Hajivassiliou, Vassilis

Number of items: 23.
Economics
  • Hajivassiliou, Vassilis, Savignac, Frédérique (2024). Simultaneously incomplete and incoherent (SII) dynamic LDV models: with an application to financing constraints and firms’ decision to innovate. Journal of Econometrics, 238(1). https://doi.org/10.1016/j.jeconom.2023.105546 picture_as_pdf
  • Hajivassiliou, Vassilis (2019). Switching regressions with imperfect regime classification information: theory and applications. (STICERD Econometrics Papers 610). Suntory and Toyota International Centres for Economics and Related Disciplines. picture_as_pdf
  • Hajivassiliou, Vassilis, Savignac, Frédérique (2019). Novel approaches to coherency conditions in dynamic LDV models: quantifying financing constraints and a firm's decision and ability to innovate. (Econometrics Papers 606). Suntory and Toyota International Centres for Economics and Related Disciplines. picture_as_pdf
  • Hajivassiliou, Vassilis (2019). Estimation and specification testing of panel data models with non-ignorable persistent heterogeneity, contemporaneous and intertemporal simultaneity and observable and unobservable dynamics. Suntory and Toyota International Centres for Economics and Related Disciplines. picture_as_pdf
  • Hajivassiliou, Vassilis (2018). Computational methods in econometrics. In The New Palgrave Dictionary of Economics . Palgrave Macmillan. https://doi.org/10.1057/978-1-349-95189-5_2725
  • Hajivassiliou, Vassilis (2013-07-14 - 2013-07-18) Revisiting econometric coherency in LDV models with an application to interactions between financing constraints and firm innovation [Other]. Conference on Research on Economic Theory and Econometrics, Ursuline School of Naxos, Naxos, Greece, GRC.
  • Fiorio, Carlo V., Hajivassiliou, Vassilis, Phillips, Peter C. B. (2010). Bimodal t-ratios: the impact of thick tails on inference. Econometrics Journal, 13(2), 271-289. https://doi.org/10.1111/j.1368-423X.2010.00315.x
  • Hajivassiliou, Vassilis (2008). Computational methods in econometrics. In Durlauf, S. N. & Blume, L. E. (Eds.), The New Palgrave Dictionary of Economics . Palgrave Macmillan.
  • Hajivassiliou, Vassilis, Savignac, Frédérique (2007). Financing constraints and a firm's decision and ability to innovate: establishing direct and reverse effects. Financial Markets Group, The London School of Economics and Political Science.
  • Hajivassiliou, Vassilis, Ioannides, Yannis M. (2007). Unemployment and liquidity constraints. Journal of Applied Econometrics, 22(3), 479-510. https://doi.org/10.1002/jae.953
  • Hajivassiliou, Vassilis (2000). Some practical issues in maximum simulated likelihood. In Mariano, R., Schuermann, T. & Weeks, M. J. (Eds.), Simulation-Based Inference in Econometrics: Methods and Applications (pp. 71-99). Cambridge University Press.
  • Hajivassiliou, Vassilis, McFadden, Daniel (1998). The method of simulated scores for the estimation of LDV models. Econometrica, 66(4), 863-896.
  • Hajivassiliou, Vassilis, Ioannides, Yannis (1996). Duality and liquidity constraints under uncertainty. Journal of Economic Dynamics and Control, 20(6-7), 1177-1192. https://doi.org/10.1016/0165-1889(95)00894-2
  • Hajivassiliou, Vassilis, McFadden, Daniel, Ruud, Paul (1996). Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results. Journal of Econometrics, 72(1-2), 85-134. https://doi.org/10.1016/0304-4076(94)01716-6
  • Hajivassiliou, Vassilis Argyrou, Ioannides, Y (1995). Unemployment and liquidity constraints. (CEP Discussion Papers CEPDP0243). London School of Economics and Political Science. Centre for Economic Performance.
  • Hajivassiliou, Vassilis, Ruud, Paul (1994). Classical estimation methods for LDV models using simulation. In Engle, R. F. & McFadden, D. L. (Eds.), Handbook of Econometrics (pp. 2383-2441). Elsevier (Firm).
