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V. Hajivassiliou · SciRah

Researcher profile · Semantic Scholar

V. Hajivassiliou

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V. Hajivassiliou — researcher profile on SciRah

h-index: 17
Works: 44
Citations: 4,857

Most-cited papers

The Gambler’s and Hot-Hand Fallacies: Theory and Applications
M. Rabin, Dimitri Vayanos, N. Barberis, Bruno Biais +13 more
20072,021 citations
Semantic Scholar
Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models
A. Börsch-Supan, V. Hajivassiliou
1993514 citations Open access
Semantic Scholar
Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results
V. Hajivassiliou, D. McFadden, P. Ruud
1996494 citations Open access
Semantic Scholar
Handbook of Econometrics: Classical Estimation Methods for LDV Models Using Simulation
V. Hajivassiliou, P. Ruud
1993491 citations Open access
Semantic Scholar
The method of simulated scores for the estimation of LDV models
V. Hajivassiliou, D. McFadden
1998436 citations
Semantic Scholar
Simulation Estimation Methods for Limited Dependent Variable Models
V. Hajivassiliou
1991165 citations Open access
Semantic Scholar
The external debt repayments problems of LDC's: An econometric model based on panel data
V. Hajivassiliou
1987116 citations
Semantic Scholar
Combining Census and Survey Data to Study Spatial Dimensions of Poverty: A Case Study of Ecuador
J. Hentschel, Jean Olson, Lanjouw Peter Lanjouw, Javier Poggi +8 more
199896 citations
Semantic Scholar
A Simulation Estimation Analysis of the External Debt Crises of Developing Countries
V. Hajivassiliou
199491 citations Open access
Semantic Scholar
Financing Constraints and a Firm's Decision and Ability to Innovate: Establishing Direct and Reverse Effects
V. Hajivassiliou, F. Savignac
200883 citations Open access
Semantic Scholar
Some Practical Issues in Maximum Simulated Likelihood
V. Hajivassiliou
199781 citations
Semantic Scholar
Do the secondary markets believe in life after debt
V. Hajivassiliou
198937 citations
Semantic Scholar
Unemployment and liquidity constraints
V. Hajivassiliou, Yannis M. Ioannides
199534 citations
Semantic Scholar
Simulation of Multivariate Normal Rectangle Probabilities: Theoretical and Computational Results
V. Hajivassiliou, D. McFadden, P. Ruud
199433 citations
Semantic Scholar
Advances in random utility models report of the workshop on advances in random utility models duke invitational symposium on choice modeling behavior
J. Horowitz, D. Bolduc, S. Divakar, John F. Geweke +7 more
199433 citations
Semantic Scholar
Bimodal T-Ratios: The Impact of Thick Tails on Inference
C. Fiorio, V. Hajivassiliou, P. Phillips
201019 citations
Semantic Scholar
Bimodal t-ratios
P. Phillips, V. Hajivassiliou
198719 citations
Semantic Scholar
Simulating Normal Rectangle Probabilities and Their Derivatives: Effects of Vectorization
V. Hajivassiliou
1993The international journal of high performance computing applications16 citations
Semantic Scholar
Advances in Random Utility Models
J. Horowitz, M. Keane, D. Bolduc, S. Divakar +7 more
199415 citations
Semantic Scholar
Testing Game-Theoretic Models of Price Fixing Behaviour
V. Hajivassiliou
199315 citations
Semantic Scholar
Two misspecification tests for the simple switching regressions disequilibrium model
V. Hajivassiliou
19869 citations Open access
Semantic Scholar
An empirical investigation on the dynamics of qualitative decisions of firms
Stelios Corres, V. Hajivassiliou, Yannis M. Ioannides
19936 citations
Semantic Scholar
Simultaneously Incomplete and Incoherent (SII) Dynamic LDV Models: With an Application to Financing Constraints and Firms’ Decision to Innovate
V. Hajivassiliou, F. Savignac
