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Vasilis Sarafidis

Personal Details

First Name:Vasilis
Middle Name:
Last Name:Sarafidis
Suffix:
RePEc Short-ID:psa786
[This author has chosen not to make the email address public]
https://sites.google.com/view/vsarafidis
Terminal Degree:2006 Faculty of Economics; University of Cambridge (from RePEc Genealogy)

Affiliation

Department of Economics and Finance
Brunel University London

Uxbridge, United Kingdom
https://www.brunel.ac.uk/economics-and-finance
RePEc:edi:debruuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. De Vos, Ignace & Everaert, Gerdie & Sarafidis, Vasilis, 2021. "A method for evaluating the rank condition for CCE estimators," MPRA Paper 112305, University Library of Munich, Germany, revised 09 Mar 2022.
  2. Sebastian Kripfganz & Vasilis Sarafidis, 2021. "Instrumental-variable estimation of large-T panel-data models with common factors," Economics Virtual Symposium 2021 3, Stata Users Group.
  3. Jiaqi Xiao & Arturas Juodis & Yiannis Karavias & Vasilis Sarafidis, 2021. "Improved Tests for Granger Non-Causality in Panel Data," Discussion Papers 21-06, Department of Economics, University of Birmingham.
  4. Byrne, D. P. & Imai, S. & Jain, N. & Sarafidis, V. & Hirukawa, M., 2020. "Identification and Estimation of Differentiated Products Models using Cost Data," Working Papers 15/05, Department of Economics, City University London.
  5. Arturas Juodis & Yiannis Karavias & Vasilis Sarafidis, 2020. "A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels," Monash Econometrics and Business Statistics Working Papers 32/20, Monash University, Department of Econometrics and Business Statistics.
  6. Vasilis Sarafidis & Tom Wansbeek, 2020. "Celebrating 40 Years of Panel Data Analysis: Past, Present and Future," Monash Econometrics and Business Statistics Working Papers 6/20, Monash University, Department of Econometrics and Business Statistics.
  7. Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2020. "IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude," Monash Econometrics and Business Statistics Working Papers 11/20, Monash University, Department of Econometrics and Business Statistics.
  8. Juodis, Arturas & Sarafidis, Vasilis, 2020. "An Incidental Parameters Free Inference Approach for Panels with Common Shocks," MPRA Paper 104906, University Library of Munich, Germany.
  9. Juodis, Arturas & Sarafidis, Vasilis, 2020. "Online Supplement to An Incidental Parameters Free Inference Approach for Panels with Common Shocks," MPRA Paper 104908, University Library of Munich, Germany.
  10. Li, Qi & Sarafidis, Vasilis & Westerlund, Joakim, 2020. "Essays in Honor of Professor Badi H Baltagi: Editorial," MPRA Paper 104751, University Library of Munich, Germany.
  11. Guowei Cui & Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata, 2020. "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," ISER Discussion Paper 1101, Institute of Social and Economic Research, Osaka University.
  12. Cui, Guowei & Sarafidis, Vasilis & Yamagata, Takashi, 2020. "IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk," MPRA Paper 102488, University Library of Munich, Germany.
