BLP estimation using Laplace transformation and overlapping simulation draws

Automobile Prices in Market Equilibrium

Steven Berry, James Levinsohn, Ariel Pakes · Econometrica · 1995 · 5.1K citations

Social Sciences, Business Economics, Economics +16

Hybrid Monte Carlo

S Duane, A.D. Kennedy, B.J. Pendleton et al. · Physics Letters B · 1987 · 3.9K citations

Estimating Discrete-Choice Models of Product Differentiation

Steven Berry · The RAND Journal of Economics · 1994 · 3K citations

Social Sciences, Business Economics, Economics +17

Large sample estimation and hypothesis testing

Whitney K. Newey, Daniel McFadden · RePEc: Research Papers in Economics · 1986 · 2.2K citations

Natural Sciences, Economics, Mathematics +17

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