Vassilis A. Hajivassiliou

Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results

Vassilis A. Hajivassiliou, Daniel McFadden, Paul A. Ruud · Journal of Econometrics · 1996 · 470 citations · Full text

Natural Sciences, Mathematics, Probability Theory +12

Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models

Axel Börsch‐Supan, Vassilis A. Hajivassiliou · Journal of Econometrics · 1993 · 467 citations

Business, Biostatistics, Econometrics +10

The Method of Simulated Scores for the Estimation of LDV Models

Vassilis A. Hajivassiliou, Daniel McFadden · Econometrica · 1998 · 310 citations

Business, Biostatistics, Econometrics +16

CLASSICAL ESTIMATION METHODS FOR LDV MODELS USING SIMULATION

Vassilis A. Hajivassiliou, Paul A. Ruud · London School of Economics and Political Science Research Online (London School of Economics and Political Science) · 1993 · 229 citations

Social Sciences, Economics, Econometrics +9

The external debt repayments problems of LDC's

Vassilis A. Hajivassiliou · Journal of Econometrics · 1987 · 109 citations

Business, Finance, Macroeconomics +4