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Professor Vasilis Sarafidis
Professor - Finance

Marie Jahoda 240

  • Economics

Research area(s)

  • Panel data analysis;
  • Model specification and testing;
  • High-dimensional data;
  • Factor models;
  • Models for spatial interactions and networks.

Research grants and projects

Grants

Micro-panel data with non-linear error components
Funder: Australian Research Council
Duration: January 2017 - January 2022

This project aims to develop methods for panel data models with heterogeneous marginal effects and discrete choice outcomes, controlling for unobserved common factors and nonlinear error components; and apply the methodologies to analyse alcohol-fuelled violence and drug-related harm in Australia. The project lies at the forefront of advances in econometrics, and the outcomes are expected to broaden and deepen Australia’s knowledge base. Empirical outcomes should inform and evaluate evidence-based policy interventions for crime prevention, and influence policy making about public transport and economic growth.

СʪÃÃÊÓƵ London
Kingston Lane
Uxbridge
Middlesex UB8 3PH

Tel: +44 (0)1895 274000

Fax: +44 (0)1895 232806

Security: +44 (0)1895 255786

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