Simulating Normal Rectangle Probabilities and Their Derivatives: Effects of Vectorization

Conditional logit analysis of qualitative choice behavior

1972 • 13,435 citations

Non-Uniform Random Variate Generation

1986 • 4,076 citations

Monte Carlo methods

1964 • 3,128 citations

Simulation and the Monte Carlo Method

2016 • 3,102 citations

Simulation and the Monte Carlo Method

1981 • 2,391 citations

Econometric Models of Probabilistic Choice

1981 • 1,903 citations

Monte Carlo Methods

1964 • 1,873 citations

Methods of Numerical Integration.

1985 • 1,750 citations

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

1989 • 1,675 citations

Approximate Calculation of Multiple Integrals

1973 • 1,544 citations

Simulation and the Asymptotics of Optimization Estimators

1989 • 1,536 citations

On the approximate calculation of multiple integrals

2015 • 1,243 citations

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

1978 • 943 citations

ECONOMETRIC ANALYSIS OF QUALITATIVE RESPONSE MODELS

1984 • 798 citations

The Greatest of a Finite Set of Random Variables

1961 • 734 citations

Efficient Simulation from the Multivariate Normal and Student-t Distributions Subject to Linear Constraints and the Evaluation of Constraint Probabilities

1991 • 570 citations

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

1993 • 478 citations

Tables for Computing Bivariate Normal Probabilities

1956 • 459 citations

Elements of Statistical Computing

2017 • 353 citations

Monte carlo experimentation in econometrics

1984 • 196 citations

Extensions of estimation methods using the EM algorithm

1991 • 187 citations

Parallel algorithms and matrix computation

1988 • 132 citations

A Method for Smoothing Simulated Moments of Discrete Probabilities in Multinomial Probit Models

1992 • 102 citations

An Investigation of the Accuracy of the Clark Approximation for the Multinomial Probit Model

1982 • 63 citations

A representation of multivariate normal probability integrals by integral transforms

1973 • 39 citations

THE MONTE CARLO EVALUATION OF ORTHANT PROBABILITIES FOR MULTIVARIATE NORMAL DISTRIBUTIONS

1984 • 27 citations

Numerical Aspects of Multivariate Normal Probabilities in Econometric Models

1976 • 23 citations