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 44 3 4 13 152
A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels 0 0 2 15 2 2 9 50
A Linear Estimator for FactorAugmented Fixed-T Panels with Endogenous Regressors 0 0 1 29 2 5 7 36
A Simple Estimator for Short Panels with Common Factors 0 0 0 66 2 2 6 94
A Simple Estimator for Short Panels with Common Factors 1 1 1 21 2 3 4 86
A method for evaluating the rank condition for CCE estimators 0 0 0 4 2 3 6 20
A method for evaluating the rank condition for CCE estimators 0 0 0 35 0 3 4 73
An Incidental Parameters Free Inference Approach for Panels with Common Shocks 0 0 0 23 0 7 11 25
Celebrating 40 Years of Panel Data Analysis: Past, Present and Future 0 0 0 77 2 5 9 113
Crime and Punishment Revisited 0 0 0 116 1 4 5 308
Crime, Deterrence and Punishment Revisited 0 0 1 75 4 6 12 247
Cross-sectional Dependence in Panel Data Analysis 0 1 5 849 5 17 27 2,278
Dynamic Panel Data Models 7 10 21 644 20 30 56 1,335
Essays in Honor of Professor Badi H Baltagi: Editorial 0 0 1 10 0 3 5 42
Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors 0 0 1 61 0 2 6 102
Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors 0 0 0 14 2 6 7 63
GMM Estimation of Short Dynamic Panel Data Models With Error Cross-Sectional Dependence 0 1 5 239 0 1 9 647
GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels 0 0 0 109 2 2 4 190
Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach 0 0 3 3 4 6 13 13
Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach 0 2 5 5 1 4 8 8
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects 0 0 5 5 2 3 7 7
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects 0 3 24 24 2 13 24 24
IV Estimation of Panels with Factor Residuals 0 0 0 139 5 8 8 300
IV Estimation of Panels with Factor Residuals 0 0 0 65 0 3 4 139
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude 0 0 2 33 2 7 10 74
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk 0 1 1 44 1 2 2 45
Identification and Estimation of Differentiated Products Models 0 0 0 27 2 2 4 72
Identification and Estimation of Differentiated Products Models using Cost Data 0 0 0 11 0 2 3 59
Improved Tests for Granger Non-Causality in Panel Data 0 0 0 58 3 3 10 93
Improved Tests for Granger Non-Causality in Panel Data 0 2 7 73 15 21 52 275
Improved Tests for Granger Non-Causality in Panel Data 0 0 1 7 3 5 9 29
Improved tests for Granger noncausality in panel data 0 1 4 39 3 5 14 77
Instrument-free Identifcation and Estimation of the Diferentiated Products Models 0 0 0 1 1 2 3 43
Instrument-free Identification And Estimation Of Differentiated Products Models 0 0 0 104 2 3 6 137
Instrument-free Identification and Estimation of Differentiated Products Models 0 0 0 19 1 1 2 31
Instrument-free Identification and Estimation of Differentiated Products Models 0 0 0 1 0 0 0 2
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 25 0 1 1 52
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 47 3 7 8 78
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 70 4 9 10 37
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence 0 0 0 205 3 7 8 430
Instrumental variable estimation of large-T panel data models with common factors 0 0 0 18 1 4 5 76
Instrumental-variable estimation of large-T panel-data models with common factors 0 1 2 19 3 6 24 88
Online Supplement to An Incidental Parameters Free Inference Approach for Panels with Common Shocks 0 0 0 14 0 2 3 18
Residual Income Valuation and Stock Returns: Evidence from a Value-to-Price Investment Strategy 0 1 11 11 4 7 18 18
Spatial dynamic panel data models with interactive effects 3 11 11 11 7 22 22 22
Testing for a Structural Break in Dynamic Panel Data Models with Common Factors 0 0 1 106 1 2 3 170
To Pool or Not to Pool: A Partially Heterogeneous Framework 0 0 0 63 2 4 4 153
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 0 0 24 1 2 4 34
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 1 1 5 73 2 8 21 126
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 0 2 21 0 4 19 116
Total Working Papers 12 36 124 3,796 127 280 529 8,707
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 2 1 3 9 21
A Partially Heterogeneous Framework for Analyzing Panel Data 0 0 7 43 4 5 13 131
A homogeneous approach to testing for Granger non-causality in heterogeneous panels 3 8 35 193 14 29 106 633
A method to evaluate the rank condition for CCE estimators 0 1 1 1 1 4 6 7
A new structural break test for panels with common factors 0 1 2 10 0 3 4 24
A test of cross section dependence for a linear dynamic panel model with regressors 0 0 3 412 3 5 20 1,058
An Econometric Assessment of Pricing Sydney’s Residential Water Use 0 0 0 26 2 2 3 90
An incidental parameters free inference approach for panels with common shocks 0 0 1 8 2 4 9 25
Crime, deterrence and punishment revisited 0 0 3 15 1 9 26 134
Cross-Sectional Dependence in Panel Data Analysis 0 4 8 313 1 9 18 771
Does persistence in idiosyncratic risk proxy return-reversals? 0 0 2 11 0 2 5 69
Dynamic Budgetary Adjustments in the Australian State Government Finance Sector: An Econometric Approach 0 0 0 36 0 3 4 171
Essays in honor of Professor Badi H Baltagi 0 0 0 5 1 2 3 16
Fixed T dynamic panel data estimators with multifactor errors 0 0 0 8 1 4 7 39
IV estimation of panels with factor residuals 0 0 0 48 0 3 5 151
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk 1 1 2 3 3 6 7 17
Improved tests for Granger noncausality in panel data 0 0 1 6 0 3 7 29
Instrument-free identification and estimation of differentiated products models using cost data 0 0 0 8 1 2 5 24
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure 0 0 5 58 2 4 21 171
Instrumental-variable estimation of large-T panel-data models with common factors 0 1 3 13 0 1 10 39
Neighbourhood GMM estimation of dynamic panel data models 0 0 0 17 1 2 3 65
New results on asymptotic properties of likelihood estimators with persistent data for small and large T 0 0 0 0 2 3 5 7
On the impact of error cross-sectional dependence in short dynamic panel estimation 0 0 0 117 1 5 9 363
Regression clustering for panel-data models with fixed effects 0 0 0 115 2 2 4 315
Testing for cross-sectional dependence in panel-data models 2 10 35 1,186 17 44 138 3,552
Two-stage instrumental variable estimation of linear panel data models with interactive effects 0 0 0 4 1 4 7 16
Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels 0 0 0 4 0 2 2 22
Total Journal Articles 6 26 109 2,662 61 165 456 7,960

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 11 36 3,050 21 84 227 10,311
XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data 6 17 45 329 18 81 200 1,419
XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models 0 2 7 51 9 53 101 412
XTREGCLUSTER: Stata module to estimate partially heterogeneous linear panel data with fixed effects 0 0 10 154 8 41 91 774
Total Software Items 9 30 98 3,584 56 259 619 12,916

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Statistics updated 2026-01-09