Hajivassiliou, Vassilis

Item Type Year Departments File available

Article

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

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, 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, 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 (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). Simulating normal rectangle probabilities and their derivatives: effects of vectorization. International Journal of Supercomputer Applications, 7(3), 231-253.

Chapter

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 (2008). Computational methods in econometrics. In Durlauf, S. N. & Blume, L. E. (Eds.), The New Palgrave Dictionary of Economics . Palgrave Macmillan.

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, 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).

Conference or Workshop Item

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.

Working paper

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, 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 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 (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.

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.