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 13 0 1 3 41
A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels 0 0 6 42 0 3 15 141
A Linear Estimator for FactorAugmented Fixed-T Panels with Endogenous Regressors 1 1 1 29 1 1 1 30
A Simple Estimator for Short Panels with Common Factors 0 0 0 66 1 2 4 90
A Simple Estimator for Short Panels with Common Factors 0 0 0 20 0 1 3 83
A method for evaluating the rank condition for CCE estimators 0 0 0 4 1 1 3 15
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 1 1 15
Celebrating 40 Years of Panel Data Analysis: Past, Present and Future 0 0 1 77 1 1 5 105
Crime and Punishment Revisited 0 0 2 116 0 0 6 303
Crime, Deterrence and Punishment Revisited 0 0 2 74 0 1 6 236
Cross-sectional Dependence in Panel Data Analysis 1 1 3 845 1 1 9 2,252
Dynamic Panel Data Models 1 4 49 626 1 8 101 1,283
Essays in Honor of Professor Badi H Baltagi: Editorial 0 0 0 9 0 0 2 37
Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors 0 0 0 14 0 1 1 57
Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors 0 0 0 60 0 1 2 97
GMM Estimation of Short Dynamic Panel Data Models With Error Cross-Sectional Dependence 1 2 5 236 3 5 17 643
GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels 0 0 0 109 2 2 3 188
IV Estimation of Panels with Factor Residuals 0 0 0 139 0 0 1 292
IV Estimation of Panels with Factor Residuals 0 0 1 65 0 0 2 135
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude 0 1 1 32 0 1 1 65
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 1 1 43
Identification and Estimation of Differentiated Products Models 0 0 0 27 0 0 5 68
Identification and Estimation of Differentiated Products Models using Cost Data 0 0 2 11 0 0 2 56
Improved Tests for Granger Non-Causality in Panel Data 0 1 2 58 0 2 9 83
Improved Tests for Granger Non-Causality in Panel Data 0 0 1 6 1 2 3 22
Improved Tests for Granger Non-Causality in Panel Data 0 4 16 67 1 11 54 229
Improved tests for Granger noncausality in panel data 0 0 5 35 0 0 13 63
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 3 131
Instrument-free Identification and Estimation of Differentiated Products Models 0 0 0 19 0 1 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 0 0 70
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 1 1 5 72
Instrumental-variable estimation of large-T panel-data models with common factors 0 1 6 17 1 6 28 67
Online Supplement to An Incidental Parameters Free Inference Approach for Panels with Common Shocks 0 0 0 14 0 0 0 15
Testing for a Structural Break in Dynamic Panel Data Models with Common Factors 1 1 1 106 1 1 1 168
To Pool or Not to Pool: A Partially Heterogeneous Framework 0 0 0 63 0 1 1 149
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 0 1 24 0 0 4 30
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 1 1 19 1 8 21 102
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 1 3 68 2 3 12 107
Total Working Papers 5 18 111 3,611 20 68 354 8,195
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 0 3 4 15
A Partially Heterogeneous Framework for Analyzing Panel Data 3 6 14 40 3 8 24 123
A homogeneous approach to testing for Granger non-causality in heterogeneous panels 2 7 35 163 8 22 111 544
A method to evaluate the rank condition for CCE estimators 0 0 0 0 2 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 0 3 7 411 2 9 21 1,045
An Econometric Assessment of Pricing Sydney’s Residential Water Use 0 0 0 26 0 0 3 87
An incidental parameters free inference approach for panels with common shocks 0 1 3 7 1 2 5 17
Crime, deterrence and punishment revisited 1 1 4 13 2 4 26 112
Cross-Sectional Dependence in Panel Data Analysis 1 4 13 309 1 7 39 758
Does persistence in idiosyncratic risk proxy return-reversals? 0 0 0 9 0 2 3 65
Dynamic Budgetary Adjustments in the Australian State Government Finance Sector: An Econometric Approach 0 0 0 36 0 0 2 167
Essays in honor of Professor Badi H Baltagi 0 0 0 5 0 0 0 13
Fixed T dynamic panel data estimators with multifactor errors 0 0 0 8 0 1 3 33
IV estimation of panels with factor residuals 0 0 2 48 1 1 5 147
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk 0 0 0 1 0 0 1 10
Improved tests for Granger noncausality in panel data 1 1 1 6 3 4 10 25
Instrument-free identification and estimation of differentiated products models using cost data 0 0 1 8 0 1 6 20
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure 0 2 9 53 2 6 25 154
Instrumental-variable estimation of large-T panel-data models with common factors 1 3 5 12 2 5 14 32
Neighbourhood GMM estimation of dynamic panel data models 0 0 0 17 0 1 1 62
New results on asymptotic properties of likelihood estimators with persistent data for small and large T 0 0 0 0 0 0 2 2
On the impact of error cross-sectional dependence in short dynamic panel estimation 0 0 0 117 1 1 4 355
Regression clustering for panel-data models with fixed effects 0 0 0 115 0 1 3 311
Testing for cross-sectional dependence in panel-data models 3 7 36 1,158 8 27 122 3,429
Two-stage instrumental variable estimation of linear panel data models with interactive effects 0 0 1 4 0 0 3 9
Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels 0 0 0 4 0 0 0 20
Total Journal Articles 12 35 133 2,579 36 107 441 7,578

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 12 56 3,020 21 54 271 10,118
XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data 5 16 60 293 19 46 222 1,250
XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models 0 5 12 47 7 22 73 326
XTREGCLUSTER: Stata module to estimate partially heterogeneous linear panel data with fixed effects 0 3 13 147 6 20 52 695
Total Software Items 10 36 141 3,507 53 142 618 12,389

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Statistics updated 2025-03-03