Search Results

Crime and Punishment Revisited,
Richard Kelaher and Vasilis Sarafidis, from University Library of Munich, Germany (2011)
Keywords: Crime, deterrence, simultaneity, omitted variable bias, aggregation bias, panel data, GMM.

A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors,
Artūras Juodis and Vasilis Sarafidis, in Journal of Business & Economic Statistics (2022)

On the impact of error cross-sectional dependence in short dynamic panel estimation,
Vasilis Sarafidis and Donald Robertson, in Econometrics Journal (2009)

Cross-Sectional Dependence in Panel Data Analysis,
Vasilis Sarafidis and Tom Wansbeek, in Econometric Reviews (2012)

Fixed T dynamic panel data estimators with multifactor errors,
Artūras Juodis and Vasilis Sarafidis, in Econometric Reviews (2018)

A Partially Heterogeneous Framework for Analyzing Panel Data,
Vasilis Sarafidis and Neville Weber, in Oxford Bulletin of Economics and Statistics (2015)

IV estimation of panels with factor residuals,
Donald Robertson and Vasilis Sarafidis, in Journal of Econometrics (2015)
Keywords: Generalised method of moments; Dynamic panel data; Factor residuals;

An incidental parameters free inference approach for panels with common shocks,
Artūras Juodis and Vasilis Sarafidis, in Journal of Econometrics (2022)
Keywords: Common factors; GMM; Incidental parameter problem; Endogenous regressors; U-statistic;

Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence,
Vasilis Sarafidis and Takashi Yamagata, from University Library of Munich, Germany (2010)
Keywords: Method of moments; dynamic panel data; cross-sectional dependence

New results on asymptotic properties of likelihood estimators with persistent data for small and large T,
Artūras Juodis and Vasilis Sarafidis, in SERIEs: Journal of the Spanish Economic Association (2023)
Keywords: Dynamic panel data, Maximum likelihood, Monte Carlo simulation

Instrumental-variable estimation of large-T panel-data models with common factors,
Sebastian Kripfganz and Vasilis Sarafidis, in Stata Journal (2021)
Keywords: xtivdfreg, xtivdfreg postestimation, large-T panels, two-stage instrumental-variable estimation, common factors, interactive effects, defactoring, cross-sectional dependence, two-way error-components panel-data model, heterogeneous slope coefficients

Instrumental-variable estimation of large-T panel-data models with common factors,
Sebastian Kripfganz and Vasilis Sarafidis, from Stata Users Group (2021)

Instrumental variable estimation of large-T panel data models with common factors,
Sebastian Kripfganz and Vasilis Sarafidis, from Stata Users Group (2021)

XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models,
Sebastian Kripfganz and Vasilis Sarafidis, from Boston College Department of Economics (2024)
Keywords: IV, panel data, mean-group estimator

XTREGCLUSTER: Stata module to estimate partially heterogeneous linear panel data with fixed effects,
Demetris Christodoulou and Vasilis Sarafidis, from Boston College Department of Economics (2016)
Keywords: panel data, fixed effects, Sarafidis, Weber

IV Estimation of Panels with Factor Residuals,
Donald Robertson and Vasilis Sarafidis, from Faculty of Economics, University of Cambridge (2013)
Keywords: Generalised Method of Moments, Dynamic Panel Data, Factor Residuals.

Celebrating 40 Years of Panel Data Analysis: Past, Present and Future,
Vasilis Sarafidis and Tom Wansbeek, from Monash University, Department of Econometrics and Business Statistics (2020)
Keywords: panel data analysis, unobserved heterogeneity, omitted variables, crosssectional dependence, dynamic relationships, temporal effects, aggregation bias, nonlinear models, incidental parameter problem, common factor models, multidimensional data, multi-level data

A Linear Estimator for FactorAugmented Fixed-T Panels with Endogenous Regressors,
Arturas Juodis and Vasilis Sarafidis, from Monash University, Department of Econometrics and Business Statistics (2020)
Keywords: panel data, common factors, fixed T consistency, moment conditions, urban water management

