The economics and statistics literature using computer simulation based methods has grown enormously over the past decades. Maximum Simulated Likelihood is a statistical tool useful for incorporating individual differences called heterogeneity in the econometrics literature and variations into a statistical analysis. Problems that can be intractable with traditional methods are solved using computer simulation integrated with classical methods. Instead of assuming that everyone responds to stimuli in the same way, allowances are made for the possibility that different decision makers will respond in different ways. The techniques