Vasilis Sarafidis
Names
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Vasilis |
| last: |
Sarafidis |
Identifer
Contact
Affiliations
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Brunel University
/ Department of Economics and Finance
Research profile
author of:
- Unknown item RePEc:ags:quedwp:274662 (paper)
- Dynamic Panel Data Models (RePEc:ame:wpaper:1301)
by Maurice J.G. Bun & Sarafidis, V. - Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors (RePEc:ame:wpaper:1407)
by Arturas Juodis & Sarafidis, V. - A Simple Estimator for Short Panels with Common Factors (RePEc:ame:wpaper:1503)
by Arturas Juodis & Sarafidis, V. - Crime, Deterrence and Punishment Revisited (RePEc:ame:wpaper:1602)
by Maurice J.G. Bun & Vasilis Sarafidis & Richard Kelaher - Improved Tests for Granger Non-Causality in Panel Data (RePEc:bir:birmec:21-06)
by Jiaqi Xiao & Arturas Juodis & Yiannis Karavias & Vasilis Sarafidis - An Econometric Assessment of Pricing Sydney’s Residential Water Use (RePEc:bla:ecorec:v:88:y:2012:i:280:p:89-105)
by Barry Abrams & Santharajah Kumaradevan & Vasilis Sarafidis & Frank Spaninks - A Partially Heterogeneous Framework for Analyzing Panel Data (RePEc:bla:obuest:v:77:y:2015:i:2:p:274-296)
by Vasilis Sarafidis & Neville Weber - XTCSD: Stata module to test for cross-sectional dependence in panel data models (RePEc:boc:bocode:s456736)
by R. E. De Hoyos & Vasilis Sarafidis - XTREGCLUSTER: Stata module to estimate partially heterogeneous linear panel data with fixed effects (RePEc:boc:bocode:s458274)
by Demetris Christodoulou & Vasilis Sarafidis - XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models (RePEc:boc:bocode:s458915)
by Sebastian Kripfganz & Vasilis Sarafidis - XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data (RePEc:boc:bocode:s458934)
by Jiaqi Xiao & Yiannis Karavias & Vasilis Sarafidis & Arturas Juodis & Jan Ditzen - Improved tests for Granger noncausality in panel data (RePEc:boc:csug22:06)
by Arturas Juodis & Yiannis Karavias & Vasilis Sarafidis & Jan Ditzen & Jiaqi Xiao - Instrumental-variable estimation of large-T panel-data models with common factors (RePEc:boc:econ21:3)
by Sebastian Kripfganz & Vasilis Sarafidis - Instrumental variable estimation of large-T panel data models with common factors (RePEc:boc:usug21:4)
by Sebastian Kripfganz & Vasilis Sarafidis - IV Estimation of Panels with Factor Residuals (RePEc:cam:camdae:1321)
by Donald Robertson & Vasilis Sarafidis - Identification and Estimation of Differentiated Products Models using Cost Data (RePEc:cty:dpaper:15/05)
by Byrne, D. P. & Imai, S. & Jain, N. & Sarafidis, V. & Hirukawa, M. - Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure (RePEc:dpr:wpaper:1019r)
by Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata & Guowei Cui - Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects (RePEc:dpr:wpaper:1101)
by Guowei Cui & Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata - On the impact of error cross-sectional dependence in short dynamic panel estimation (RePEc:ect:emjrnl:v:12:y:2009:i:1:p:62-81)
by Vasilis Sarafidis & Donald Robertson - Neighbourhood GMM estimation of dynamic panel data models (RePEc:eee:csdana:v:100:y:2016:i:c:p:526-544)
by Sarafidis, Vasilis - A test of cross section dependence for a linear dynamic panel model with regressors (RePEc:eee:econom:v:148:y:2009:i:2:p:149-161)
by Sarafidis, Vasilis & Yamagata, Takashi & Robertson, Donald - IV estimation of panels with factor residuals (RePEc:eee:econom:v:185:y:2015:i:2:p:526-541)
by Robertson, Donald & Sarafidis, Vasilis - Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure (RePEc:eee:econom:v:220:y:2021:i:2:p:416-446)
by Norkutė, Milda & Sarafidis, Vasilis & Yamagata, Takashi & Cui, Guowei - Instrument-free identification and estimation of differentiated products models using cost data (RePEc:eee:econom:v:228:y:2022:i:2:p:278-301)
