Browse by Authors

20815

Sarafidis, Vasilis and Wansbeek, Tom (2010): Cross-sectional Dependence in Panel Data Analysis.

25182

Sarafidis, Vasilis and Yamagata, Takashi (2010): Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence.

26166

Robertson, Donald and Sarafidis, Vasilis and Symons, James (2010): IV Estimation of Panels with Factor Residuals.

28213

Kelaher, Richard and Sarafidis, Vasilis (2011): Crime and Punishment Revisited.

36154

Sarafidis, Vasilis (2009): GMM Estimation of short dynamic panel data models with error cross-sectional dependence.

36155

Sarafidis, Vasilis and Weber, Neville (2009): To pool or not to pool: a partially heterogeneous framework.

53419

Robertson, Donald and Sarafidis, Vasilis and Westerlund, Joakim (2014): GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels.

57659

Juodis, Arturas and Sarafidis, Vasilis (2014): Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors.

68164

Juodis, Arturas and Sarafidis, Vasilis (2015): A Simple Estimator for Short Panels with Common Factors.

102488

Cui, Guowei and Sarafidis, Vasilis and Yamagata, Takashi (2020): IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk.

102827

Cui, Guowei and Norkute, Milda and Sarafidis, Vasilis and Yamagata, Takashi (2020): Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects.

102992

Juodis, Arturas and Karavias, Yiannis and Sarafidis, Vasilis (2020): A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels.

104751

Li, Qi and Sarafidis, Vasilis and Westerlund, Joakim (2020): Essays in Honor of Professor Badi H Baltagi: Editorial.

104906

Juodis, Arturas and Sarafidis, Vasilis (2020): An Incidental Parameters Free Inference Approach for Panels with Common Shocks.

104908

Juodis, Arturas and Sarafidis, Vasilis (2020): Online Supplement to An Incidental Parameters Free Inference Approach for Panels with Common Shocks.

107180

Xiao, Jiaqi and Juodis, Arturas and Karavias, Yiannis and Sarafidis, Vasilis (2021): Improved Tests for Granger Non-Causality in Panel Data.

112305

De Vos, Ignace and Everaert, Gerdie and Sarafidis, Vasilis (2021): A method for evaluating the rank condition for CCE estimators.

114231

Xiao, Jiaqi and Juodis, Arturas and Karavias, Yiannis and Sarafidis, Vasilis and Ditzen, Jan (2022): Improved Tests for Granger Non-Causality in Panel Data.