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The method of simulated scores for the estimation of LDV models with an application to external debt crises
Hajivassiliou, Vassilis Argyrou; McFadden, Daniel - 1990 - Rev
Persistent link: https://www.econbiz.de/10000828142
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Simulation estimation methods for limited dependent variable models
Hajivassiliou, Vassilis Argyrou - 1991
Persistent link: https://www.econbiz.de/10000835833
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A note on the dual approach to the existence and characterization of optimal consumption decisions under uncertainty and liquidity constraint
Hajivassiliou, Vassilis Argyrou; Ioannides, Yannis M. - 1992
Persistent link: https://www.econbiz.de/10000839758
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Testing game-theoretic models of price-fixing behaviour
Hajivassiliou, Vassilis Argyrou - 1989
Persistent link: https://www.econbiz.de/10000788196
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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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Simulating normal rectangle probabilities and their derivatives : the effects of vectorization
Hajivassiliou, Vassilis Argyrou - 1993
Persistent link: https://www.econbiz.de/10000883179
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Classical estimation methods for LDV models using simulation
Hajivassiliou, Vassilis Argyrou; Ruud, Paul Arthur - 1993
Persistent link: https://www.econbiz.de/10000883186
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Simulation of multivariate normal orthant probabilities : theoretical and computational results
Hajivassiliou, Vassilis Argyrou; McFadden, Daniel; … - 1992
Persistent link: https://www.econbiz.de/10000843655