by Byrne, David P. & Imai, Susumu & Jain, Neelam & Sarafidis, Vasilis - An incidental parameters free inference approach for panels with common shocks (RePEc:eee:econom:v:229:y:2022:i:1:p:19-54)
by Juodis, Artūras & Sarafidis, Vasilis - Dynamic Budgetary Adjustments in the Australian State Government Finance Sector: An Econometric Approach (RePEc:jec:journl:v:3:y:2007:i:2:p:125-159)
by Vincent C. Blackburn & Richard Gerlach & Vasilis Sarafidis - Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects (RePEc:lie:wpaper:90)
by Milda Norkute & Guowei Cui & Vasilis Sarafidis & Takashi Yamagata - Instrument-free Identifcation and Estimation of the Diferentiated Products Models (RePEc:mlb:wpaper:1198)
by David P. Byrne & Susumu Imai & Vasilis Sarafidis - Testing for a Structural Break in Dynamic Panel Data Models with Common Factors (RePEc:msh:ebswps:2015-20)
by Huanjun Zhu & Vasilis Sarafidis & Mervyn Silvapulle & Jiti Gao - Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure (RePEc:msh:ebswps:2019-32)
by Milda Norkute & Vasilis Sarafidis & Takashi Yamagata & Guowei Cui - Identification and Estimation of Differentiated Products Models (RePEc:msh:ebswps:2019-33)
by David P. Byrne & Susumu Imai & Neelam Jain & Vasilis Sarafidis & Masayuki Hirukawa - IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude (RePEc:msh:ebswps:2020-11)
by Guowei Cui & Vasilis Sarafidis & Takashi Yamagata - A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels (RePEc:msh:ebswps:2020-32)
by Arturas Juodis & Yiannis Karavias & Vasilis Sarafidis - A Linear Estimator for FactorAugmented Fixed-T Panels with Endogenous Regressors (RePEc:msh:ebswps:2020-5)
by Arturas Juodis & Vasilis Sarafidis - Celebrating 40 Years of Panel Data Analysis: Past, Present and Future (RePEc:msh:ebswps:2020-6)
by Vasilis Sarafidis & Tom Wansbeek - A new structural break test for panels with common factors
[Panel data models with multiple time-varying individual effects] (RePEc:oup:emjrnl:v:23:y:2020:i:1:p:137-155.)
by Huanjun Zhu & Vasilis Sarafidis & Mervyn J Silvapulle - Two-stage instrumental variable estimation of linear panel data models with interactive effects
[Eigenvalue ratio test for the number of factors] (RePEc:oup:emjrnl:v:25:y:2022:i:2:p:340-361.)
by Guowei Cui & Milda NorkutÄ— & Vasilis Sarafidis & Takashi Yamagata - IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk (RePEc:oup:emjrnl:v:26:y:2023:i:2:p:124-146.)
by Guowei Cui & Vasilis Sarafidis & Takashi Yamagata - IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk (RePEc:pra:mprapa:102488)
by Cui, Guowei & Sarafidis, Vasilis & Yamagata, Takashi - Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects (RePEc:pra:mprapa:102827)
by Cui, Guowei & Norkute, Milda & Sarafidis, Vasilis & Yamagata, Takashi - A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels (RePEc:pra:mprapa:102992)
by Juodis, Arturas & Karavias, Yiannis & Sarafidis, Vasilis - Essays in Honor of Professor Badi H Baltagi: Editorial (RePEc:pra:mprapa:104751)
by Li, Qi & Sarafidis, Vasilis & Westerlund, Joakim - An Incidental Parameters Free Inference Approach for Panels with Common Shocks (RePEc:pra:mprapa:104906)
by Juodis, Arturas & Sarafidis, Vasilis - Online Supplement to An Incidental Parameters Free Inference Approach for Panels with Common Shocks (RePEc:pra:mprapa:104908)
by Juodis, Arturas & Sarafidis, Vasilis - Improved Tests for Granger Non-Causality in Panel Data (RePEc:pra:mprapa:107180)
by Xiao, Jiaqi & Juodis, Arturas & Karavias, Yiannis & Sarafidis, Vasilis - A method for evaluating the rank condition for CCE estimators (RePEc:pra:mprapa:112305)
