Vasilis Sarafidis
Affiliation:
Brunel University London
Contact:
Email: vasilis.sarafidis [the usual symbol] brunel.ac.uk
Research Field:
Econometric Theory and Practice, Panel Data Analysis, Spatial Models and Networks
What's new?
June 2024: YouTube demonstration on how to test for the rank condition required for the CCE estimator in heterogeneous panels. In Part 1, I provide a brief introduction to the methodology. In Part 2 I provide an illustration in STATA using the xtdcce2 command of Jan Ditzen.
March 2024: My paper with Sebastian Kripfganz "Estimating Spatial Dynamic Panel Data Models with Unobserved Common Factors in Stata" is forthcoming at the Journal of Statistical Software.
February 2024: YouTube demonstration of the STATA package xtivdfreg. In Part 1, I provide a brief introduction to the methodology. In Part 2 I illustrate the command in STATA. A README file can be found here. Presentation slides.
February 2024: The 29th International Panel Data Conference– IPDC 2024 will be held in Orléans, France, during July 4–5, 2024. Papers can be submitted through here. The submission deadline is March 1, 2024.
January 2024: My paper with Ignace De Vos and Gerdie Everaert "A Method to Evaluate the Rank Condition for CCE Estimators" has been accepted by Econometric Reviews and is available open access.