A Simple Estimator for Short Panels with Common Factors,
Artūras Juodis and Vasilis Sarafidis, from Universiteit van Amsterdam, Dept. of Econometrics (2015)

Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors,
Artūras Juodis and Vasilis Sarafidis, from Universiteit van Amsterdam, Dept. of Econometrics (2014)

Dynamic Panel Data Models,
Maurice Bun and Vasilis Sarafidis, from Universiteit van Amsterdam, Dept. of Econometrics (2013)

IV Estimation of Panels with Factor Residuals,
Donald Robertson, Vasilis Sarafidis and James Symons, from University Library of Munich, Germany (2010)
Keywords: Method of Moments, Dynamic Panel Data, Factor Residuals.

GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels,
Donald Robertson, Vasilis Sarafidis and Joakim Westerlund, from University Library of Munich, Germany (2014)
Keywords: Panel data, unit root test, cross-section dependence, common factors, GMM.

Essays in Honor of Professor Badi H Baltagi: Editorial,
Qi Li, Vasilis Sarafidis and Joakim Westerlund, from University Library of Munich, Germany (2020)
Keywords: panel data, econometric theory and practice.

Does persistence in idiosyncratic risk proxy return-reversals?,
Harmindar B. Nath and Vasilis Sarafidis, in Journal of Banking and Financial Economics (2017)
Keywords: Return reversals, idiosyncratic risk, panel cointegration, panel ECM, quantile regression

Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels,
Donald Robertson, Vasilis Sarafidis and Joakim Westerlund, in Journal of Business & Economic Statistics (2018)

A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels,
Arturas Juodis, Yiannis Karavias and Vasilis Sarafidis, from University Library of Munich, Germany (2020)
Keywords: Panel Data; Granger Causality; VAR; Nickell bias; Bias Correction; Fixed Effects

IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk,
Guowei Cui, Vasilis Sarafidis and Takashi Yamagata, from University Library of Munich, Germany (2020)
Keywords: Panel data, instrumental variables, state dependence, social interactions, common factors, large N and T asymptotics, bank risk behaviour; capital regulation.

A test of cross section dependence for a linear dynamic panel model with regressors,
Vasilis Sarafidis, Takashi Yamagata and Donald Robertson, in Journal of Econometrics (2009)
Keywords: C12 C13 C15 C33 Cross section dependence Generalised method of moments Dynamic panel data Overidentifying restrictions test

IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk,
Guowei Cui, Vasilis Sarafidis and Takashi Yamagata, in The Econometrics Journal (2023)
Keywords: Bank risk behaviour, capital regulation, common factors, instrumental variables, large N and T asymptotics, panel data, social interactions, state dependence

Testing for cross-sectional dependence in panel-data models,
Rafael De Hoyos and Vasilis Sarafidis, in Stata Journal (2006)
Keywords: xtcsd, panel data, cross-sectional dependence

A homogeneous approach to testing for Granger non-causality in heterogeneous panels,
Artūras Juodis, Yiannis Karavias and Vasilis Sarafidis, in Empirical Economics (2021)
Keywords: Panel data, Granger causality, VAR, “Nickell bias”, Bias correction, Fixed effects

Essays in honor of Professor Badi H Baltagi,
Qi Li, Vasilis Sarafidis and Joakim Westerlund, in Empirical Economics (2021)

XTCSD: Stata module to test for cross-sectional dependence in panel data models,
Rafael De Hoyos and Vasilis Sarafidis, from Boston College Department of Economics (2007)
Keywords: panel data, fixed effects, random effects, cross sectional dependence

A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels,
Arturas Juodis, Yiannis Karavias and Vasilis Sarafidis, from Monash University, Department of Econometrics and Business Statistics (2020)
Keywords: panel data, Granger causality, VAR, "Nickell bias", bias correction, fixed effects

IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude,
Guowei Cui, Vasilis Sarafidis and Takashi Yamagata, from Monash University, Department of Econometrics and Business Statistics (2020)
Keywords: panel data, instrumental variables, state dependence, social interactions, common factors, large N and T asymptotics

Crime, Deterrence and Punishment Revisited,
Maurice Bun, Vasilis Sarafidis and Richard Kelaher, from Universiteit van Amsterdam, Dept. of Econometrics (2016)

Instrument-free Identifcation and Estimation of the Diferentiated Products Models,
David Byrne, Susumu Imai and Vasilis Sarafidis, from The University of Melbourne (2015)
Keywords: differentiated goods oligopoly, instrument-free, parametric identification, non-parametric identification, cost data

Improved Tests for Granger Non-Causality in Panel Data,
Jiaqi Xiao, Arturas Juodis, Yiannis Karavias and Vasilis Sarafidis, from University Library of Munich, Germany (2021)
Keywords: Panel data, Granger non-causality, Nickell bias, Heterogeneous panels, Fixed effects, Half-panel Jackknife, xtgranger.

Improved Tests for Granger Non-Causality in Panel Data,
Jiaqi Xiao, Arturas Juodis, Yiannis Karavias and Vasilis Sarafidis, from Department of Economics, University of Birmingham (2021)
Keywords: Panel data, Granger non-causality, Nickell bias, Heterogeneous panels, Fixed effects, Half-panel Jackknife, xtgranger

Dynamic Budgetary Adjustments in the Australian State Government Finance Sector: An Econometric Approach,
Vincent C. Blackburn, Richard Gerlach and Vasilis Sarafidis, in Journal of Economics and Management (2007)
Keywords: dynamic budgetary adjustment, intertemporal budget constraint, government finance, VAR, VECM

Instrument-free Identification And Estimation Of Differentiated Products Models,
David Byrne, Masayuki Hirukawa, Susumu Imai and Vasilis Sarafidis, from Economics Department, Queen's University (2015)
Keywords: Instrument-free, Differentiated goods oligopoly, BLP, parametric identification, nonparametric identification, sieve

A method to evaluate the rank condition for CCE estimators,
Ignace De Vos, Gerdie Everaert and Vasilis Sarafidis, in Econometric Reviews (2024)

Instrument-free identification and estimation of differentiated products models using cost data,
David P. Byrne, Susumu Imai, Neelam Jain and Vasilis Sarafidis, in Journal of Econometrics (2022)
Keywords: Differentiated products oligopoly; Instruments; Identification; Cost data;

An Econometric Assessment of Pricing Sydney’s Residential Water Use,
Barry Abrams, Santharajah Kumaradevan, Vasilis Sarafidis and Frank Spaninks, in The Economic Record (2012)

A method for evaluating the rank condition for CCE estimators,
Ignace De Vos, Gerdie Everaert and Vasilis Sarafidis, from University Library of Munich, Germany (2022)
Keywords: Common Factors, Common Correlated Effects approach, rank condition

Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects,
Guowei Cui, Milda Norkute, Vasilis Sarafidis and Takashi Yamagata, from University Library of Munich, Germany (2020)
Keywords: Large panel data; interactive effects; common factors; principal components analysis; instrumental variables.

Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure,
Milda Norkutė, Vasilis Sarafidis, Takashi Yamagata and Guowei Cui, in Journal of Econometrics (2021)
Keywords: Method of moments; Dynamic panel data; Cross-sectional dependence; Factor model;

A new structural break test for panels with common factors,
Huanjun Zhu, Vasilis Sarafidis and Mervyn J Silvapulle, in The Econometrics Journal (2020)
Keywords: method of moments, unobserved heterogeneity, break-point detection, fixed T asymptotics

Two-stage instrumental variable estimation of linear panel data models with interactive effects,
Guowei Cui, Milda NorkutÄ—, Vasilis Sarafidis and Takashi Yamagata, in The Econometrics Journal (2022)
Keywords: Large panel data, interactive effects, common factors, principal components analysis, instrumental variables

Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure,
Milda Norkuté, Vasilis Sarafidis, Takashi Yamagata and Guowei Cui, from Institute of Social and Economic Research, Osaka University (2019)

Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects,
Guowei Cui, Milda Norkuté, Vasilis Sarafidis and Takashi Yamagata, from Institute of Social and Economic Research, Osaka University (2020)

Instrument-free Identification and Estimation of Differentiated Products Models,
David Byrne, Susumu Imai, Vasilis Sarafidis and Masayuki Hirukawa, from Economics Discipline Group, UTS Business School, University of Technology, Sydney (2015)
Keywords: Differentiated Goods Oligopoly; Instrument-free; Parametric Identification; Nonparametric Identification; Cost data

Testing for a Structural Break in Dynamic Panel Data Models with Common Factors,
Huanjun Zhu, Vasilis Sarafidis, Mervyn Silvapulle and Jiti Gao, from Monash University, Department of Econometrics and Business Statistics (2015)
Keywords: Method of moments, unobserved heterogeneity, break-point detection, fixed T asymptotics

Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure,
Milda Norkute, Vasilis Sarafidis, Takashi Yamagata and Guowei Cui, from Monash University, Department of Econometrics and Business Statistics (2019)
Keywords: method of moments, dynamic panel data, cross-sectional dependence, factor model.

Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects,
Milda Norkute, Guowei Cui, Vasilis Sarafidis and Takashi Yamagata, from Bank of Lithuania (2021)
Keywords: Large panel data, interactive effects, common factors, principal components analysis, instrumental variables.

A method for evaluating the rank condition for CCE estimators,
Ignace De Vos, Gerdie Everaert and Vasilis Sarafidis, from Ghent University, Faculty of Economics and Business Administration (2021)
Keywords: Panel data, common factors, common correlated effects approach, rank condition

Improved tests for Granger noncausality in panel data,
Artūras Juodis, Yiannis Karavias, Vasilis Sarafidis, Jan Ditzen and Jiaqi Xiao, from Stata Users Group (2022)

Improved tests for Granger noncausality in panel data,
Jiaqi Xiao, Artūras Juodis, Yiannis Karavias, Vasilis Sarafidis and Jan Ditzen, in Stata Journal (2023)
Keywords: xtgrangert, xtgrangert postestimation, panel data, Granger causality, Nickell bias, heterogeneous panels, half-panel jackknife, cross-section dependence

Improved Tests for Granger Non-Causality in Panel Data,
Jiaqi Xiao, Arturas Juodis, Yiannis Karavias, Vasilis Sarafidis and Jan Ditzen, from University Library of Munich, Germany (2022)
Keywords: Panel data, Granger causality, Nickell bias, Heterogeneous panels, Halfpanel Jackknife, Cross-section dependence, xtgranger.

Crime, deterrence and punishment revisited,
Maurice J. G. Bun, Richard Kelaher, Vasilis Sarafidis and Don Weatherburn, in Empirical Economics (2020)
Keywords: Crime, Deterrence, Feedback, Omitted variable bias, Measurement error, Panel data, GMM

Identification and Estimation of Differentiated Products Models using Cost Data,
D. P. Byrne, S. Imai, N. Jain, Vasilis Sarafidis and M. Hirukawa, from Department of Economics, City University London (2020)

XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data,
Jiaqi Xiao, Yiannis Karavias, Vasilis Sarafidis, Artūras Juodis and Jan Ditzen, from Boston College Department of Economics (2023)
Keywords: Granger causality, panel data, heterogeneous panels

Identification and Estimation of Differentiated Products Models,
David Byrne, Susumu Imai, Neelam Jain, Vasilis Sarafidis and Masayuki Hirukawa, from Monash University, Department of Econometrics and Business Statistics (2019)
Keywords: differentiated goods oligopoly, instruments, identification, cost data.

