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Smooth unbiased multivariate probability simulators for maximum likehood estimation of limited dependent variable models
Börsch-Supan, Axel; Hajivassiliou, Vassilis Argyrou - 1990
Persistent link: https://www.econbiz.de/10000824060
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Analyzing the determinants of the external debt repayments problems of LDC'S : econometric modelling using a panel set of data
Hajivassiliou, Vassilis Argyrou - 1985
Persistent link: https://www.econbiz.de/10000698002
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Testing game-theoretic models of price fixing behaviour
Hajivassiliou, Vassilis Argyrou - 1997
Persistent link: https://www.econbiz.de/10000960664
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Financing constraints and a firm's decision and ability to innovate : establishing direct and reverse effects
Hajivassiliou, Vassilis Argyrou (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003796580
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Bimodal t-ratios : the impact of thick tails on inference
Fiorio, Carlo V.; Hajivassiliou, Vassilis Argyrou; … - In: The econometrics journal 13 (2010) 2, pp. 271-289
Persistent link: https://www.econbiz.de/10003978526
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Financing constraints and a firm's decision and ability to innovate : establishing direct and reverse effects
Hajivassiliou, Vassilis Argyrou (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003549983
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Health, children, and elderly living arrangements : a multiperiod-multinomial probit model with unobserved heterogeneity and autocorrelated errors
Börsch-Supan, Axel; Hajivassiliou, Vassilis Argyrou; … - In: Topics in the economics of aging : [papers presented at …, (pp. 79-104). 1992
Persistent link: https://www.econbiz.de/10001281666
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Some practical issues in maximum simulated likelihood
Hajivassiliou, Vassilis Argyrou - 1997
Persistent link: https://www.econbiz.de/10000978038
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Simulation of multivariate normal rectangle probabilities and their derivatives : theoretical and computational results
Hajivassiliou, Vassilis Argyrou - In: Journal of econometrics 72 (1996) 1, pp. 85-134
Persistent link: https://www.econbiz.de/10001198022
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Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models
Börsch-Supan, Axel - In: Journal of econometrics 58 (1993) 3, pp. 347-368
Persistent link: https://www.econbiz.de/10001149096