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 1 1 5 43 1 1 12 142
A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels 0 0 1 13 2 2 5 43
A Linear Estimator for FactorAugmented Fixed-T Panels with Endogenous Regressors 0 1 1 29 0 1 1 30
A Simple Estimator for Short Panels with Common Factors 0 0 0 66 0 1 3 90
A Simple Estimator for Short Panels with Common Factors 0 0 0 20 0 0 2 83
A method for evaluating the rank condition for CCE estimators 0 0 0 4 1 2 4 16
A method for evaluating the rank condition for CCE estimators 0 0 1 35 0 0 4 69
An Incidental Parameters Free Inference Approach for Panels with Common Shocks 0 0 0 23 1 2 2 16
Celebrating 40 Years of Panel Data Analysis: Past, Present and Future 0 0 1 77 0 2 5 106
Crime and Punishment Revisited 0 0 1 116 0 0 5 303
Crime, Deterrence and Punishment Revisited 0 0 1 74 1 1 6 237
Cross-sectional Dependence in Panel Data Analysis 0 1 3 845 1 2 10 2,253
Dynamic Panel Data Models 1 3 40 628 3 6 80 1,288
Essays in Honor of Professor Badi H Baltagi: Editorial 0 1 1 10 1 2 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 0 0 60 0 0 2 97
GMM Estimation of Short Dynamic Panel Data Models With Error Cross-Sectional Dependence 0 1 3 236 0 3 10 643
GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels 0 0 0 109 0 2 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 0 1 32 0 1 2 66
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 0 0 4 68
Identification and Estimation of Differentiated Products Models using Cost Data 0 0 2 11 0 1 3 57
Improved Tests for Granger Non-Causality in Panel Data 0 0 1 58 1 1 9 84
Improved Tests for Granger Non-Causality in Panel Data 1 2 14 69 5 11 52 239
Improved Tests for Granger Non-Causality in Panel Data 0 1 2 7 0 3 5 24
Improved tests for Granger noncausality in panel data 1 2 6 37 2 3 14 66
Instrument-free Identifcation and Estimation of the Diferentiated Products Models 0 0 0 1 0 0 0 40
Instrument-free Identification And Estimation Of Differentiated Products Models 0 0 0 104 0 0 1 131
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 25 0 0 0 51
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 47 0 1 1 71
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence 0 0 0 205 0 0 1 422
Instrumental variable estimation of large-T panel data models with common factors 0 0 0 18 0 1 2 72
Instrumental-variable estimation of large-T panel-data models with common factors 0 0 6 17 1 3 24 69
Online Supplement to An Incidental Parameters Free Inference Approach for Panels with Common Shocks 0 0 0 14 1 1 1 16
Testing for a Structural Break in Dynamic Panel Data Models with Common Factors 0 1 1 106 0 1 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 1 1 2 20 4 7 24 108
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 1 3 69 1 4 10 109
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 0 1 24 2 2 6 32
Total Working Papers 5 16 97 3,622 28 67 323 8,242
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 0 0 1 1 1 1 5 16
A Partially Heterogeneous Framework for Analyzing Panel Data 0 4 12 41 0 4 18 124
A homogeneous approach to testing for Granger non-causality in heterogeneous panels 3 6 29 167 4 18 97 554
A method to evaluate the rank condition for CCE estimators 0 0 0 0 0 2 3 3
A new structural break test for panels with common factors 0 0 1 8 0 0 1 20
A test of cross section dependence for a linear dynamic panel model with regressors 1 1 5 412 2 4 19 1,047
An Econometric Assessment of Pricing Sydney’s Residential Water Use 0 0 0 26 1 1 4 88
An incidental parameters free inference approach for panels with common shocks 0 0 2 7 0 1 4 17
Crime, deterrence and punishment revisited 0 1 3 13 1 4 18 114
Cross-Sectional Dependence in Panel Data Analysis 0 1 12 309 0 2 36 759
Does persistence in idiosyncratic risk proxy return-reversals? 1 1 1 10 1 1 4 66
Dynamic Budgetary Adjustments in the Australian State Government Finance Sector: An Econometric Approach 0 0 0 36 0 0 0 167
Essays in honor of Professor Badi H Baltagi 0 0 0 5 1 1 1 14
Fixed T dynamic panel data estimators with multifactor errors 0 0 0 8 0 0 3 33
IV estimation of panels with factor residuals 0 0 1 48 0 1 3 147
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk 1 1 1 2 1 1 2 11
Improved tests for Granger noncausality in panel data 0 1 1 6 0 3 9 25
Instrument-free identification and estimation of differentiated products models using cost data 0 0 0 8 0 0 3 20
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure 1 2 8 55 2 5 18 157
Instrumental-variable estimation of large-T panel-data models with common factors 0 1 5 12 2 4 15 34
Neighbourhood GMM estimation of dynamic panel data models 0 0 0 17 0 0 1 62
New results on asymptotic properties of likelihood estimators with persistent data for small and large T 0 0 0 0 0 1 3 3
On the impact of error cross-sectional dependence in short dynamic panel estimation 0 0 0 117 0 3 6 357
Regression clustering for panel-data models with fixed effects 0 0 0 115 0 0 1 311
Testing for cross-sectional dependence in panel-data models 4 7 34 1,162 12 23 120 3,444
Two-stage instrumental variable estimation of linear panel data models with interactive effects 0 0 1 4 1 1 4 10
Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels 0 0 0 4 0 0 0 20
Total Journal Articles 11 26 117 2,593 29 81 398 7,623

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 1 9 48 3,024 14 58 246 10,155
XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data 4 9 52 297 14 38 194 1,269
XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models 0 1 12 48 4 15 62 334
XTREGCLUSTER: Stata module to estimate partially heterogeneous linear panel data with fixed effects 1 2 11 149 5 15 49 704
Total Software Items 6 21 123 3,518 37 126 551 12,462

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Statistics updated 2025-05-12