license":[{"start":{"date-parts":[[2021,1,1]],"date-time":"2021-01-01T00:00:00Z","timestamp":1609459200000},"content-version":"unspecified","delay-in-days":0,"URL":"http:\/\/creativecommons.org\/licenses\/by-nc\/4.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["QE"],"abstract":"<jats:p>We explore inference on regression coefficients in semiparametric multinomial response models. We consider cross\u2010sectional, and both static and dynamic panel settings where we focus throughout on inference under sufficient conditions for point identification. The approach to identification uses a matching insight throughout all three models coupled with variation in regressors: with cross\u2010section data, we match across individuals while with panel data, we match within individuals over time. Across models, we relax the Indpendence of Irrelevant Alternatives (or IIA assumption, see McFadden (1974)) and allow for arbitrary correlation in the unobservables that determine utility of various alternatives. For the cross\u2010sectional model, estimation is based on a localized rank objective function, analogous to that used in Abrevaya, Hausman, and Khan (2010), and presents a generalization of existing approaches. In panel data settings, rates of convergence are shown to exhibit a curse of dimensionality in the number of alternatives. The results for the dynamic panel data model generalize the work of Honor\u00e9 and Kyriazidou (2000) to cover the semiparametric multinomial case. A simulation study establishes adequate finite sample properties of our new procedures. We apply our estimators to a scanner panel data set.<\/jats:p>","DOI":"10.3982\/qe1315","type":"journal-article","created":{"date-parts":[[2021,7,13]],"date-time":"2021-07-13T13:09:27Z","timestamp":1626181767000},"page":"743-777","source":"Crossref","is-referenced-by-count":16,"title":["Inference on semiparametric multinomial response models"],"prefix":"10.3982","volume":"12","author":[{"given":"Shakeeb","family":"Khan","sequence":"first","affiliation":[{"name":"Department of Economics, Boston College"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Fu","family":"Ouyang","sequence":"additional","affiliation":[{"name":"School of Economics, University of Queensland"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Elie","family":"Tamer","sequence":"additional","affiliation":[{"name":"Department of Economics, Harvard University"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"2359","published-online":{"date-parts":[[2021]]},"reference":[{"key":"quan200148-bib-0001","doi-asserted-by":"crossref","first-page":"2043","DOI":"10.3982\/ECTA7133","volume":"78","author":"Abrevaya","year":"2010","journal-title":"Econometrica"},{"key":"quan200148-bib-0002","doi-asserted-by":"crossref","first-page":"1175","DOI":"10.1111\/j.1468-0262.2005.00613.x","volume":"73","author":"Abrevaya","year":"2005","journal-title":"Econometrica"},{"key":"quan200148-bib-0003","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1080\/07350015.2017.1379405","volume":"36","author":"Ahn","year":"2017","journal-title":"Journal of Business Economics and Statistics"},{"key":"quan200148-bib-0004","doi-asserted-by":"crossref","first-page":"283","DOI":"10.1111\/j.2517-6161.1970.tb00842.x","volume":"32","author":"Andersen","year":"1970","journal-title":"Journal of the Royal Statistical Society: Series B (Methodological)"},{"key":"quan200148-bib-0005","doi-asserted-by":"crossref","first-page":"489","DOI":"10.3982\/ECTA6895","volume":"77","author":"Arellano","year":"2009","journal-title":"Econometrica"},{"key":"quan200148-bib-0006","first-page":"3229","volume-title":"Handbook