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 · 468 citations · Full text

Bayesian Decision Theory, Engineering, Statistical Foundation +22

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

Axel Börsch‐Supan, Vassilis A. Hajivassiliou · Journal of Econometrics · 1993 · 464 citations

Parameter Estimation, Engineering, Maximum Likelihood Estimation +6

The Method of Simulated Scores for the Estimation of LDV Models

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

Multivariate Normal Density, Engineering, Data Science +14

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

Classical Estimation Methods, Parameter Identification, Density Estimation +12

The external debt repayments problems of LDC's

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

Public Finance, External Debt, Business +2