  • Hajivassiliou, Vassilis (1994). A simulation estimation analysis of the external debt crises of developing countries. Journal of Applied Econometrics, 9(2), 109-131. https://doi.org/10.1002/jae.3950090202
  • Hajivassiliou, Vassilis (1993). Macroeconomic shocks in an aggregative disequilibrium model. Cowles Foundation for Research in Economics, Yale University.
  • Corres, Stelios, Hajivassiliou, Vassilis, Ioannides, Yannis (1993). An empirical investigation on the dynamics of qualitative decisions of firms. Yale University.
  • Hajivassiliou, Vassilis (1993). Simulating normal rectangle probabilities and their derivatives: effects of vectorization. International Journal of Supercomputer Applications, 7(3), 231-253.
  • Borsch-Supan, Axel, Hajivassiliou, Vassilis, Kotlikoff, Laurence J., Morris, John N. (1990). Health, children, and elderly living arrangements: a multiperiod-multinomial probit model with unobserved heterogeneity and autocorrelated errors. National Bureau for Economic Research.
  • Hajivassiliou, Vassilis (1989). Testing game-theoretic models of price fixing behaviour. Cowles Foundation for Research in Economics, Yale University.
  • Phillips, P. C. B., Hajivassiliou, Vassilis (1987). Bimodal t-ratios. Cowles Foundation for Research in Economics.
    • STICERD
  • Hajivassiliou, Vassilis (2008). Computational methods in econometrics. In Durlauf, S. N. & Blume, L. E. (Eds.), The New Palgrave Dictionary of Economics . Palgrave Macmillan.
  • Hajivassiliou, Vassilis, Savignac, Frédérique (2007). Financing constraints and a firm's decision and ability to innovate: establishing direct and reverse effects. Financial Markets Group, The London School of Economics and Political Science.
  • Hajivassiliou, Vassilis, Ioannides, Yannis M. (2007). Unemployment and liquidity constraints. Journal of Applied Econometrics, 22(3), 479-510. https://doi.org/10.1002/jae.953
  • Hajivassiliou, Vassilis (2000). Some practical issues in maximum simulated likelihood. In Mariano, R., Schuermann, T. & Weeks, M. J. (Eds.), Simulation-Based Inference in Econometrics: Methods and Applications (pp. 71-99). Cambridge University Press.
  • Hajivassiliou, Vassilis, Ioannides, Yannis (1996). Duality and liquidity constraints under uncertainty. Journal of Economic Dynamics and Control, 20(6-7), 1177-1192. https://doi.org/10.1016/0165-1889(95)00894-2
  • Hajivassiliou, Vassilis, McFadden, Daniel, Ruud, Paul (1996). Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results. Journal of Econometrics, 72(1-2), 85-134. https://doi.org/10.1016/0304-4076(94)01716-6
  • Hajivassiliou, Vassilis, Ruud, Paul (1994). Classical estimation methods for LDV models using simulation. In Engle, R. F. & McFadden, D. L. (Eds.), Handbook of Econometrics (pp. 2383-2441). Elsevier (Firm).
  • Hajivassiliou, Vassilis (1994). A simulation estimation analysis of the external debt crises of developing countries. Journal of Applied Econometrics, 9(2), 109-131. https://doi.org/10.1002/jae.3950090202
  • Hajivassiliou, Vassilis (1993). Macroeconomic shocks in an aggregative disequilibrium model. Cowles Foundation for Research in Economics, Yale University.
  • Corres, Stelios, Hajivassiliou, Vassilis, Ioannides, Yannis (1993). An empirical investigation on the dynamics of qualitative decisions of firms. Yale University.
  • Hajivassiliou, Vassilis (1993). Simulating normal rectangle probabilities and their derivatives: effects of vectorization. International Journal of Supercomputer Applications, 7(3), 231-253.
  • Borsch-Supan, Axel, Hajivassiliou, Vassilis, Kotlikoff, Laurence J., Morris, John N. (1990). Health, children, and elderly living arrangements: a multiperiod-multinomial probit model with unobserved heterogeneity and autocorrelated errors. National Bureau for Economic Research.
  • Hajivassiliou, Vassilis (1989). Testing game-theoretic models of price fixing behaviour. Cowles Foundation for Research in Economics, Yale University.
  • Phillips, P. C. B., Hajivassiliou, Vassilis (1987). Bimodal t-ratios. Cowles Foundation for Research in Economics.