Concepedia
Statistics
Publications
20
Citations
3K
H-Index
16
Active since
2006
Affiliations
Monash University(Current)
BI Norwegian Business School
The University of Sydney
University of Groningen
University of York
Vasilis Sarafidis is an author at Monash University specializing in economics, social sciences, and panel data estimation.
Publications per year
2006–2024
Testing for Cross-Sectional Dependence in Panel-Data Models
Rafael E. De Hoyos, Vasilis Sarafidis · The Stata Journal Promoting communications on statistics and Stata · 2006 · 1.3K citations · Full text
Social Sciences, Economics, Causal Inference +14
A homogeneous approach to testing for Granger non-causality in heterogeneous panels
Artūras Juodis, Yiannis Karavias, Vasilis Sarafidis · Empirical Economics · 2020 · 471 citations · Full text
Social Sciences, Economics, Causal Inference +16
A test of cross section dependence for a linear dynamic panel model with regressors
Vasilis Sarafidis, Takashi Yamagata, D. H. Robertson · Journal of Econometrics · 2008 · 285 citations · Full text
Social Sciences, Economics, Econometrics +11
On the impact of error cross-sectional dependence in short dynamic panel estimation
Vasilis Sarafidis, D. H. Robertson · Econometrics Journal · 2008 · 206 citations
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
Milda Norkutė, Vasilis Sarafidis, Takashi Yamagata et al. · Journal of Econometrics · 2020 · 88 citations · Full text
Social Sciences, Economics, Causal Inference +15
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