Sebastian Kripfganz
Names
| first: |
Sebastian |
| last: |
Kripfganz |
Identifer
Contact
Affiliations
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University of Exeter
/ Business School
/ Department of Economics
Research profile
author of:
- Response Surface Regressions for Critical Value Bounds and Approximate p‐values in Equilibrium Correction Models (RePEc:bla:obuest:v:82:y:2020:i:6:p:1456-1481)
by Sebastian Kripfganz & Daniel C. Schneider - XTDPDQML: Stata module to perform quasi-maximum likelihood linear dynamic panel data estimation (RePEc:boc:bocode:s458218)
by Sebastian Kripfganz - XTSEQREG: Stata module to perform sequential estimation of linear panel data models (RePEc:boc:bocode:s458355)
by Sebastian Kripfganz - XTDPDGMM: Stata module to perform generalized method of moments estimation of linear dynamic panel data models (RePEc:boc:bocode:s458395)
by Sebastian Kripfganz - ARDL: Stata module to perform autoregressive distributed lag model estimation (RePEc:boc:bocode:s458528)
by Sebastian Kripfganz & Daniel C. Schneider - KINKYREG: Stata module to perform kinky least squares estimation and inference (RePEc:boc:bocode:s458839)
by Sebastian Kripfganz & Jan F. Kiviet - XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models (RePEc:boc:bocode:s458915)
by Sebastian Kripfganz & Vasilis Sarafidis - XTDPDBC: Stata module to perform bias-corrected estimation of linear dynamic panel data models (RePEc:boc:bocode:s459078)
by Sebastian Kripfganz & Jörg Breitung - XTDPDSERIAL: Stata module to perform panel data serial correlation tests (RePEc:boc:bocode:s459369)
by Sebastian Kripfganz - Sequential (two-stage) estimation of linear panel-data models (RePEc:boc:dsug17:03)
by Sebastian Kripfganz - A case study in efficient programming in Stata and Mata: Speeding up the ardl estimation command (RePEc:boc:dsug17:04)
by Daniel C. Schneider & Sebastian Kripfganz - Instrumental-variable estimation of large-T panel-data models with common factors (RePEc:boc:econ21:3)
by Sebastian Kripfganz & Vasilis Sarafidis - Bias-corrected estimation of linear dynamic panel data models (RePEc:boc:lsug22:05)
by Sebastian Kripfganz & Jörg Breitung - On the shoulders of giants: Writing wrapper commands in Stata (RePEc:boc:lsug23:09)
by Sebastian Kripfganz - Robust testing for serial correlation in linear panel-data models (RePEc:boc:lsug24:13)
by Sebastian Kripfganz - ardl: Stata module to estimate autoregressive distributed lag models (RePEc:boc:scon16:18)
by Sebastian Kripfganz & Daniel C. Schneider - Generalized method of moments estimation of linear dynamic panel-data models (RePEc:boc:scon20:14)
by Sebastian Kripfganz - xtdpdqml: Quasi-maximum likelihood estimation of linear dynamic short-T panel-data models (RePEc:boc:usug16:12)
by Sebastian Kripfganz - Sequential (two-stage) estimation of linear panel data models (RePEc:boc:usug17:09)
by Sebastian Kripfganz - ardl: Estimating autoregressive distributed lag and equilibrium correction models (RePEc:boc:usug18:09)
by Sebastian Kripfganz & Daniel Schneider - Generalized method of moments estimation of linear dynamic panel-data models (RePEc:boc:usug19:17)
by Sebastian Kripfganz - kinkyreg: Instrument-free inference for linear regression models with endogenous regressors (RePEc:boc:usug20:15)
by Sebastian Kripfganz & Jan F. Kiviet - Instrumental variable estimation of large-T panel data models with common factors (RePEc:boc:usug21:4)
by Sebastian Kripfganz & Vasilis Sarafidis - Estimation of linear dynamic panel data models with time-invariant regressors (RePEc:ecb:ecbwps:20151838)
by Schwarz, Claudia & Kripfganz, Sebastian - Instrument approval by the Sargan test and its consequences for coefficient estimation (RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002123)
by Kiviet, Jan F. & Kripfganz, Sebastian - Bias-corrected method of moments estimators for dynamic panel data models (RePEc:eee:ecosta:v:24:y:2022:i:c:p:116-132)
by Breitung, Jörg & Kripfganz, Sebastian & Hayakawa, Kazuhiko - Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models (RePEc:exe:wpaper:1901)
by Sebastian Kripfganz & Daniel C. Schneider - Regional convergence at the county level: The role of commuters (RePEc:exe:wpaper:2201)
by Melanie Krause & Sebastian Kripfganz - ardl: Estimating autoregressive distributed lag and equilibrium correction models (RePEc:toh:tupdaa:18)
by Sebastian Kripfganz & Daniel C. Schneider - Regional dependencies and local spillovers:Insights from commuter flows (RePEc:toh:tupdaa:40)
by Melanie Krause & Sebastian Kripfganz - Quasi–maximum likelihood estimation of linear dynamic short-T panel-data models (RePEc:tsj:stataj:v:16:y:2016:i:4:p:1013-1038)
by Sebastian Kripfganz - Instrumental-variable estimation of large-T panel-data models with common factors (RePEc:tsj:stataj:v:21:y:2021:i:3:p:659-686)
by Sebastian Kripfganz & Vasilis Sarafidis - kinkyreg: Instrument-free inference for linear regression models with endogenous regressors (RePEc:tsj:stataj:v:21:y:2021:i:3:p:772-813)
by Sebastian Kripfganz & Jan F. Kiviet - Review of A. Colin Cameron and Pravin K. Trivedi’s Microeconometrics Using Stata, Second Edition (RePEc:tsj:stataj:v:23:y:2023:i:4:p:1062-1073)
by Sebastian Kripfganz - ardl: Estimating autoregressive distributed lag and equilibrium correction models (RePEc:tsj:stataj:v:23:y:2023:i:4:p:983-1019)
by Sebastian Kripfganz & Daniel C. Schneider - Estimation of linear dynamic panel data models with time‐invariant regressors (RePEc:wly:japmet:v:34:y:2019:i:4:p:526-546)
by Sebastian Kripfganz & Claudia Schwarz - Estimation of linear dynamic panel data models with time-invariant regressors (RePEc:zbw:bubdps:252013)
by Kripfganz, Sebastian & Schwarz, Claudia - Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors (RePEc:zbw:vfsc13:79756)
by Kripfganz, Sebastian & Schwarz, Claudia - Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models (RePEc:zbw:vfsc14:100604)
by Kripfganz, Sebastian