2024Journal of Econometrics3 citations Open access
Semantic Scholar
Computational Methods in Econometrics
V. Hajivassiliou
20103 citations Open access
Semantic Scholar
A Note on the Dual Approach to the Existence and Characterization of Optimal Consumption Decisions Under Uncertainty and Liquidity Constraints
V. Hajivassiliou, Yannis M. Ioannides
19923 citations
Semantic Scholar
Disequilibrium econometric modelling and related limited dependent variables models
V. Hajivassiliou
19853 citations
Semantic Scholar
Novel approaches to coherency conditions in dynamic LDV models: quantifying financing constraints and a firm's decision and ability to innovate
V. Hajivassiliou, F. Savignac
20192 citations
Semantic Scholar
Duality and liquidity constraints under uncertainty
V. Hajivassiliou, Yannis M. Ioannides
19962 citations Open access
Semantic Scholar
Macroeconomic Shocks in an Aggregative Disequilibrium Model
V. Hajivassiliou
19932 citations
Semantic Scholar
An Aggregative Disequilibrium Model of the U.S. Labour Market
V. Hajivassiliou
19872 citations
Semantic Scholar
Temporal Dependence in Limited Dependent Variable Models: Theoretical and Monte-Carlo Results
V. Hajivassiliou
19862 citations
Semantic Scholar
BIMODAL t-RATIOS : THE IMPACT OF THICK TAILS ON INFERENCE BY
C. Fiorio, V. Hajivassiliou, Peter C. B. Phillips
20081 citations
Semantic Scholar
Inference and Thick Tails: Some Surprising Results
C. Fiorio, V. Hajivassiliou
20071 citations
Semantic Scholar
Duality, Consumption Decisions Under Uncertainty, and Liquidity Constraints: A Note
V. Hajivassiliou, Yannis M. Ioannides
19931 citations
Semantic Scholar
Statistical Foundations of Econometric Modelling Aris Spanos, Cambridge University Press, 1986
V. Hajivassiliou
1988Econometric Theory1 citations
Semantic Scholar
Analyzing the Determinants of the External Debt Repayment Problems of LDCâ•Žs: Econometric Modelling Using a PanelSet of Data
V. Hajivassiliou
20200 citations
Semantic Scholar
Estimation and specification testing of panel data models with non-ignorable persistent heterogeneity, contemporaneous and intertemporal simultaneity and observable and unobservable dynamics
V. Hajivassiliou
20190 citations
Semantic Scholar
Switching regressions with imperfect regime classification information: theory and applications
V. Hajivassiliou
20190 citations
Semantic Scholar
Revisiting econometric coherency in LDV models with an application to interactions between financing constraints and firm innovation
V. Hajivassiliou
20130 citations
Semantic Scholar
Preliminary and Incomplete Comments welcome An Empirical Investigation of the Dynamics of Qualitative Decisions of Firms ∗ by Stelios Corres
V. Hajivassiliou, Yannis M. Ioannides
20070 citations
Semantic Scholar
Aggregative Disequilibrium Econometric Models of the Labour Market with Macroeconomic Shocks and Discouraged Workers 1
V. Hajivassiliou
20060 citations
Semantic Scholar
Unemployment and Liquidity Constraints * by
V. Hajivassiliou, Yannis M. Ioannides
20040 citations
Semantic Scholar
Novel Approaches to Coherency Conditions in Dynamic LDV Models: Quantifying Financing Constraints and a Firm(cid:146)s Decision and Ability to Innovate
V. Hajivassiliou, Tatiana Gromb, G. Komarova, C. Laroque +9 more
0 citations
Semantic Scholar
Expected Value Optimisation and Minimax for Robust Decisions. B. Rustem Dynare: a Simulation Platform for Non-linear Rational Expectation Models. Preconditioning Indefinite Systems in Interior Point Methods for Optimization. J. Gondzio on Improving the Von Neumann Algorithm for Linear Programming. U
M. Gilli, V. Hajivassiliou, J. Gondzio, M. Grauer +78 more
0 citations
Semantic Scholar

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