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Structural estimation of real options models
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References

  • 1994Investment Under Uncertainty.9,566 cited
  • 1994Investment under Uncertainty9,092 cited
  • 2001Discrete Choice Methods with Simulation7,927 cited
  • 2003Discrete Choice Methods with Simulation3,972 cited
  • 2001Valuing American Options by Simulation: A Simple Least-Squares Approach3,228 cited
  • 1984A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data2,790 cited
  • 1998Numerical Methods in Economics2,589 cited
  • 1985Evaluating Natural Resource Investments2,379 cited
  • 1989Entry and Exit Decisions under Uncertainty2,356 cited
  • 1997The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging2,116 cited
  • 1981Econometric Models of Probabilistic Choice2,052 cited
  • 1987Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher1,725 cited
  • 1986Finite state markov-chain approximations to univariate and vector autoregressions1,538 cited
  • 1986Patents as Options: Some Estimates of the Value of Holding European Patent Stocks819 cited
  • 1985Investment and the Valuation of Firms When There is an Option to Shut Down759 cited

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  • 1984ECONOMETRIC ANALYSIS OF QUALITATIVE RESPONSE MODELS750 cited
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