Search Results - subject:"Dynamic Limited Dependent Variable Models"

Simultaneously Incomplete and Incoherent (SII) dynamic LDV models : with an application to financing constraints and firms' decision to innovate

Hajivassiliou, Vassilis Argyrou; Savignac, Frédérique - In: Journal of econometrics 238 (2024) 1, pp. 1-21

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015073781

Novel approaches to coherency conditions in dynamic LDV models : quantifying financing constraints and a firm's decision and ability to innovate

Hajivassiliou, Vassilis Argyrou; Savignac, Frédérique - 2019

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012491629

Macroeconomic Shocks in an Aggregative Disequilibrium Model

Hajivassiliou - Cowles Foundation for Research in Economics, Yale University - 1993

In this paper, I first show how aggregation over submarkets that exhibit varying degrees of disequilibrium can provide a foundation to the classic "short-side" disequilibrium econometric model of Fair and Jaffee [11]. I then introduce explicit randomness in the aggregative model as arising from...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005593610