Items where Author is "Hajivassiliou, Vassilis"

Number of items: 22.
  • Simultaneously incomplete and incoherent (SII) dynamic LDV models:with an application to financing constraints and firms’ decision to innovate. (2024) Hajivassiliou, Vassilis and Savignac, Frédérique picture_as_pdf
  • Bimodal t-ratios. Phillips, P. C. B. and Hajivassiliou, Vassilis
  • Bimodal t-ratios: the impact of thick tails on inference. Fiorio, Carlo V. and Hajivassiliou, Vassilis and Phillips, Peter C. B.
  • Classical estimation methods for LDV models using simulation. Hajivassiliou, Vassilis and Ruud, Paul
  • Computational methods in econometrics. Hajivassiliou, Vassilis
  • Computational methods in econometrics. Hajivassiliou, Vassilis
  • Duality and liquidity constraints under uncertainty. Hajivassiliou, Vassilis and Ioannides, Yannis
  • Estimation and specification testing of panel data models with non-ignorable persistent heterogeneity, contemporaneous and intertemporal simultaneity and observable and unobservable dynamics. Hajivassiliou, Vassilis picture_as_pdf
  • Financing constraints and a firm's decision and ability to innovate: establishing direct and reverse effects. Hajivassiliou, Vassilis and Savignac, Frédérique
  • Health, children, and elderly living arrangements: a multiperiod-multinomial probit model with unobserved heterogeneity and autocorrelated errors. Borsch-Supan, Axel and Hajivassiliou, Vassilis and Kotlikoff, Laurence J. and Morris, John N.
  • Macroeconomic shocks in an aggregative disequilibrium model. Hajivassiliou, Vassilis
  • Novel approaches to coherency conditions in dynamic LDV models:quantifying financing constraints and a firm's decision and ability to innovate. Hajivassiliou, Vassilis and Savignac, Frédérique picture_as_pdf
  • Revisiting econometric coherency in LDV models with an application to interactions between financing constraints and firm innovation. Hajivassiliou, Vassilis
  • Simulating normal rectangle probabilities and their derivatives: effects of vectorization. Hajivassiliou, Vassilis
  • Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results. Hajivassiliou, Vassilis and McFadden, Daniel and Ruud, Paul
  • Some practical issues in maximum simulated likelihood. Hajivassiliou, Vassilis
  • Switching regressions with imperfect regime classification information:theory and applications. Hajivassiliou, Vassilis picture_as_pdf
  • Testing game-theoretic models of price fixing behaviour. Hajivassiliou, Vassilis
  • Unemployment and liquidity constraints. Hajivassiliou, Vassilis and Ioannides, Yannis M.
  • An empirical investigation on the dynamics of qualitative decisions of firms. Corres, Stelios and Hajivassiliou, Vassilis and Ioannides, Yannis
  • The method of simulated scores for the estimation of LDV models. Hajivassiliou, Vassilis and McFadden, Daniel
  • A simulation estimation analysis of the external debt crises of developing countries. Hajivassiliou, Vassilis