by De Vos, Ignace & Everaert, Gerdie & Sarafidis, Vasilis - Improved Tests for Granger Non-Causality in Panel Data (RePEc:pra:mprapa:114231)
by Xiao, Jiaqi & Juodis, Arturas & Karavias, Yiannis & Sarafidis, Vasilis & Ditzen, Jan - Cross-sectional Dependence in Panel Data Analysis (RePEc:pra:mprapa:20367)
by Sarafidis, Vasilis & Wansbeek, Tom - To Pool or Not to Pool: A Partially Heterogeneous Framework (RePEc:pra:mprapa:20814)
by Sarafidis, Vasilis & Weber, Neville - GMM Estimation of Short Dynamic Panel Data Models With Error Cross-Sectional Dependence (RePEc:pra:mprapa:25176)
by Sarafidis, Vasilis - Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence (RePEc:pra:mprapa:25182)
by Sarafidis, Vasilis & Yamagata, Takashi - IV Estimation of Panels with Factor Residuals (RePEc:pra:mprapa:26166)
by Robertson, Donald & Sarafidis, Vasilis & Symons, James - Crime and Punishment Revisited (RePEc:pra:mprapa:28213)
by Kelaher, Richard & Sarafidis, Vasilis - GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels (RePEc:pra:mprapa:53419)
by Robertson, Donald & Sarafidis, Vasilis & Westerlund, Joakim - Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors (RePEc:pra:mprapa:57659)
by Juodis, Arturas & Sarafidis, Vasilis - A Simple Estimator for Short Panels with Common Factors (RePEc:pra:mprapa:68164)
by Juodis, Arturas & Sarafidis, Vasilis - Instrument-free Identification And Estimation Of Differentiated Products Models (RePEc:qed:wpaper:1336)
by David Byrne & Masayuki Hirukawa & Susumu Imai & Vasilis Sarafidis - A method for evaluating the rank condition for CCE estimators (RePEc:rug:rugwps:21/1013)
by Ignace De Vos & Gerdie Everaert & Vasilis Sarafidis - Does persistence in idiosyncratic risk proxy return-reversals? (RePEc:sgm:jbfeuw:v:2:y:2017:i:8:p:27-53)
by Harmindar B. Nath & Vasilis Sarafidis - Crime, deterrence and punishment revisited (RePEc:spr:empeco:v:59:y:2020:i:5:d:10.1007_s00181-019-01758-6)
by Maurice J. G. Bun & Richard Kelaher & Vasilis Sarafidis & Don Weatherburn - A homogeneous approach to testing for Granger non-causality in heterogeneous panels (RePEc:spr:empeco:v:60:y:2021:i:1:d:10.1007_s00181-020-01970-9)
by Artūras Juodis & Yiannis Karavias & Vasilis Sarafidis - Essays in honor of Professor Badi H Baltagi (RePEc:spr:empeco:v:60:y:2021:i:1:d:10.1007_s00181-020-02005-z)
by Qi Li & Vasilis Sarafidis & Joakim Westerlund - Cross-Sectional Dependence in Panel Data Analysis (RePEc:taf:emetrv:v:31:y:2012:i:5:p:483-531)
by Vasilis Sarafidis & Tom Wansbeek - Fixed T dynamic panel data estimators with multifactor errors (RePEc:taf:emetrv:v:37:y:2018:i:8:p:893-929)
by Artūras Juodis & Vasilis Sarafidis - Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels (RePEc:taf:jnlbes:v:36:y:2018:i:3:p:493-504)
by Donald Robertson & Vasilis Sarafidis & Joakim Westerlund - A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors (RePEc:taf:jnlbes:v:40:y:2022:i:1:p:1-15)
by Artūras Juodis & Vasilis Sarafidis - Regression clustering for panel-data models with fixed effects (RePEc:tsj:stataj:v:17:y:2017:i:2:p:314-329)
by Demetris Christodoulou & Vasilis Sarafidis - Instrumental-variable estimation of large-T panel-data models with common factors (RePEc:tsj:stataj:v:21:y:2021:i:3:p:659-686)
by Sebastian Kripfganz & Vasilis Sarafidis - Improved tests for Granger noncausality in panel data (RePEc:tsj:stataj:v:23:y:2023:i:1:p:230-242)
by Jiaqi Xiao & Artūras Juodis & Yiannis Karavias & Vasilis Sarafidis & Jan Ditzen - Testing for cross-sectional dependence in panel-data models (RePEc:tsj:stataj:v:6:y:2006:i:4:p:482-496)
by Rafael E. De Hoyos & Vasilis Sarafidis - Instrument-free Identification and Estimation of Differentiated Products Models (RePEc:uts:ecowps:26)
by David P. Byrne & Susumu Imai & Vasilis Sarafidis & Masayuki Hirukawa - Unknown item RePEc:wyi:wpaper:002481 (paper)