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 1 2 14 0 2 6 45
A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels 1 1 2 44 1 3 10 145
A Linear Estimator for FactorAugmented Fixed-T Panels with Endogenous Regressors 0 0 1 29 0 1 2 31
A Simple Estimator for Short Panels with Common Factors 0 0 0 66 1 1 4 91
A Simple Estimator for Short Panels with Common Factors 0 0 0 20 0 0 1 83
A method for evaluating the rank condition for CCE estimators 0 0 0 4 1 1 3 17
A method for evaluating the rank condition for CCE estimators 0 0 0 35 0 1 2 70
An Incidental Parameters Free Inference Approach for Panels with Common Shocks 0 0 0 23 0 0 2 16
Celebrating 40 Years of Panel Data Analysis: Past, Present and Future 0 0 0 77 0 1 4 107
Crime and Punishment Revisited 0 0 1 116 0 1 3 304
Crime, Deterrence and Punishment Revisited 0 0 1 74 1 3 8 240
Cross-sectional Dependence in Panel Data Analysis 0 3 6 848 1 5 11 2,258
Dynamic Panel Data Models 1 3 27 631 2 12 55 1,300
Essays in Honor of Professor Badi H Baltagi: Editorial 0 0 1 10 0 0 3 39
Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors 0 0 0 14 0 0 1 57
Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors 0 1 1 61 0 1 2 98
GMM Estimation of Short Dynamic Panel Data Models With Error Cross-Sectional Dependence 0 2 5 238 0 3 11 646
GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels 0 0 0 109 0 0 3 188
IV Estimation of Panels with Factor Residuals 0 0 0 65 0 0 1 135
IV Estimation of Panels with Factor Residuals 0 0 0 139 0 0 1 292
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude 0 1 2 33 0 1 3 67
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk 0 0 0 43 0 0 1 43
Identification and Estimation of Differentiated Products Models 0 0 0 27 1 1 5 69
Identification and Estimation of Differentiated Products Models using Cost Data 0 0 1 11 0 0 2 57
Improved Tests for Granger Non-Causality in Panel Data 0 0 1 7 0 0 4 24
Improved Tests for Granger Non-Causality in Panel Data 0 0 1 58 1 3 10 87
Improved Tests for Granger Non-Causality in Panel Data 0 1 12 70 3 7 47 246
Improved tests for Granger noncausality in panel data 1 1 5 38 2 6 16 72
Instrument-free Identifcation and Estimation of the Diferentiated Products Models 0 0 0 1 0 1 1 41
Instrument-free Identification And Estimation Of Differentiated Products Models 0 0 0 104 1 1 1 132
Instrument-free Identification and Estimation of Differentiated Products Models 0 0 0 19 0 0 1 30
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 47 0 0 1 71
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 25 0 0 0 51
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence 0 0 0 205 1 1 2 423
Instrumental variable estimation of large-T panel data models with common factors 0 0 0 18 0 0 1 72
Instrumental-variable estimation of large-T panel-data models with common factors 1 1 5 18 2 11 27 80
Online Supplement to An Incidental Parameters Free Inference Approach for Panels with Common Shocks 0 0 0 14 0 0 1 16
Testing for a Structural Break in Dynamic Panel Data Models with Common Factors 0 0 1 106 0 0 1 168
To Pool or Not to Pool: A Partially Heterogeneous Framework 0 0 0 63 0 0 1 149
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 0 2 20 2 2 24 110
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 0 0 24 0 0 5 32
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 1 1 4 70 1 3 13 112
Total Working Papers 5 16 81 3,638 21 72 300 8,314
2 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 1 1 2 2 1 1 6 17
A Partially Heterogeneous Framework for Analyzing Panel Data 0 2 12 43 0 2 17 126
A homogeneous approach to testing for Granger non-causality in heterogeneous panels 1 7 25 174 12 30 88 584
A method to evaluate the rank condition for CCE estimators 0 0 0 0 0 0 3 3
A new structural break test for panels with common factors 1 1 1 9 1 1 1 21
A test of cross section dependence for a linear dynamic panel model with regressors 0 0 4 412 2 5 20 1,052
An Econometric Assessment of Pricing Sydney’s Residential Water Use 0 0 0 26 0 0 3 88
An incidental parameters free inference approach for panels with common shocks 0 1 3 8 0 3 6 20
Crime, deterrence and punishment revisited 0 1 2 14 2 9 21 123
Cross-Sectional Dependence in Panel Data Analysis 0 0 6 309 0 1 21 760
Does persistence in idiosyncratic risk proxy return-reversals? 0 1 2 11 0 1 4 67
Dynamic Budgetary Adjustments in the Australian State Government Finance Sector: An Econometric Approach 0 0 0 36 1 1 1 168
Essays in honor of Professor Badi H Baltagi 0 0 0 5 0 0 1 14
Fixed T dynamic panel data estimators with multifactor errors 0 0 0 8 1 2 5 35
IV estimation of panels with factor residuals 0 0 0 48 1 1 3 148
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk 0 0 1 2 0 0 2 11
Improved tests for Granger noncausality in panel data 0 0 1 6 1 1 9 26
Instrument-free identification and estimation of differentiated products models using cost data 0 0 0 8 2 2 4 22
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure 1 2 6 57 2 6 16 163
Instrumental-variable estimation of large-T panel-data models with common factors 0 0 5 12 0 4 16 38
Neighbourhood GMM estimation of dynamic panel data models 0 0 0 17 1 1 2 63
New results on asymptotic properties of likelihood estimators with persistent data for small and large T 0 0 0 0 0 0 2 3
On the impact of error cross-sectional dependence in short dynamic panel estimation 0 0 0 117 1 1 6 358
Regression clustering for panel-data models with fixed effects 0 0 0 115 0 1 2 312
Testing for cross-sectional dependence in panel-data models 1 9 36 1,171 13 45 126 3,489
Two-stage instrumental variable estimation of linear panel data models with interactive effects 0 0 1 4 0 1 4 11
Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels 0 0 0 4 0 0 0 20
Total Journal Articles 5 25 107 2,618 41 119 389 7,742

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 4 9 44 3,033 14 36 201 10,191
XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data 3 6 41 303 15 35 166 1,304
XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models 0 0 10 48 4 8 56 342
XTREGCLUSTER: Stata module to estimate partially heterogeneous linear panel data with fixed effects 0 3 10 152 5 14 52 718
Total Software Items 7 18 105 3,536 38 93 475 12,555

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Statistics updated 2025-08-05