# Vassilis Argyrou Hajivassiliou

### Contents:

This is information that was supplied by Vassilis Hajivassiliou in registering
through RePEc. If you are Vassilis Argyrou Hajivassiliou , you may change this information at the
RePEc Author Service. Or if
you are not registered and would like to be listed as well, register at the RePEc Author Service. When you
register or update your RePEc registration, you may identify the papers and articles you have
authored.

## Personal Details

First Name: | Vassilis |

Middle Name: | Argyrou |

Last Name: | Hajivassiliou |

Suffix: | |

RePEc Short-ID: | pha537 |

http://econ.lse.ac.uk/staff/vassilis/ | |

London, United Kingdom

http://econ.lse.ac.uk/

: +44 (0)20 7955 7545

+44 (0)20 7831 1840

Houghton Street, London WC2A 2AE

RePEc:edi:edlseuk (more details at EDIRC)

http://econ.lse.ac.uk/

: +44 (0)20 7955 7545

+44 (0)20 7831 1840

Houghton Street, London WC2A 2AE

RePEc:edi:edlseuk (more details at EDIRC)

London, United Kingdom

http://fmg.lse.ac.uk/

: 020-7955-7002

020-7242-1006

Houghton Street, London WC2A 2AE

RePEc:edi:fmlseuk (more details at EDIRC)

http://fmg.lse.ac.uk/

: 020-7955-7002

020-7242-1006

Houghton Street, London WC2A 2AE

RePEc:edi:fmlseuk (more details at EDIRC)

- Carlo Fiorio & Vassilis Hajivassiliou, 2007.
"
**Inference and Thick Tails: Some Surprising Results**," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1054, Universitá degli Studi di Milano. - 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.- Hajivassiliou, V. & Savignac, F., 2008.
"
**Financing Constraints and a Firm's Decision and Ability to Innovate: Establishing Direct and Reverse Effects**," Working papers 202, Banque de France. - Vassilis Hajivassiliou & Frédérique Savignac, 2007.
"
**Financing constraints and a firm's decision and ability to innovate: establishing direct and reverse effects**," LSE Research Online Documents on Economics 4774, London School of Economics and Political Science, LSE Library.

- Hajivassiliou, V. & Savignac, F., 2008.
"
- 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 for Research in Economics, Yale University. - Hajivassiliou, 1993.
"
**A Simulation Estimation Analysis of the External Debt Crises of Developing Countries**," Cowles Foundation Discussion Papers 1057, Cowles Foundation for Research in Economics, Yale University.- 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.

- Vassilis A. Hajivassiliou, 1993.
"
**A Simulation Estimation Analysis of the External Debt Crises of Developing Countries**," Working Papers _022, Yale University.

- Hajivassiliou, V A, 1994.
"
- Vassilis A. Hajivassiliou, 1993.
"
**Macroeconomic Shocks in an Aggregative Disequilibrium Model**," Working Papers _016, Yale University.- Hajivassiliou, 1993.
"
**Macroeconomic Shocks in an Aggregative Disequilibrium Model**," Cowles Foundation Discussion Papers 1063, Cowles Foundation for Research in Economics, Yale University.

- Hajivassiliou, 1993.
"
- V.A. Hajivassiliou & P. A. Ruud, 1993.
"
**Classical Estimation Methods for LDV Models Using Simulation**," Econometrics 9311002, EconWPA.- 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.

- Vassilis A. Hajivassiliou and Paul A. Ruud., 1993.
"
**Classical Estimation Methods for LDV Models Using Simulation**," Economics Working Papers 93-219, University of California at Berkeley. - Hajivassiliou, Vassilis A & Ruud, Paul A., 1993.
"
**Classical Estimation Methods for LDV Models Using Simulation**," Department of Economics, Working Paper Series qt3cg196fr, Department of Economics, Institute for Business and Economic Research, UC Berkeley. - Vassilis A. Hajivassiliou & Paul A. Ruud, 1993.
"
**Classical Estimation Methods for LDV Models Using Simulation**," Cowles Foundation Discussion Papers 1051, Cowles Foundation for Research in Economics, Yale University.

- Hajivassiliou, Vassilis A. & Ruud, Paul A., 1986.
"
- Vassilis A. Hajivassiliou, 1993.
"
**Testing Game-Theoretic Models of Price Fixing Behaviour**," Working Papers _017, Yale University.- Vassilis A. Hajivassiliou, 1990.
"
**Testing Game Theoretic Models of Price-Fixing Behaviour**," Cowles Foundation Discussion Papers 935, Cowles Foundation for Research in Economics, Yale University.

- Vassilis A. Hajivassiliou, 1990.
"
- Vassilis A. Hajivassiliou & Yannis M. Ioannides, 1993.
"
**Duality, Consumption Decisions Under Uncertainty, and Liquidity Constraints: A Note**," Working Papers _018, Yale University. - Vassilis Argyrou Hajivassiliou, 1993.
"
**Simulating Normal Rectangle Probabilities and Their Derivatives: The Effects of Vectorization**," Working Papers _025, Yale University.- Vassilis A. Hajivassiliou, 1993.
"
**Simulating Normal Rectangle Probabilities and Their Derivatives: The Effects of Vectorization**," Cowles Foundation Discussion Papers 1049, Cowles Foundation for Research in Economics, Yale University.

