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Contact Points

Publications

LSE Research Online, Funnelback Search

2010

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). 271-289. ISSN 1368-423X

2008

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

2007

Hajivassiliou, Vassilis and Ioannides, Yannis M. (2007) Unemployment and liquidity constraints Journal of Applied Econometrics, 22 (3). 479-510. ISSN 1099-1255

Hajivassiliou, Vassilis and Savignac, Frédérique (2007) Financing constraints and a firm's decision and ability to innovate: establishing direct and reverse effects 594. Financial Markets Group, London School of Economics and Political Science, London, UK.

2000

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, 71-99. ISBN 0521591120

1998

Hajivassiliou, Vassilis and McFadden, Daniel (1998) The method of simulated scores for the estimation of LDV models Econometrica, 66 (4). 863-896. ISSN 1468-0262

1996

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). 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). 1177-1192. ISSN 0165-1889

1994

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, 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). 109-131. ISSN 1099-1255

1993

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). 231-253. ISSN 0890-2720

Hajivassiliou, Vassilis (1993) Macroeconomic shocks in an aggregative disequilibrium model 1063. Cowles Foundation for Research in Economics, Yale University, New Haven, CT., USA.

1990

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 3343. National Bureau for Economic Research, Cambridge, MA., USA.

1989

Hajivassiliou, Vassilis (1989) Testing game-theoretic models of price fixing behaviour 935. Cowles Foundation for Research in Economics, Yale University, New Haven, CT., USA.

1987

Phillips, P. C. B. and Hajivassiliou, Vassilis (1987) Bimodal t-ratios 842. Cowles Foundation for Research in Economics, New Haven, CT., USA.


 

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