De Vos, I., Everaert, G. and Sarafidis, V. (2024) 'A method to evaluate the rank condition for CCE estimators'. Econometric Reviews, 43 (2-4). pp. 123 - 155. ISSN: 0747-4938 Open Access Link

Juodis, A. and Sarafidis, V. (2023) 'New results on asymptotic properties of likelihood estimators with persistent data for small and large T'. SERIEs, 14 (3-4). pp. 435 - 461. ISSN: 1869-4187 Open Access Link

Cui, G., Sarafidis, V. and Yamagata, T. (2023) 'IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk'. Econometrics Journal, 26 (2). pp. 124 - 146. ISSN: 1368-4221 Open Access Link

Xiao, J., Karavias, Y., Juodis, A., Sarafidis, V. and Ditzen, J. (2023) 'Improved Tests for Granger Non-Causality in Panel Data'. Stata Journal, 23 (1). pp. 230 - 242. ISSN: 1536-867X Open Access Link

Juodis, A. and Sarafidis, V. (2022) 'A Linear Estimator for Factor-Augmented Fixed-T Panels with Endogenous Regressors'. Journal of Business and Economic Statistics, 40 (1). pp. 1 - 15. ISSN: 0735-0015 Open Access Link

Cui, G., Norkutė, M., Sarafidis, V. and Yamagata, T. (2022) 'Two-stage instrumental variable estimation of linear panel data models with interactive effects'. The Econometrics Journal, 25 (2). pp. 340 - 361. ISSN: 1368-4221 Open Access Link

Juodis, A. and Sarafidis, V. (2022) 'An Incidental Parameters Free Inference Approach for Panels with Common Factors'. Journal of Econometrics, 229 (1). pp. 19 - 54. ISSN: 0304-4076 Open Access Link

Byrne, DP., Imai, S., Jain, N. and Sarafidis, V. (2022) 'Instrument-free identification and estimation of differentiated products models using cost data'. Journal of Econometrics, 228 (2). pp. 278 - 301. ISSN: 0304-4076 Open Access Link

(Accepted) 'Econometric Modelling of South East Water’s Residential Water Demand Using Digital Meters and High-Frequency Data', in

Athanasopoulos, G., Sarafidis, V., Weatherburn, D. and Miller, R. (2021) 'Longer-term impacts of trading restrictions on alcohol-related violence: insights from New South Wales, Australia'. Addiction, 117 (5). pp. 1304 - 1311. ISSN: 0965-2140 Open Access Link

Kripfganz, S. and Sarafidis, V. (2021) 'Instrumental-variable estimation of large-T panel-data models with common factors'. Stata Journal, 21 (3). pp. 1 - 28. ISSN: 1536-867X Open Access Link

(Accepted) 'Analysis of Social Climate Survey Data for Evaluation of Correctional Centers', in

Li, Q., Sarafidis, V. and Westerlund, J. (2021) 'Essays in honor of Professor Badi H Baltagi'. Empirical Economics, 60 (1). pp. 1 - 11. ISSN: 0377-7332 Open Access Link

Juodis, A., Karavias, Y. and Sarafidis, V. (2020) 'A homogeneous approach to testing for Granger non-causality in heterogeneous panels'. Empirical Economics, 60 (1). pp. 93 - 112. ISSN: 0377-7332 Open Access Link

Zhu, H., Sarafidis, V. and Silvapulle, MJ. (2020) 'A new structural break test for panels with common factors'. Econometrics Journal, 23 (1). pp. 137 - 155. ISSN: 1368-4221 Open Access Link

Sarafidis, V. and Wansbeek, T. (2020) 'Celebrating 40 years of panel data analysis: Past, present and future'. Journal of Econometrics, 220 (2 (February 2021)). pp. 215 - 226. ISSN: 0304-4076 Open Access Link

Norkutė, M., Sarafidis, V., Yamagata, T. and Cui, G. (2020) 'Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure'. Journal of Econometrics, 220 (2 (February 2021)). pp. 416 - 446. ISSN: 0304-4076 Open Access Link

