Professor Vasilis Sarafidis
Professor - Finance
- 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
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.