← All authors Vasilis Sarafidis Brunel University of London (from arXiv:2601.10444, 2026) · ORCID · OpenAlex
34 papers in scope · 30 published · 6 on the econ.EM arXiv · 2,971 citations · h-index 15 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Sebastian Kripfganz Guowei Cui Alexia Ventouri Takashi Yamagata George Kapetanios Tamás Krisztin Philipp Piribauer Chen Jia Artūras Juodis Federico Martellosio Áureo de Paula Christian Glocker Imran Rasul Pedro H. G. Ferreira de Souza Ayden Higgins Hanbat Jeong Matteo Iacopini Stephen Hall George S. Tavlas Deborah Gefang Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (6 of 34)
working paper 2026 · arXiv
published 2026 · Financial Review · 1 citations · first circulated 2025
published 2026 · Spatial Economic Analysis · 1 citations
working paper 2026 · arXiv
working paper 2025 · arXiv
working paper 2025 · arXiv · 2 citations
Estimating Spatial Dynamic Panel Data Models with Unobserved Common Factors in Stata
published 2025 · Journal of Statistical Software · 7 citations
A method to evaluate the rank condition for CCE estimators
published 2024 · Econometric Reviews · 11 citations · first circulated 2021
with Ignace De Vos, Gerdie Everaert
New results on asymptotic properties of likelihood estimators with persistent data for small and large T
published 2023 · SERIEs
Improved tests for Granger noncausality in panel data
published 2023 · The Stata Journal Promoting communications on statistics and Stata · 8 citations
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk
published 2022 · Econometrics Journal · 18 citations · first circulated 2020
Instrument-free identification and estimation of differentiated products models using cost data
published 2022 · Journal of Econometrics · 3 citations · first circulated 2015
with David Byrne, Susumu Imai, Neelam Jain, Susamu Imai, Masayuki Hirukawa
Instrumental-variable estimation of large-T panel-data models with common factors
published 2021 · The Stata Journal Promoting communications on statistics and Stata · 64 citations · first circulated 2020
An incidental parameters free inference approach for panels with common shocks
published 2021 · Journal of Econometrics · 12 citations · first circulated 2020
Essays in honor of Professor Badi H Baltagi
published 2021 · Empirical Economics · 4 citations · first circulated 2020
A homogeneous approach to testing for Granger non-causality in heterogeneous panels
published 2020 · Empirical Economics · 475 citations
Celebrating 40 years of panel data analysis: Past, present and future
published 2020 · Journal of Econometrics · 36 citations
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
published 2020 · Journal of Econometrics · 90 citations · first circulated 2018
A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors
published 2020 · Journal of Business and Economic Statistics · 43 citations
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects
published 2020 · Econometrics Journal · 3 citations
A new structural break test for panels with common factors
published 2019 · Econometrics Journal · 12 citations
Crime, deterrence and punishment revisited
published 2019 · Empirical Economics · 78 citations · first circulated 2016
Does persistence in idiosyncratic risk proxy return-reversals?
published 2017 · Journal of Banking and Financial Economics · 2 citations
with Harmindar B. Nath
Regression Clustering for Panel-data Models with Fixed Effects
published 2017 · The Stata Journal Promoting communications on statistics and Stata · 18 citations
with Demetris Christodoulou
Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels
published 2016 · Journal of Business and Economic Statistics · 7 citations · first circulated 2014
Fixed T dynamic panel data estimators with multifactor errors
published 2016 · Econometric Reviews · 36 citations
Neighbourhood GMM estimation of dynamic panel data models
published 2015 · Computational Statistics & Data Analysis · 9 citations
IV estimation of panels with factor residuals
published 2014 · Journal of Econometrics · 3 citations
with D. H. Robertson
A Partially Heterogeneous Framework for Analyzing Panel Data
published 2014 · Oxford Bulletin of Economics and Statistics · 67 citations
with N. C. Weber
An Econometric Assessment of Pricing Sydney’s Residential Water Use*
published 2011 · Economic Record · 29 citations
with Barry Abrams, Santharajah Kumaradevan, F. Spaninks
Cross-Sectional Dependence in Panel Data Analysis
published 2011 · Econometric Reviews · 83 citations
On the impact of error cross-sectional dependence in short dynamic panel estimation
published 2008 · Econometrics Journal · 207 citations
with D. H. Robertson
A test of cross section dependence for a linear dynamic panel model with regressors
published 2008 · Journal of Econometrics · 286 citations
Testing for Cross-Sectional Dependence in Panel-Data Models
published 2006 · The Stata Journal Promoting communications on statistics and Stata · 1356 citations
with Rafael E. De Hoyos
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