Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models

Structural analysis of discrete data with econometric applications

David M. Grether · Journal of Mathematical Psychology · 1982 · 1.9K citations

Social Sciences, Economics, Finance +15

A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration

Daniel McFadden · Econometrica · 1989 · 1.7K citations

Business, Biostatistics, Decision Theory +16

Simulation and the Asymptotics of Optimization Estimators

Ariel Pakes, David Pollard · Econometrica · 1989 · 1.5K citations

Computing, Computer Science, Algorithms +8

A Conditional Probit Model for Qualitative Choice: Discrete Decisions Recognizing Interdependence and Heterogeneous Preferences

Jerry A. Hausman, David A. Wise · Econometrica · 1978 · 924 citations

Business, Decision Sciences, Economics +15

The Greatest of a Finite Set of Random Variables

Charles E. Clark · Operations Research · 1961 · 727 citations

Natural Sciences, Mathematics, Probability Theory +10