  13. Arturas Juodis & Vasilis Sarafidis, 2020. "A Linear Estimator for FactorAugmented Fixed-T Panels with Endogenous Regressors," Monash Econometrics and Business Statistics Working Papers 5/20, Monash University, Department of Econometrics and Business Statistics.
  14. David P. Byrne & Susumu Imai & Neelam Jain & Vasilis Sarafidis & Masayuki Hirukawa, 2019. "Identification and Estimation of Differentiated Products Models," Monash Econometrics and Business Statistics Working Papers 33/19, Monash University, Department of Econometrics and Business Statistics.
  15. Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata & Guowei Cui, 2018. "Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure," ISER Discussion Paper 1019r, Institute of Social and Economic Research, Osaka University, revised Apr 2019.
  16. Maurice J.G. Bun & Vasilis Sarafidis & Richard Kelaher, 2016. "Crime, Deterrence and Punishment Revisited," UvA-Econometrics Working Papers 16-02, Universiteit van Amsterdam, Dept. of Econometrics.
  17. Huanjun Zhu & Vasilis Sarafidis & Mervyn Silvapulle & Jiti Gao, 2015. "Testing for a Structural Break in Dynamic Panel Data Models with Common Factors," Monash Econometrics and Business Statistics Working Papers 20/15, Monash University, Department of Econometrics and Business Statistics.
  18. David P. Byrne & Susumu Imai & Vasilis Sarafidis, 2015. "Instrument-free Identifcation and Estimation of the Diferentiated Products Models," Department of Economics - Working Papers Series 1198, The University of Melbourne.
  19. Arturas Juodis & Sarafidis, V., 2015. "A Simple Estimator for Short Panels with Common Factors," UvA-Econometrics Working Papers 15-03, Universiteit van Amsterdam, Dept. of Econometrics.
  20. Arturas Juodis & Sarafidis, V., 2014. "Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors," UvA-Econometrics Working Papers 14-07, Universiteit van Amsterdam, Dept. of Econometrics.
  21. Robertson, Donald & Sarafidis, Vasilis & Westerlund, Joakim, 2014. "GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels," MPRA Paper 53419, University Library of Munich, Germany.
  22. Maurice J.G. Bun & Sarafidis, V., 2013. "Dynamic Panel Data Models," UvA-Econometrics Working Papers 13-01, Universiteit van Amsterdam, Dept. of Econometrics.
  23. Donald Robertson & Vasilis Sarafidis, 2013. "IV Estimation of Panels with Factor Residuals," Cambridge Working Papers in Economics 1321, Faculty of Economics, University of Cambridge.
  24. Kelaher, Richard & Sarafidis, Vasilis, 2011. "Crime and Punishment Revisited," MPRA Paper 28213, University Library of Munich, Germany.
  25. Sarafidis, Vasilis & Yamagata, Takashi, 2010. "Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence," MPRA Paper 25182, University Library of Munich, Germany.
  26. Sarafidis, Vasilis & Wansbeek, Tom, 2010. "Cross-sectional Dependence in Panel Data Analysis," MPRA Paper 20367, University Library of Munich, Germany.
  27. Sarafidis, Vasilis, 2009. "GMM Estimation of Short Dynamic Panel Data Models With Error Cross-Sectional Dependence," MPRA Paper 25176, University Library of Munich, Germany.
  28. Sarafidis, Vasilis & Weber, Neville, 2009. "To Pool or Not to Pool: A Partially Heterogeneous Framework," MPRA Paper 20814, University Library of Munich, Germany.
    repec:ags:quedwp:274662 is not listed on IDEAS
    repec:wyi:wpaper:002481 is not listed on IDEAS

