Discrete Choice Methods with Simulation

Maximum Likelihood from Incomplete Data Via the EM Algorithm

1977 • 46,601 citations

Estimating the Dimension of a Model

1978 • 43,634 citations

Equation of State Calculations by Fast Computing Machines

1953 • 34,935 citations

Sample Selection Bias as a Specification Error

1979 • 27,564 citations

Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images

1984 • 17,865 citations

Specification Tests in Econometrics

1978 • 17,234 citations

Inference from Iterative Simulation Using Multiple Sequences

1992 • 14,856 citations

Monte Carlo sampling methods using Markov chains and their applications

1970 • 14,060 citations

Conditional logit analysis of qualitative choice behavior

1972 • 13,435 citations

Discrete Choice Analysis: Theory and Application to Travel Demand.

1987 • 5,931 citations

Automobile Prices in Market Equilibrium

1995 • 4,873 citations

Stated Choice Methods: Analysis and Applications

2000 • 4,710 citations

Understanding the Metropolis-Hastings Algorithm

1995 • 3,536 citations

Elimination by aspects: A theory of choice.

1972 • 3,400 citations

Principles of Econometrics

1973 • 3,349 citations

On the Convergence Properties of the EM Algorithm

1983 • 3,229 citations

Doing It Now or Later

1999 • 3,002 citations

Bayesian Analysis of Binary and Polychotomous Response Data

1993 • 2,975 citations

Estimating Discrete-Choice Models of Product Differentiation

1994 • 2,902 citations

Individual Choice Behavior

1962 • 2,591 citations

A statistical model for the analysis of ordinal level dependent variables

1975 • 2,571 citations

Evaluating the Accuracy of Sampling-Based Approaches to the Calculation of Posterior Moments

1991 • 2,548 citations

MODELING THE CHOICE OF RESIDENTIAL LOCATION

1978 • 2,494 citations

Specification Tests for the Multinomial Logit Model

1984 • 2,430 citations

Explaining the Gibbs Sampler

1992 • 2,343 citations

An Introduction to Bayesian Inference in Econometrics.

1974 • 2,058 citations

Measuring Market Power in the Ready-to-Eat Cereal Industry

2001 • 2,019 citations

Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review

1996 • 1,943 citations

Market Segmentation: Conceptual and Methodological Foundations

1997 • 1,920 citations

Autoregressive conditional heteroskedasticity and changes in regime

1994 • 1,846 citations

On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals

1960 • 1,843 citations

Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher

1987 • 1,774 citations

Estimation and Inference in Nonlinear Structural Models

1974 • 1,759 citations

Statistical Efficiency of Double‐Bounded Dichotomous Choice Contingent Valuation

1991 • 1,709 citations

Limited information estimators and exogeneity tests for simultaneous probit models

1988 • 1,682 citations

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

1989 • 1,675 citations

Bayesian Inference in Econometric Models Using Monte Carlo Integration

1989 • 1,616 citations

An Econometric Analysis of Residential Electric Appliance Holdings and Consumption

1984 • 1,605 citations

Simulation and the Asymptotics of Optimization Estimators

1989 • 1,536 citations

A Probabilistic Choice Model for Market Segmentation and Elasticity Structure

1989 • 1,264 citations

The Estimation of Choice Probabilities from Choice Based Samples

1977 • 1,234 citations

Alternative methods for evaluating the impact of interventions

1985 • 1,184 citations

Contingent Valuation: A Critical Assessment

1993 • 1,152 citations

Conditional Choice Probabilities and the Estimation of Dynamic Models

1993 • 1,029 citations

On the Formation of Travel Demand Models and Economic Evaluation Measures of User Benefit

1977 • 1,008 citations

Quasi-random maximum simulated likelihood estimation of the mixed multinomial logit model

2001 • 979 citations

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

1978 • 943 citations

Quantifying the Benefits of New Products: The Case of the Minivan

2002 • 896 citations

Forecasting new product penetration with flexible substitution patterns

1998 • 862 citations

Discrete Choice Methods and their Applications to Short Term Travel Decisions

1999 • 855 citations

Quasi-Monte Carlo methods and pseudo-random numbers

1978 • 830 citations

Assessing the potential demand for electric cars

1981 • 812 citations

Analysis of multivariate probit models

1998 • 803 citations

Marketing models of consumer heterogeneity

1998 • 790 citations

A new paradigm for valuing non-market goods using referendum data: Maximum likelihood estimation by censored logistic regression

1988 • 787 citations

The Greatest of a Finite Set of Random Variables

1961 • 734 citations

Joint mixed logit models of stated and revealed preferences for alternative-fuel vehicles

2000 • 729 citations

Differentiated Products Demand Systems from a Combination of Micro and Macro Data: The New Car Market

2004 • 683 citations

A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model

1982 • 673 citations

When Are Quasi-Monte Carlo Algorithms Efficient for High Dimensional Integrals?

