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 16 0 0 17 63
A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels 0 0 1 45 0 1 15 163
A Linear Estimator for FactorAugmented Fixed-T Panels with Endogenous Regressors 0 0 0 29 0 3 16 47
A Simple Estimator for Short Panels with Common Factors 0 0 0 66 1 2 16 108
A Simple Estimator for Short Panels with Common Factors 0 0 1 21 1 2 9 92
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 3 23 93
An Incidental Parameters Free Inference Approach for Panels with Common Shocks 0 0 0 23 2 2 16 34
Celebrating 40 Years of Panel Data Analysis: Past, Present and Future 0 0 0 77 0 3 14 121
Crime and Punishment Revisited 0 0 0 116 1 1 15 319
Crime, Deterrence and Punishment Revisited 0 0 1 75 1 3 28 268
Cross-sectional Dependence in Panel Data Analysis 0 1 3 851 4 6 40 2,300
Dynamic Panel Data Models 0 1 17 650 5 8 69 1,372
Essays in Honor of Professor Badi H Baltagi: Editorial 0 0 0 10 1 2 20 59
Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors 0 0 0 14 2 3 18 75
Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors 0 0 0 61 0 0 15 113
GMM Estimation of Short Dynamic Panel Data Models With Error Cross-Sectional Dependence 0 1 2 240 3 9 30 676
GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels 0 0 0 109 1 1 15 203
Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach 0 0 0 3 1 2 29 34
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 4 4 14 17
IV Estimation of Panels with Factor Residuals 0 0 0 65 0 0 11 147
IV Estimation of Panels with Factor Residuals 0 0 0 139 0 0 13 305
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 7 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 3 73 1 1 46 295
Improved Tests for Granger Non-Causality in Panel Data 0 0 0 7 0 0 12 36
Improved Tests for Granger Non-Causality in Panel Data 0 0 0 58 0 0 15 103
Improved tests for Granger noncausality in panel data 0 0 2 40 1 2 21 93
Instrument-free Identifcation and Estimation of the Diferentiated Products Models 0 0 0 1 2 2 9 50
Instrument-free Identification And Estimation Of Differentiated Products Models 0 0 0 104 0 2 12 144
Instrument-free Identification and Estimation of Differentiated Products Models 0 0 0 1 0 0 6 8
Instrument-free Identification and Estimation of Differentiated Products Models 0 0 0 19 1 1 13 43
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 70 2 2 22 50
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 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 under Cross-sectional Dependence 0 0 0 205 1 2 17 440
Instrumental variable estimation of large-T panel data models with common factors 0 0 1 19 2 2 14 86
Instrumental-variable estimation of large-T panel-data models with common factors 0 0 1 19 2 6 24 104
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 4 4 34 45
Spatial dynamic panel data models with interactive effects 2 3 17 17 2 5 36 36
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 3 3 22 132
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 1 3 74 1 2 24 141
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 1 1 1 25 2 3 12 44
Total Working Papers 3 8 70 3,822 51 98 947 9,346
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 1 7 24 41
A Partially Heterogeneous Framework for Analyzing Panel Data 0 1 1 44 0 6 16 142
A homogeneous approach to testing for Granger non-causality in heterogeneous panels 1 2 17 201 3 14 80 678
A method to evaluate the rank condition for CCE estimators 0 0 1 1 0 2 9 12
A new structural break test for panels with common factors 0 0 2 11 0 0 17 38
A test of cross section dependence for a linear dynamic panel model with regressors 0 0 4 416 1 2 22 1,074
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 11 32
Crime, deterrence and punishment revisited 0 0 2 16 0 3 33 156
Cross-Sectional Dependence in Panel Data Analysis 0 1 7 316 3 6 35 796
Does persistence in idiosyncratic risk proxy return-reversals? 0 0 0 11 0 1 16 83
Dynamic Budgetary Adjustments in the Australian State Government Finance Sector: An Econometric Approach 0 0 0 36 0 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 0 13 48
IV estimation of panels with factor residuals 0 0 0 48 1 1 10 158
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk 0 1 2 4 2 4 20 31
Improved tests for Granger noncausality in panel data 0 0 0 6 0 1 9 35
Instrument-free identification and estimation of differentiated products models using cost data 0 0 0 8 2 3 15 37
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure 0 0 2 59 3 4 36 201
Instrumental-variable estimation of large-T panel-data models with common factors 0 0 2 14 1 3 19 57
Neighbourhood GMM estimation of dynamic panel data models 0 0 0 17 0 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 0 16 374
Regression clustering for panel-data models with fixed effects 0 1 1 116 0 3 18 330
Testing for cross-sectional dependence in panel-data models 0 1 19 1,191 2 10 110 3,608
Two-stage instrumental variable estimation of linear panel data models with interactive effects 0 1 2 6 1 2 16 27
Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels 0 0 0 4 0 0 11 31
Total Journal Articles 1 8 64 2,693 20 74 605 8,374

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 6 34 3,069 3 17 501 10,701
XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data 1 3 28 336 2 16 443 1,762
XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models 1 1 5 53 2 6 389 734
XTREGCLUSTER: Stata module to estimate partially heterogeneous linear panel data with fixed effects 0 0 2 155 1 3 376 1,097
Total Software Items 4 10 69 3,613 8 42 1,709 14,294

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Statistics updated 2026-09-10