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Details about Vasilis Sarafidis

E-mail:
Homepage:http://www.buseco.monash.edu.au/about/staff/profile.php?cn=vasilis-sarafidis
Workplace:Department of Econometrics and Business Statistics, Monash Business School, Monash University, (more information at EDIRC)

Access statistics for papers by Vasilis Sarafidis.

Last updated 2014-02-23. Update your information in the RePEc Author Service.

Short-id: psa786


Jump to Journal Articles Software Items

Working Papers

2014

  1. GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels
    MPRA Paper, University Library of Munich, Germany Downloads

2013

  1. Dynamic Panel Data Models
    UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics Downloads View citations (6)
  2. IV Estimation of Panels with Factor Residuals
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2010) Downloads View citations (6)

2011

  1. Crime and Punishment Revisited
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)

2010

  1. Cross-sectional Dependence in Panel Data Analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (12)
    See also Journal Article in Econometric Reviews (2012)
  2. Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)

2009

  1. GMM Estimation of Short Dynamic Panel Data Models With Error Cross-Sectional Dependence
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
  2. To Pool or Not to Pool: A Partially Heterogeneous Framework
    MPRA Paper, University Library of Munich, Germany Downloads

Journal Articles

2012

  1. An Econometric Assessment of Pricing Sydney’s Residential Water Use
    The Economic Record, 2012, 88, (280), 89-105 Downloads
  2. Cross-Sectional Dependence in Panel Data Analysis
    Econometric Reviews, 2012, 31, (5), 483-531 Downloads View citations (18)
    See also Working Paper (2010)

2009

  1. A test of cross section dependence for a linear dynamic panel model with regressors
    Journal of Econometrics, 2009, 148, (2), 149-161 Downloads View citations (34)
  2. On the impact of error cross-sectional dependence in short dynamic panel estimation
    Econometrics Journal, 2009, 12, (1), 62-81 Downloads View citations (24)

2007

  1. Dynamic Budgetary Adjustments in the Australian State Government Finance Sector: An Econometric Approach
    Journal of Economics and Management, 2007, 3, (2), 125-159 Downloads

2006

  1. Testing for cross-sectional dependence in panel-data models
    Stata Journal, 2006, 6, (4), 482-496 Downloads View citations (73)

Software Items

2007

  1. XTCSD: Stata module to test for cross-sectional dependence in panel data models
    Statistical Software Components, Boston College Department of Economics Downloads
 
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