Vasilis Sarafidis

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Cross-Sectional Dependence in Panel Data Analysis

Tom Wansbeek, Vasilis Sarafidis, T. Wansbeek, 2012 .

A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors

Vasilis Sarafidis, Artūras Juodis, Vasilis Sarafidis, 2020, Journal of Business & Economic Statistics.

Testing for a Structural Break in Dynamic Panel Data Models with Common Factors

M. Silvapulle, Jiti Gao, Vasilis Sarafidis, 2015 .

An Econometric Assessment of Pricing Sydney’s Residential Water Use

Vasilis Sarafidis, F. Spaninks, B. Abrams, 2012 .

Essays in honor of Professor Badi H Baltagi

Vasilis Sarafidis, J. Westerlund, Qi Li, 2020, Empirical Economics.

Discussion Paper No

Takashi Yamagata, Vasilis Sarafidis, Guowei Cui, 2017 .

Celebrating 40 years of panel data analysis: Past, present and future

T. Wansbeek, Vasilis Sarafidis, 2020, Journal of Econometrics.

A Partially Heterogeneous Framework for Analyzing Panel Data

N. Weber, Vasilis Sarafidis, 2015 .

To Pool or Not to Pool: A Partially Heterogeneous Framework

N. Weber, Vasilis Sarafidis, 2009 .

Income Inequality and White-on-Black Racial Bias in the United States: Evidence From Project Implicit and Google Trends

D. Keltner, Serena Chen, M. Zyphur, 2019, Psychological science.

Online Supplement to an Incidental Parameters Free Inference Approach for Panels with Common Shocks

Vasilis Sarafidis, Artūras Juodis, 2020, Journal of Econometrics.

Neighbourhood GMM estimation of dynamic panel data models

Vasilis Sarafidis, Vasilis Sarafidis, 2016, Comput. Stat. Data Anal..

Dynamic panel data models

Vasilis Sarafidis, Maurice J. G. Bun, Vasilis Sarafidis, 2013 .

On the Impact of Error Cross-Sectional Dependence in Short Dynamic Panel Estimation

Vasilis Sarafidis, D. Robertson, 2009 .

A homogeneous approach to testing for Granger non-causality in heterogeneous panels

Vasilis Sarafidis, Artūras Juodis, Yiannis Karavias, 2020, Empirical Economics.

Testing for Cross-Sectional Dependence in Panel-Data Models

Vasilis Sarafidis, Rafael E. De Hoyos, Vasilis Sarafidis, 2006 .

GMM Estimation of Short Dynamic Panel Data Models With Error Cross-Sectional Dependence

Vasilis Sarafidis, 2009 .

Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure

Takashi Yamagata, Vasilis Sarafidis, Guowei Cui, 2019, Journal of Econometrics.

Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects

Takashi Yamagata, Vasilis Sarafidis, Guowei Cui, 2020 .

Instrumental Variable Estimation of Large Panel Data Models with Common Factors

Sebastian Kripfganz, Vasilis Sarafidis, Vasilis Sarafidis, 2020 .

Instrumental-variable estimation of large-T panel-data models with common factors

Vasilis Sarafidis, Sebastian Kripfganz, 2021, The Stata Journal: Promoting communications on statistics and Stata.

A Simple Estimator for Short Panels with Common Factors

Vasilis Sarafidis, Artūras Juodis, Vasilis Sarafidis, 2015 .

Fixed T dynamic panel data estimators with multifactor errors

Vasilis Sarafidis, Artūras Juodis, 2014 .

Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence

Takashi Yamagata, Vasilis Sarafidis, 2010 .

When Did It Go Wrong? The Case of Greek Sovereign Debt

Vasilis Sarafidis, Anastasios Panagiotelis, Theodore Panagiotidis, 2017 .

Dynamic Budgetary Adjustments in the Australian State Government Finance Sector: An Econometric Approach

R. Gerlach, Vasilis Sarafidis, V. Blackburn, 2007 .

The Stata Journal

Vasilis Sarafidis, Rafael E. de Hoyos, 2018 .

Estimating Differentiated Goods Oligopoly Models with Market Share and Cost Data

David P. Byrne, Vasilis Sarafidis, S. Imai, 2013 .

Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels

Vasilis Sarafidis, D. Robertson, J. Westerlund, 2018 .

GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels

Vasilis Sarafidis, D. Robertson, J. Westerlund, 2014 .

Crime, deterrence and punishment revisited

Vasilis Sarafidis, M. Bun, D. Weatherburn, 2019, Empirical Economics.

Improved tests for Granger noncausality in panel data

Vasilis Sarafidis, Artūras Juodis, J. Ditzen, 2023, The Stata Journal: Promoting communications on statistics and Stata.

IV Estimation of Panels with Factor Residuals

Donald Robertson, Vasilis Sarafidis, James Symons, 2010 .

Instrument-free Identification and Estimation of Differentiated Products Models Using Cost Data

David P. Byrne, Vasilis Sarafidis, S. Imai, 2015, Journal of Econometrics.

IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk

Takashi Yamagata, Vasilis Sarafidis, Guowei Cui, 2020, SSRN Electronic Journal.

Identification and Estimation of Differentiated Products Model using Market Size and Cost Data

David P. Byrne, Vasilis Sarafidis, S. Imai, 2015 .

Do drug seizures predict drug-related emergency department presentations or arrests for drug use and possession?

Vasilis Sarafidis, Wai-Yin Wan, D. Weatherburn, 2016, The International journal on drug policy.

Testing for Cross-Sectional Dependence in Panel-Data Models

Vasilis Sarafidis, Rafael E. de Hoyos, R. D. Hoyos, 2006 .

Crime and Punishment Revisited

Vasilis Sarafidis, Richard Kelaher, 2011 .

A new structural break test for panels with common factors

Huanjun Zhu, Vasilis Sarafidis, Mervyn J. Silvapulle, 2019, The Econometrics Journal.

Detection of Structural Breaks in Linear Dynamic Panel Data Models with a Multi-Factor Structure

M. Silvapulle, Jiti Gao, Vasilis Sarafidis, 2015 .