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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://www.econbiz.de/10012491629
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Quel mode de financement pour les jeunes entreprises innovantes : financement interne, prêt bancaire, ou capital-risque?
Savignac, Frédérique - In: Revue économique : revue bimestrielle 58 (2007) 4, pp. 863-889
Persistent link: https://www.econbiz.de/10003503032
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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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[Rezension von: Cheng, Hsiao, Analysis of panel data]
Hajivassiliou, Vassilis Argyrou - In: Journal of economic literature 26 (1988) 4, pp. 1761-1763
Persistent link: https://www.econbiz.de/10001343443
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The method of simulated scores for the estimation of LDV models
Hajivassiliou, Vassilis Argyrou - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 4, pp. 863-896
Persistent link: https://www.econbiz.de/10001246052
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Classical estimation methods for LDV models using simulation
Hajivassiliou, Vassilis Argyrou; Ruud, Paul Arthur - 1994
Persistent link: https://www.econbiz.de/10001327606
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A simulation estimation analysis of the external debt crises of developing countries
Hajivassiliou, Vassilis Argyrou - In: Journal of applied econometrics 9 (1994) 2, pp. 109-131
Persistent link: https://www.econbiz.de/10001162517
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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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Duality and liquidity constraints under uncertainty
Hajivassiliou, Vassilis Argyrou - In: Journal of economic dynamics & control 20 (1996) 6, pp. 1177-1192
Persistent link: https://www.econbiz.de/10001200761
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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