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 1 45 0 2 18 163
A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels 0 0 2 16 0 0 18 63
A Linear Estimator for FactorAugmented Fixed-T Panels with Endogenous Regressors 0 0 0 29 0 4 16 47
A Simple Estimator for Short Panels with Common Factors 0 0 1 21 0 2 8 91
A Simple Estimator for Short Panels with Common Factors 0 0 0 66 0 2 16 107
A method for evaluating the rank condition for CCE estimators 0 0 0 4 0 0 16 33
A method for evaluating the rank condition for CCE estimators 0 0 0 35 0 4 23 93
An Incidental Parameters Free Inference Approach for Panels with Common Shocks 0 0 0 23 0 1 16 32
Celebrating 40 Years of Panel Data Analysis: Past, Present and Future 0 0 0 77 0 4 14 121
Crime and Punishment Revisited 0 0 0 116 0 0 14 318
Crime, Deterrence and Punishment Revisited 0 0 1 75 0 6 27 267
Cross-sectional Dependence in Panel Data Analysis 1 1 3 851 2 3 38 2,296
Dynamic Panel Data Models 0 3 19 650 0 6 67 1,367
Essays in Honor of Professor Badi H Baltagi: Editorial 0 0 0 10 0 1 19 58
Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors 0 0 0 61 0 0 15 113
Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors 0 0 0 14 1 2 16 73
GMM Estimation of Short Dynamic Panel Data Models With Error Cross-Sectional Dependence 1 1 2 240 4 10 27 673
GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels 0 0 0 109 0 2 14 202
Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach 0 0 3 3 0 1 29 33
Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach 0 0 5 5 0 0 15 17
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects 0 0 6 27 0 0 27 38
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects 0 0 0 5 0 1 11 13
IV Estimation of Panels with Factor Residuals 0 0 0 139 0 0 13 305
IV Estimation of Panels with Factor Residuals 0 0 0 65 0 0 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 0 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 0 17 60
Identification and Estimation of Differentiated Products Models 0 0 0 27 0 0 8 77
Identification and Estimation of Differentiated Products Models using Cost Data 0 0 0 11 0 1 13 70
Improved Tests for Granger Non-Causality in Panel Data 0 0 0 7 0 2 12 36
Improved Tests for Granger Non-Causality in Panel Data 0 0 3 73 0 1 48 294
Improved Tests for Granger Non-Causality in Panel Data 0 0 0 58 0 2 16 103
Improved tests for Granger noncausality in panel data 0 0 2 40 0 4 20 92
Instrument-free Identifcation and Estimation of the Diferentiated Products Models 0 0 0 1 0 0 7 48
Instrument-free Identification And Estimation Of Differentiated Products Models 0 0 0 104 1 3 12 144
Instrument-free Identification and Estimation of Differentiated Products Models 0 0 0 19 0 0 12 42
Instrument-free Identification and Estimation of Differentiated Products Models 0 0 0 1 0 0 6 8
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 25 0 1 6 57
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 70 0 1 21 48
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 47 0 3 24 95
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence 0 0 0 205 0 1 16 439
Instrumental variable estimation of large-T panel data models with common factors 0 0 1 19 0 0 12 84
Instrumental-variable estimation of large-T panel-data models with common factors 0 0 1 19 2 5 22 102
Online Supplement to An Incidental Parameters Free Inference Approach for Panels with Common Shocks 0 0 0 14 0 0 12 28
Residual Income Valuation and Stock Returns: Evidence from a Value-to-Price Investment Strategy 0 0 1 11 0 0 30 41
Spatial dynamic panel data models with interactive effects 0 1 15 15 1 4 34 34
Testing for a Structural Break in Dynamic Panel Data Models with Common Factors 0 0 0 106 0 1 5 173
To Pool or Not to Pool: A Partially Heterogeneous Framework 0 0 0 63 0 0 11 160
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 0 3 23 0 1 19 129
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 0 0 24 0 1 10 42
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 1 4 74 0 3 28 140
Total Working Papers 2 7 74 3,819 11 85 922 9,295
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 1 3 2 9 23 40
A Partially Heterogeneous Framework for Analyzing Panel Data 1 1 1 44 2 6 16 142
A homogeneous approach to testing for Granger non-causality in heterogeneous panels 0 2 26 200 7 14 91 675
A method to evaluate the rank condition for CCE estimators 0 0 1 1 0 3 9 12
A new structural break test for panels with common factors 0 1 2 11 0 1 17 38
A test of cross section dependence for a linear dynamic panel model with regressors 0 1 4 416 0 3 21 1,073
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 0 8 0 0 12 32
Crime, deterrence and punishment revisited 0 0 2 16 1 4 33 156
Cross-Sectional Dependence in Panel Data Analysis 0 1 7 316 0 6 33 793
Does persistence in idiosyncratic risk proxy return-reversals? 0 0 0 11 0 2 16 83
Dynamic Budgetary Adjustments in the Australian State Government Finance Sector: An Econometric Approach 0 0 0 36 1 1 11 179
Essays in honor of Professor Badi H Baltagi 0 0 0 5 0 0 12 26
Fixed T dynamic panel data estimators with multifactor errors 0 0 1 9 0 1 13 48
IV estimation of panels with factor residuals 0 0 0 48 0 1 9 157
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk 1 1 2 4 2 2 18 29
Improved tests for Granger noncausality in panel data 0 0 0 6 0 2 9 35
Instrument-free identification and estimation of differentiated products models using cost data 0 0 0 8 1 1 13 35
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure 0 0 2 59 0 4 35 198
Instrumental-variable estimation of large-T panel-data models with common factors 0 0 2 14 1 3 18 56
Neighbourhood GMM estimation of dynamic panel data models 0 0 0 17 1 1 8 71
New results on asymptotic properties of likelihood estimators with persistent data for small and large T 0 0 0 0 0 0 10 13
On the impact of error cross-sectional dependence in short dynamic panel estimation 0 0 0 117 0 1 16 374
Regression clustering for panel-data models with fixed effects 1 1 1 116 2 6 18 330
Testing for cross-sectional dependence in panel-data models 0 2 20 1,191 4 13 117 3,606
Two-stage instrumental variable estimation of linear panel data models with interactive effects 1 1 2 6 1 3 15 26
Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels 0 0 0 4 0 0 11 31
Total Journal Articles 4 11 74 2,692 25 87 612 8,354

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 2 7 34 3,067 4 25 507 10,698
XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data 1 3 32 335 5 20 456 1,760
XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models 0 1 4 52 1 9 390 732
XTREGCLUSTER: Stata module to estimate partially heterogeneous linear panel data with fixed effects 0 0 3 155 0 5 378 1,096
Total Software Items 3 11 73 3,609 10 59 1,731 14,286

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Statistics updated 2026-08-07