Articles

  1. Ignace De Vos & Gerdie Everaert & Vasilis Sarafidis, 2024. "A method to evaluate the rank condition for CCE estimators," Econometric Reviews, Taylor & Francis Journals, vol. 43(2-4), pages 123-155, April.
  2. Artūras Juodis & Vasilis Sarafidis, 2023. "New results on asymptotic properties of likelihood estimators with persistent data for small and large T," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 14(3), pages 435-461, December.
  3. Jiaqi Xiao & Artūras Juodis & Yiannis Karavias & Vasilis Sarafidis & Jan Ditzen, 2023. "Improved tests for Granger noncausality in panel data," Stata Journal, StataCorp LP, vol. 23(1), pages 230-242, March.
  4. Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2023. "IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk," The Econometrics Journal, Royal Economic Society, vol. 26(2), pages 124-146.
  5. Juodis, Artūras & Sarafidis, Vasilis, 2022. "An incidental parameters free inference approach for panels with common shocks," Journal of Econometrics, Elsevier, vol. 229(1), pages 19-54.
  6. Artūras Juodis & Vasilis Sarafidis, 2022. "A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 1-15, January.
  7. Byrne, David P. & Imai, Susumu & Jain, Neelam & Sarafidis, Vasilis, 2022. "Instrument-free identification and estimation of differentiated products models using cost data," Journal of Econometrics, Elsevier, vol. 228(2), pages 278-301.
  8. Guowei Cui & Milda NorkutÄ— & Vasilis Sarafidis & Takashi Yamagata, 2022. "Two-stage instrumental variable estimation of linear panel data models with interactive effects [Eigenvalue ratio test for the number of factors]," The Econometrics Journal, Royal Economic Society, vol. 25(2), pages 340-361.
  9. Artūras Juodis & Yiannis Karavias & Vasilis Sarafidis, 2021. "A homogeneous approach to testing for Granger non-causality in heterogeneous panels," Empirical Economics, Springer, vol. 60(1), pages 93-112, January.
  10. Norkutė, Milda & Sarafidis, Vasilis & Yamagata, Takashi & Cui, Guowei, 2021. "Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure," Journal of Econometrics, Elsevier, vol. 220(2), pages 416-446.
  11. Qi Li & Vasilis Sarafidis & Joakim Westerlund, 2021. "Essays in honor of Professor Badi H Baltagi," Empirical Economics, Springer, vol. 60(1), pages 1-11, January.
  12. Sebastian Kripfganz & Vasilis Sarafidis, 2021. "Instrumental-variable estimation of large-T panel-data models with common factors," Stata Journal, StataCorp LP, vol. 21(3), pages 659-686, September.
  13. Maurice J. G. Bun & Richard Kelaher & Vasilis Sarafidis & Don Weatherburn, 2020. "Crime, deterrence and punishment revisited," Empirical Economics, Springer, vol. 59(5), pages 2303-2333, November.
  14. Huanjun Zhu & Vasilis Sarafidis & Mervyn J Silvapulle, 2020. "A new structural break test for panels with common factors," The Econometrics Journal, Royal Economic Society, vol. 23(1), pages 137-155.
  15. Artūras Juodis & Vasilis Sarafidis, 2018. "Fixed T dynamic panel data estimators with multifactor errors," Econometric Reviews, Taylor & Francis Journals, vol. 37(8), pages 893-929, September.
  16. Donald Robertson & Vasilis Sarafidis & Joakim Westerlund, 2018. "Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(3), pages 493-504, July.
  17. Harmindar B. Nath & Vasilis Sarafidis, 2017. "Does persistence in idiosyncratic risk proxy return-reversals?," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(8), pages 27-53, October.
  18. Demetris Christodoulou & Vasilis Sarafidis, 2017. "Regression clustering for panel-data models with fixed effects," Stata Journal, StataCorp LP, vol. 17(2), pages 314-329, June.
  19. Sarafidis, Vasilis, 2016. "Neighbourhood GMM estimation of dynamic panel data models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 526-544.
  20. Vasilis Sarafidis & Neville Weber, 2015. "A Partially Heterogeneous Framework for Analyzing Panel Data," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(2), pages 274-296, April.
  21. Robertson, Donald & Sarafidis, Vasilis, 2015. "IV estimation of panels with factor residuals," Journal of Econometrics, Elsevier, vol. 185(2), pages 526-541.
  22. Barry Abrams & Santharajah Kumaradevan & Vasilis Sarafidis & Frank Spaninks, 2012. "An Econometric Assessment of Pricing Sydney’s Residential Water Use," The Economic Record, The Economic Society of Australia, vol. 88(280), pages 89-105, March.
  23. Vasilis Sarafidis & Tom Wansbeek, 2012. "Cross-Sectional Dependence in Panel Data Analysis," Econometric Reviews, Taylor & Francis Journals, vol. 31(5), pages 483-531, September.
  24. Sarafidis, Vasilis & Yamagata, Takashi & Robertson, Donald, 2009. "A test of cross section dependence for a linear dynamic panel model with regressors," Journal of Econometrics, Elsevier, vol. 148(2), pages 149-161, February.
  25. Vasilis Sarafidis & Donald Robertson, 2009. "On the impact of error cross-sectional dependence in short dynamic panel estimation," Econometrics Journal, Royal Economic Society, vol. 12(1), pages 62-81, March.
  26. Vincent C. Blackburn & Richard Gerlach & Vasilis Sarafidis, 2007. "Dynamic Budgetary Adjustments in the Australian State Government Finance Sector: An Econometric Approach," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 3(2), pages 125-159, July.
  27. Rafael E. De Hoyos & Vasilis Sarafidis, 2006. "Testing for cross-sectional dependence in panel-data models," Stata Journal, StataCorp LP, vol. 6(4), pages 482-496, December.

