Vasilis Sarafidis
Datos Biográficos
| ID | 7449784 |
|---|---|
| NOMBRE | Vasilis Sarafidis |
| NOMBRES | Vasilis |
| APELLIDO | Sarafidis |
| FIRMA | SARAFIDIS V |
| AFILIACIONES | Monash University |
| ORCID | 0000-0001-6808-3947 |
| VERIFICADO | Sí |
| TOTAL DE OBRAS | 8 |
| TOTAL DE CITAS | 0 |
| TOTAL COMO AUTOR | 8 |
| TOTAL COMO EDITOR | 0 |
| PRIMER AÑO DE PUBLICACIÓN | 2006 |
| AÑO MÁS RECIENTE DE PUBLICACIÓN | 2022 |
| ÍNDICE H | 0 |
A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors
A novel method-of-moments approach is proposed for the estimation of factor-augmented panel data models with endogenous regressors when T is fixed. The underlying methodology involves approximating the unobserved common factors using observed factor proxies. The resulting moment conditions are linear in the parameters. The proposed approach addresses several issues which arise with existing nonlinear estimators that are available in fixed T panel…
Essays in honor of Professor Badi H Baltagi
A homogeneous approach to testing for Granger non-causality in heterogeneous panels
This paper develops a new method for testing for Granger non-causality in panel data models with large cross-sectional ( N ) and time series ( T ) dimensions. The method is valid in models with homogeneous or heterogeneous coefficients. The novelty of the proposed approach lies in the fact that under the null hypothesis, the Granger-causation parameters are all equal to zero, and thus they are homogeneous. Therefore, we put forward a pooled least…
Unit Root Inference in Generally Trending and Cross-Correlated Fixed- T Panels
This article proposes a new panel unit root test based on the generalized method of moments approach for panels with a possibly small number of time periods, T, and a large number of cross-sectional units, N. In the model that we consider the deterministic trend function is essentially unrestricted and the errors obey a multifactor structure that allows for rich forms of unobserved heterogeneity. In spite of these allowances, the GMM estimator co…
Do drug seizures predict drug-related emergency department presentations or arrests for drug use and possession
Supply-side reduction policy and drug-related harm
This study examines whether seizures of heroin, cocaine or amphetamine-type substances (ATS) or supplier arrests for heroin, cocaine or ATS trafficking affect emergency department admissions related to, or arrests for, use and possession of these drugs. Two strategies were employed to answer the question. The first involved a time series analysis of the relationship between seizures, supplier arrests, emergency department admissions and use/posse…
Cross-Sectional Dependence in Panel Data Analysis
This article provides an overview of the existing literature on panel data models with error cross-sectional dependence (CSD). We distinguish between weak and strong CSD and link these concepts to the spatial and factor structure approaches. We consider estimation under strong and weak exogeneity of the regressors for both T fixed and T large cases. Available tests for CSD and methods for determining the number of factors are discussed in detail.…
Testing for Cross-Sectional Dependence in Panel-Data Models
This article describes a new Stata routine, xtcsd, to test for the presence of cross-sectional dependence in panels with many cross-sectional units and few time-series observations. The command executes three different testing procedures—namely, Friedman's ( Journal of the American Statistical Association 32: 675–701) (FR) test statistic, the statistic proposed by Frees ( Journal of Econometrics 69: 393–414), and the cross-sectional dependence (C…
Sin obras prominentes en esta página.
Testing for Cross-Sectional Dependence in Panel-Data Models
This article describes a new Stata routine, xtcsd, to test for the presence of cross-sectional dependence in panels with many cross-sectional units and few time-series observations. The command executes three different testing procedures—namely, Friedman's ( Journal of the American Statistical Association 32: 675–701) (FR) test statistic, the statistic proposed by Frees ( Journal of Econometrics 69: 393–414), and the cross-sectional dependence (C…
Cross-Sectional Dependence in Panel Data Analysis
This article provides an overview of the existing literature on panel data models with error cross-sectional dependence (CSD). We distinguish between weak and strong CSD and link these concepts to the spatial and factor structure approaches. We consider estimation under strong and weak exogeneity of the regressors for both T fixed and T large cases. Available tests for CSD and methods for determining the number of factors are discussed in detail.…
Supply-side reduction policy and drug-related harm
This study examines whether seizures of heroin, cocaine or amphetamine-type substances (ATS) or supplier arrests for heroin, cocaine or ATS trafficking affect emergency department admissions related to, or arrests for, use and possession of these drugs. Two strategies were employed to answer the question. The first involved a time series analysis of the relationship between seizures, supplier arrests, emergency department admissions and use/posse…
Do drug seizures predict drug-related emergency department presentations or arrests for drug use and possession
Unit Root Inference in Generally Trending and Cross-Correlated Fixed- T Panels
This article proposes a new panel unit root test based on the generalized method of moments approach for panels with a possibly small number of time periods, T, and a large number of cross-sectional units, N. In the model that we consider the deterministic trend function is essentially unrestricted and the errors obey a multifactor structure that allows for rich forms of unobserved heterogeneity. In spite of these allowances, the GMM estimator co…
Essays in honor of Professor Badi H Baltagi
A homogeneous approach to testing for Granger non-causality in heterogeneous panels
This paper develops a new method for testing for Granger non-causality in panel data models with large cross-sectional ( N ) and time series ( T ) dimensions. The method is valid in models with homogeneous or heterogeneous coefficients. The novelty of the proposed approach lies in the fact that under the null hypothesis, the Granger-causation parameters are all equal to zero, and thus they are homogeneous. Therefore, we put forward a pooled least…
A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors
A novel method-of-moments approach is proposed for the estimation of factor-augmented panel data models with endogenous regressors when T is fixed. The underlying methodology involves approximating the unobserved common factors using observed factor proxies. The resulting moment conditions are linear in the parameters. The proposed approach addresses several issues which arise with existing nonlinear estimators that are available in fixed T panel…
Mathematics (6 obras) · Spatial and Panel Data Analysis (6 obras) · Econometrics (5 obras) · Statistics (5 obras) · Estimator (4 obras) · Monetary Policy and Economic Impact (4 obras) · Computer Science (3 obras) · Panel data (3 obras) · Applied Mathematics (2 obras) · Cross-sectional data (2 obras)