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) '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, D., 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

Athanasopoulos, G., Sarafidis, V., Weatherburn, D. and Miller, R. (2022) 'The 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

Cui, G., Norkutė, M., Sarafidis, V. and Yamagata, T. (2021) '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

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

Li, Q., Sarafidis, V. and Westerlund, J. (2021) 'Essays in honor of Professor Badi H Baltagi'. Empirical Economics: a quarterly journal of the Institute for Advanced Studies, Vienna, 60 (1). pp. 1 - 11. ISSN: 0377-7332

Juodis, A., Karavias, Y. and Sarafidis, V. (2020) 'A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels'. Empirical Economics: a quarterly journal of the Institute for Advanced Studies, Vienna, 60 (1). pp. 93 - 112. ISSN: 0377-7332

Juodis, A. and Sarafidis, V. (2020) 'A Linear Estimator for Factor-Augmented Fixed-T Panels with Endogenous Regressors'. Journal of business & economic statistics : a publication of the American Statistical Association, 40 (1). pp. 1 - 15. ISSN: 0735-0015 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). pp. 215 - 226. ISSN: 0304-4076

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). pp. 416 - 446. ISSN: 0304-4076 Open Access Link

Zhu, H., Sarafidis, V. and Silvapulle, M. (2020) 'A New Structural Break Test for Panels with Common Factors'. Econometrics Journal, 23 (1). pp. 137 - 155. ISSN: 1368-4221

Bun, M., Kelaher, R., Sarafidis, V. and Weatherburn, D. (2020) 'Crime, Deterrence and Punishment Revisited'. Empirical Economics, 59 (5). pp. 2303 - 2333. ISSN: 0377-7332

Connor, P., Sarafidis, V., Zyphur, M., Keltner, D. and Chen, S. (2019) 'Income Inequality Increases 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