Distinguished Guest Instructor
Vasilis Sarafidis is Professor of Econometrics and Finance at Brunel University London, with an academic background in economics and econometrics from the University of Sussex and the University of Cambridge, where he completed his PhD.
His research focuses on model specification and testing, dynamic panel data analysis, spatial interaction models, network econometrics, common factor structures, and multi-dimensional panel data. He has published extensively in leading academic journals and has developed modern methods for estimating and identifying latent network structures in high-dimensional settings.
Moreover, he is the developer of several widely used STATA packages, including: XTIVDFREG, XTGRANGER, XTREGCLUSTER and XTCSD. ( Click here for the STATA packages )
Professor Sarafidis has taught numerous undergraduate, postgraduate, and executive education modules in econometrics, applied economics, and machine learning, receiving multiple awards for excellence in teaching.
Alongside his academic work, he has extensive consulting experience, advising government agencies and private-sector institutions on impact evaluation, infrastructure investment, and policy design using advanced econometric tools. His modelling has contributed to pricing submissions and regulatory reports for organisations such as IPART, the Essential Services Commission, and the Productivity Commission.
