Vassilis Hajivassiliou -- Short Bio

PERSONAL

info last updated: mar 2009

1985 Ph.D., Economics, Massachusetts Institute of Technology
- Thesis Title: Disequilibrium Modelling in Economics and Related Limited Dependent Variables Models
- Thesis Advisors: Daniel McFadden, Jerry Hausman, Stanley Fischer
1981 M.Sc., Economics, London School of Economics, University of London
1980 B.Sc., Economics, London School of Economics, University of London

May 2007 - present	Financial Markets Group Research Associate, London School of Economics
July 1996 - present	Reader in Economics, London School of Economics
April 1995 - June 1997	Research Scholar, Cowles Foundation, Yale University
September 1994 - June 1996	Visiting Associate Professor of Economics, Columbia University
July 1991 - June 1995	Associate Professor of Economics, Yale University
July 1985 - June 1991	Assistant Professor of Economics, Yale University
Fall 1983	Teaching Assistant, M.I.T.

info last updated: mar 2009

Unemployment and Liquidity Constraints (with Yannis M. Ioannides), Journal of Applied Econometrics, vol. 22(3), pp.479-510 (April/May).
Computational Methods in Econometrics), The New Palgrave Dictionary in Economics, 2007, to appear.
Topics in the Econometric Analysis of Panel Data, pp.1-262. London: Oxford University Press. 2007, to appear.
Simulation-Based Inference and Diagnostic Tests: Some Practical Issues, in Simulation-Based Inference in Econometrics: Methods and Applications, R. Mariano, M. Weeks, and T. Shuermann, (eds.), March 1999. New York: Cambridge University Press.
The Method of Simulated Scores for the Estimation of LDV Models (with Daniel McFadden). Econometrica, July 1998, Vol.66(4), pp.863-896.
Simulation of Multivariate Normal Rectangle Probabilities and Derivatives: Theoretical and Computational Results (with Daniel L. McFadden and Paul A. Ruud), Journal of Econometrics, Vol.72(1&2), 1996, pp.85--134.

info last updated: mar 2008

``Deterministic Simulators for Limited Dependent Variables Models: Sobol Numbers and Faure Sequences'' (with John Rust).
``The Use of Antithetics in Rectangle Probability Simulators'' (with Donald Andrews).
``The Performance of Simulators for Multivariate Normal Rectangle Probabilities on Massively Parallel Computers.''
``Parallel Processing for a Poor Researcher: Distributing the Computation of Econometric Estimators Across a Network of Workstations Using LINDA-Fortran.''
``Calculating Econometric Estimators that Require Optimization of Non-Differentiable, Discontinuous, or Multi-Peaked Functions.''
``Classical and Bayesian Simulation Estimation of LDV Models Using Gibbs Resampling'' (with Peter Rossi).
An Efficient Simulation Method for Conditional Probabilities and Moments Based on Gibbs Resampling.
Dynamic Switching Regression Models of the Euler Equation: Consumption and Liquidity Constraints (with Yannis M. Ioannides).
Dynamic Switching Regression Models of the Euler Equation with Imperfect Regime Classification (with Yannis M. Ioannides).
Temporal Dependence in Limited Dependent Variable Models and Distributional Assumptions.
The Use of Personal Computer Graphics in the Teaching of Asymptotic Theory
Bias Corrected MLE for Count Data Models: An Application to the Foreign Investment Siting Choice (with M.J. Ferrantino)
Semi-Parametric Approaches to the Problem of Initial Conditions in LDV Models for Panel Data.