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 2 43 2 3 10 144
A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels 1 1 2 14 2 4 6 45
A Linear Estimator for FactorAugmented Fixed-T Panels with Endogenous Regressors 0 0 1 29 0 1 2 31
A Simple Estimator for Short Panels with Common Factors 0 0 0 20 0 0 1 83
A Simple Estimator for Short Panels with Common Factors 0 0 0 66 0 0 3 90
A method for evaluating the rank condition for CCE estimators 0 0 0 4 0 1 4 16
A method for evaluating the rank condition for CCE estimators 0 0 1 35 0 1 3 70
An Incidental Parameters Free Inference Approach for Panels with Common Shocks 0 0 0 23 0 1 2 16
Celebrating 40 Years of Panel Data Analysis: Past, Present and Future 0 0 0 77 0 1 5 107
Crime and Punishment Revisited 0 0 1 116 1 1 4 304
Crime, Deterrence and Punishment Revisited 0 0 1 74 1 3 7 239
Cross-sectional Dependence in Panel Data Analysis 0 3 6 848 0 5 11 2,257
Dynamic Panel Data Models 2 3 33 630 7 13 65 1,298
Essays in Honor of Professor Badi H Baltagi: Editorial 0 0 1 10 0 1 3 39
Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors 1 1 1 61 1 1 2 98
Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors 0 0 0 14 0 0 1 57
GMM Estimation of Short Dynamic Panel Data Models With Error Cross-Sectional Dependence 0 2 5 238 0 3 12 646
GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels 0 0 0 109 0 0 3 188
IV Estimation of Panels with Factor Residuals 0 0 0 65 0 0 1 135
IV Estimation of Panels with Factor Residuals 0 0 0 139 0 0 1 292
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude 0 1 2 33 0 1 3 67
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 0 1 43
Identification and Estimation of Differentiated Products Models 0 0 0 27 0 0 4 68
Identification and Estimation of Differentiated Products Models using Cost Data 0 0 2 11 0 0 3 57
Improved Tests for Granger Non-Causality in Panel Data 0 0 1 58 1 3 9 86
Improved Tests for Granger Non-Causality in Panel Data 0 0 1 7 0 0 4 24
Improved Tests for Granger Non-Causality in Panel Data 0 2 14 70 2 9 49 243
Improved tests for Granger noncausality in panel data 0 1 4 37 1 6 14 70
Instrument-free Identifcation and Estimation of the Diferentiated Products Models 0 0 0 1 1 1 1 41
Instrument-free Identification And Estimation Of Differentiated Products Models 0 0 0 104 0 0 1 131
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 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 1 71
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 0 0 1 72
Instrumental-variable estimation of large-T panel-data models with common factors 0 0 5 17 6 10 27 78
Online Supplement to An Incidental Parameters Free Inference Approach for Panels with Common Shocks 0 0 0 14 0 1 1 16
Testing for a Structural Break in Dynamic Panel Data Models with Common Factors 0 0 1 106 0 0 1 168
To Pool or Not to Pool: A Partially Heterogeneous Framework 0 0 0 63 0 0 1 149
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 0 3 69 1 3 12 111
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 0 0 24 0 2 5 32
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 1 2 20 0 4 22 108
Total Working Papers 4 16 89 3,633 26 79 308 8,293
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 1 5 16
A Partially Heterogeneous Framework for Analyzing Panel Data 1 2 12 43 1 2 17 126
A homogeneous approach to testing for Granger non-causality in heterogeneous panels 4 9 27 173 12 22 82 572
A method to evaluate the rank condition for CCE estimators 0 0 0 0 0 0 3 3
A new structural break test for panels with common factors 0 0 0 8 0 0 0 20
A test of cross section dependence for a linear dynamic panel model with regressors 0 1 5 412 0 5 20 1,050
An Econometric Assessment of Pricing Sydney’s Residential Water Use 0 0 0 26 0 1 3 88
An incidental parameters free inference approach for panels with common shocks 1 1 3 8 2 3 6 20
Crime, deterrence and punishment revisited 0 1 2 14 1 8 20 121
Cross-Sectional Dependence in Panel Data Analysis 0 0 7 309 1 1 25 760
Does persistence in idiosyncratic risk proxy return-reversals? 0 2 2 11 0 2 4 67
Dynamic Budgetary Adjustments in the Australian State Government Finance Sector: An Econometric Approach 0 0 0 36 0 0 0 167
Essays in honor of Professor Badi H Baltagi 0 0 0 5 0 1 1 14
Fixed T dynamic panel data estimators with multifactor errors 0 0 0 8 0 1 4 34
IV estimation of panels with factor residuals 0 0 1 48 0 0 3 147
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk 0 1 1 2 0 1 2 11
Improved tests for Granger noncausality in panel data 0 0 1 6 0 0 9 25
Instrument-free identification and estimation of differentiated products models using cost data 0 0 0 8 0 0 2 20
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure 0 2 5 56 2 6 14 161
Instrumental-variable estimation of large-T panel-data models with common factors 0 0 5 12 3 6 19 38
Neighbourhood GMM estimation of dynamic panel data models 0 0 0 17 0 0 1 62
New results on asymptotic properties of likelihood estimators with persistent data for small and large T 0 0 0 0 0 0 3 3
On the impact of error cross-sectional dependence in short dynamic panel estimation 0 0 0 117 0 0 5 357
Regression clustering for panel-data models with fixed effects 0 0 0 115 1 1 2 312
Testing for cross-sectional dependence in panel-data models 5 12 35 1,170 14 44 123 3,476
Two-stage instrumental variable estimation of linear panel data models with interactive effects 0 0 1 4 1 2 4 11
Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels 0 0 0 4 0 0 0 20
Total Journal Articles 11 31 108 2,613 38 107 377 7,701

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 0 6 43 3,029 7 36 207 10,177
XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data 2 7 41 300 15 34 165 1,289
XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models 0 0 12 48 2 8 59 338
XTREGCLUSTER: Stata module to estimate partially heterogeneous linear panel data with fixed effects 1 4 13 152 5 14 51 713
Total Software Items 3 17 109 3,529 29 92 482 12,517

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Statistics updated 2025-07-04