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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 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