# Vassilis Argyrou Hajivassiliou

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## 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. - 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 & 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, 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.

- 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, 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.

- 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.
"
- 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 & 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.
"
**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.

- Hajivassiliou, Vassilis A. & Ruud, Paul A., 1986.
"
- Vassilis A. Hajivassiliou & Yannis M. Ioannides, 1993.
"
**Duality, Consumption Decisions Under Uncertainty, and Liquidity Constraints: A Note**," Working Papers _018, Yale University. - 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.
"
- 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.
"
- 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.
"
**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, 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.
"
- 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. - 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, 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. - 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.
"

- 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. - 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.

- 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.- 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.
"
**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.
"
- 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.- 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.
"
**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.
"

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

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#### 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.

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