Vasilis Sarafidis

Assoc Professor

Accepting PhD Students

20062020
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Research Output 2006 2019

2019

A new structural break test for panels with common factors

Zhu, H., Sarafidis, V. & Silvapulle, M. J., 2019, (Accepted/In press) In : Econometrics Journal. 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Crime, deterrence and punishment revisited

Bun, M. J. G., Kelaher, R., Sarafidis, V. & Weatherburn, D., 2019, (Accepted/In press) In : Empirical Economics. 31 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
2 Citations (Scopus)

Income inequality and white-on-black racial bias in the United States: evidence from project implicit and Google trends

Connor, P., Sarafidis, V., Zyphur, M. J., Keltner, D. & Chen, S., Feb 2019, In : Psychological Science. 30, 2, p. 205-222 18 p.

Research output: Contribution to journalArticleResearchpeer-review

2018

Fixed T dynamic panel data estimators with multifactor errors

Juodis, A. & Sarafidis, V., 2018, In : Econometric Reviews. 37, 8, p. 893-929 37 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File
1 Citation (Scopus)

Unit root inference in generally trending and cross-correlated fixed-T panels

Robertson, D., Sarafidis, V. & Westerlund, J., 2018, In : Journal of Business and Economic Statistics. 36, 3, p. 493-504 12 p.

Research output: Contribution to journalArticleResearchpeer-review

2017

Does persistence in idiosyncratic risk proxy return-reversals?

Nath, H. B. & Sarafidis, V., Oct 2017, In : Journal of Banking and Financial Economics. 2, 8, p. 27-53 27 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Regression clustering for panel-data models with fixed effects

Christodoulou, D. & Sarafidis, V., 2017, In : Stata Journal. 17, 2, p. 314-329 16 p., st0475.

Research output: Contribution to journalArticleResearchpeer-review

When did it go wrong? The case of Greek sovereign debt

Sarafidis, V., Panagiotelis, A. & Panagiotidis, T., 1 Jan 2017, The Greek Debt Crisis: In Quest of Growth in Times of Austerity. Floros, C. & Chatziantoniou, I. (eds.). 1st ed. Cham Switzerland: Palgrave Macmillan, p. 1-35 35 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

2016
2 Citations (Scopus)

Do drug seizures predict drug-related emergency department presentations or arrests for drug use and possession?

Wan, W-Y., Weatherburn, D., Wardlaw, G., Sarafidis, V. & Sara, G., 2016, In : International Journal of Drug Policy. 27, p. 74 - 81 8 p.

Research output: Contribution to journalArticleResearchpeer-review

6 Citations (Scopus)

Neighbourhood GMM estimation of dynamic panel data models

Sarafidis, V., 29 May 2016, In : Computational Statistics and Data Analysis. 100, p. 526-544 19 p.

Research output: Contribution to journalArticleResearchpeer-review

2015
13 Citations (Scopus)

A partially heterogeneous framework for analyzing panel data

Sarafidis, V. & Weber, N., 2015, In : Oxford Bulletin of Economics and Statistics. 77, 2, p. 274 - 296 23 p.

Research output: Contribution to journalArticleResearchpeer-review

Dynamic panel data models

Bun, M. & Sarafidis, V., 2015, The Oxford Handbook of Panel Data. Baltagi, B. H. (ed.). New York NY USA: Oxford University Press, p. 76-110 35 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

14 Citations (Scopus)

IV estimation of panels with factor residuals

Robertson, D. & Sarafidis, V., 2015, In : Journal of Econometrics. 185, 2, p. 526 - 541 16 p.

Research output: Contribution to journalArticleResearchpeer-review

2014

Supply-side reduction policy and drug-related harm

Wan, W-Y., Weatherburn, D., Wardlaw, G., Sarafidis, V. & Sara, G., 2014, In : Trends & Issues in Crime and Criminal Justice. 2014, 486, p. 1 - 8 8 p.

Research output: Contribution to journalArticleResearchpeer-review

2012
16 Citations (Scopus)

An econometric assessment of pricing Sydney's residential water use

Abrams, B., Kumaradevan, S., Sarafidis, V. & Spaninks, F., 2012, In : Economic Record. 88, 280, p. 89 - 105 17 p.

Research output: Contribution to journalArticleResearchpeer-review

82 Citations (Scopus)

Cross-sectional dependence in panel data analysis

Sarafidis, V. & Wansbeek, T. T. J., 2012, In : Econometric Reviews. 31, 5, p. 483 - 531 49 p.

Research output: Contribution to journalArticleResearchpeer-review

2009
81 Citations (Scopus)

A test of cross section dependence for a linear dynamic panel model with regressors

Sarafidis, V., Yamagata, T. & Robertson, D., 2009, In : Journal of Econometrics. 148, 2, p. 149 - 161 13 p.

Research output: Contribution to journalArticleResearchpeer-review

54 Citations (Scopus)

On the impact of error cross-sectional dependence in short dynamic panel estimation

Sarafidis, V. & Robertson, D., 2009, In : Econometrics Journal. 12, 1, p. 62 - 81 20 p.

Research output: Contribution to journalArticleResearchpeer-review

2006
216 Citations (Scopus)

Testing for cross-sectional dependence in panel-data models

De Hoyos, R. E. & Sarafidis, V., 1 Dec 2006, In : Stata Journal. 6, 4, p. 482-496 15 p.

Research output: Contribution to journalArticleResearchpeer-review