Vassilis Hajivassiliou -- Short Bio

PERSONAL

• Married to Alice Mesnard
• Children: Ariane (born Sep06) and Alkis (born Feb08) Mesnard-Hajivassiliou
• Citizenships: Cyprus; France

EDUCATION

• 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

EMPLOYMENT

RECENT PUBLICATIONS

• 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.

WORKING PAPERS
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RESEARCH IN PROGRESS

• ``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.