Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models A Börsch-Supan, VA Hajivassiliou Journal of econometrics 58 (3), 347-368, 1993 | 662 | 1993 |
Classical estimation methods for LDV models using simulation VA Hajivassiliou, PA Ruud Handbook of econometrics 4, 2383-2441, 1994 | 659 | 1994 |
Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results V Hajivassiliou, D McFadden, P Ruud Journal of econometrics 72 (1-2), 85-134, 1996 | 658 | 1996 |
The method of simulated scores for the estimation of LDV models VA Hajivassiliou, DL McFadden Econometrica, 863-896, 1998 | 618* | 1998 |
19 Simulation estimation methods for limited dependent variable models VA Hajivassiliou Elsevier 11, 519-543, 1993 | 222 | 1993 |
Is there life after debt? An econometric analysis of the creditworthiness of developing countries D McFadden, R Eckaus, G Feder, V Hajivassiliou, S O'Connell | 206 | 1985 |
The external debt repayments problems of LDC's: An econometric model based on panel data VA Hajivassiliou Journal of Econometrics 36 (1-2), 205-230, 1987 | 199 | 1987 |
Health, children, and elderly living arrangements: A multiperiod-multinomial probit model with unobserved heterogeneity and autocorrelated errors A Borsch-Supan, V Hajivassiliou, LJ Kotlikoff Topics in the Economics of Aging, 79-108, 1992 | 192 | 1992 |
Some practical issues in maximum simulated likelihood V Hajivassiliou Simulation-Based inference in econometrics: Methods and Applications, 71-99, 2000 | 108 | 2000 |
A simulation estimation analysis of the external debt crises of developing countries VA Hajivassiliou Journal of applied econometrics 9 (2), 109-131, 1994 | 108 | 1994 |
Smooth simulation estimation of panel data LDV models V Hajivassiliou Department of Economics, Yale University, 1990 | 84 | 1990 |
Do the secondary markets believe in life after debt? V Hajivassiliou Dealing with the debt crisis, 276-291, 1989 | 77 | 1989 |
Financing constraints and a firm's decision and ability to innovate: establishing direct and reverse effects V Hajivassiliou, F Savignac Banque de France Working Paper, 2008 | 64 | 2008 |
Advances in random utility models report of the workshop on advances in random utility models duke invitational symposium on choice modeling behavior JL Horowitz, D Bolduc, S Divakar, J Geweke, F Gönül, V Hajivassiliou, ... Marketing Letters 5, 311-322, 1994 | 55 | 1994 |
Unemployment and liquidity constraints VA Hajivassiliou, YM Ioannides Journal of Applied Econometrics 22 (3), 479-510, 2007 | 37 | 2007 |
Novel Approaches to Coherency Conditions in LDV Models with an Application to Interactions between Financing Constraints and a Firm’s Decision and Ability to Innovate V Hajivassiliou, F Savignac LSE discussion papers 36, 2011 | 24 | 2011 |
Testing game-theoretic models of price-fixing behaviour VA Hajivassiliou | 24 | 1990 |
Bimodal t-ratios PCB Phillips, VA Hajivassiliou | 24 | 1987 |
Simulating normal rectangle probabilities and their derivatives: Effects of vectorization VA Hajivassiliou The International Journal of Supercomputing Applications 7 (3), 231-253, 1993 | 23 | 1993 |
Two misspecification tests for the simple switching regressions disequilibrium model VA Hajivassiliou Economics Letters 22 (4), 343-348, 1986 | 22 | 1986 |