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 (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)