CFP 1385 |
Carlo V. Fiorio, Vassilis A. Hajivassiliou, Peter C. B. Phillips, "Bimodal t-ratios: The Impact of Thick Tails on Inference," Econometrics Journal, (July 2010), 13(2): 271-289 (See CFDP 842) |
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CFP 924 |
Vassilis A. Hajivassiliou, Daniel McFadden, Paul A. Ruud, "Simulation of Multivariate Normal Rectangle Probabilities and Their Derivatives: Theoretical and Computational Results," Journal of Econometrics, 72(1-2): 85-134 (See CFDP 1021R) |
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CFP 886 |
Vassilis A. Hajivassiliou, Paul A. Ruud, "Classical Estimation Methods for LDV Models Using Simulation," 2384-2441 (in R. F. Engle and D. L. McFadden, eds., Handbook of Econometrics, Vol. 4, 1994, North-Holland) (See CFDP 1051) |
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CFP 871 |
Vassilis A. Hajivassiliou, "A Simulation Estimation Analysis of the External Debt Crises of Developing Countries," Journal of Applied Econometrics, (June 1994), 9(2): 109-131 (See CFDP 1057) |
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CFP 862 |
Vassilis A. Hajivassiliou, "Simulation Estimation Methods for Limited Dependent Variable Models," 519-543 (in G. S. Maddala, C. R. Rao and H. D. Vinod, eds., Handbook of Statistics, Elsevier, Vol. 11, 1993) (See CFDP 1007) |
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CFP 857 |
Vassilis A. Hajivassiliou, "Simulating Normal Rectangle Probabilities and Their Derivatives: Effects of Vectorization," International Journal of Supercomputer Applications, (September 1993), 7(3): 231-253 (See CFDP 1049) |
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CFP 846 |
Axel Borsch-Supan, Vassilis A. Hajivassiliou, "Smooth Unbiased Multivariate Probability Simulators for Maximum Likelihood Estimation of Limited Dependent Variable Models," Journal of Econometrics, (August 1993), 58(3): 347-368 (See CFDP 960) |
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CFP 688 |
Vassilis A. Hajivassiliou, "The External Debt Repayments Problems of LCDs: An Econometric Model Based on Panel Data," Journal of Econometrics, 36(1-2): 205-230 |
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CFP 673 |
Vassilis A. Hajivassiliou, "Two Misspecification Tests for the Simple Switching Regressions Disequilibrium Model," Economics Letters, (January 1986), 22(4): 343-348 (See CFDP 792) |
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