1998 • 625 citations

Markov Chain Monte Carlo in Practice: A Roundtable Discussion

1998 • 603 citations

Efficient Estimation Methods for "Closed-Ended" Contingent Valuation Surveys

1987 • 602 citations

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

1991 • 570 citations

An exact likelihood analysis of the multinomial probit model

1994 • 552 citations

Empirical research on nominal exchange rates

1995 • 539 citations

Endogeneity in Brand Choice Models

1999 • 525 citations

The generalized nested logit model

2001 • 498 citations

Estimation Using Contingent Valuation Data from a “Dichotomous Choice with Follow-Up” Questionnaire: Reply

1998 • 487 citations

Combining sources of preference data

1998 • 487 citations

Markov Chain Monte Carlo Simulation Methods in Econometrics

1996 • 482 citations

The Solution and Estimation of Discrete Choice Dynamic Programming Models by Simulation and Interpolation: Monte Carlo Evidence

1994 • 481 citations

Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results

1996 • 474 citations

Low-discrepancy and low-dispersion sequences

1988 • 471 citations

Specification testing in Markov-switching time-series models

1996 • 468 citations

Halton Sequences for Mixed Logit

2000 • 465 citations

Quasi-Monte Carlo Integration

1995 • 456 citations

Exploiting Rank Ordered Choice Set Data within the Stochastic Utility Model

1982 • 454 citations

Using Randomization to Break the Curse of Dimensionality

1997 • 414 citations

The Demand for Local Telephone Service: A Fully Discrete Model of Residential Calling Patterns and Service Choices

1987 • 403 citations

BINARY CHOICE CONSTRAINTS AND RANDOM UTILITY INDICATORS

1959 • 398 citations

Estimation of switching models from revealed preferences and stated intentions

1990 • 389 citations

Multinomial probit: The theory and its application to demand forecasting

1981 • 382 citations

An Endogenous Segmentation Mode Choice Model with an Application to Intercity Travel

1997 • 372 citations

The Consumer Gains from Direct Broadcast Satellites and the Competition with Cable TV

2004 • 369 citations

An Estimable Dynamic Stochastic Model of Fertility and Child Mortality

1984 • 354 citations

Alternative Estimators and Sample Designs for Discrete Choice Analysis

1981 • 353 citations

VEHICLE CHOICE BEHAVIOR AND THE DECLINING MARKET SHARE OF U.S. AUTOMAKERS*

2007 • 345 citations

A Discrete Choice Model for Ordered Alternatives

1987 • 342 citations

An Introduction to Classical Econometric Theory

2001 • 337 citations

Investigating Heterogeneity in Brand Preferences in Logit Models for Panel Data

1991 • 323 citations

The Method of Simulated Scores for the Estimation of LDV Models

1998 • 316 citations

On the Convergence of the EM Algorithm

1983 • 315 citations

Job Exit Behavior of Older Men

1991 • 309 citations

Alternative Computational Approaches to Inference in the Multinomial Probit Model

1994 • 307 citations

The goods/leisure tradeoff and disaggregate work trip mode choice models

1978 • 291 citations

A Simulation Estimator for Dynamic Models of Discrete Choice

1994 • 291 citations

On the Use of Simulated Frequencies to Approximate Choice Probabilities

1981 • 286 citations

Estimating a Structural Search Model: The Transition from School to Work

1987 • 281 citations

Using stated response choice data to enrich revealed preference discrete choice models

1993 • 279 citations

A Dynamic Analysis of Market Structure Based on Panel Data

1996 • 272 citations

The Foundations of Utility

1960 • 269 citations

The Specification and Estimation of Dynamic Stochastic Discrete Choice Models: A Survey

1989 • 267 citations

Untitled

2001 • 264 citations

A new Monte Carlo technique: antithetic variates

1956 • 258 citations

A unified mixed logit framework for modeling revealed and stated preferences: formulation and application to congestion pricing analysis in the San Francisco Bay area

2002 • 251 citations

Untitled

2001 • 249 citations

The effect of fuel economy standards on the U.S. automotive market: An hedonic demand analysis

1980 • 246 citations

AN APPLICATION OF DIAGNOSTIC TESTS FOR THE INDEPENDENCE FROM IRRELEVANT ALTERNATIVES PROPERTY OF THE MULTINOMIAL LOGIT MODEL

1977 • 232 citations

A Factor-Analytic Probit Model for Representing the Market Structure in Panel Data

1995 • 229 citations

Measuring the societal impacts of automobile downsizing

1980 • 226 citations

Use of the logit scaling approach to test for rank-order and fatigue effects in stated preference data

1994 • 225 citations

Simulation-based inference

1993 • 219 citations

Analysis of travel mode and departure time choice for urban shopping trips

1998 • 218 citations

Estimation and testing in the random effects probit model

1993 • 216 citations

Modeling Household Purchase Behavior with Logistic Normal Regression

1994 • 214 citations

Antithetic acceleration of Monte Carlo integration in Bayesian inference

1988 • 214 citations

Classical estimation methods for LDV models using simulation

1993 • 212 citations

Computing Willingness-to-Pay in Random Utility Models

1999 • 209 citations

Regression-based specification tests for the multinomial logit model

1987 • 194 citations

Extensions of estimation methods using the EM algorithm

1991 • 187 citations

Markov chain Monte Carlo and models of consideration set and parameter heterogeneity

1998 • 184 citations

Alternative nested logit models: structure, properties and estimation

1998 • 179 citations

An Empirical Comparison of Logit Choice Models with Discrete versus Continuous Representations of Heterogeneity

2002 • 179 citations

Monte Carlo simulation and numerical integration

1994 • 174 citations

Bayesian Analysis of Simultaneous Demand and Supply

2003 • 168 citations

Asymptotic Theory of Statistical Inference.

