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]