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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 2023-09-19. Update your information in the RePEc Author Service.

Short-id: pkr246


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Working Papers

2023

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

2022

  1. Bias-corrected estimation of linear dynamic panel data models
    London Stata Conference 2022, Stata Users Group Downloads View citations (2)
  2. ardl: Estimating autoregressive distributed lag and equilibrium correction models
    TUPD Discussion Papers, Graduate School of Economics and Management, Tohoku University Downloads View citations (1)
    Also in London Stata Conference 2018, Stata Users Group (2018) Downloads View citations (49)

    See also Journal Article ardl: Estimating autoregressive distributed lag and equilibrium correction models, Stata Journal, StataCorp LP (2023) Downloads (2023)

2021

  1. Instrumental variable estimation of large-T panel data models with common factors
    London Stata Conference 2021, Stata Users Group Downloads View citations (8)
    Also in Economics Virtual Symposium 2021, Stata Users Group (2021) Downloads View citations (7)

    See also Journal Article Instrumental-variable estimation of large-T panel-data models with common factors, Stata Journal, StataCorp LP (2021) Downloads View citations (14) (2021)

2020

  1. Generalized method of moments estimation of linear dynamic panel-data models
    2020 Stata Conference, Stata Users Group Downloads View citations (3)
    Also in London Stata Conference 2019, Stata Users Group (2019) Downloads View citations (63)
  2. kinkyreg: Instrument-free inference for linear regression models with endogenous regressors
    London Stata Conference 2020, Stata Users Group Downloads View citations (2)
    See also Journal Article kinkyreg: Instrument-free inference for linear regression models with endogenous regressors, Stata Journal, StataCorp LP (2021) Downloads View citations (20) (2021)

2019

  1. Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models
    Discussion Papers, University of Exeter, Department of Economics Downloads View citations (35)
    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) Downloads View citations (53) (2020)

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 (13)
    Also in German Stata Users' Group Meetings 2017, Stata Users Group (2017) Downloads View citations (14)

2016

  1. ardl: Stata module to estimate autoregressive distributed lag models
    2016 Stata Conference, Stata Users Group Downloads View citations (28)
    See also Journal Article ardl: Estimating autoregressive distributed lag and equilibrium correction models, Stata Journal, StataCorp LP (2023) Downloads (2023)
  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 (35)
    See also Journal Article Quasi–maximum likelihood estimation of linear dynamic short-T panel-data models, Stata Journal, StataCorp LP (2016) Downloads View citations (36) (2016)

2015

  1. Estimation of linear dynamic panel data models with time-invariant regressors
    Working Paper Series, European Central Bank Downloads 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) Downloads View citations (19)
    Discussion Papers, Deutsche Bundesbank (2013) Downloads 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) Downloads View citations (35) (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 (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 Downloads
  2. ardl: Estimating autoregressive distributed lag and equilibrium correction models
    Stata Journal, 2023, 23, (4), 983-1019 Downloads
    See also Working Paper ardl: Estimating autoregressive distributed lag and equilibrium correction models, TUPD Discussion Papers (2022) Downloads View citations (1) (2022)
    Working Paper ardl: Stata module to estimate autoregressive distributed lag models, 2016 Stata Conference (2016) Downloads View citations (28) (2016)

2022

  1. Bias-corrected method of moments estimators for dynamic panel data models
    Econometrics and Statistics, 2022, 24, (C), 116-132 Downloads View citations (6)

2021

  1. Instrument approval by the Sargan test and its consequences for coefficient estimation
    Economics Letters, 2021, 205, (C) Downloads View citations (4)
  2. Instrumental-variable estimation of large-T panel-data models with common factors
    Stata Journal, 2021, 21, (3), 659-686 Downloads View citations (14)
    See also Working Paper Instrumental variable estimation of large-T panel data models with common factors, London Stata Conference 2021 (2021) Downloads View citations (8) (2021)
  3. kinkyreg: Instrument-free inference for linear regression models with endogenous regressors
    Stata Journal, 2021, 21, (3), 772-813 Downloads View citations (20)
    See also Working Paper kinkyreg: Instrument-free inference for linear regression models with endogenous regressors, London Stata Conference 2020 (2020) Downloads View citations (2) (2020)

2020

  1. 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 Downloads View citations (53)
    See also Working Paper Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models, Discussion Papers (2019) Downloads View citations (35) (2019)

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 (35)
    See also Working Paper Estimation of linear dynamic panel data models with time-invariant regressors, Working Paper Series (2015) Downloads View citations (25) (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 (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) Downloads View citations (35) (2016)

Software Items

2024

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

2023

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

2022

  1. XTDPDBC: Stata module to perform bias-corrected estimation of linear dynamic panel data models
    Statistical Software Components, Boston College Department of Economics Downloads
  2. 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

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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