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 45 1 4 19 163
A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels 0 0 2 16 0 1 18 63
A Linear Estimator for FactorAugmented Fixed-T Panels with Endogenous Regressors 0 0 0 29 3 4 16 47
A Simple Estimator for Short Panels with Common Factors 0 0 0 66 1 6 17 107
A Simple Estimator for Short Panels with Common Factors 0 0 1 21 1 2 8 91
A method for evaluating the rank condition for CCE estimators 0 0 0 4 0 2 17 33
A method for evaluating the rank condition for CCE estimators 0 0 0 35 3 8 23 93
An Incidental Parameters Free Inference Approach for Panels with Common Shocks 0 0 0 23 0 2 16 32
Celebrating 40 Years of Panel Data Analysis: Past, Present and Future 0 0 0 77 3 4 14 121
Crime and Punishment Revisited 0 0 0 116 0 3 14 318
Crime, Deterrence and Punishment Revisited 0 0 1 75 2 9 28 267
Cross-sectional Dependence in Panel Data Analysis 0 1 2 850 0 4 37 2,294
Dynamic Panel Data Models 1 3 20 650 3 15 69 1,367
Essays in Honor of Professor Badi H Baltagi: Editorial 0 0 0 10 1 2 19 58
Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors 0 0 0 14 0 5 15 72
Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors 0 0 0 61 0 3 15 113
GMM Estimation of Short Dynamic Panel Data Models With Error Cross-Sectional Dependence 0 0 1 239 2 10 23 669
GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels 0 0 0 109 0 4 14 202
Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach 0 0 5 5 0 4 17 17
Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach 0 0 3 3 1 8 33 33
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects 0 0 0 5 0 4 11 13
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects 0 2 6 27 0 3 27 38
IV Estimation of Panels with Factor Residuals 0 0 0 139 0 2 13 305
IV Estimation of Panels with Factor Residuals 0 0 0 65 0 3 12 147
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude 0 0 0 33 0 5 12 79
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk 0 0 1 44 0 3 17 60
Identification and Estimation of Differentiated Products Models 0 0 0 27 0 3 9 77
Identification and Estimation of Differentiated Products Models using Cost Data 0 0 0 11 1 6 13 70
Improved Tests for Granger Non-Causality in Panel Data 0 0 3 73 0 4 51 294
Improved Tests for Granger Non-Causality in Panel Data 0 0 0 7 0 3 12 36
Improved Tests for Granger Non-Causality in Panel Data 0 0 0 58 0 6 17 103
Improved tests for Granger noncausality in panel data 0 1 3 40 1 5 22 92
Instrument-free Identifcation and Estimation of the Diferentiated Products Models 0 0 0 1 0 2 7 48
Instrument-free Identification And Estimation Of Differentiated Products Models 0 0 0 104 1 2 12 143
Instrument-free Identification and Estimation of Differentiated Products Models 0 0 0 19 0 5 12 42
Instrument-free Identification and Estimation of Differentiated Products Models 0 0 0 1 0 0 6 8
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 25 1 1 6 57
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 70 0 2 21 48
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 47 3 4 24 95
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence 0 0 0 205 1 3 17 439
Instrumental variable estimation of large-T panel data models with common factors 0 0 1 19 0 1 12 84
Instrumental-variable estimation of large-T panel-data models with common factors 0 0 2 19 2 5 22 100
Online Supplement to An Incidental Parameters Free Inference Approach for Panels with Common Shocks 0 0 0 14 0 3 12 28
Residual Income Valuation and Stock Returns: Evidence from a Value-to-Price Investment Strategy 0 0 2 11 0 6 32 41
Spatial dynamic panel data models with interactive effects 1 1 15 15 2 5 33 33
Testing for a Structural Break in Dynamic Panel Data Models with Common Factors 0 0 0 106 1 2 5 173
To Pool or Not to Pool: A Partially Heterogeneous Framework 0 0 0 63 0 2 11 160
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 0 3 23 0 2 21 129
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 0 0 24 1 5 10 42
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 1 1 5 74 1 7 29 140
Total Working Papers 3 9 78 3,817 36 204 940 9,284
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 0 2 3 4 8 22 38
A Partially Heterogeneous Framework for Analyzing Panel Data 0 0 0 43 4 5 14 140
A homogeneous approach to testing for Granger non-causality in heterogeneous panels 1 2 27 200 4 11 96 668
A method to evaluate the rank condition for CCE estimators 0 0 1 1 2 4 9 12
A new structural break test for panels with common factors 0 1 3 11 0 3 18 38
A test of cross section dependence for a linear dynamic panel model with regressors 0 2 4 416 1 6 23 1,073
An Econometric Assessment of Pricing Sydney’s Residential Water Use 0 0 0 26 0 0 8 96
An incidental parameters free inference approach for panels with common shocks 0 0 0 8 0 3 12 32
Crime, deterrence and punishment revisited 0 0 2 16 2 6 34 155
Cross-Sectional Dependence in Panel Data Analysis 1 2 7 316 3 13 33 793
Does persistence in idiosyncratic risk proxy return-reversals? 0 0 0 11 1 5 16 83
Dynamic Budgetary Adjustments in the Australian State Government Finance Sector: An Econometric Approach 0 0 0 36 0 2 11 178
Essays in honor of Professor Badi H Baltagi 0 0 0 5 0 2 12 26
Fixed T dynamic panel data estimators with multifactor errors 0 0 1 9 0 4 14 48
IV estimation of panels with factor residuals 0 0 0 48 0 2 10 157
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk 0 0 1 3 0 1 16 27
Improved tests for Granger noncausality in panel data 0 0 0 6 1 3 10 35
Instrument-free identification and estimation of differentiated products models using cost data 0 0 0 8 0 3 14 34
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure 0 0 3 59 1 6 37 198
Instrumental-variable estimation of large-T panel-data models with common factors 0 0 2 14 1 3 17 55
Neighbourhood GMM estimation of dynamic panel data models 0 0 0 17 0 1 8 70
New results on asymptotic properties of likelihood estimators with persistent data for small and large T 0 0 0 0 0 2 10 13
On the impact of error cross-sectional dependence in short dynamic panel estimation 0 0 0 117 0 3 17 374
Regression clustering for panel-data models with fixed effects 0 0 0 115 1 7 16 328
Testing for cross-sectional dependence in panel-data models 1 3 21 1,191 4 17 126 3,602
Two-stage instrumental variable estimation of linear panel data models with interactive effects 0 0 1 5 0 3 14 25
Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels 0 0 0 4 0 2 11 31
Total Journal Articles 3 10 75 2,688 29 125 628 8,329

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 2 5 36 3,065 10 140 517 10,694
XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data 1 2 34 334 9 126 466 1,755
XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models 0 1 4 52 3 113 393 731
XTREGCLUSTER: Stata module to estimate partially heterogeneous linear panel data with fixed effects 0 0 3 155 2 116 383 1,096
Total Software Items 3 8 77 3,606 24 495 1,759 14,276

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Statistics updated 2026-07-10