Bun, M., Kelaher, R., Sarafidis, V. and Weatherburn, D. (2019) 'Crime, deterrence and punishment revisited'. Empirical Economics: a quarterly journal of the Institute for Advanced Studies, Vienna, 59 (5). pp. 2303 - 2333. ISSN: 0377-7332 Open Access Link

Connor, P., Sarafidis, V., Zyphur, M., Keltner, D. and Chen, S. (2019) 'Income Inequality and White-on-Black Racial Bias in the United States: Evidence From Project Implicit and Google Trends'. Psychological Science, 30 (2). pp. 205 - 222. ISSN: 0956-7976

Juodis, A. and Sarafidis, V. (2018) 'Fixed T dynamic panel data estimators with multifactor errors'. Econometric Reviews, 37 (8). pp. 893 - 929. ISSN: 0747-4938

Robertson, D., Sarafidis, V. and Westerlund, J. (2018) 'Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels'. Journal of Business and Economic Statistics, 36 (3). pp. 493 - 504. ISSN: 0735-0015

Robertson, D., Sarafidis, V. and Westerlund, J. (2018) 'GMM Unit Root Inference In Generally Trending and and Cross-Sectionally Correlated Fixed-T Panels'. Journal of Business & Economic Statistics, 36. pp. 493 - 504.

Christodoulou, D. and Sarafidis, V. (2017) 'Regression clustering for panel-data models with fixed effects'. Stata Journal, 17 (2). pp. 314 - 329. ISSN: 1536-867X

Sarafidis, V., Panagiotelis, A. and Panagiotidis, T. (2017) 'When did it go wrong? The case of greek sovereign debt', inThe Greek Debt Crisis: In Quest of Growth in Times of Austerity. Springer International Publishing. pp. 1 - 35. ISBN 13: 9783319591018.

Sarafidis, V. (2016) 'Neighbourhood GMM estimation of dynamic panel data models'. Computational Statistics and Data Analysis, 100. pp. 526 - 544. ISSN: 0167-9473

Wan, WY., Weatherburn, D., Wardlaw, G., Sarafidis, V. and Sara, G. (2016) 'Do drug seizures predict drug-related emergency department presentations or arrests for drug use and possession?'. International Journal of Drug Policy, 27. pp. 74 - 81. ISSN: 0955-3959

Sarafidis, V. and Weber, N. (2015) 'A Partially Heterogeneous Framework for Analyzing Panel Data'. Oxford Bulletin of Economics and Statistics, 77 (2). pp. 274 - 296. ISSN: 0305-9049

Robertson, D. and Sarafidis, V. (2015) 'IV estimation of panels with factor residuals'. Journal of Econometrics, 185 (2). pp. 526 - 541. ISSN: 0304-4076

Wan, WY., Weatherburn, D., Wardlaw, G., Sarafidis, V. and Sara, G. (2014) 'Supply-side reduction policy and drug-related harm'. Trends and Issues in Crime and Criminal Justice. ISSN: 0817-8542

Sarafidis, V. and Wansbeek, T. (2012) 'Cross-Sectional Dependence in Panel Data Analysis'. Econometric Reviews, 31 (5). pp. 483 - 531. ISSN: 0747-4938

Abrams, B., Kumaradevan, S., Sarafidis, V. and Spaninks, F. (2012) 'An Econometric Assessment of Pricing Sydney's Residential Water Use'. Economic Record, 88 (280). pp. 89 - 105. ISSN: 0013-0249

Sarafidis, V., Yamagata, T. and Robertson, D. (2009) 'A test of cross section dependence for a linear dynamic panel model with regressors'. Journal of Econometrics, 148 (2). pp. 149 - 161. ISSN: 0304-4076

Sarafidis, V. and Robertson, D. (2009) 'On the impact of error cross-sectional dependence in short dynamic panel estimation'. Econometrics Journal, 12 (1). pp. 62 - 81. ISSN: 1368-4221

De Hoyos, RE. and Sarafidis, V. (2006) 'Testing for cross-sectional dependence in panel-data models'. Stata Journal, 6 (4). pp. 482 - 496. ISSN: 1536-867X