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
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2020)
by Sebastian Kripfganz & Daniel C. Schneider
(ReDIF-article, bla:obuest:v:82:y:2020:i:6:p:1456-1481) - XTDPDQML: Stata module to perform quasi-maximum likelihood linear dynamic panel data estimation
Statistical Software Components, Boston College Department of Economics (2016)
by Sebastian Kripfganz
(ReDIF-software, boc:bocode:s458218) - XTSEQREG: Stata module to perform sequential estimation of linear panel data models
Statistical Software Components, Boston College Department of Economics (2017)
by Sebastian Kripfganz
(ReDIF-software, boc:bocode:s458355) - XTDPDGMM: Stata module to perform generalized method of moments estimation of linear dynamic panel data models
Statistical Software Components, Boston College Department of Economics (2017)
by Sebastian Kripfganz
(ReDIF-software, boc:bocode:s458395) - ARDL: Stata module to perform autoregressive distributed lag model estimation
Statistical Software Components, Boston College Department of Economics (2018)
by Sebastian Kripfganz & Daniel C. Schneider
(ReDIF-software, boc:bocode:s458528) - KINKYREG: Stata module to perform kinky least squares estimation and inference
Statistical Software Components, Boston College Department of Economics (2020)
by Sebastian Kripfganz & Jan F. Kiviet
(ReDIF-software, boc:bocode:s458839) - XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models
Statistical Software Components, Boston College Department of Economics (2021)
by Sebastian Kripfganz & Vasilis Sarafidis
(ReDIF-software, boc:bocode:s458915) - XTDPDBC: Stata module to perform bias-corrected estimation of linear dynamic panel data models
Statistical Software Components, Boston College Department of Economics (2022)
by Sebastian Kripfganz & Jörg Breitung
(ReDIF-software, boc:bocode:s459078) - Sequential (two-stage) estimation of linear panel-data models
German Stata Users' Group Meetings 2017, Stata Users Group (2017)
by Sebastian Kripfganz
(ReDIF-paper, boc:dsug17:03) - 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 (2017)
by Daniel C. Schneider & Sebastian Kripfganz
(ReDIF-paper, boc:dsug17:04) - Instrumental-variable estimation of large-T panel-data models with common factors
Economics Virtual Symposium 2021, Stata Users Group (2021)
by Sebastian Kripfganz & Vasilis Sarafidis
(ReDIF-paper, boc:econ21:3) - Bias-corrected estimation of linear dynamic panel data models
London Stata Conference 2022, Stata Users Group (2022)
by Sebastian Kripfganz & Jörg Breitung
(ReDIF-paper, boc:lsug22:05) - On the shoulders of giants: Writing wrapper commands in Stata
UK Stata Conference 2023, Stata Users Group (2023)
by Sebastian Kripfganz
(ReDIF-paper, boc:lsug23:09) - ardl: Stata module to estimate autoregressive distributed lag models
2016 Stata Conference, Stata Users Group (2016)
by Sebastian Kripfganz & Daniel C. Schneider
(ReDIF-paper, boc:scon16:18) - Generalized method of moments estimation of linear dynamic panel-data models
2020 Stata Conference, Stata Users Group (2020)
by Sebastian Kripfganz
(ReDIF-paper, boc:scon20:14) - xtdpdqml: Quasi-maximum likelihood estimation of linear dynamic short-T panel-data models
United Kingdom Stata Users' Group Meetings 2016, Stata Users Group (2016)
by Sebastian Kripfganz
(ReDIF-paper, boc:usug16:12) - Sequential (two-stage) estimation of linear panel data models
United Kingdom Stata Users' Group Meetings 2017, Stata Users Group (2017)
by Sebastian Kripfganz
(ReDIF-paper, boc:usug17:09) - ardl: Estimating autoregressive distributed lag and equilibrium correction models
London Stata Conference 2018, Stata Users Group (2018)
by Sebastian Kripfganz & Daniel Schneider
(ReDIF-paper, boc:usug18:09) - Generalized method of moments estimation of linear dynamic panel-data models
London Stata Conference 2019, Stata Users Group (2019)
