Access Statistics for Vasilis Sarafidis

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels 0 0 2 45 1 3 20 162
A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels 0 0 3 16 0 2 20 63
A Linear Estimator for FactorAugmented Fixed-T Panels with Endogenous Regressors 0 0 0 29 1 1 13 44
A Simple Estimator for Short Panels with Common Factors 0 0 0 66 1 6 16 106
A Simple Estimator for Short Panels with Common Factors 0 0 1 21 1 1 7 90
A method for evaluating the rank condition for CCE estimators 0 0 0 4 0 5 17 33
A method for evaluating the rank condition for CCE estimators 0 0 0 35 1 8 20 90
An Incidental Parameters Free Inference Approach for Panels with Common Shocks 0 0 0 23 1 3 16 32
Celebrating 40 Years of Panel Data Analysis: Past, Present and Future 0 0 0 77 1 1 11 118
Crime and Punishment Revisited 0 0 0 116 0 3 15 318
Crime, Deterrence and Punishment Revisited 0 0 1 75 4 7 27 265
Cross-sectional Dependence in Panel Data Analysis 0 1 2 850 1 4 37 2,294
Dynamic Panel Data Models 2 2 21 649 3 17 73 1,364
Essays in Honor of Professor Badi H Baltagi: Editorial 0 0 0 10 0 2 18 57
Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors 0 0 0 14 1 6 15 72
Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors 0 0 1 61 0 3 16 113
GMM Estimation of Short Dynamic Panel Data Models With Error Cross-Sectional Dependence 0 0 1 239 4 12 21 667
GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels 0 0 0 109 2 7 14 202
Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach 0 0 3 3 0 11 32 32
Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach 0 0 5 5 0 5 17 17
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects 0 0 0 5 1 4 11 13
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects 0 2 6 27 0 7 28 38
IV Estimation of Panels with Factor Residuals 0 0 0 139 0 2 13 305
IV Estimation of Panels with Factor Residuals 0 0 0 65 0 3 12 147
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude 0 0 0 33 0 5 12 79
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk 0 0 1 44 0 7 17 60
Identification and Estimation of Differentiated Products Models 0 0 0 27 0 3 9 77
Identification and Estimation of Differentiated Products Models using Cost Data 0 0 0 11 0 7 12 69
Improved Tests for Granger Non-Causality in Panel Data 0 0 0 58 2 6 18 103
Improved Tests for Granger Non-Causality in Panel Data 0 0 0 7 2 3 12 36
Improved Tests for Granger Non-Causality in Panel Data 0 0 3 73 1 6 53 294
Improved tests for Granger noncausality in panel data 0 1 3 40 3 5 22 91
Instrument-free Identifcation and Estimation of the Diferentiated Products Models 0 0 0 1 0 2 8 48
Instrument-free Identification And Estimation Of Differentiated Products Models 0 0 0 104 1 1 11 142
Instrument-free Identification and Estimation of Differentiated Products Models 0 0 0 1 0 1 6 8
Instrument-free Identification and Estimation of Differentiated Products Models 0 0 0 19 0 5 12 42
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 47 0 2 21 92
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 70 1 2 21 48
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 25 0 0 5 56
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence 0 0 0 205 0 2 16 438
Instrumental variable estimation of large-T panel data models with common factors 0 0 1 19 0 2 12 84
Instrumental-variable estimation of large-T panel-data models with common factors 0 0 2 19 1 5 26 98
Online Supplement to An Incidental Parameters Free Inference Approach for Panels with Common Shocks 0 0 0 14 0 3 12 28
Residual Income Valuation and Stock Returns: Evidence from a Value-to-Price Investment Strategy 0 0 11 11 0 12 41 41
Spatial dynamic panel data models with interactive effects 0 2 14 14 1 5 31 31
Testing for a Structural Break in Dynamic Panel Data Models with Common Factors 0 0 0 106 0 1 4 172
To Pool or Not to Pool: A Partially Heterogeneous Framework 0 0 0 63 0 2 11 160
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 0 3 23 1 4 21 129
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 0 0 24 0 5 9 41
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 0 4 73 2 7 29 139
Total Working Papers 2 8 88 3,814 38 226 940 9,248
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors 0 0 2 3 3 5 18 34
A Partially Heterogeneous Framework for Analyzing Panel Data 0 0 1 43 0 2 11 136
A homogeneous approach to testing for Granger non-causality in heterogeneous panels 1 1 30 199 3 11 104 664
A method to evaluate the rank condition for CCE estimators 0 0 1 1 1 2 7 10
A new structural break test for panels with common factors 1 1 3 11 1 4 18 38
A test of cross section dependence for a linear dynamic panel model with regressors 1 2 4 416 2 6 22 1,072
An Econometric Assessment of Pricing Sydney’s Residential Water Use 0 0 0 26 0 0 8 96
An incidental parameters free inference approach for panels with common shocks 0 0 1 8 0 4 14 32
Crime, deterrence and punishment revisited 0 1 2 16 1 9 33 153
Cross-Sectional Dependence in Panel Data Analysis 0 1 6 315 3 13 31 790
Does persistence in idiosyncratic risk proxy return-reversals? 0 0 0 11 1 5 15 82
Dynamic Budgetary Adjustments in the Australian State Government Finance Sector: An Econometric Approach 0 0 0 36 0 2 11 178
Essays in honor of Professor Badi H Baltagi 0 0 0 5 0 5 12 26
Fixed T dynamic panel data estimators with multifactor errors 0 0 1 9 1 5 14 48
IV estimation of panels with factor residuals 0 0 0 48 1 2 10 157
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk 0 0 1 3 0 2 16 27
Improved tests for Granger noncausality in panel data 0 0 0 6 1 2 9 34
Instrument-free identification and estimation of differentiated products models using cost data 0 0 0 8 0 4 14 34
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure 0 0 3 59 3 13 38 197
Instrumental-variable estimation of large-T panel-data models with common factors 0 0 2 14 1 4 19 54
Neighbourhood GMM estimation of dynamic panel data models 0 0 0 17 0 1 8 70
New results on asymptotic properties of likelihood estimators with persistent data for small and large T 0 0 0 0 0 2 10 13
On the impact of error cross-sectional dependence in short dynamic panel estimation 0 0 0 117 1 4 17 374
Regression clustering for panel-data models with fixed effects 0 0 0 115 3 7 16 327
Testing for cross-sectional dependence in panel-data models 1 2 25 1,190 5 21 136 3,598
Two-stage instrumental variable estimation of linear panel data models with interactive effects 0 1 1 5 2 4 15 25
Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels 0 0 0 4 0 3 11 31
Total Journal Articles 4 9 83 2,685 33 142 637 8,300

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
XTCSD: Stata module to test for cross-sectional dependence in panel data models 3 8 34 3,063 11 158 514 10,684
XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data 1 3 35 333 6 123 472 1,746
XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models 1 1 4 52 5 115 392 728
XTREGCLUSTER: Stata module to estimate partially heterogeneous linear panel data with fixed effects 0 0 4 155 3 116 386 1,094
Total Software Items 5 12 77 3,603 25 512 1,764 14,252

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Statistics updated 2026-06-04