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Details about Sebastian Kripfganz

Homepage:http://www.kripfganz.de
Workplace:Department of Economics, Business School, University of Exeter, (more information at EDIRC)

Access statistics for papers by Sebastian Kripfganz.

Last updated 2022-10-20. Update your information in the RePEc Author Service.

Short-id: pkr246


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Working Papers

2022

  1. Bias-corrected estimation of linear dynamic panel data models
    London Stata Conference 2022, Stata Users Group Downloads
  2. Regional convergence at the county level: The role of commuters
    Discussion Papers, University of Exeter, Department of Economics Downloads

2021

  1. Instrumental variable estimation of large-T panel data models with common factors
    London Stata Conference 2021, Stata Users Group Downloads View citations (2)
    Also in Economics Virtual Symposium 2021, Stata Users Group (2021) Downloads View citations (1)

    See also Journal Article in Stata Journal (2021)

2020

  1. Generalized method of moments estimation of linear dynamic panel-data models
    2020 Stata Conference, Stata Users Group Downloads View citations (1)
    Also in London Stata Conference 2019, Stata Users Group (2019) Downloads View citations (35)
  2. kinkyreg: Instrument-free inference for linear regression models with endogenous regressors
    London Stata Conference 2020, Stata Users Group Downloads View citations (1)
    See also Journal Article in Stata Journal (2021)

2017

  1. 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 Downloads
  2. Sequential (two-stage) estimation of linear panel data models
    United Kingdom Stata Users' Group Meetings 2017, Stata Users Group Downloads View citations (10)
    Also in German Stata Users' Group Meetings 2017, Stata Users Group (2017) Downloads View citations (11)

2016

  1. ardl: Stata module to estimate autoregressive distributed lag models
    2016 Stata Conference, Stata Users Group Downloads View citations (24)
  2. xtdpdqml: Quasi-maximum likelihood estimation of linear dynamic short-T panel-data models
    United Kingdom Stata Users' Group Meetings 2016, Stata Users Group Downloads View citations (30)
    See also Journal Article in Stata Journal (2016)

2015

  1. Estimation of linear dynamic panel data models with time-invariant regressors
    Working Paper Series, European Central Bank Downloads View citations (23)
    Also in VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association (2013) Downloads View citations (19)
    Discussion Papers, Deutsche Bundesbank (2013) Downloads View citations (16)

    See also Journal Article in Journal of Applied Econometrics (2019)

2014

  1. 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 Downloads View citations (1)

Journal Articles

2022

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

2021

  1. Instrument approval by the Sargan test and its consequences for coefficient estimation
    Economics Letters, 2021, 205, (C) Downloads
  2. Instrumental-variable estimation of large-T panel-data models with common factors
    Stata Journal, 2021, 21, (3), 659-686 Downloads View citations (8)
    See also Working Paper (2021)
  3. kinkyreg: Instrument-free inference for linear regression models with endogenous regressors
    Stata Journal, 2021, 21, (3), 772-813 Downloads View citations (5)
    See also Working Paper (2020)

2019

  1. Estimation of linear dynamic panel data models with time‐invariant regressors
    Journal of Applied Econometrics, 2019, 34, (4), 526-546 Downloads View citations (16)
    See also Working Paper (2015)

2016

  1. Quasi–maximum likelihood estimation of linear dynamic short-T panel-data models
    Stata Journal, 2016, 16, (4), 1013-1038 Downloads View citations (24)
    See also Working Paper (2016)

Software Items

2022

  1. ARDL: Stata module to perform autoregressive distributed lag model estimation
    Statistical Software Components, Boston College Department of Economics Downloads
  2. XTDPDBC: Stata module to perform bias-corrected estimation of linear dynamic panel data models
    Statistical Software Components, Boston College Department of Economics Downloads
  3. XTDPDGMM: Stata module to perform generalized method of moments estimation of linear dynamic panel data models
    Statistical Software Components, Boston College Department of Economics Downloads

2021

  1. KINKYREG: Stata module to perform kinky least squares estimation and inference
    Statistical Software Components, Boston College Department of Economics Downloads
  2. XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models
    Statistical Software Components, Boston College Department of Economics Downloads

2020

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

2017

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