In this paper a new class of importance distributions that are based on normal and t-distributions are introduced. They are labeled variable integrating constant distributions or VIC distributions. The main innovation in this class of distributions is that the variance associated with each...

The random parameters logit model for aggregate data introduced by Berry, Levinsohn, and Pakes (1995) has been a driving force in empirical industrial organization for more than a decade. While these models are identified in theory, identification problems often occur in practice. In this paper...