Hajivassiliou, Vassilis
Dr Vassilis Hajivassiliou
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Experience keywords:
simulation estimation; auctions; individual behaviour; borrowing constraints; limited dependent variable models; quantity constraints; collusion; firm behaviour
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Languages: Greek [Spoken: Fluent, Written: Fluent]
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The following references are sourced from LSE Research Online|. References that are linked lead to the full text.
Fiorio, Carlo V. and Hajivassiliou, Vassilis and Phillips, Peter C. B. (2010) Bimodal t-ratios: the impact of thick tails on inference. Econometrics journal, 13 (2). pp. 271-289. ISSN 1368-423X Hajivassiliou, Vassilis (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 and Ioannides, Yannis M. (2007) Unemployment and liquidity constraints. Journal of applied econometrics, 22 (3). pp. 479-510. ISSN 1099-1255 Hajivassiliou, Vassilis (2000) Some practical issues in maximum simulated likelihood. In: Mariano, Roberto and 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 and McFadden, Daniel (1998) The method of simulated scores for the estimation of LDV models. Econometrica, 66 (4). pp. 863-896. ISSN 1468-0262 Hajivassiliou, Vassilis and 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 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 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, Ansterdam, Netherlands, pp. 2383-2441. ISBN 9780444887665 Hajivassiliou, Vassilis (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 (1993) Macroeconomic shocks in an aggregative disequilibrium model. Cowles Foundation for Research in Economics, Yale University, New Haven, CT., USA Corres, Stelios and Hajivassiliou, Vassilis and Ioannides, Yannis (1993) An empirical investigation on the dynamics of qualitative decisions of firms. Yale University, New Haven, CT., USA Hajivassiliou, Vassilis (1993) Simulating normal rectangle probabilities and their derivatives: effects of vectorization. The International Journal of Supercomputer Applications, 7 (3). pp. 231-253. ISSN 0890-2720 Borsch-Supan, Axel and Hajivassiliou, Vassilis and 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 (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 (1987) Bimodal t-ratios. Cowles Foundation for Research in Economics, New Haven, CT., USA
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