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vassilis hajivassiliou
vassilis hajivassiliou
Associate Professor in economics, london school of economics
Verified email at econ.lse.ac.uk - Homepage
Title
Cited by
Cited by
Year
Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models
A Börsch-Supan, VA Hajivassiliou
Journal of econometrics 58 (3), 347-368, 1993
6581993
Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results
V Hajivassiliou, D McFadden, P Ruud
Journal of econometrics 72 (1-2), 85-134, 1996
6501996
Classical estimation methods for LDV models using simulation
VA Hajivassiliou, PA Ruud
Handbook of econometrics 4, 2383-2441, 1994
6501994
The method of simulated scores for the estimation of LDV models
VA Hajivassiliou, DL McFadden
Econometrica, 863-896, 1998
611*1998
19 Simulation estimation methods for limited dependent variable models
VA Hajivassiliou
Elsevier 11, 519-543, 1993
2171993
Is there life after debt? An econometric analysis of the creditworthiness of developing countries
D McFadden, R Eckaus, G Feder, V Hajivassiliou, S O'Connell
2071985
The external debt repayments problems of LDC's: An econometric model based on panel data
VA Hajivassiliou
Journal of Econometrics 36 (1-2), 205-230, 1987
1941987
Health, children, and elderly living arrangements: A multiperiod-multinomial probit model with unobserved heterogeneity and autocorrelated errors
A Borsch-Supan, V Hajivassiliou, LJ Kotlikoff
Topics in the Economics of Aging, 79-108, 1992
1921992
A simulation estimation analysis of the external debt crises of developing countries
VA Hajivassiliou
Journal of applied econometrics 9 (2), 109-131, 1994
1071994
Some practical issues in maximum simulated likelihood
V Hajivassiliou
Simulation-Based inference in econometrics: Methods and Applications, 71-99, 2000
1052000
Smooth simulation estimation of panel data LDV models
V Hajivassiliou
Department of Economics, Yale University, 1990
851990
Do the secondary markets believe in life after debt?
V Hajivassiliou
Dealing with the debt crisis, 276-291, 1989
771989
Financing constraints and a firm's decision and ability to innovate: establishing direct and reverse effects
V Hajivassiliou, F Savignac
Banque de France Working Paper, 2008
642008
Advances in random utility models report of the workshop on advances in random utility models duke invitational symposium on choice modeling behavior
JL Horowitz, D Bolduc, S Divakar, J Geweke, F Gönül, V Hajivassiliou, ...
Marketing Letters 5, 311-322, 1994
541994
Unemployment and liquidity constraints
VA Hajivassiliou, YM Ioannides
Journal of Applied Econometrics 22 (3), 479-510, 2007
362007
Simulating normal rectangle probabilities and their derivatives: Effects of vectorization
VA Hajivassiliou
The International Journal of Supercomputing Applications 7 (3), 231-253, 1993
231993
Testing game-theoretic models of price-fixing behaviour
VA Hajivassiliou
231990
Bimodal t-ratios
PCB Phillips, VA Hajivassiliou
231987
Novel Approaches to Coherency Conditions in LDV Models with an Application to Interactions between Financing Constraints and a Firm’s Decision and Ability to Innovate
V Hajivassiliou, F Savignac
LSE discussion papers 36, 2011
222011
Two misspecification tests for the simple switching regressions disequilibrium model
VA Hajivassiliou
Economics Letters 22 (4), 343-348, 1986
211986
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