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Details about Vasilis Sarafidis

E-mail:
Homepage:https://sites.google.com/view/vsarafidis
Workplace:Institutt for samfunnsøkonomi (Department of Economics), BI Handelshøyskolen (BI Norwegian Business School), (more information at EDIRC)

Access statistics for papers by Vasilis Sarafidis.

Last updated 2021-04-19. Update your information in the RePEc Author Service.

Short-id: psa786


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Working Papers

2021

  1. A method for evaluating the rank condition for CCE estimators
    Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration Downloads
  2. Improved Tests for Granger Non-Causality in Panel Data
    MPRA Paper, University Library of Munich, Germany Downloads

2020

  1. A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2020) Downloads

    See also Journal Article in Empirical Economics (2021)
  2. A Linear Estimator for FactorAugmented Fixed-T Panels with Endogenous Regressors
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (11)
  3. An Incidental Parameters Free Inference Approach for Panels with Common Shocks
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Celebrating 40 Years of Panel Data Analysis: Past, Present and Future
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (8)
  5. Essays in Honor of Professor Badi H Baltagi: Editorial
    MPRA Paper, University Library of Munich, Germany Downloads
  6. IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (2)
  7. IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  8. Identification and Estimation of Differentiated Products Models using Cost Data
    Working Papers, Department of Economics, City University London Downloads
  9. Online Supplement to An Incidental Parameters Free Inference Approach for Panels with Common Shocks
    MPRA Paper, University Library of Munich, Germany Downloads
  10. Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in ISER Discussion Paper, Institute of Social and Economic Research, Osaka University (2020) Downloads View citations (1)

2019

  1. A New Structural Break Test for Panels with Common Factors
    Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University Downloads View citations (1)
    See also Journal Article in Econometrics Journal (2020)
  2. Identification and Estimation of Differentiated Products Models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  3. Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure
    ISER Discussion Paper, Institute of Social and Economic Research, Osaka University Downloads View citations (1)
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2019) Downloads View citations (1)

    See also Journal Article in Journal of Econometrics (2021)

2016

  1. Crime, Deterrence and Punishment Revisited
    UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics Downloads
    See also Journal Article in Empirical Economics (2020)

2015

  1. A Simple Estimator for Short Panels with Common Factors
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics (2015) Downloads
  2. Instrument-free Identifcation and Estimation of the Diferentiated Products Models
    Department of Economics - Working Papers Series, The University of Melbourne Downloads
    Also in Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney (2015) Downloads
    Working Paper, Economics Department, Queen's University (2015) Downloads View citations (1)
  3. Testing for a Structural Break in Dynamic Panel Data Models with Common Factors
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads

2014

  1. Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
    Also in UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics (2014) Downloads View citations (1)

    See also Journal Article in Econometric Reviews (2018)
  2. GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)

2013

  1. Dynamic Panel Data Models
    UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics Downloads View citations (28)
  2. IV Estimation of Panels with Factor Residuals
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (4)
    Also in MPRA Paper, University Library of Munich, Germany (2010) Downloads View citations (10)

    See also Journal Article in Journal of Econometrics (2015)

2011

  1. Crime and Punishment Revisited
    MPRA Paper, University Library of Munich, Germany Downloads View citations (7)

2010

  1. Cross-sectional Dependence in Panel Data Analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (23)
    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 (6)

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 (10)
  2. To Pool or Not to Pool: A Partially Heterogeneous Framework
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)

Journal Articles

2021

  1. A homogeneous approach to testing for Granger non-causality in heterogeneous panels
    Empirical Economics, 2021, 60, (1), 93-112 Downloads View citations (2)
    See also Working Paper (2020)
  2. Essays in honor of Professor Badi H Baltagi
    Empirical Economics, 2021, 60, (1), 1-11 Downloads
  3. Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
    Journal of Econometrics, 2021, 220, (2), 416-446 Downloads
    See also Working Paper (2019)

2020

  1. A new structural break test for panels with common factors
    (Panel data models with multiple time-varying individual effects)
    Econometrics Journal, 2020, 23, (1), 137-155 Downloads View citations (1)
    See also Working Paper (2019)
  2. Crime, deterrence and punishment revisited
    Empirical Economics, 2020, 59, (5), 2303-2333 Downloads
    See also Working Paper (2016)

2018

  1. Fixed T dynamic panel data estimators with multifactor errors
    Econometric Reviews, 2018, 37, (8), 893-929 Downloads View citations (3)
    See also Working Paper (2014)
  2. Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels
    Journal of Business & Economic Statistics, 2018, 36, (3), 493-504 Downloads View citations (4)

2017

  1. Does persistence in idiosyncratic risk proxy return-reversals?
    Journal of Banking and Financial Economics, 2017, 2, (8), 27-53 Downloads
  2. Regression clustering for panel-data models with fixed effects
    Stata Journal, 2017, 17, (2), 314-329 Downloads View citations (3)

2016

  1. Neighbourhood GMM estimation of dynamic panel data models
    Computational Statistics & Data Analysis, 2016, 100, (C), 526-544 Downloads View citations (1)

2015

  1. A Partially Heterogeneous Framework for Analyzing Panel Data
    Oxford Bulletin of Economics and Statistics, 2015, 77, (2), 274-296 Downloads View citations (17)
  2. IV estimation of panels with factor residuals
    Journal of Econometrics, 2015, 185, (2), 526-541 Downloads View citations (27)
    See also Working Paper (2013)

2012

  1. An Econometric Assessment of Pricing Sydney’s Residential Water Use
    The Economic Record, 2012, 88, (280), 89-105 Downloads View citations (4)
  2. Cross-Sectional Dependence in Panel Data Analysis
    Econometric Reviews, 2012, 31, (5), 483-531 Downloads View citations (122)
    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 (102)
  2. On the impact of error cross-sectional dependence in short dynamic panel estimation
    Econometrics Journal, 2009, 12, (1), 62-81 Downloads View citations (69)

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 (259)

Software Items

2021

  1. XTGRANGER: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data
    Statistical Software Components, Boston College Department of Economics Downloads
  2. XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models
    Statistical Software Components, Boston College Department of Economics Downloads

2016

  1. XTREGCLUSTER: Stata module to estimate partially heterogeneous linear panel data with fixed effects
    Statistical Software Components, Boston College Department of Economics Downloads

2007

  1. XTCSD: Stata module to test for cross-sectional dependence in panel data models
    Statistical Software Components, Boston College Department of Economics Downloads
 
Page updated 2021-05-04