Vassilis Hajivassiliou

Vassilis Hajivassiliou is an Associate Professor of Economics at the London School of Economics and Political Science, affiliated with the Department of Economics. His research interests include Applied and Theoretical Microeconometrics, Simulation-based Inference, Inference with Thick Tailed Distributions, Panel Data Analysis, Applied Corporate Finance, and Financing Constraints and Firm Behaviour. He serves as Programme Director for the MSc Econometrics and Mathematical Economics. His contact details are available via email at vassilis@econ.lse.ac.uk and his personal webpage can be accessed at https://www.lse.ac.uk/people/vassilis-hajivassiliou.

Vassilis Hajivassiliou is an Associate Professor in Economics at the London School of Economics, specializing in applied and theoretical econometrics. His research focuses on econometric methods for limited dependent variable (LDV) models, including simulation techniques for maximum likelihood estimation and the method of simulated scores. He has developed smooth unbiased multivariate probability simulators and explored simulation estimation for panel data LDV models. His work also addresses econometric analysis of creditworthiness, external debt crises, and financing constraints. Hajivassiliou's research emphasizes computational methods, simulation estimation, and econometric modeling of complex economic phenomena.