- Vassilis A. Hajivassiliou, 1993.
"
- 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. - Vassilis A. Hajivassiliou & Yannis M. Ioannides, 1993.
"
**Unemployment and Liquidity Constraints**," Working Papers _019, Yale University.- 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.

- Vassilis A. Hajivassiliou & Yannis M. Ioannides, 1999.
"
**Unemployment and Liquidity Constraints**," Discussion Papers Series, Department of Economics, Tufts University 9925, Department of Economics, Tufts University. - Vassilis A. Hajivassiliou & Yannis M. Ioannides, 1995.
"
**Unemployment and Liquidity Constraints**," Cowles Foundation Discussion Papers 1090, Cowles Foundation for Research in Economics, Yale University. - V A Hajivassiliou & Y Ioannides, 1995.
"
**Unemployment and Liquidity Constraints**," CEP Discussion Papers dp0243, Centre for Economic Performance, LSE.

- Yannis M. Ioannides & Vassilis A. Hajivassiliou, 2007.
"
- Vassilis A. Hajivassiliou & Daniel L. McFadden, 1993.
"
**The Method of Simulated Scores for the Estimation of LDV Models**," Working Papers _023, Yale University.- 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.

- V A Hajivassiliou & DL McFadden, 1997.
"
**The Method of Simulated Scores for the Estimation of LDV Models**," STICERD - Econometrics Paper Series 328, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.

- Vassilis A. Hajivassiliou & Daniel L. McFadden, 1998.
"
- 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.- 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.

- Hajivassiliou, Vassilis & McFadden, Daniel & Ruud, Paul, 1996.
"
- Vassilis A. Hajivassiliou & Paul A. Ruud, 1993.
"
**Handbook of Econometrics: Classical Estimation Methods for LDV Models Using Simulation**," Working Papers _021, Yale University. - 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 for Research in Economics, Yale University. - Vassilis A. Hajivassiliou, 1991.
"
**Simulation Estimation Methods for Limited Dependent Variable Models**," Cowles Foundation Discussion Papers 1007, Cowles Foundation for Research in Economics, Yale University. - 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 for Research in Economics, Yale University.- 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.

- Borsch-Supan, Axel & Hajivassiliou, Vassilis A., 1993.
"
- 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.- 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.

- Axel Borsch-Supan & Vassilis Hajivassiliou & Laurence J. Kotlikoff, 1992.
"
- 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 for Research in Economics, Yale University. - Hajivassiliou, V. A., 1989.
"
**Do the secondary markets believe in life after debt?**," Policy Research Working Paper Series 252, The World Bank.- Vassilis A. Hajivassiliou, 1989.
"
**Do the Secondary Markets Believe in Life After Debt?**," Cowles Foundation Discussion Papers 911, Cowles Foundation for Research in Economics, Yale University.

- Vassilis A. Hajivassiliou, 1989.
"
- Peter C.B. Phillips & Vassilis A. Hajivassiliou, 1987.
"
**Bimodal t-Ratios**," Cowles Foundation Discussion Papers 842, Cowles Foundation for Research in Economics, Yale University. - Vassilis A. Hajivassiliou, 1987.
"
**An Aggregative Disequilibrium Model of the U.S. Labour Market**," Cowles Foundation Discussion Papers 848, Cowles Foundation for Research in Economics, Yale University. - Vassilis A. Hajivassiliou, 1986.
"
**Two Misspecification Tests for the Simple Switching Regressions Disequilibrium Model**," Cowles Foundation Discussion Papers 792, Cowles Foundation for Research in Economics, Yale University.- Hajivassiliou, Vassilis Argyrou, 1986.
"
**Two misspecification tests for the simple switching regressions disequilibrium model**," Economics Letters, Elsevier, vol. 22(4), pages 343-348.

- Hajivassiliou, Vassilis Argyrou, 1986.
"
- Vassilis A. Hajivassiliou, 1986.
"
**Temporal Dependence in Limited Dependent Variable Models: Theoretical and Monte-Carlo Results**," Cowles Foundation Discussion Papers 803, Cowles Foundation for Research in Economics, Yale University.

