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 1 1 11 149
A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels 0 0 2 15 0 2 8 48
A Linear Estimator for FactorAugmented Fixed-T Panels with Endogenous Regressors 0 0 1 29 2 3 5 34
A Simple Estimator for Short Panels with Common Factors 0 0 0 20 0 1 2 84
A Simple Estimator for Short Panels with Common Factors 0 0 0 66 0 0 4 92
A method for evaluating the rank condition for CCE estimators 0 0 0 4 0 1 4 18
A method for evaluating the rank condition for CCE estimators 0 0 0 35 2 3 4 73
An Incidental Parameters Free Inference Approach for Panels with Common Shocks 0 0 0 23 6 7 11 25
Celebrating 40 Years of Panel Data Analysis: Past, Present and Future 0 0 0 77 3 4 7 111
Crime and Punishment Revisited 0 0 0 116 1 3 4 307
Crime, Deterrence and Punishment Revisited 0 1 1 75 0 3 8 243
Cross-sectional Dependence in Panel Data Analysis 0 1 5 849 5 13 22 2,273
Dynamic Panel Data Models 2 4 15 637 5 12 40 1,315
Essays in Honor of Professor Badi H Baltagi: Editorial 0 0 1 10 1 3 5 42
Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors 0 0 1 61 0 4 6 102
Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors 0 0 0 14 2 4 5 61
GMM Estimation of Short Dynamic Panel Data Models With Error Cross-Sectional Dependence 1 1 5 239 1 1 9 647
GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels 0 0 0 109 0 0 2 188
Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach 0 0 3 3 1 4 9 9
Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach 0 5 5 5 2 5 7 7
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects 3 3 24 24 8 11 22 22
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects 0 0 5 5 1 2 5 5
IV Estimation of Panels with Factor Residuals 0 0 0 65 2 3 4 139
IV Estimation of Panels with Factor Residuals 0 0 0 139 2 3 3 295
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude 0 0 2 33 3 5 8 72
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk 1 1 1 44 1 1 2 44
Identification and Estimation of Differentiated Products Models 0 0 0 27 0 0 2 70
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 1 3 10 73 5 11 42 260
Improved Tests for Granger Non-Causality in Panel Data 0 0 1 58 0 2 9 90
Improved Tests for Granger Non-Causality in Panel Data 0 0 1 7 2 2 6 26
Improved tests for Granger noncausality in panel data 1 1 4 39 2 2 11 74
Instrument-free Identifcation and Estimation of the Diferentiated Products Models 0 0 0 1 1 1 2 42
Instrument-free Identification And Estimation Of Differentiated Products Models 0 0 0 104 1 3 4 135
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 2 4 5 75
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 70 3 5 6 33
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 under Cross-sectional Dependence 0 0 0 205 4 4 5 427
Instrumental variable estimation of large-T panel data models with common factors 0 0 0 18 1 3 4 75
Instrumental-variable estimation of large-T panel-data models with common factors 1 1 3 19 2 5 24 85
Online Supplement to An Incidental Parameters Free Inference Approach for Panels with Common Shocks 0 0 0 14 2 2 3 18
Residual Income Valuation and Stock Returns: Evidence from a Value-to-Price Investment Strategy 1 1 11 11 2 3 14 14
Spatial dynamic panel data models with interactive effects 8 8 8 8 15 15 15 15
Testing for a Structural Break in Dynamic Panel Data Models with Common Factors 0 0 1 106 0 1 2 169
To Pool or Not to Pool: A Partially Heterogeneous Framework 0 0 0 63 1 2 3 151
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 1 5 72 5 7 20 124
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 1 3 21 4 6 22 116
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 0 0 24 0 1 3 33
Total Working Papers 19 32 120 3,783 101 181 424 8,578
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 2 0 3 8 20
A Partially Heterogeneous Framework for Analyzing Panel Data 0 0 9 43 1 1 12 127
A homogeneous approach to testing for Granger non-causality in heterogeneous panels 3 6 34 190 10 21 97 619
A method to evaluate the rank condition for CCE estimators 1 1 1 1 3 3 5 6
A new structural break test for panels with common factors 0 1 2 10 2 3 4 24
A test of cross section dependence for a linear dynamic panel model with regressors 0 0 4 412 1 3 19 1,055
An Econometric Assessment of Pricing Sydney’s Residential Water Use 0 0 0 26 0 0 1 88
An incidental parameters free inference approach for panels with common shocks 0 0 2 8 1 2 8 23
Crime, deterrence and punishment revisited 0 1 3 15 7 10 25 133
Cross-Sectional Dependence in Panel Data Analysis 0 4 8 313 2 9 19 770
Does persistence in idiosyncratic risk proxy return-reversals? 0 0 2 11 0 2 6 69
Dynamic Budgetary Adjustments in the Australian State Government Finance Sector: An Econometric Approach 0 0 0 36 2 3 4 171
Essays in honor of Professor Badi H Baltagi 0 0 0 5 0 1 2 15
Fixed T dynamic panel data estimators with multifactor errors 0 0 0 8 0 3 6 38
IV estimation of panels with factor residuals 0 0 0 48 2 3 5 151
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk 0 0 1 2 1 3 4 14
Improved tests for Granger noncausality in panel data 0 0 1 6 1 3 8 29
Instrument-free identification and estimation of differentiated products models using cost data 0 0 0 8 0 1 4 23
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure 0 1 7 58 1 4 21 169
Instrumental-variable estimation of large-T panel-data models with common factors 0 1 4 13 0 1 12 39
Neighbourhood GMM estimation of dynamic panel data models 0 0 0 17 1 1 3 64
New results on asymptotic properties of likelihood estimators with persistent data for small and large T 0 0 0 0 0 2 3 5
On the impact of error cross-sectional dependence in short dynamic panel estimation 0 0 0 117 2 4 8 362
Regression clustering for panel-data models with fixed effects 0 0 0 115 0 1 3 313
Testing for cross-sectional dependence in panel-data models 5 12 33 1,184 11 37 133 3,535
Two-stage instrumental variable estimation of linear panel data models with interactive effects 0 0 0 4 0 4 6 15
Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels 0 0 0 4 0 2 2 22
Total Journal Articles 9 27 112 2,656 48 130 428 7,899

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 12 39 3,047 42 90 226 10,290
XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data 7 15 46 323 44 82 197 1,401
XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models 0 3 9 51 32 58 99 403
XTREGCLUSTER: Stata module to estimate partially heterogeneous linear panel data with fixed effects 0 1 10 154 26 45 91 766
Total Software Items 10 31 104 3,575 144 275 613 12,860

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Statistics updated 2025-12-06