Details about Sebastian Kripfganz

Access statistics for papers by Sebastian Kripfganz.

Last updated 2024-12-06. Update your information in the RePEc Author Service.

Short-id: pkr246

Working Papers

2024

1. Robust testing for serial correlation in linear panel-data models
   UK Stata Conference 2024, Stata Users Group

2023

2. On the shoulders of giants: Writing wrapper commands in Stata
   UK Stata Conference 2023, Stata Users Group
3. Regional dependencies and local spillovers:Insights from commuter flows
   TUPD Discussion Papers, Graduate School of Economics and Management, Tohoku University
   Also in Discussion Papers, University of Exeter, Department of Economics (2022)

2022

4. Bias-corrected estimation of linear dynamic panel data models
   London Stata Conference 2022, Stata Users Group View citations (2)
5. ardl: Estimating autoregressive distributed lag and equilibrium correction models
   TUPD Discussion Papers, Graduate School of Economics and Management, Tohoku University View citations (5)
   Also in London Stata Conference 2018, Stata Users Group (2018) View citations (51)
   See also Journal Article ardl: Estimating autoregressive distributed lag and equilibrium correction models, Stata Journal, StataCorp LLC (2023) View citations (7) (2023)

2021

6. Instrumental variable estimation of large-T panel data models with common factors
   London Stata Conference 2021, Stata Users Group View citations (14)
   Also in Economics Virtual Symposium 2021, Stata Users Group (2021) View citations (13)
   See also Journal Article Instrumental-variable estimation of large-T panel-data models with common factors, Stata Journal, StataCorp LLC (2021) View citations (20) (2021)

2020

7. Generalized method of moments estimation of linear dynamic panel-data models
   2020 Stata Conference, Stata Users Group View citations (4)
   Also in London Stata Conference 2019, Stata Users Group (2019) View citations (73)
8. kinkyreg: Instrument-free inference for linear regression models with endogenous regressors
   London Stata Conference 2020, Stata Users Group View citations (2)
   See also Journal Article kinkyreg: Instrument-free inference for linear regression models with endogenous regressors, Stata Journal, StataCorp LLC (2021) View citations (30) (2021)

2019

9. Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models
   Discussion Papers, University of Exeter, Department of Economics View citations (36)
   See also Journal Article Response Surface Regressions for Critical Value Bounds and Approximate p‐values in Equilibrium Correction Models, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2020) View citations (64) (2020)

2017

10. A case study in efficient programming in Stata and Mata: Speeding up the ardl estimation command
    German Stata Users' Group Meetings 2017, Stata Users Group
11. Sequential (two-stage) estimation of linear panel data models
    United Kingdom Stata Users' Group Meetings 2017, Stata Users Group View citations (15)
    Also in German Stata Users' Group Meetings 2017, Stata Users Group (2017) View citations (14)

2016

12. ardl: Stata module to estimate autoregressive distributed lag models
    2016 Stata Conference, Stata Users Group View citations (35)
    See also Journal Article ardl: Estimating autoregressive distributed lag and equilibrium correction models, Stata Journal, StataCorp LLC (2023) View citations (7) (2023)
13. xtdpdqml: Quasi-maximum likelihood estimation of linear dynamic short-T panel-data models
    United Kingdom Stata Users' Group Meetings 2016, Stata Users Group View citations (35)
    See also Journal Article Quasi–maximum likelihood estimation of linear dynamic short-T panel-data models, Stata Journal, StataCorp LLC (2016) View citations (36) (2016)

2015

14. Estimation of linear dynamic panel data models with time-invariant regressors
    Working Paper Series, European Central Bank View citations (25)
    Also in VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association (2013) View citations (19)
    Discussion Papers, Deutsche Bundesbank (2013) View citations (16)
    See also Journal Article Estimation of linear dynamic panel data models with time‐invariant regressors, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2019) View citations (44) (2019)

2014

15. Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models
    VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association View citations (2)

Journal Articles

2023

1. Review of A. Colin Cameron and Pravin K. Trivedi’s Microeconometrics Using Stata, Second Edition
   Stata Journal, 2023, 23, (4), 1062-1073 View citations (1)
2. ardl: Estimating autoregressive distributed lag and equilibrium correction models
   Stata Journal, 2023, 23, (4), 983-1019 View citations (7)
   See also Working Paper ardl: Stata module to estimate autoregressive distributed lag models, 2016 Stata Conference (2016) View citations (35) (2016)
   Working Paper ardl: Estimating autoregressive distributed lag and equilibrium correction models, TUPD Discussion Papers (2022) View citations (5) (2022)

2022

3. Bias-corrected method of moments estimators for dynamic panel data models
   Econometrics and Statistics, 2022, 24, (C), 116-132 View citations (14)

2021

4. Instrument approval by the Sargan test and its consequences for coefficient estimation
   Economics Letters, 2021, 205, (C) View citations (6)
5. Instrumental-variable estimation of large-T panel-data models with common factors
   Stata Journal, 2021, 21, (3), 659-686 View citations (20)
   See also Working Paper Instrumental variable estimation of large-T panel data models with common factors, London Stata Conference 2021 (2021) View citations (14) (2021)
6. kinkyreg: Instrument-free inference for linear regression models with endogenous regressors
   Stata Journal, 2021, 21, (3), 772-813 View citations (30)
   See also Working Paper kinkyreg: Instrument-free inference for linear regression models with endogenous regressors, London Stata Conference 2020 (2020) View citations (2) (2020)

2020

7. Response Surface Regressions for Critical Value Bounds and Approximate p‐values in Equilibrium Correction Models
   Oxford Bulletin of Economics and Statistics, 2020, 82, (6), 1456-1481 View citations (64)
   See also Working Paper Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models, Discussion Papers (2019) View citations (36) (2019)

2019

8. Estimation of linear dynamic panel data models with time‐invariant regressors
   Journal of Applied Econometrics, 2019, 34, (4), 526-546 View citations (44)
   See also Working Paper Estimation of linear dynamic panel data models with time-invariant regressors, Working Paper Series (2015) View citations (25) (2015)

2016

9. Quasi–maximum likelihood estimation of linear dynamic short-T panel-data models
   Stata Journal, 2016, 16, (4), 1013-1038 View citations (36)
   See also Working Paper xtdpdqml: Quasi-maximum likelihood estimation of linear dynamic short-T panel-data models, United Kingdom Stata Users' Group Meetings 2016 (2016) View citations (35) (2016)

Software Items

2024

1. XTDPDSERIAL: Stata module to perform panel data serial correlation tests
   Statistical Software Components, Boston College Department of Economics
2. XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models
   Statistical Software Components, Boston College Department of Economics

2023

3. ARDL: Stata module to perform autoregressive distributed lag model estimation
   Statistical Software Components, Boston College Department of Economics

2022

4. XTDPDBC: Stata module to perform bias-corrected estimation of linear dynamic panel data models
   Statistical Software Components, Boston College Department of Economics
5. XTDPDGMM: Stata module to perform generalized method of moments estimation of linear dynamic panel data models
   Statistical Software Components, Boston College Department of Economics

2021

6. KINKYREG: Stata module to perform kinky least squares estimation and inference
   Statistical Software Components, Boston College Department of Economics

2020

7. XTSEQREG: Stata module to perform sequential estimation of linear panel data models
   Statistical Software Components, Boston College Department of Economics

2017

8. XTDPDQML: Stata module to perform quasi-maximum likelihood linear dynamic panel data estimation
   Statistical Software Components, Boston College Department of Economics View citations (1)