Vasilis Sarafidis
Economics and Econometrics · 2006–2020
A researcher in the Science corpus: 5 papers; trusts 40 researchers and is trusted by 10 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 77 citations into it; #6,847 of 23,481 by trust here, #5,426 by citations
- Statistics and Probability — 25 citations into it
- Finance — 11 citations into it
- Management Science and Operations Research — 6 citations into it
Whom Vasilis Sarafidis trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jushan Bai
- Lung-fei Lee
- Peter C. B. Phillips
- George Kapetanios
- Lars Peter Hansen
- P. Bekker
- M. Hashem
- T. Wansbeek
- David C. Ribar
- M. Pesaran
Who trusts Vasilis Sarafidis overall
- M. Eberhardt
- Badi H. Baltagi
- Daniel Hoechle
- F. Teal
- Sabrine Dhahri
- Brantley Liddle
- C. Kao
- Milda Norkute
- Angela Luci-Greulich
- Bin Peng
Papers from Vasilis Sarafidis's perspective
Ordered by how strongly the researchers Vasilis Sarafidis trusts endorse each paper. Same corpus, a different order for every researcher.
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- Determining the Number of Factors in Approximate Factor Models
- Inferential Theory for Factor Models of Large Dimensions
- ALTERNATIVE APPROXIMATIONS TO THE DISTRIBUTIONS OF INSTRUMENTAL VARIABLE ESTIMATORS
- Eigenvalue Ratio Test for the Number of Factors
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Determining the Number of Factors in the General Dynamic Factor Model
- THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY (Econometric Theory)
- Macroeconomic Forecasting Using Diffusion Indexes
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
Their papers
- Testing for Cross-Sectional Dependence in Panel-Data Models (2006) — 1,240 citations
- Cross-Sectional Dependence in Panel Data Analysis (2012) — 471 citations
- A homogeneous approach to testing for Granger non-causality in heterogeneous panels (2020) — 436 citations
- Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects (2020) — 54 citations
- IV Estimation of Panels with Factor Residuals (2010) — 67 citations