vassilis hajivassiliou
Names
| first: |
vassilis |
| middle: |
argyrou |
| last: |
hajivassiliou |
Identifer
Contact
Affiliations
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London School of Economics (LSE)
/ Economics Department (weight: 50%)
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London School of Economics (LSE)
/ Financial Markets Group (FMG) (weight: 50%)
Research profile
author of:
- Inference and Thick Tails: Some Surprising Results (RePEc:bep:unimip:unimi-1054)
by Carlo Fiorio & Vassilis Hajivassiliou - Financing Constraints and a Firm's Decision and Ability to Innovate: Establishing Direct and Reverse Effects (RePEc:bfr:banfra:202)
by Hajivassiliou, V. & Savignac, F. - Classical Estimation Methods for LDV Models Using Simulation (RePEc:cdl:econwp:qt3cg196fr)
by Hajivassiliou, Vassilis A & Ruud, Paul A. - Unemployment and Liquidity Constraints (RePEc:cep:cepdps:dp0243)
by V A Hajivassiliou & Y Ioannides - Testing Game-Theoretic Models of Price Fixing Behaviour (RePEc:cep:stiecm:324)
by V A Hajivassiliou - The Method of Simulated Scores for the Estimation of LDV Models (RePEc:cep:stiecm:328)
by V A Hajivassiliou & DL McFadden - Some Practical Issues in Maximum Simulated Likelihood (RePEc:cep:stiecm:340)
by V A Hajivassiliou - Novel Approaches to Coherency Conditions in Dynamic LDV Models: Quantifying Financing Constraints and a Firm's Decision and Ability to Innovate (RePEc:cep:stiecm:606)
by V A Hajivassiliou & Frédérique Savignac & Frédérique Savignac - Estimation and Specification Testing of Panel Data Models with Non-Ignorable Persistent Heterogeneity, Contemporaneous and Intertemporal Simultaneity, and Observable and Unobservable Dynamics (RePEc:cep:stiecm:609)
by V A Hajivassiliou - Switching Regressions with Imperfect Regime Classification Information: Theory and Applications (RePEc:cep:stiecm:610)
by V A Hajivassiliou - Statistical Foundations of Econometric Modelling Aris Spanos, Cambridge University Press, 1986 (RePEc:cup:etheor:v:4:y:1988:i:02:p:341-348_01)
by Hajivassiliou, Vassilis A. - Simulation Estimation Methods for Limited Dependent Variable Models (RePEc:cwl:cwldpp:1007)
by Vassilis A. Hajivassiliou - A Note on the Dual Approach to the Existence and Characterization of Optimal Consumption Decisions Under Uncertainty and Liquidity Constraints (RePEc:cwl:cwldpp:1018)
by Vassilis A. Hajivassiliou & Yannis M. Ioannides - Simulation of Multivariate Normal Rectangle Probabilities: Theoretical and Computational Results (RePEc:cwl:cwldpp:1021r)
by Vassilis A. Hajivassiliou & Daniel McFadden & Paul A. Ruud - Simulating Normal Rectangle Probabilities and Their Derivatives: The Effects of Vectorization (RePEc:cwl:cwldpp:1049)
by Vassilis A. Hajivassiliou - Classical Estimation Methods for LDV Models Using Simulation (RePEc:cwl:cwldpp:1051)
by Vassilis A. Hajivassiliou & Paul A. Ruud - A Simulation Estimation Analysis of the External Debt Crises of Developing Countries (RePEc:cwl:cwldpp:1057)
by Hajivassiliou - Macroeconomic Shocks in an Aggregative Disequilibrium Model (RePEc:cwl:cwldpp:1063)
by Hajivassiliou - Unemployment and Liquidity Constraints (RePEc:cwl:cwldpp:1090)
by Vassilis A. Hajivassiliou & Yannis M. Ioannides - Two Misspecification Tests for the Simple Switching Regressions Disequilibrium Model (RePEc:cwl:cwldpp:792)