of Econometrics","volume":"5","author":"Arellano","year":"2001"},{"key":"quan200148-bib-0007","doi-asserted-by":"crossref","first-page":"1337","DOI":"10.3982\/ECTA9311","volume":"80","author":"Bonhomme","year":"2012","journal-title":"Econometrica"},{"key":"quan200148-bib-0008","doi-asserted-by":"crossref","DOI":"10.1017\/CBO9780511811241","volume-title":"Microeconometrics: Methods and Applications","author":"Cameron","year":"2005"},{"key":"quan200148-bib-0009","doi-asserted-by":"crossref","first-page":"2203","DOI":"10.3982\/ECTA17950","volume":"88","author":"Cattaneo","year":"2020","journal-title":"Econometrica"},{"key":"quan200148-bib-0010","doi-asserted-by":"crossref","first-page":"351","DOI":"10.1016\/S0304-4076(97)00090-0","volume":"84","author":"Cavanagh","year":"1998","journal-title":"Journal of Econometrics"},{"key":"quan200148-bib-0011","doi-asserted-by":"crossref","first-page":"225","DOI":"10.2307\/2297110","volume":"47","author":"Chamberlain","year":"1980","journal-title":"The Review of Economic Studies"},{"key":"quan200148-bib-0012","volume-title":"Handbook of Econometrics","volume":"2","author":"Chamberlain","year":"1984"},{"key":"quan200148-bib-0013","volume-title":"Logitudinal Analysis of Labor Market Data","author":"Chamberlain","year":"1985"},{"key":"quan200148-bib-0014","doi-asserted-by":"crossref","first-page":"159","DOI":"10.3982\/ECTA8419","volume":"78","author":"Chamberlain","year":"2010","journal-title":"Econometrica"},{"key":"quan200148-bib-0015","unstructured":"Charlier, E. (1997), \u201cLimited dependent variable models for panel data.\u201d Other publications TiSEM a62de6c4-ca26-4d7a-8884-c, Tilburg University, School of Economics and Management. Available at: https:\/\/ideas.repec.org\/p\/tiu\/tiutis\/a62de6c4-ca26-4d7a-8884-c9ed14eff639.html."},{"key":"quan200148-bib-0016","doi-asserted-by":"crossref","first-page":"1781","DOI":"10.3982\/ECTA16051","volume":"87","author":"Chen","year":"2019","journal-title":"Econometrica"},{"key":"quan200148-bib-0017","doi-asserted-by":"crossref","first-page":"535","DOI":"10.3982\/ECTA8405","volume":"81","author":"Chernozhukov","year":"2013","journal-title":"Econometrica"},{"key":"quan200148-bib-0018","doi-asserted-by":"crossref","first-page":"241","DOI":"10.1016\/S0165-1765(01)00494-3","volume":"73","author":"Delgado","year":"2001","journal-title":"Economics Letters"},{"key":"quan200148-bib-0019","unstructured":"Gao, W. Y. and M. Li (2020), \u201cRobust semiparametric estimation in panel multinomial choice models.\u201d Available at SSRN 3282293."},{"key":"quan200148-bib-0020","doi-asserted-by":"crossref","first-page":"2105","DOI":"10.3982\/ECTA8220","volume":"80","author":"Graham","year":"2012","journal-title":"Econometrica"},{"key":"quan200148-bib-0021","first-page":"357","volume":"35","author":"Han","year":"1987","journal-title":"Journal of Econometrics"},{"key":"quan200148-bib-0022","doi-asserted-by":"crossref","first-page":"931","DOI":"10.2307\/1909757","volume":"46","author":"Heckman","year":"1978","journal-title":"Econometrica"},{"key":"quan200148-bib-0023","doi-asserted-by":"crossref","first-page":"300","DOI":"10.1016\/j.jeconom.2012.01.033","volume":"168","author":"Hoderlein","year":"2012","journal-title":"Journal of Econometrics"},{"key":"quan200148-bib-0024","doi-asserted-by":"crossref","first-page":"397","DOI":"10.1214\/19-AOS1812","volume":"48","author":"Hong","year":"2020","journal-title":"The Annals of Statistics"},{"key":"quan200148-bib-0025","doi-asserted-by":"crossref","first-page":"250","DOI":"10.1016\/j.jeconom.2014.05.019","volume":"188","author":"Hong","year":"2015","journal-title":"Journal