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 3 45 0 7 18 159
A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels 0 1 3 16 1 12 21 62
A Linear Estimator for FactorAugmented Fixed-T Panels with Endogenous Regressors 0 0 0 29 0 7 13 43
A Simple Estimator for Short Panels with Common Factors 0 0 0 66 1 7 11 101
A Simple Estimator for Short Panels with Common Factors 0 0 1 21 0 3 6 89
A method for evaluating the rank condition for CCE estimators 0 0 0 4 3 11 16 31
A method for evaluating the rank condition for CCE estimators 0 0 0 35 3 12 16 85
An Incidental Parameters Free Inference Approach for Panels with Common Shocks 0 0 0 23 1 5 15 30
Celebrating 40 Years of Panel Data Analysis: Past, Present and Future 0 0 0 77 0 4 11 117
Crime and Punishment Revisited 0 0 0 116 0 7 12 315
Crime, Deterrence and Punishment Revisited 0 0 1 75 0 11 22 258
Cross-sectional Dependence in Panel Data Analysis 0 0 4 849 0 12 38 2,290
Dynamic Panel Data Models 0 3 20 647 5 17 67 1,352
Essays in Honor of Professor Badi H Baltagi: Editorial 0 0 0 10 1 14 18 56
Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors 0 0 0 14 1 4 10 67
Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors 0 0 1 61 0 8 13 110
GMM Estimation of Short Dynamic Panel Data Models With Error Cross-Sectional Dependence 0 0 3 239 4 12 16 659
GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels 0 0 0 109 3 8 10 198
Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach 0 0 3 3 4 12 25 25
Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach 0 0 5 5 1 5 13 13
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects 0 1 5 25 4 11 27 35
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects 0 0 0 5 0 2 7 9
IV Estimation of Panels with Factor Residuals 0 0 0 139 0 3 11 303
IV Estimation of Panels with Factor Residuals 0 0 0 65 0 5 9 144
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude 0 0 1 33 0 0 8 74
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk 0 0 1 44 4 12 14 57
Identification and Estimation of Differentiated Products Models 0 0 0 27 0 2 6 74
Identification and Estimation of Differentiated Products Models using Cost Data 0 0 0 11 2 5 7 64
Improved Tests for Granger Non-Causality in Panel Data 0 0 5 73 2 15 56 290
Improved Tests for Granger Non-Causality in Panel Data 0 0 0 58 0 4 14 97
Improved Tests for Granger Non-Causality in Panel Data 0 0 0 7 0 4 9 33
Improved tests for Granger noncausality in panel data 0 0 3 39 1 10 23 87
Instrument-free Identifcation and Estimation of the Diferentiated Products Models 0 0 0 1 0 3 6 46
Instrument-free Identification And Estimation Of Differentiated Products Models 0 0 0 104 0 4 10 141
Instrument-free Identification and Estimation of Differentiated Products Models 0 0 0 19 0 6 7 37
Instrument-free Identification and Estimation of Differentiated Products Models 0 0 0 1 1 6 6 8
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 47 1 13 20 91
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 25 0 4 5 56
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 70 0 9 19 46
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence 0 0 0 205 0 6 14 436
Instrumental variable estimation of large-T panel data models with common factors 0 1 1 19 1 7 11 83
Instrumental-variable estimation of large-T panel-data models with common factors 0 0 2 19 2 7 27 95
Online Supplement to An Incidental Parameters Free Inference Approach for Panels with Common Shocks 0 0 0 14 0 7 10 25
Residual Income Valuation and Stock Returns: Evidence from a Value-to-Price Investment Strategy 0 0 11 11 6 17 35 35
Spatial dynamic panel data models with interactive effects 2 3 14 14 2 6 28 28
Testing for a Structural Break in Dynamic Panel Data Models with Common Factors 0 0 0 106 0 1 3 171
To Pool or Not to Pool: A Partially Heterogeneous Framework 0 0 0 63 0 5 9 158
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 2 4 23 2 11 23 127
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 0 0 24 1 3 7 37
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 0 4 73 1 7 25 133
Total Working Papers 2 12 95 3,808 58 373 827 9,080
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 1 2 3 1 9 15 30
A Partially Heterogeneous Framework for Analyzing Panel Data 0 0 2 43 1 4 11 135
A homogeneous approach to testing for Granger non-causality in heterogeneous panels 0 5 34 198 4 24 107 657
A method to evaluate the rank condition for CCE estimators 0 0 1 1 0 1 5 8
A new structural break test for panels with common factors 0 0 2 10 1 11 15 35
A test of cross section dependence for a linear dynamic panel model with regressors 0 2 3 414 1 9 22 1,067
An Econometric Assessment of Pricing Sydney’s Residential Water Use 0 0 0 26 0 6 9 96
An incidental parameters free inference approach for panels with common shocks 0 0 1 8 1 4 12 29
Crime, deterrence and punishment revisited 1 1 3 16 5 15 36 149
Cross-Sectional Dependence in Panel Data Analysis 0 1 5 314 3 9 21 780
Does persistence in idiosyncratic risk proxy return-reversals? 0 0 2 11 1 9 13 78
Dynamic Budgetary Adjustments in the Australian State Government Finance Sector: An Econometric Approach 0 0 0 36 0 5 9 176
Essays in honor of Professor Badi H Baltagi 0 0 0 5 3 8 11 24
Fixed T dynamic panel data estimators with multifactor errors 0 1 1 9 1 5 11 44
IV estimation of panels with factor residuals 0 0 0 48 0 4 8 155
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk 0 0 2 3 1 9 16 26
Improved tests for Granger noncausality in panel data 0 0 0 6 0 3 7 32
Instrument-free identification and estimation of differentiated products models using cost data 0 0 0 8 1 7 11 31
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure 0 1 5 59 8 21 37 192
Instrumental-variable estimation of large-T panel-data models with common factors 0 1 2 14 2 13 20 52
Neighbourhood GMM estimation of dynamic panel data models 0 0 0 17 0 4 7 69
New results on asymptotic properties of likelihood estimators with persistent data for small and large T 0 0 0 0 0 4 8 11
On the impact of error cross-sectional dependence in short dynamic panel estimation 0 0 0 117 1 8 14 371
Regression clustering for panel-data models with fixed effects 0 0 0 115 1 6 10 321
Testing for cross-sectional dependence in panel-data models 0 2 30 1,188 8 33 153 3,585
Two-stage instrumental variable estimation of linear panel data models with interactive effects 1 1 1 5 1 6 13 22
Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels 0 0 0 4 1 7 9 29
Total Journal Articles 2 16 96 2,678 46 244 610 8,204

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 5 10 37 3,060 28 243 413 10,554
XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data 2 3 39 332 6 210 374 1,629
XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models 0 0 3 51 5 206 288 618
XTREGCLUSTER: Stata module to estimate partially heterogeneous linear panel data with fixed effects 0 1 7 155 2 206 281 980
Total Software Items 7 14 86 3,598 41 865 1,356 13,781

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Statistics updated 2026-04-09