by Vassilis A. Hajivassiliou - Temporal Dependence in Limited Dependent Variable Models: Theoretical and Monte-Carlo Results (RePEc:cwl:cwldpp:803)
by Vassilis A. Hajivassiliou - Bimodal t-Ratios (RePEc:cwl:cwldpp:842)
by Peter C.B. Phillips & Vassilis A. Hajivassiliou - An Aggregative Disequilibrium Model of the U.S. Labour Market (RePEc:cwl:cwldpp:848)
by Vassilis A. Hajivassiliou - Do the Secondary Markets Believe in Life After Debt? (RePEc:cwl:cwldpp:911)
by Vassilis A. Hajivassiliou - Testing Game Theoretic Models of Price-Fixing Behaviour (RePEc:cwl:cwldpp:935)
by Vassilis A. Hajivassiliou - Smooth Unbiased Multivariate Probability Simulators for Maximum Likelihood Estimation of Limited Dependent Variable Models (RePEc:cwl:cwldpp:960)
by Vassilis A. Hajivassiliou & Axel Borsch-Supan - The Method of Simulated Scores for the Estimation of LDV Models with an Application to External Debt Crisis (RePEc:cwl:cwldpp:967)
by Vassilis A. Hajivassiliou & Daniel McFadden - The Method of Simulated Scores for the Estimation of LDV Models (RePEc:ecm:emetrp:v:66:y:1998:i:4:p:863-896)
by Vassilis A. Hajivassiliou & Daniel L. McFadden - Bimodal t-ratios: the impact of thick tails on inference (RePEc:ect:emjrnl:v:13:y:2010:i:2:p:271-289)
by Carlo V. Fiorio & Vassilis A. Hajivassiliou & Peter C. B. Phillips - Duality and liquidity constraints under uncertainty (RePEc:eee:dyncon:v:20:y:1996:i:6-7:p:1177-1192)
by Hajivassiliou, Vassilis A. & Ioannides, Yannis M. - Classical estimation methods for LDV models using simulation (RePEc:eee:ecochp:4-40)
by Hajivassiliou, Vassilis A. & Ruud, Paul A. - Two misspecification tests for the simple switching regressions disequilibrium model (RePEc:eee:ecolet:v:22:y:1986:i:4:p:343-348)
by Hajivassiliou, Vassilis Argyrou - Simultaneously Incomplete and Incoherent (SII) Dynamic LDV Models: With an Application to Financing Constraints and Firms’ Decision to Innovate (RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002622)
by Hajivassiliou, Vassilis & Savignac, Frédérique - The external debt repayments problems of LDC's : An econometric model based on panel data (RePEc:eee:econom:v:36:y:1987:i:1-2:p:205-230)
by Hajivassiliou, Vassilis A. - Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models (RePEc:eee:econom:v:58:y:1993:i:3:p:347-368)
by Borsch-Supan, Axel & Hajivassiliou, Vassilis A. - Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results (RePEc:eee:econom:v:72:y:1996:i:1-2:p:85-134)
by Hajivassiliou, Vassilis & McFadden, Daniel & Ruud, Paul - Novel approaches to coherency conditions in dynamic LDV models: quantifying financing constraints and a firm's decision and ability to innovate (RePEc:ehl:lserod:102544)
by Hajivassiliou, Vassilis & Savignac, Frédérique - Estimation and specification testing of panel data models with non-ignorable persistent heterogeneity, contemporaneous and intertemporal simultaneity and observable and unobservable dynamics (RePEc:ehl:lserod:102843)
by Hajivassiliou, Vassilis - Switching regressions with imperfect regime classification information: theory and applications (RePEc:ehl:lserod:103119)
by Hajivassiliou, Vassilis - Simultaneously incomplete and incoherent (SII) dynamic LDV models: with an application to financing constraints and firms’ decision to innovate (RePEc:ehl:lserod:119379)