Inter-temporal Price Discrimination with Time Inconsistent Consumers,
Yianis Sarafidis, from Econometric Society (2004)
Keywords: time inconsistency, durable goods monopoly, solution concepts

What Have you Done for me Lately? Release of Information and Strategic Manipulation of Memories,
Yianis Sarafidis, in Economic Journal (2007)

The European space-industrial complex: New myths, old realities,
Vasilis Zervos, in Economics of Peace and Security Journal (2017)
Keywords: Space, defense, alliances, rivalry

Consent and Submission,
Vasilis Maglaras, in SAGE Open (2013)
Keywords: Gramsci; Civil Society; Hegemony; Ideology; Marxism

Economics and Sociology, Epistemology and Values,
Maglaras Vasilis, in SAGE Open (2012)
Keywords: Amherst term papers; early essays; positivism; value factor; orthodox economics

Whatever happened to competition in space agency procurement? The case of NASA,
Vasilis Zervos, in Journal of Applied Economics (2008)
Keywords: procurement, space industry, space agencies, NASA

Registered author: Vasilis Syrgkanis

The Evolution of European and US Aerospace and Defence Markets,
Vasilis Zervos, in Frontiers in Finance and Economics (2005)
Keywords: Aerospace, Defense, Procurement, Industry

Sustainability of photovoltaics: The case for thin-film solar cells,
Vasilis Fthenakis, in Renewable and Sustainable Energy Reviews (2009)
Keywords: Photovoltaics Tellurium Indium Germanium Availability Resources Recycling

Whatever Happened to Competition in Space Agency Procurement? The Case of NASA,
Vasilis Zervos, in Journal of Applied Economics (2008)

On optimality and construction of two-treatment circular cross-over designs,
Vasilis Chasiotis, in Communications in Statistics - Theory and Methods (2023)

Understanding geographies of polarization and peripheralization: perspectives from Central and Eastern Europe and beyond,
Vasilis Avdikos, in International Planning Studies (2017)

Socio‐Occupational Groups and Consumer Behaviour in Greece,
Vasilis Karapostolis, in International Journal of Social Economics (1986)

The impact of the us strategic defence initiative on the space race,
Vasilis Zervos, in Defence and Peace Economics (2004)
Keywords: Space expenditure, Space race, Strategic Defense Initiative,

The Economics of the Global Defence Industry,
Vasilis Zervos, in Defence and Peace Economics (2020)

Strategic Microeconomic Considerations of Macroeconomic Analysis: Fiscal, Trade and Security Impacts of Aerospace and Defence,
Vasilis Zervos, in Defence and Peace Economics (2021)

Georgios Varouxakis and Paul Kelly (eds.), John Stuart Mill ― Thought and Influence: The Saint of Rationalism (London and New York: Routledge, 2010), pp. x + 178,
Vasilis Grollios, in Utilitas (2011)

Europe, Regions and European Regionalism – Edited by Roger Scully and Richard Wyn Jones,
Vasilis Leontitsis, in Political Studies Review (2012)

The European Union at the United Nations: Intersecting Multilateralisms – By K.V. Laatikainen and K.E. Smith,
Vasilis Margaras, in Journal of Common Market Studies (2007)

Las Politicas Comunitarias: Una Visión Interna: 20 Años de España en la Unión Europea,
Vasilis Margaras, in Journal of Common Market Studies (2009)

Third Generation Photovoltaics,
Vasilis Fthenakis, from IntechOpen (2012)

The Space Between Us; Taking Stock, Looking Ahead,
Vasilis Avdikos, from European Regional Science Association (2006)

Market Vs. Planning: The Old Controversy Revisited,
Vasilis Patsilaras, from European Regional Science Association (2006)

A Vulnerability Analysis for Mortgaged Irish Households,
Vasilis Tsiropoulos, from Central Bank of Ireland (2018)

Registered author: Vasilis Avdikos

Conflict in Space,
Vasilis Zervos, from Edward Elgar Publishing (2011)
Keywords: Economics and Finance, Politics and Public Policy