by Sebastian Kripfganz
(ReDIF-paper, boc:usug19:17) - kinkyreg: Instrument-free inference for linear regression models with endogenous regressors
London Stata Conference 2020, Stata Users Group (2020)
by Sebastian Kripfganz & Jan F. Kiviet
(ReDIF-paper, boc:usug20:15) - Instrumental variable estimation of large-T panel data models with common factors
London Stata Conference 2021, Stata Users Group (2021)
by Sebastian Kripfganz & Vasilis Sarafidis
(ReDIF-paper, boc:usug21:4) - Estimation of linear dynamic panel data models with time-invariant regressors
Working Paper Series, European Central Bank (2015)
by Schwarz, Claudia & Kripfganz, Sebastian
(ReDIF-paper, ecb:ecbwps:20151838) - Instrument approval by the Sargan test and its consequences for coefficient estimation
Economics Letters, Elsevier (2021)
by Kiviet, Jan F. & Kripfganz, Sebastian
(ReDIF-article, eee:ecolet:v:205:y:2021:i:c:s0165176521002123) - Bias-corrected method of moments estimators for dynamic panel data models
Econometrics and Statistics, Elsevier (2022)
by Breitung, Jörg & Kripfganz, Sebastian & Hayakawa, Kazuhiko
(ReDIF-article, eee:ecosta:v:24:y:2022:i:c:p:116-132) - Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models
Discussion Papers, University of Exeter, Department of Economics (2019)
by Sebastian Kripfganz & Daniel C. Schneider
(ReDIF-paper, exe:wpaper:1901) - Regional convergence at the county level: The role of commuters
Discussion Papers, University of Exeter, Department of Economics (2022)
by Melanie Krause & Sebastian Kripfganz
(ReDIF-paper, exe:wpaper:2201) - ardl: Estimating autoregressive distributed lag and equilibrium correction models
TUPD Discussion Papers, Graduate School of Economics and Management, Tohoku University (2022)
by Sebastian Kripfganz & Daniel C. Schneider
(ReDIF-paper, toh:tupdaa:18) - Regional dependencies and local spillovers:Insights from commuter flows
TUPD Discussion Papers, Graduate School of Economics and Management, Tohoku University (2023)
by Melanie Krause & Sebastian Kripfganz
(ReDIF-paper, toh:tupdaa:40) - Quasi–maximum likelihood estimation of linear dynamic short-T panel-data models
Stata Journal, StataCorp LP (2016)
by Sebastian Kripfganz
(ReDIF-article, tsj:stataj:v:16:y:2016:i:4:p:1013-1038) - Instrumental-variable estimation of large-T panel-data models with common factors
Stata Journal, StataCorp LP (2021)
by Sebastian Kripfganz & Vasilis Sarafidis
(ReDIF-article, tsj:stataj:v:21:y:2021:i:3:p:659-686) - kinkyreg: Instrument-free inference for linear regression models with endogenous regressors
Stata Journal, StataCorp LP (2021)
by Sebastian Kripfganz & Jan F. Kiviet
(ReDIF-article, tsj:stataj:v:21:y:2021:i:3:p:772-813) - Review of A. Colin Cameron and Pravin K. Trivedi’s Microeconometrics Using Stata, Second Edition
Stata Journal, StataCorp LP (2023)
by Sebastian Kripfganz
(ReDIF-article, tsj:stataj:v:23:y:2023:i:4:p:1062-1073) - ardl: Estimating autoregressive distributed lag and equilibrium correction models
Stata Journal, StataCorp LP (2023)
by Sebastian Kripfganz & Daniel C. Schneider
(ReDIF-article, tsj:stataj:v:23:y:2023:i:4:p:983-1019) - Estimation of linear dynamic panel data models with time‐invariant regressors
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2019)
by Sebastian Kripfganz & Claudia Schwarz
(ReDIF-article, wly:japmet:v:34:y:2019:i:4:p:526-546) - Estimation of linear dynamic panel data models with time-invariant regressors
Discussion Papers, Deutsche Bundesbank (2013)
by Kripfganz, Sebastian & Schwarz, Claudia
(ReDIF-paper, zbw:bubdps:252013) - Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors
VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association (2013)
by Kripfganz, Sebastian & Schwarz, Claudia
(ReDIF-paper, zbw:vfsc13:79756) - 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 (2014)
by Kripfganz, Sebastian
(ReDIF-paper, zbw:vfsc14:100604)