Albert, J. H. and Chib, S. (1993), “Bayesian Analysis of Binary and Polychotomous Response Data,” Journal of the American Statistical Association, 88, 669–679.
Allenby, G. M. (1997), “An Introduction to Hierarchical Bayesian Modeling,” American Marketing Association, Advanced Research Techniques Forum, Tutorial Notes.
Allenby, G. M. and Lenk, P. (1994), “Modeling Household Purchase Behavior with Logistic Normal Regression,” Journal of the American Statistical Association, 89, 1218–1231.
Allenby, G. M. and Rossi, P. E. (1991), “Quality Perceptions and Asymmetric Switching between Brands,” Marketing Science, 10, 185–205.
Allenby, G. M. and Rossi, P. E. (1999), “Marketing Models of Consumer Heterogeneity,” Journal of Econometrics, 89, 57–78.
Bhat, C. R. (1995), “A Heteroscedastic Extreme Value Model of Intercity Travel Mode Choice,” Transportation Research, 29, 471–483.
Eilers, P. H. C. and Marx, B. D. (1996), “Flexible Smoothing with B-Splines and Penalties,” Statistical Science, 11, 89–121, with discussion.
Gamerman, D. (1997), “Sampling from the Posterior Distribution in Generalized Linear Models,” Statistics and Computing, 7, 57–68.
Herriges, J. A. and Kling, C. L. (1996), “Testing the Consistency of Nested Logit Models with Utility Maximization,” Economics Letters, 50, 33–39.
Kass, R. E., Carlin, B. P., Gelman, A., and Neal, R. M. (1998), “Markov Chain Monte Carlo in Practice: A Roundtable Discussion,” American Statistician, 52, 93–100.
Kling, C. L. and Herriges, J. A. (1995), “An Empirical Investigation of the Consistency of Nested Logit Models with Utility Maximization,” American Journal of Agricultural Economics, 77, 875–884.
Kuhfeld, W. F. (2010), Marketing Research Methods in SAS, Technical report, SAS Institute Inc., http://support.sas.com/resources/papers/tnote/tnote_marketresearch.html.
Lahiri, K. and Gao, J. (2002), “Bayesian Analysis of Nested Logit Model by Markov Chain Monte Carlo,” Journal of Econometrics, 11, 103–133.
McCullagh, P. and Nelder, J. A. (1989), Generalized Linear Models, 2nd Edition, London: Chapman & Hall.
McCulloch, R. and Rossi, P. E. (1994), “An Exact Likelihood Analysis of the Multinomial Probit Model,” Journal of Econometrics, 64, 207–240.
McFadden, D. (1974), “Conditional Logit Analysis of Qualitative Choice Behavior,” in P. Zarembka, ed., Frontiers in Econometrics, New York: Academic Press.
McFadden, D. (1978), “Modelling the Choice of Residential Location,” in A. Karlqvist, L. Lundqvist, F. Snickars, and J. Weibull, eds., Spatial Interaction Theory and Planning Models, Amsterdam: North-Holland.
McFadden, D. (2001), “Economic Choices,” American Economic Review, 91, 351–378.
Roberts, G. O., Gelman, A., and Gilks, W. R. (1997), “Weak Convergence and Optimal Scaling of Random Walk Metropolis Algorithms,” Annals of Applied Probability, 7, 110–120.
Roberts, G. O. and Rosenthal, J. S. (2001), “Optimal Scaling for Various Metropolis-Hastings Algorithms,” Statistical Science, 16, 351–367.
Rossi, P. E. (2012), “Bayesm Package: Bayesian Inference for Marketing/Micro-econometrics,” http://www.perossi.org/home/bsm-1.
Rossi, P. E., Allenby, G. M., and McCulloch, R. (2005), Bayesian Statistics and Marketing, Chichester, UK: John Wiley & Sons.
Rossi, P. E., McCulloch, R., and Allenby, G. M. (1996), “The Value of Purchase History Data in Target Marketing,” Marketing Science, 15, 321–340.
Train, K. E. (2009), Discrete Choice Methods with Simulation, Cambridge: Cambridge University Press.
Train, K. E., McFadden, D., and Ben-Akiva, M. (1987), “The Demand for Local Telephone Service: A Fully Discrete Model of Residential Calling Patterns and Service Choice,” Rand Journal of Economics, 18, 109–123.