1988 • 165 citations

Estimability in the multinomial probit model

1991 • 162 citations

Multinomial probit with structured covariance for route choice behavior

1997 • 147 citations

Estimation of dynamic structural models, problems and prospects: discrete decision processes

2008 • 141 citations

A GENERAL BAYESIAN MODEL FOR TESTLETS: THEORY AND APPLICATIONS

2002 • 135 citations

Asymptotic Bias in Simulated Maximum Likelihood Estimation of Discrete Choice Models

1995 • 133 citations

Multinomial Probit and Qualitative Choice: A Computationally Efficient Algorithm

1977 • 133 citations

The Effect of Incentive Policies on the Practice Location of Doctors: A Multinomial Probit Analysis

1996 • 131 citations

You can take it with you: Proposition 13 tax benefits, residential mobility, and willingness to pay for housing amenities

2010 • 130 citations

An improved low-discrepancy sequence for multidimensional quasi-Monte Carlo integration

1979 • 130 citations

Beyond the Endogeneity Bias: The Effect of Unmeasured Brand Characteristics on Household-Level Brand Choice Models

2005 • 130 citations

Covariance heterogeneity in nested logit models: Econometric structure and application to intercity travel

1997 • 124 citations

Estimating “tree” logit models

1987 • 119 citations

Fixed and Random Effects in Nonlinear Models

2001 • 113 citations

A practical technique to estimate multinomial probit models in transportation

1999 • 104 citations

On the use of low discrepancy sequences in Monte Carlo methods

1996 • 102 citations

Quasi-random simulation of discrete choice models

2003 • 100 citations

Nonparametric Censored and Truncated Regression

2002 • 96 citations

Habit Formation and Variety Seeking in a Discrete Choice Model of Recreation Demand

1994 • 95 citations

Testing the consistency of nested logit models with utility maximization

1996 • 95 citations

APPLICATION AND INTERPRETATION OF NESTED LOGIT MODELS OF INTERCITY MODE CHOICE

1993 • 95 citations

Estimation of Actual Response Coefficients in the Hildreth-Houck Random Coefficient Model

1972 • 94 citations

Taste Variation in Discrete Choice Models

2002 • 92 citations

Utility Covariances and Context Effects in Conjoint MNP Models

1998 • 85 citations

Posterior simulators in econometrics

1997 • 83 citations

Efficient Estimation of Nested Logit models

1989 • 82 citations

Monte Carlo evaluation of multivariate normal probabilities

1997 • 80 citations

Nested logit models for mixed-mode travel in urban corridors

1983 • 79 citations

An analysis of evening commute stop-making behavior using repeated choice observations from a multi-day survey

1999 • 78 citations

Multinomial Probit Estimation of Spatially Interdependent Choices: An Empirical Comparison of Two New Techniques

1997 • 72 citations

A Probit Model of Choice Dynamics

1992 • 70 citations

An Empirical Investigation of the Consistency of Nested Logit Models with Utility Maximization

1995 • 68 citations

Reconsidering the multinomial probit model

1991 • 68 citations

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

1982 • 63 citations

A heteroscedastic extreme value model of intercity mode choice

1995 • 62 citations

A Heterogeneous Conditional Logit Model of Choice

1988 • 60 citations

A hybrid EM/Gauss-Newton algorithm for maximum likelihood in mixture distributions

1996 • 53 citations

Customer Retention in a Competitive Power Market: Analysis of a ‘Double-Bounded Plus Follow-ups’ Questionnaire

1998 • 47 citations

Bayesian analysis of the multinomial probit model

2000 • 33 citations

Untitled

1999 • 32 citations

Approximate generalized extreme value models of discrete choice

1994 • 30 citations

TIME-OF-DAY EFFECTS IN INTER-CITY BUSINESS TRAVEL.

1996 • 27 citations

Four essays in empirical macro and labor economics

1990 • 26 citations

Discrete Choice Modeling for Transportation

2001 • 23 citations

Structural issues and sources of bias in residential location and travel mode choice models

1981 • 22 citations

Implementation of a lattice method for numerical multiple integration

1993 • 15 citations

Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning

1995 • 15 citations

Specification and Estimation of Nested Logit Models

1999 • 14 citations

Alternate Samplingmethods for Estimating Multivariate Normal Probabilities

2003 • 2 citations