Items where Author is "Hajivassiliou, Vassilis"

Article

Hajivassiliou, Vassilis ORCID: 0009-0000-7041-0791 and 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). ISSN 0304-4076

Fiorio, Carlo V., Hajivassiliou, Vassilis ORCID: 0009-0000-7041-0791 and Phillips, Peter C. B. (2010) Bimodal t-ratios: the impact of thick tails on inference. Econometrics Journal, 13 (2). pp. 271-289. ISSN 1368-4221

Hajivassiliou, Vassilis ORCID: 0009-0000-7041-0791 and Ioannides, Yannis M. (2007) Unemployment and liquidity constraints. Journal of Applied Econometrics, 22 (3). pp. 479-510. ISSN 1099-1255

Hajivassiliou, Vassilis ORCID: 0009-0000-7041-0791 and McFadden, Daniel (1998) The method of simulated scores for the estimation of LDV models. Econometrica, 66 (4). pp. 863-896. ISSN 0012-9682

Hajivassiliou, Vassilis ORCID: 0009-0000-7041-0791 and Ioannides, Yannis (1996) Duality and liquidity constraints under uncertainty. Journal of Economic Dynamics and Control, 20 (6-7). pp. 1177-1192. ISSN 0165-1889

Hajivassiliou, Vassilis ORCID: 0009-0000-7041-0791, McFadden, Daniel and Ruud, Paul (1996) Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results. Journal of Econometrics, 72 (1-2). pp. 85-134. ISSN 0304-4076

Hajivassiliou, Vassilis ORCID: 0009-0000-7041-0791 (1994) A simulation estimation analysis of the external debt crises of developing countries. Journal of Applied Econometrics, 9 (2). pp. 109-131. ISSN 1099-1255

Hajivassiliou, Vassilis ORCID: 0009-0000-7041-0791 (1993) Simulating normal rectangle probabilities and their derivatives: effects of vectorization. International Journal of Supercomputer Applications, 7 (3). pp. 231-253. ISSN 0890-2720

Book Section

Hajivassiliou, Vassilis ORCID: 0009-0000-7041-0791 (2018) Computational methods in econometrics. In: The New Palgrave Dictionary of Economics. Palgrave Macmillan. ISBN 9781349951888

Hajivassiliou, Vassilis ORCID: 0009-0000-7041-0791 (2008) Computational methods in econometrics. In: Durlauf, Steven N and Blume, Lawrence E., (eds.) The New Palgrave Dictionary of Economics. Palgrave Macmillan, Basingstoke, UK. ISBN 9780333786765

Hajivassiliou, Vassilis ORCID: 0009-0000-7041-0791 (2000) Some practical issues in maximum simulated likelihood. In: Mariano, Roberto, Schuermann, Til and Weeks, Melwyn J., (eds.) Simulation-Based Inference in Econometrics: Methods and Applications. Cambridge University Press, Cambridge, UK, pp. 71-99. ISBN 0521591120

Hajivassiliou, Vassilis ORCID: 0009-0000-7041-0791 and Ruud, Paul (1994) Classical estimation methods for LDV models using simulation. In: Engle, Robert F. and McFadden, Daniel L., (eds.) Handbook of Econometrics. Elsevier (Firm), Ansterdam, Netherlands, pp. 2383-2441. ISBN 9780444887665

Monograph

Hajivassiliou, Vassilis ORCID: 0009-0000-7041-0791 (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, London, UK.

Hajivassiliou, Vassilis ORCID: 0009-0000-7041-0791 and 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, London, UK.

Hajivassiliou, Vassilis ORCID: 0009-0000-7041-0791 (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, London, UK.

Hajivassiliou, Vassilis ORCID: 0009-0000-7041-0791 and 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, London, UK.

Hajivassiliou, Vassilis ORCID: 0009-0000-7041-0791 (1993) Macroeconomic shocks in an aggregative disequilibrium model. . Cowles Foundation for Research in Economics, Yale University, New Haven, CT., USA.

Corres, Stelios, Hajivassiliou, Vassilis ORCID: 0009-0000-7041-0791 and Ioannides, Yannis (1993) An empirical investigation on the dynamics of qualitative decisions of firms. . Yale University, New Haven, CT., USA.

Borsch-Supan, Axel, Hajivassiliou, Vassilis ORCID: 0009-0000-7041-0791, Kotlikoff, Laurence J. and 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, Cambridge, MA., USA.

Hajivassiliou, Vassilis ORCID: 0009-0000-7041-0791 (1989) Testing game-theoretic models of price fixing behaviour. . Cowles Foundation for Research in Economics, Yale University, New Haven, CT., USA.

Phillips, P. C. B. and Hajivassiliou, Vassilis ORCID: 0009-0000-7041-0791 (1987) Bimodal t-ratios. . Cowles Foundation for Research in Economics, New Haven, CT., USA.

Conference or Workshop Item

Hajivassiliou, Vassilis ORCID: 0009-0000-7041-0791 (2013) Revisiting econometric coherency in LDV models with an application to interactions between financing constraints and firm innovation. In: Conference on Research on Economic Theory and Econometrics, 2013-07-14 - 2013-07-18, Ursuline School of Naxos, Naxos, Greece, GRC. (Submitted)