V. Hajivassiliou

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The method of simulated scores for the estimation of LDV models

D. McFadden, V. Hajivassiliou, 1998 .

Health, Children, and Elderly Living Arrangements: a Multiperiod-Multinomial Probit Model with Unobserved Heterogeneity and Autocorrelated Errors

L. Kotlikoff, V. Hajivassiliou, A. Börsch-Supan, 1990 .

Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results

Paul A. Ruud, Daniel McFadden, Vassilis A. Hajivassiliou, 1996 .

Bimodal T-Ratios: The Impact of Thick Tails on Inference

Peter C. B. Phillips, Carlo V. Fiorio, Vassilis A. Hajivassiliou, 2010 .

Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models

V. Hajivassiliou, A. Börsch-Supan, 1993 .

Inference and Thick Tails: Some Surprising Results

C. Fiorio, V. Hajivassiliou, 2007 .

Simulation Estimation Methods for Limited Dependent Variable Models

Vassilis A. Hajivassiliou, V. Hajivassiliou, 1991 .

Unemployment and liquidity constraints

Yannis M. Ioannides, V. Hajivassiliou, 1995 .

Do the secondary markets believe in life after debt

V. Hajivassiliou, 1989 .

Aggregative Disequilibrium Econometric Models of the Labour Market with Macroeconomic Shocks and Discouraged Workers 1

V. Hajivassiliou, 2006 .

Duality and liquidity constraints under uncertainty

Yannis M. Ioannides, V. Hajivassiliou, 1996 .

Bimodal t-ratios

P. Phillips, V. Hajivassiliou, 1987 .

Statistical Foundations of Econometric Modelling Aris Spanos, Cambridge University Press, 1986

V. Hajivassiliou, 1988 .

Handbook of Econometrics: Classical Estimation Methods for LDV Models Using Simulation

Paul A. Ruud, Vassilis A. Hajivassiliou, P. Ruud, 1993 .

The external debt repayments problems of LDC's: An econometric model based on panel data

Vassilis A. Hajivassiliou, V. Hajivassiliou, 1987 .

Novel approaches to coherency conditions in dynamic LDV models: quantifying financing constraints and a firm's decision and ability to innovate

Vassilis A. Hajivassiliou, Frederique Savignac, V. Hajivassiliou, 2019 .

Financing Constraints and a Firm's Decision and Ability to Innovate: Establishing Direct and Reverse Effects

V. Hajivassiliou, Frédérique Savignac, 2008 .

Computational Methods in Econometrics

Vassilis A. Hajivassiliou, V. Hajivassiliou, 2010 .

Simulating Normal Rectangle Probabilities and Their Derivatives: Effects of Vectorization

Vassilis Argyrou Hajivassiliou, V. Hajivassiliou, 1993, Int. J. High Perform. Comput. Appl..

A Simulation Estimation Analysis of the External Debt Crises of Developing Countries

V. Hajivassiliou, 1994 .

Some Practical Issues in Maximum Simulated Likelihood

Vassilis A. Hajivassiliou, V. Hajivassiliou, 1997 .

Temporal Dependence in Limited Dependent Variable Models: Theoretical and Monte-Carlo Results

V. Hajivassiliou, 1986 .

Advances in random utility models report of the workshop on advances in random utility models duke invitational symposium on choice modeling behavior

Füsun F. Gönül, Rosa L. Matzkin, J. Horowitz, 1994 .

Advances in Random Utility Models

Peter E. Rossi, Frank S. Koppelman, Denis Bolduc, 1994 .

The Gambler's and Hot-Hand Fallacies: Theory and Applications

Markus K. Brunnermeier, Andrew J. Patton, L. Kogan, 2007 .

Theory and Applications

M. Rabin, X. Gabaix, Dimitri Vayanos, 2022 .

An Aggregative Disequilibrium Model of the U.S. Labour Market

V. Hajivassiliou, 1987 .

Macroeconomic Shocks in an Aggregative Disequilibrium Model

V. Hajivassiliou, 1993 .

Estimation and specification testing of panel data models with non-ignorable persistent heterogeneity, contemporaneous and intertemporal simultaneity and observable and unobservable dynamics

Vassilis Hajivassiliou, V. Hajivassiliou, 2019 .

Simulation of Multivariate Normal Rectangle Probabilities: Theoretical and Computational Results

Paul A. Ruud, Vassilis A. Hajivassiliou, D. McFadden, 1994 .

An empirical investigation on the dynamics of qualitative decisions of firms

Yannis M. Ioannides, V. Hajivassiliou, Stelios Corres, 1993 .

Preliminary and Incomplete Comments welcome An Empirical Investigation of the Dynamics of Qualitative Decisions of Firms ∗ by Stelios Corres

Yannis M. Ioannides, V. Hajivassiliou, 2007 .

Unemployment and Liquidity Constraints * by

Yannis M. Ioannides, V. Hajivassiliou, 2004 .

Two misspecification tests for the simple switching regressions disequilibrium model

V. Hajivassiliou, 1986 .

Testing Game-Theoretic Models of Price Fixing Behaviour

V. Hajivassiliou, 1993 .

Simultaneously Incomplete and Incoherent (SII) Dynamic LDV Models: With an Application to Financing Constraints and Firms’ Decision to Innovate

V. Hajivassiliou, Frédérique Savignac, 2024, Journal of Econometrics.