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