Vasilis Sarafidis

BI Norwegian Business School

Professor

Nydalsveien 37

Oslo, Victoria 0484

Norway

http://sites.google.com/view/vsarafidis

SCHOLARLY PAPERS

5

DOWNLOADS

1,078

SSRN CITATIONS
Rank 26,179

SSRN RANKINGS

Top 26,179

in Total Papers Citations

2

CROSSREF CITATIONS

42

Scholarly Papers (5)

1.

Instrumental Variable Estimation of Large Panel Data Models with Common Factors

Number of pages: 26 Posted: 21 Sep 2020
Sebastian Kripfganz and Vasilis Sarafidis
University of Exeter Business School - Department of Economics and BI Norwegian Business School
Downloads 465 (114,665)

Abstract:

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Large Panels, Instrumental Variables, Common Factors, Interactive Effects, Cross-Sectional Dependence, Defactoring, Xtivdfreg

2.

Instrument-free Identification and Estimation of Differentiated Products Models Using Cost Data

Number of pages: 111 Posted: 16 Jan 2015 Last Revised: 17 Sep 2021
David P. Byrne, Susumu Imai, Neelam Jain and Vasilis Sarafidis
University of Melbourne, Hokkaido University, City, University of London and BI Norwegian Business School
Downloads 282 (198,764)
Citation 1

Abstract:

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Differentiated Goods Oligopoly, Instruments, Parametric Identification, Nonparametric Identification, Cost data

3.

Testing for a Structural Break in Dynamic Panel Data Models with Common Factors

Number of pages: 31 Posted: 25 Sep 2015
Huanjun Zhu, Vasilis Sarafidis, Mervyn J Silvapulle and Jiti Gao
Monash University - Department of Econometrics & Business Statistics, BI Norwegian Business School, Monash University - Department of Econometrics & Business Statistics and Monash University - Department of Econometrics & Business Statistics
Downloads 171 (318,453)

Abstract:

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Break-point detection; Fixed T asymptotics; Method of moments; Unobserved heterpgeneity

4.

Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure

ISER Discussion Paper No. 1019
Number of pages: 98 Posted: 26 Feb 2018 Last Revised: 11 May 2019
Milda Norkute, Vasilis Sarafidis, Takashi Yamagata and Guowei Cui
Lund University, BI Norwegian Business School, University of York - Department of Economics and Related Studies and Huazhong University of Science and Technology
Downloads 141 (373,623)
Citation 5

Abstract:

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method of moments, dynamic panel data, cross-sectional dependence, factor model

5.

Online Supplement to an Incidental Parameters Free Inference Approach for Panels with Common Shocks

Number of pages: 27 Posted: 28 Feb 2021
Arturas Juodis and Vasilis Sarafidis
University of Amsterdam - Amsterdam School of Economics (ASE) and BI Norwegian Business School
Downloads 19 (950,647)

Abstract:

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Common Factors, GMM, Incidental Parameter Problem, Endogenous Regressors, U-statistic