of Econometrics"},{"key":"quan200148-bib-0026","doi-asserted-by":"crossref","first-page":"839","DOI":"10.1111\/1468-0262.00139","volume":"68","author":"Honor\u00e9","year":"2000","journal-title":"Econometrica"},{"key":"quan200148-bib-0027","doi-asserted-by":"crossref","first-page":"505","DOI":"10.2307\/2951582","volume":"60","author":"Horowitz","year":"1992","journal-title":"Econometrica"},{"key":"quan200148-bib-0028","doi-asserted-by":"crossref","first-page":"317","DOI":"10.1080\/07350015.1994.10524547","volume":"12","author":"Jain","year":"1994","journal-title":"Journal of Business Economics and Statistics"},{"key":"quan200148-bib-0029","doi-asserted-by":"crossref","first-page":"381","DOI":"10.1093\/biomet\/88.2.381","volume":"88","author":"Jin","year":"2001","journal-title":"Biometrika"},{"key":"quan200148-bib-0030","doi-asserted-by":"crossref","unstructured":"Khan, S., F. Ouyang, and E. Tamer (2021), \u201cSupplement to \u2018Inference on semiparametric multinomial response models\u2019.\u201d Quantitative Economics Supplemental Material, 12, https:\/\/doi.org\/10.3982\/QE1315.","DOI":"10.3982\/QE1315"},{"key":"quan200148-bib-0031","doi-asserted-by":"crossref","first-page":"57","DOI":"10.1016\/j.jeconom.2016.01.010","volume":"194","author":"Khan","year":"2016","journal-title":"Journal of Econometrics"},{"key":"quan200148-bib-0032","unstructured":"Khan, S., M. Ponomareva, and E. Tamer (2019), \u201cIdentification of dynamic panel binary response models.\u201d Boston College Working Papers in Economics, 979. Available at: http:\/\/hdl.handle.net\/2345\/bc-ir:108515."},{"key":"quan200148-bib-0033","doi-asserted-by":"crossref","first-page":"11","DOI":"10.1080\/07350015.2017.1392312","volume":"36","author":"Khan","year":"2018","journal-title":"Journal of Business & Economic Statistics"},{"key":"quan200148-bib-0034","doi-asserted-by":"crossref","first-page":"191","DOI":"10.1214\/aos\/1176347498","volume":"18","author":"Kim","year":"1990","journal-title":"The Annals of Statistics"},{"key":"quan200148-bib-0035","doi-asserted-by":"crossref","first-page":"387","DOI":"10.2307\/2951556","volume":"61","author":"Klein","year":"1993","journal-title":"Econometrica"},{"key":"quan200148-bib-0036","doi-asserted-by":"crossref","first-page":"1335","DOI":"10.2307\/2171739","volume":"65","author":"Kyriazidou","year":"1997","journal-title":"Econometrica"},{"key":"quan200148-bib-0037","doi-asserted-by":"crossref","first-page":"381","DOI":"10.1016\/0304-4076(93)01591-9","volume":"65","author":"Lee","year":"1995","journal-title":"Journal of Econometrics"},{"key":"quan200148-bib-0038","doi-asserted-by":"crossref","first-page":"1185","DOI":"10.1198\/016214506000000014","volume":"101","author":"Lee","year":"2006","journal-title":"Journal of American Statistical Association"},{"key":"quan200148-bib-0039","doi-asserted-by":"crossref","first-page":"805","DOI":"10.1111\/1468-0297.00566","volume":"110","author":"Magnac","year":"2000","journal-title":"The Economic Journal"},{"issue":"3","key":"quan200148-bib-0040","doi-asserted-by":"crossref","first-page":"205","DOI":"10.1016\/0304-4076(75)90032-9","volume":"3","author":"Manski","year":"1975","journal-title":"Journal of Econometrics"},{"issue":"3","key":"quan200148-bib-0041","doi-asserted-by":"crossref","first-page":"313","DOI":"10.1016\/0304-4076(85)90009-0","volume":"27","author":"Manski","year":"1985","journal-title":"Journal of Econometrics"},{"key":"quan200148-bib-0042","doi-asserted-by":"crossref","first-page":"357","DOI":"10.2307\/1913240","volume":"55","author":"Manski","year":"1987","journal-title":"Econometrica"},{"key":"quan200148-bib-0043","first-page":"105","volume-title":"Frontiers in Econometrics","author":"McFadden","year":"1974"},{"key":"quan200148-bib-0044","first-page":"75","volume-title":"Spatial Interaction Theory and Residential Location","author":"McFadden","year":"1978"},{"key":"quan200148-bib-0045","unstructured":"Ouyang, F. and T. T. Yang (2020a), \u201cSemiparametric discrete choice models for bundles.