by Hajivassiliou, Vassilis & Savignac, Frédérique - Financing constraints and a firm's decision and ability to innovate: establishing direct and reverse effects (RePEc:ehl:lserod:4774)
by Hajivassiliou, Vassilis & Savignac, Frédérique - Financing Constraints and a Firm’s Decision and Ability to Innovate: Establishing Direct and Reverse Effects (RePEc:fmg:fmgdps:dp594)
by Vassilis Hajivassiliou & Frédérique Savignac - Unemployment and liquidity constraints (RePEc:jae:japmet:v:22:y:2007:i:3:p:479-510)
by Yannis M. Ioannides & Vassilis A. Hajivassiliou - A Simulation Estimation Analysis of the External Debt Crises of Developing Countries (RePEc:jae:japmet:v:9:y:1994:i:2:p:109-31)
by Hajivassiliou, V A - Health, Children, and Elderly Living Arrangements: A Multiperiod-Multinomial Probit Model with Unobserved Heterogeneity and Autocorrelated Errors (RePEc:nbr:nberch:7099)
by Axel Borsch-Supan & Vassilis Hajivassiliou & Laurence J. Kotlikoff - Health, Children, and Elderly Living Arrangements: A Multiperiod-Multinomial Probit Model with Unobserved Heterogeneity and Autocorrelated Errors (RePEc:nbr:nberwo:3343)
by Axel Borsch-Supan & Vassilis Hajivassiliou & Laurence J. Kotlikoff & John N. Morris - Advances in Random Utility Models (RePEc:pra:mprapa:53026)
by Horowitz, Joel & Keane, Michael & Bolduc, Denis & Divakar, Suresh & Geweke, John & Gonul, Fosun & Hajivassiliou, Vassilis & Koppelman, Frank & Matzkin, Rosa & Rossi, Peter & Ruud, Paul - Unemployment and Liquidity Constraints (RePEc:tuf:tuftec:9925)
by Vassilis A. Hajivassiliou & Yannis M. Ioannides - Classical Estimation Methods for LDV Models Using Simulation (RePEc:ucb:calbwp:93-219)
by Vassilis A. Hajivassiliou and Paul A. Ruud. - Do the secondary markets believe in life after debt? (RePEc:wbk:wbrwps:252)
by Hajivassiliou,Vassilis A. - Macroeconomic Shocks in an Aggregative Disequilibrium Model (RePEc:wop:yaluwp:_016)
by Vassilis A. Hajivassiliou - Testing Game-Theoretic Models of Price Fixing Behaviour (RePEc:wop:yaluwp:_017)
by Vassilis A. Hajivassiliou - Duality, Consumption Decisions Under Uncertainty, and Liquidity Constraints: A Note (RePEc:wop:yaluwp:_018)
by Vassilis A. Hajivassiliou & Yannis M. Ioannides - Unemployment and Liquidity Constraints (RePEc:wop:yaluwp:_019)
by Vassilis A. Hajivassiliou & Yannis M. Ioannides - An Empirical Investigation on the Dynamics of Qualitative Decisions of Firms (RePEc:wop:yaluwp:_020)
by Stelios Corres & Vassilis A. Hajivassiliou & Yannis M. Ioannides - Handbook of Econometrics: Classical Estimation Methods for LDV Models Using Simulation (RePEc:wop:yaluwp:_021)
by Vassilis A. Hajivassiliou & Paul A. Ruud - A Simulation Estimation Analysis of the External Debt Crises of Developing Countries (RePEc:wop:yaluwp:_022)
by Vassilis A. Hajivassiliou - The Method of Simulated Scores for the Estimation of LDV Models (RePEc:wop:yaluwp:_023)
by Vassilis A. Hajivassiliou & Daniel L. McFadden - Simulation of Multivariate Normal Rectangle Probabilities and their Derivatives: Theoretical and Computational Results (RePEc:wop:yaluwp:_024)
by Vassilis A. Hajivassiliou & Daniel L. McFadden & Paul Ruud - Simulating Normal Rectangle Probabilities and Their Derivatives: The Effects of Vectorization (RePEc:wop:yaluwp:_025)
by Vassilis Argyrou Hajivassiliou - Classical Estimation Methods for LDV Models Using Simulation (RePEc:wpa:wuwpem:9311002)
by V.A. Hajivassiliou & P. A. Ruud