- Carlo V. Fiorio & Vassilis A. Hajivassiliou & Peter C. B. Phillips, 2010.
"
**Bimodal t-ratios: the impact of thick tails on inference**," Econometrics Journal, Royal Economic Society, vol. 13(2), pages 271-289, 07. - 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.- Vassilis A. Hajivassiliou & Yannis M. Ioannides, 1993.
"
**Unemployment and Liquidity Constraints**," Working Papers _019, Yale University. - V A Hajivassiliou & Y Ioannides, 1995.
"
**Unemployment and Liquidity Constraints**," CEP Discussion Papers dp0243, Centre for Economic Performance, LSE. - Vassilis A. Hajivassiliou & Yannis M. Ioannides, 1995.
"
**Unemployment and Liquidity Constraints**," Cowles Foundation Discussion Papers 1090, Cowles Foundation for Research in Economics, Yale University. - Vassilis A. Hajivassiliou & Yannis M. Ioannides, 1999.
"
**Unemployment and Liquidity Constraints**," Discussion Papers Series, Department of Economics, Tufts University 9925, Department of Economics, Tufts University.

- Vassilis A. Hajivassiliou & Yannis M. Ioannides, 1993.
"
- 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.- V A Hajivassiliou & DL McFadden, 1997.
"
**The Method of Simulated Scores for the Estimation of LDV Models**," STICERD - Econometrics Paper Series 328, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. - Vassilis A. Hajivassiliou & Daniel L. McFadden, 1993.
"
**The Method of Simulated Scores for the Estimation of LDV Models**," Working Papers _023, Yale University.

- V A Hajivassiliou & DL McFadden, 1997.
"
- 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. - 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.- 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.

- Vassilis A. Hajivassiliou & Daniel L. McFadden & Paul Ruud, 1993.
"
- 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.- Vassilis A. Hajivassiliou, 1993.
"
**A Simulation Estimation Analysis of the External Debt Crises of Developing Countries**," Working Papers _022, Yale University. - Hajivassiliou, 1993.
"
**A Simulation Estimation Analysis of the External Debt Crises of Developing Countries**," Cowles Foundation Discussion Papers 1057, Cowles Foundation for Research in Economics, Yale University.

- Vassilis A. Hajivassiliou, 1993.
"
- 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.- 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 for Research in Economics, Yale University.

- Vassilis A. Hajivassiliou & Axel Borsch-Supan, 1990.
"
- Hajivassiliou, Vassilis A., 1988.
"
**Statistical Foundations of Econometric Modelling Aris Spanos, Cambridge University Press, 1986**," Econometric Theory, Cambridge University Press, vol. 4(02), pages 341-348, August. - 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. - Hajivassiliou, Vassilis Argyrou, 1986.
"
**Two misspecification tests for the simple switching regressions disequilibrium model**," Economics Letters, Elsevier, vol. 22(4), pages 343-348.- Vassilis A. Hajivassiliou, 1986.
"
**Two Misspecification Tests for the Simple Switching Regressions Disequilibrium Model**," Cowles Foundation Discussion Papers 792, Cowles Foundation for Research in Economics, Yale University.

- Vassilis A. Hajivassiliou, 1986.
"

- 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.- Axel Borsch-Supan & Vassilis Hajivassiliou & Laurence J. Kotlikoff & John N. Morris, 1990.
"

- Axel Borsch-Supan & Vassilis Hajivassiliou & Laurence J. Kotlikoff & John N. Morris, 1990.
"
- 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.- Vassilis A. Hajivassiliou and Paul A. Ruud., 1993.
"
**Classical Estimation Methods for LDV Models Using Simulation**," Economics Working Papers 93-219, University of California at Berkeley. - V.A. Hajivassiliou & P. A. Ruud, 1993.
"
**Classical Estimation Methods for LDV Models Using Simulation**," Econometrics 9311002, EconWPA. - Hajivassiliou, Vassilis A & Ruud, Paul A., 1993.
"
**Classical Estimation Methods for LDV Models Using Simulation**," Department of Economics, Working Paper Series qt3cg196fr, Department of Economics, Institute for Business and Economic Research, UC Berkeley. - Vassilis A. Hajivassiliou & Paul A. Ruud, 1993.
"
**Classical Estimation Methods for LDV Models Using Simulation**," Cowles Foundation Discussion Papers 1051, Cowles Foundation for Research in Economics, Yale University.

- Vassilis A. Hajivassiliou and Paul A. Ruud., 1993.
"

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

- NEP-BEC:
**Business Economics**(1) 2007-09-02. Author is listed - NEP-INO:
**Innovation**(1) 2007-09-02. Author is listed - NEP-LAB:
**Labour Economics**(1) 2000-01-24. Author is listed

This author is among the top 5% authors according to these criteria:

- Number of Distinct Works, Weighted by Simple Impact Factor
- Number of Distinct Works, Weighted by Recursive Impact Factor
- Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
- Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Simple Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Closeness measure in co-authorship network
- Breadth of citations across fields
- Wu-Index
- Record of graduates

#### Most cited item

- 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 for Research in Economics, Yale University.

#### Most downloaded item (past 12 months)

- Vassilis A. Hajivassiliou, 1991.
"
**Simulation Estimation Methods for Limited Dependent Variable Models**," Cowles Foundation Discussion Papers 1007, Cowles Foundation for Research in Economics, Yale University.

#### Access and download statistics for all items

#### Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Vassilis Hajivassiliou should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.