Vassilis A. Hajivassiliou

CFDPs

CFDP 1090 Vassilis A. Hajivassiliou, Yannis M. Ioannides, "Unemployment and Liquidity Constraints," (January 1995) [49pp, Abstract]
CFDP 1063 Vassilis A. Hajivassiliou, "Macroeconomic Shocks in an Aggregative Disequilibrium Model," (October 1993) [22pp, Abstract]
CFDP 1057 Vassilis A. Hajivassiliou, "A Simulation Estimation Analysis of the External Debt Crises of Developing Countries," (September 1993) [27pp, Abstract] (See: 871)
CFDP 1051 Vassilis A. Hajivassiliou, Paul A. Ruud, "Classical Estimation Methods for LDV Models Using Simulation," (July 1993) [46pp, Abstract]
CFDP 1049 Vassilis A. Hajivassiliou, "Simulating Normal Rectangle Probabilities and Their Derivatives: The Effects of Vectorization," (July 1993) [39pp, Abstract] (See: 857)
CFDP 1021R Vassilis A. Hajivassiliou, Daniel McFadden, Paul A. Ruud, "Simulation of Multivariate Normal Orthant Probabilities: Theoretical and Computational Results," (May 1992, revised October 1994) [43pp, Abstract] (See: 924)
CFDP 1018 Vassilis A. Hajivassiliou, Yannis M. Ioannides, "A Note on the Dual Approach to the Existence and Characterization of Optimal Consumption Decisions under Uncertainty and Liquidity Constraints," (May 1992) [24pp, Abstract]
CFDP 1007 Vassilis A. Hajivassiliou, "Simulation Estimation Methods for Limited Dependent Variable Models," (January 1992) [33pp, Abstract] (See: 862)
CFDP 967 Vassilis A. Hajivassiliou, Daniel McFadden, "The Method of Simulated Scores for the Estimation of LDV Models with an Application to External Debt Crisis," (January 1991) [63pp, Abstract]
CFDP 960 Vassilis A. Hajivassiliou, Axel Borsch-Supan, "Smooth Unbiased Multivariate Probability Simulators for Maximum Likelihood Estimation of Limited Dependent Variable Models," (September 1990) [25pp, Abstract] (See: 846)

CFPs

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)
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)
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)
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)
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)
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)
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)
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
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)