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Information about:
Vassilis Hajivassiliou

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Personal Details

First Name: Vassilis
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Last Name: Hajivassiliou
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RePEc Short-ID: pha537

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Homepage: http://econ.lse.ac.uk/staff/vassilis/
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This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Recursive Impact Factor
  2. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  3. Wu-Index

Works

| Working papers | Articles | Chapters | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Vassilis Hajivassiliou & Frédérique Savignac, 2007. "Financing Constraints and a Firm’s Decision and Ability to Innovate: Establishing Direct and Reverse Effects," FMG Discussion Papers dp594, Financial Markets Group. [Downloadable!] (restricted)

  2. Carlo Fiorio & Vassilis Hajivassiliou, 2007. "Inference and Thick Tails: Some Surprising Results," UNIMI - Research Papers in Economics, Business, and Statistics 1054, Universitá degli Studi di Milano. [Downloadable!]

  3. V A Hajivassiliou & DL McFadden, 1997. "The Method of Simulated Scores for the Estimation of LDV Models," STICERD - Econometrics Paper Series /1997/328, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
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  4. V A Hajivassiliou, 1997. "Some Practical Issues in Maximum Simulated Likelihood," STICERD - Econometrics Paper Series /1997/340, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.

  5. V A Hajivassiliou, 1997. "Testing Game-Theoretic Models of Price Fixing Behaviour," STICERD - Econometrics Paper Series /1997/324, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
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  6. Vassilis A. Hajivassiliou & Daniel McFadden & Paul A. Ruud, 1994. "Simulation of Multivariate Normal Rectangle Probabilities: Theoretical and Computational Results," Cowles Foundation Discussion Papers 1021R, Cowles Foundation, Yale University. [Downloadable!]

  7. Vassilis Argyrou Hajivassiliou, 1993. "Simulating Normal Rectangle Probabilities and Their Derivatives: The Effects of Vectorization," Working Papers _025, Yale University. [Downloadable!]
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  8. Stelios Corres & Vassilis A. Hajivassiliou & Yannis M. Ioannides, 1993. "An Empirical Investigation on the Dynamics of Qualitative Decisions of Firms," Working Papers _020, Yale University. [Downloadable!]

  9. Vassilis A. Hajivassiliou, 1993. "Macroeconomic Shocks in an Aggregative Disequilibrium Model," Working Papers _016, Yale University. [Downloadable!]
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  10. Vassilis A. Hajivassiliou & Yannis M. Ioannides, 1993. "Unemployment and Liquidity Constraints," Working Papers _019, Yale University. [Downloadable!]
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  11. Hajivassiliou, 1993. "A Simulation Estimation Analysis of the External Debt Crises of Developing Countries," Cowles Foundation Discussion Papers 1057, Cowles Foundation, Yale University. [Downloadable!]
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  12. Vassilis A. Hajivassiliou & Daniel L. McFadden & Paul Ruud, 1993. "Simulation of Multivariate Normal Rectangle Probabilities and their Derivatives: Theoretical and Computational Results," Working Papers _024, Yale University. [Downloadable!]
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  13. Vassilis A. Hajivassiliou & Yannis M. Ioannides, 1993. "Duality, Consumption Decisions Under Uncertainty, and Liquidity Constraints: A Note," Working Papers _018, Yale University. [Downloadable!]

  14. V.A. Hajivassiliou & P. A. Ruud, 1993. "Classical Estimation Methods for LDV Models Using Simulation," Econometrics 9311002, EconWPA. [Downloadable!]
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  15. Vassilis A. Hajivassiliou & Paul A. Ruud, 1993. "Handbook of Econometrics: Classical Estimation Methods for LDV Models Using Simulation," Working Papers _021, Yale University. [Downloadable!]

  16. Vassilis A. Hajivassiliou & Yannis M. Ioannides, 1992. "A Note on the Dual Approach to the Existence and Characterization of Optimal Consumption Decisions Under Uncertainty and Liquidity Constraints," Cowles Foundation Discussion Papers 1018, Cowles Foundation, Yale University. [Downloadable!]

  17. Vassilis A. Hajivassiliou, 1991. "Simulation Estimation Methods for Limited Dependent Variable Models," Cowles Foundation Discussion Papers 1007, Cowles Foundation, Yale University. [Downloadable!]

