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 5 9 16 157
A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels 0 0 2 15 4 6 13 54
A Linear Estimator for FactorAugmented Fixed-T Panels with Endogenous Regressors 0 0 1 29 7 11 14 43
A Simple Estimator for Short Panels with Common Factors 0 0 0 66 4 6 9 98
A Simple Estimator for Short Panels with Common Factors 0 1 1 21 3 5 6 89
A method for evaluating the rank condition for CCE estimators 0 0 0 4 4 6 10 24
A method for evaluating the rank condition for CCE estimators 0 0 0 35 7 9 11 80
An Incidental Parameters Free Inference Approach for Panels with Common Shocks 0 0 0 23 3 9 14 28
Celebrating 40 Years of Panel Data Analysis: Past, Present and Future 0 0 0 77 2 7 11 115
Crime and Punishment Revisited 0 0 0 116 2 4 7 310
Crime, Deterrence and Punishment Revisited 0 0 1 75 11 15 22 258
Cross-sectional Dependence in Panel Data Analysis 0 0 5 849 6 16 33 2,284
Dynamic Panel Data Models 2 11 21 646 10 35 63 1,345
Essays in Honor of Professor Badi H Baltagi: Editorial 0 0 1 10 5 6 10 47
Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors 0 0 1 61 7 7 12 109
Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors 0 0 0 14 3 7 9 66
GMM Estimation of Short Dynamic Panel Data Models With Error Cross-Sectional Dependence 0 1 4 239 6 7 13 653
GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels 0 0 0 109 4 6 8 194
Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach 0 0 5 5 2 5 10 10
Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach 0 0 3 3 7 12 20 20
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects 1 4 25 25 5 15 29 29
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects 0 0 5 5 1 4 8 8
IV Estimation of Panels with Factor Residuals 0 0 0 65 3 5 7 142
IV Estimation of Panels with Factor Residuals 0 0 0 139 2 9 10 302
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude 0 0 1 33 0 5 9 74
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk 0 1 1 44 6 8 8 51
Identification and Estimation of Differentiated Products Models 0 0 0 27 2 4 6 74
Identification and Estimation of Differentiated Products Models using Cost Data 0 0 0 11 3 3 6 62
Improved Tests for Granger Non-Causality in Panel Data 0 0 1 7 4 9 12 33
Improved Tests for Granger Non-Causality in Panel Data 0 1 6 73 13 33 60 288
Improved Tests for Granger Non-Causality in Panel Data 0 0 0 58 4 7 14 97
Improved tests for Granger noncausality in panel data 0 1 4 39 8 13 22 85
Instrument-free Identifcation and Estimation of the Diferentiated Products Models 0 0 0 1 2 4 5 45
Instrument-free Identification And Estimation Of Differentiated Products Models 0 0 0 104 3 6 9 140
Instrument-free Identification and Estimation of Differentiated Products Models 0 0 0 19 5 6 6 36
Instrument-free Identification and Estimation of Differentiated Products Models 0 0 0 1 5 5 5 7
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 70 9 16 19 46
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 25 4 4 5 56
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 47 4 9 12 82
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence 0 0 0 205 5 12 13 435
Instrumental variable estimation of large-T panel data models with common factors 0 0 0 18 5 7 10 81
Instrumental-variable estimation of large-T panel-data models with common factors 0 1 2 19 3 8 25 91
Online Supplement to An Incidental Parameters Free Inference Approach for Panels with Common Shocks 0 0 0 14 6 8 9 24
Residual Income Valuation and Stock Returns: Evidence from a Value-to-Price Investment Strategy 0 1 11 11 3 9 21 21
Spatial dynamic panel data models with interactive effects 1 12 12 12 4 26 26 26
Testing for a Structural Break in Dynamic Panel Data Models with Common Factors 0 0 1 106 1 2 4 171
To Pool or Not to Pool: A Partially Heterogeneous Framework 0 0 0 63 5 8 9 158
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 0 0 24 2 3 6 36
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 1 5 73 3 10 24 129
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 2 2 4 23 8 12 23 124
Total Working Papers 6 37 125 3,802 230 458 733 8,937
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 1 1 2 3 7 8 13 28
A Partially Heterogeneous Framework for Analyzing Panel Data 0 0 6 43 3 8 14 134
A homogeneous approach to testing for Granger non-causality in heterogeneous panels 2 8 34 195 12 36 109 645
A method to evaluate the rank condition for CCE estimators 0 1 1 1 0 4 6 7
A new structural break test for panels with common factors 0 0 2 10 6 8 10 30
A test of cross section dependence for a linear dynamic panel model with regressors 2 2 3 414 7 11 22 1,065
An Econometric Assessment of Pricing Sydney’s Residential Water Use 0 0 0 26 5 7 8 95
An incidental parameters free inference approach for panels with common shocks 0 0 1 8 3 6 12 28
Crime, deterrence and punishment revisited 0 0 3 15 6 14 30 140
Cross-Sectional Dependence in Panel Data Analysis 1 1 6 314 6 9 20 777
Does persistence in idiosyncratic risk proxy return-reversals? 0 0 2 11 6 6 10 75
Dynamic Budgetary Adjustments in the Australian State Government Finance Sector: An Econometric Approach 0 0 0 36 4 6 8 175
Essays in honor of Professor Badi H Baltagi 0 0 0 5 4 5 7 20
Fixed T dynamic panel data estimators with multifactor errors 0 0 0 8 2 3 8 41
IV estimation of panels with factor residuals 0 0 0 48 3 5 8 154
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk 0 1 2 3 8 12 15 25
Improved tests for Granger noncausality in panel data 0 0 1 6 2 3 9 31
Instrument-free identification and estimation of differentiated products models using cost data 0 0 0 8 5 6 9 29
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure 1 1 6 59 10 13 29 181
Instrumental-variable estimation of large-T panel-data models with common factors 1 1 3 14 7 7 16 46
Neighbourhood GMM estimation of dynamic panel data models 0 0 0 17 3 5 6 68
New results on asymptotic properties of likelihood estimators with persistent data for small and large T 0 0 0 0 1 3 6 8
On the impact of error cross-sectional dependence in short dynamic panel estimation 0 0 0 117 6 9 15 369
Regression clustering for panel-data models with fixed effects 0 0 0 115 3 5 7 318
Testing for cross-sectional dependence in panel-data models 2 9 33 1,188 18 46 149 3,570
Two-stage instrumental variable estimation of linear panel data models with interactive effects 0 0 0 4 4 5 11 20
Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels 0 0 0 4 4 4 6 26
Total Journal Articles 10 25 105 2,672 145 254 563 8,105

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 35 3,050 1 64 215 10,312
XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data 0 13 41 329 1 63 189 1,420
XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models 0 0 4 51 1 42 94 413
XTREGCLUSTER: Stata module to estimate partially heterogeneous linear panel data with fixed effects 0 0 7 154 1 35 86 775
Total Software Items 0 19 87 3,584 4 204 584 12,920

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Statistics updated 2026-02-12