Software components

  1. Sebastian Kripfganz & Vasilis Sarafidis, 2021. "XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models," Statistical Software Components S458915, Boston College Department of Economics, revised 06 Feb 2024.
  2. Jiaqi Xiao & Yiannis Karavias & Vasilis Sarafidis & Arturas Juodis & Jan Ditzen, 2021. "XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data," Statistical Software Components S458934, Boston College Department of Economics, revised 08 Jan 2023.
  3. Demetris Christodoulou & Vasilis Sarafidis, 2016. "XTREGCLUSTER: Stata module to estimate partially heterogeneous linear panel data with fixed effects," Statistical Software Components S458274, Boston College Department of Economics.
  4. R. E. De Hoyos & Vasilis Sarafidis, 2006. "XTCSD: Stata module to test for cross-sectional dependence in panel data models," Statistical Software Components S456736, Boston College Department of Economics, revised 10 Apr 2007.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Discounted by Citation Age
  2. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  3. Number of Abstract Views in RePEc Services over the past 12 months
  4. Number of Downloads through RePEc Services over the past 12 months
  5. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  6. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  7. Euclidian citation score
  8. Breadth of citations across fields

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 36 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (23) 2010-02-13 2010-03-06 2010-09-25 2010-11-06 2013-06-16 2014-02-08 2014-08-09 2015-01-26 2015-10-25 2015-12-08 2019-05-13 2019-07-29 2020-02-24 2020-02-24 2020-05-04 2020-09-21 2020-09-28 2020-10-05 2020-10-12 2021-01-11 2021-01-11 2021-04-19 2021-04-26. Author is listed
  2. NEP-ORE: Operations Research (18) 2015-01-26 2016-11-20 2020-01-20 2020-01-20 2020-02-24 2020-05-04 2020-09-28 2020-10-05 2020-10-12 2020-10-19 2021-01-11 2021-04-19 2021-04-26 2021-05-03 2021-06-21 2021-09-20 2022-02-07 2022-04-25. Author is listed
  3. NEP-ETS: Econometric Time Series (6) 2014-02-08 2015-10-25 2015-12-08 2019-05-13 2020-10-12 2021-04-19. Author is listed
  4. NEP-COM: Industrial Competition (3) 2015-01-26 2016-11-20 2020-01-20
  5. NEP-URE: Urban and Real Estate Economics (3) 2010-02-13 2020-05-04 2020-09-28
  6. NEP-BAN: Banking (1) 2020-05-04
  7. NEP-EFF: Efficiency and Productivity (1) 2023-01-02
  8. NEP-HIS: Business, Economic and Financial History (1) 2021-01-18
  9. NEP-HPE: History and Philosophy of Economics (1) 2021-01-18
  10. NEP-IND: Industrial Organization (1) 2015-01-26
  11. NEP-ISF: Islamic Finance (1) 2021-09-20
  12. NEP-LAW: Law and Economics (1) 2011-01-30
  13. NEP-MAC: Macroeconomics (1) 2021-05-03
  14. NEP-PPM: Project, Program and Portfolio Management (1) 2015-12-28

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