  18. Axel Borsch-Supan & Vassilis Hajivassiliou & Laurence J. Kotlikoff & John N. Morris, 1990. "Health, Children, and Elderly Living Arrangements: A Multiperiod-Multinomial Probit Model with Unobserved Heterogeneity and Autocorrelated Errors," NBER Working Papers 3343, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  19. Vassilis A. Hajivassiliou & Daniel McFadden, 1990. "The Method of Simulated Scores for the Estimation of LDV Models with an Application to External Debt Crisis," Cowles Foundation Discussion Papers 967, Cowles Foundation, Yale University. [Downloadable!]

  20. Vassilis A. Hajivassiliou & Axel Borsch-Supan, 1990. "Smooth Unbiased Multivariate Probability Simulators for Maximum Likelihood Estimation of Limited Dependent Variable Models," Cowles Foundation Discussion Papers 960, Cowles Foundation, Yale University. [Downloadable!]
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  21. Hajivassiliou, V. A., 1989. "Do the secondary markets believe in life after debt?," Policy Research Working Paper Series 252, The World Bank. [Downloadable!]
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  22. Peter C.B. Phillips & Vassilis A. Hajivassiliou, 1987. "Bimodal t-Ratios," Cowles Foundation Discussion Papers 842, Cowles Foundation, Yale University. [Downloadable!]

  23. Vassilis A. Hajivassiliou, 1987. "An Aggregative Disequilibrium Model of the U.S. Labour Market," Cowles Foundation Discussion Papers 848, Cowles Foundation, Yale University. [Downloadable!]

  24. Vassilis A. Hajivassiliou, 1986. "Temporal Dependence in Limited Dependent Variable Models: Theoretical and Monte-Carlo Results," Cowles Foundation Discussion Papers 803, Cowles Foundation, Yale University. [Downloadable!]

  25. Vassilis A. Hajivassiliou, 1986. "Two Misspecification Tests for the Simple Switching Regressions Disequilibrium Model," Cowles Foundation Discussion Papers 792, Cowles Foundation, Yale University. [Downloadable!]
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Articles

  1. Yannis M. Ioannides & Vassilis A. Hajivassiliou, 2007. "Unemployment and liquidity constraints," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(3), pages 479-510. [Downloadable!]
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  2. Vassilis A. Hajivassiliou & Daniel L. McFadden, 1998. "The Method of Simulated Scores for the Estimation of LDV Models," Econometrica, Econometric Society, vol. 66(4), pages 863-896, July.
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  3. Hajivassiliou, Vassilis A. & Ioannides, Yannis M., 1996. "Duality and liquidity constraints under uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 20(6-7), pages 1177-1192. [Downloadable!] (restricted)

  4. Hajivassiliou, Vassilis & McFadden, Daniel & Ruud, Paul, 1996. "Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 85-134. [Downloadable!] (restricted)
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  5. Hajivassiliou, V A, 1994. "A Simulation Estimation Analysis of the External Debt Crises of Developing Countries," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(2), pages 109-31, April-Jun. [Downloadable!] (restricted)
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  6. Borsch-Supan, Axel & Hajivassiliou, Vassilis A., 1993. "Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models," Journal of Econometrics, Elsevier, vol. 58(3), pages 347-368, August. [Downloadable!] (restricted)
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  7. Hajivassiliou, Vassilis A., 1987. "The external debt repayments problems of LDC's : An econometric model based on panel data," Journal of Econometrics, Elsevier, vol. 36(1-2), pages 205-230. [Downloadable!] (restricted)

  8. Hajivassiliou, Vassilis Argyrou, 1986. "Two misspecification tests for the simple switching regressions disequilibrium model," Economics Letters, Elsevier, vol. 22(4), pages 343-348. [Downloadable!] (restricted)
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Chapters

  1. Axel Borsch-Supan & Vassilis Hajivassiliou & Laurence J. Kotlikoff, 1992. "Health, Children, and Elderly Living Arrangements: A Multiperiod-Multinomial Probit Model with Unobserved Heterogeneity and Autocorrelated Errors," NBER Chapters, in: Topics in the Economics of Aging, pages 79-108 National Bureau of Economic Research, Inc. [Downloadable!]
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  2. Hajivassiliou, Vassilis A. & Ruud, Paul A., 1986. "Classical estimation methods for LDV models using simulation," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 40, pages 2383-2441 Elsevier. [Downloadable!] (restricted)
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NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2007-09-02 Author is listed
  2. NEP-ECM: Econometrics (1) 2007-06-23 Author is listed
  3. NEP-INO: Innovation (1) 2007-09-02 Author is listed
  4. NEP-LAB: Labour Economics (1) 2000-01-24 Author is listed
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This page was last updated on 2009-11-8.

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