Browse by Authors

January 2009

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

8 December 2009

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

February 2010

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

8 February 2010

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

25 October 2010

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

11 January 2011

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

5 February 2014

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

30 July 2014

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

1 November 2015

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

18 August 2020

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.

9 September 2020

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.

18 September 2020

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

December 2020

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

23 December 2020

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

24 December 2020

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

1 April 2021

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

14 April 2021

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

17 August 2022

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