\u201d Discussion Papers Series 625, School of Economics, University of Queensland, Australia. Available at: https:\/\/ideas.repec.org\/p\/qld\/uq2004\/625.html."},{"key":"quan200148-bib-0046","unstructured":"Ouyang, F. and T. T. Yang (2020b), \u201cSemiparametric estimation of dynamic binary choice panel data models.\u201d Discussion Papers Series 626, School of Economics, University of Queensland, Australia. Available at:https:\/\/ideas.repec.org\/p\/qld\/uq2004\/626.html."},{"key":"quan200148-bib-0047","doi-asserted-by":"crossref","first-page":"717","DOI":"10.1002\/jae.580","volume":"15","author":"Paap","year":"2000","journal-title":"Journal of Applied Econometrics"},{"key":"quan200148-bib-0048","doi-asserted-by":"crossref","first-page":"1027","DOI":"10.2307\/1913622","volume":"57","author":"Pakes","year":"1989","journal-title":"Econometrica"},{"key":"quan200148-bib-0049","unstructured":"Pakes, A. and J. Porter (2019), \u201cMoment inequalities for multinomial choice with fixed effects.\u201d Harvard University Working Paper. Available at: https:\/\/scholar.harvard.edu\/files\/pakes\/files\/pakes_porter_multchoice_2019.pdf."},{"key":"quan200148-bib-0050","unstructured":"Rasch, G. (1960), \u201cProbabilistic models for some intelligence and achievement tests.\u201d Danish Institute for Educational Research, Copenhagen."},{"key":"quan200148-bib-0051","doi-asserted-by":"crossref","first-page":"344","DOI":"10.1214\/17-AOS1552","volume":"46","author":"Seo","year":"2018","journal-title":"The Annals of Statistics"},{"key":"quan200148-bib-0052","doi-asserted-by":"crossref","first-page":"123","DOI":"10.2307\/2951780","volume":"61","author":"Sherman","year":"1993","journal-title":"Econometrica"},{"key":"quan200148-bib-0053","first-page":"439","author":"Sherman","year":"1994","journal-title":"The Annals of Statistics"},{"key":"quan200148-bib-0054","doi-asserted-by":"crossref","first-page":"372","DOI":"10.1017\/S0266466600008458","volume":"10","author":"Sherman","year":"1994","journal-title":"Econometric Theory"},{"key":"quan200148-bib-0055","doi-asserted-by":"crossref","first-page":"737","DOI":"10.3982\/ECTA14115","volume":"86","author":"Shi","year":"2018","journal-title":"Econometrica"},{"key":"quan200148-bib-0056","doi-asserted-by":"crossref","unstructured":"Subbotin, V. (2007), \u201cAsymptotic and bootstrap properties of rank regressions.\u201d Available at SSRN 1028548.","DOI":"10.2139\/ssrn.1028548"}],"container-title":["Quantitative Economics"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/pdf\/10.3982\/QE1315","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,9,4]],"date-time":"2024-09-04T01:25:29Z","timestamp":1725413129000},"score":1,"resource":{"primary":{"URL":"http:\/\/qeconomics.org\/ojs\/index.php\/qe\/article\/view\/QE1315"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2021]]},"references-count":56,"journal-issue":{"issue":"3","published-online":{"date-parts":[[2021]]}},"alternative-id":["10.3982\/QE1315"],"URL":"https:\/\/doi.org\/10.3982\/qe1315","relation":{},"ISSN":["1759-7323"],"issn-type":[{"value":"1759-7323","type":"print"}],"subject":[],"published":{"date-parts":[[2021]]}}}