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Sebastian Kripfganz

Personal Details

First Name:Sebastian
Middle Name:
Last Name:Kripfganz
Suffix:
RePEc Short-ID:pkr246
[This author has chosen not to make the email address public]
http://www.kripfganz.de
Twitter: @kripfganz
Terminal Degree:2015 Fachbereich Wirtschaftswissenschaft; Goethe Universität Frankfurt am Main (from RePEc Genealogy)

Affiliation

Department of Economics
Business School
University of Exeter

Exeter, United Kingdom
http://business-school.exeter.ac.uk/about/departments/economics/
RePEc:edi:dexexuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Sebastian Kripfganz, 2023. "On the shoulders of giants: Writing wrapper commands in Stata," UK Stata Conference 2023 09, Stata Users Group.
  2. Melanie Krause & Sebastian Kripfganz, 2022. "Regional convergence at the county level: The role of commuters," Discussion Papers 2201, University of Exeter, Department of Economics.
  3. Sebastian Kripfganz & Jörg Breitung, 2022. "Bias-corrected estimation of linear dynamic panel data models," London Stata Conference 2022 05, Stata Users Group.
  4. Sebastian Kripfganz & Daniel C. Schneider, 2022. "ardl: Estimating autoregressive distributed lag and equilibrium correction models," TUPD Discussion Papers 18, Graduate School of Economics and Management, Tohoku University.
  5. Sebastian Kripfganz & Vasilis Sarafidis, 2021. "Instrumental-variable estimation of large-T panel-data models with common factors," Economics Virtual Symposium 2021 3, Stata Users Group.
  6. Sebastian Kripfganz & Jan F. Kiviet, 2020. "kinkyreg: Instrument-free inference for linear regression models with endogenous regressors," London Stata Conference 2020 15, Stata Users Group.
  7. Sebastian Kripfganz, 2020. "Generalized method of moments estimation of linear dynamic panel-data models," 2020 Stata Conference 14, Stata Users Group.
  8. Sebastian Kripfganz & Daniel C. Schneider, 2019. "Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models," Discussion Papers 1901, University of Exeter, Department of Economics.
  9. Daniel C. Schneider & Sebastian Kripfganz, 2017. "A case study in efficient programming in Stata and Mata: Speeding up the ardl estimation command," German Stata Users' Group Meetings 2017 04, Stata Users Group.
  10. Sebastian Kripfganz, 2017. "Sequential (two-stage) estimation of linear panel-data models," German Stata Users' Group Meetings 2017 03, Stata Users Group.
  11. Sebastian Kripfganz & Daniel C. Schneider, 2016. "ardl: Stata module to estimate autoregressive distributed lag models," 2016 Stata Conference 18, Stata Users Group.
  12. Sebastian Kripfganz, 2016. "xtdpdqml: Quasi-maximum likelihood estimation of linear dynamic short-T panel-data models," United Kingdom Stata Users' Group Meetings 2016 12, Stata Users Group.
  13. Schwarz, Claudia & Kripfganz, Sebastian, 2015. "Estimation of linear dynamic panel data models with time-invariant regressors," Working Paper Series 1838, European Central Bank.
  14. Kripfganz, Sebastian, 2014. "Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100604, Verein für Socialpolitik / German Economic Association.

Articles

  1. Sebastian Kripfganz & Daniel C. Schneider, 2023. "ardl: Estimating autoregressive distributed lag and equilibrium correction models," Stata Journal, StataCorp LP, vol. 23(4), pages 983-1019, December.
  2. Sebastian Kripfganz, 2023. "Review of A. Colin Cameron and Pravin K. Trivedi’s Microeconometrics Using Stata, Second Edition," Stata Journal, StataCorp LP, vol. 23(4), pages 1062-1073, December.
  3. Breitung, Jörg & Kripfganz, Sebastian & Hayakawa, Kazuhiko, 2022. "Bias-corrected method of moments estimators for dynamic panel data models," Econometrics and Statistics, Elsevier, vol. 24(C), pages 116-132.
  4. Sebastian Kripfganz & Jan F. Kiviet, 2021. "kinkyreg: Instrument-free inference for linear regression models with endogenous regressors," Stata Journal, StataCorp LP, vol. 21(3), pages 772-813, September.
  5. Kiviet, Jan F. & Kripfganz, Sebastian, 2021. "Instrument approval by the Sargan test and its consequences for coefficient estimation," Economics Letters, Elsevier, vol. 205(C).
  6. Sebastian Kripfganz & Vasilis Sarafidis, 2021. "Instrumental-variable estimation of large-T panel-data models with common factors," Stata Journal, StataCorp LP, vol. 21(3), pages 659-686, September.
  7. Sebastian Kripfganz & Daniel C. Schneider, 2020. "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, vol. 82(6), pages 1456-1481, December.
  8. Sebastian Kripfganz & Claudia Schwarz, 2019. "Estimation of linear dynamic panel data models with time‐invariant regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(4), pages 526-546, June.
  9. Sebastian Kripfganz, 2016. "Quasi–maximum likelihood estimation of linear dynamic short-T panel-data models," Stata Journal, StataCorp LP, vol. 16(4), pages 1013-1038, December.

Software components

  1. Sebastian Kripfganz & Jörg Breitung, 2022. "XTDPDBC: Stata module to perform bias-corrected estimation of linear dynamic panel data models," Statistical Software Components S459078, Boston College Department of Economics, revised 31 Aug 2022.
  2. Sebastian Kripfganz & Vasilis Sarafidis, 2021. "XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models," Statistical Software Components S458915, Boston College Department of Economics, revised 06 Feb 2024.
  3. Sebastian Kripfganz & Jan F. Kiviet, 2020. "KINKYREG: Stata module to perform kinky least squares estimation and inference," Statistical Software Components S458839, Boston College Department of Economics, revised 16 Mar 2021.
  4. Sebastian Kripfganz & Daniel C. Schneider, 2018. "ARDL: Stata module to perform autoregressive distributed lag model estimation," Statistical Software Components S458528, Boston College Department of Economics, revised 12 Feb 2023.
  5. Sebastian Kripfganz, 2017. "XTDPDGMM: Stata module to perform generalized method of moments estimation of linear dynamic panel data models," Statistical Software Components S458395, Boston College Department of Economics, revised 05 Aug 2022.
  6. Sebastian Kripfganz, 2017. "XTSEQREG: Stata module to perform sequential estimation of linear panel data models," Statistical Software Components S458355, Boston College Department of Economics, revised 10 Aug 2020.
  7. Sebastian Kripfganz, 2016. "XTDPDQML: Stata module to perform quasi-maximum likelihood linear dynamic panel data estimation," Statistical Software Components S458218, Boston College Department of Economics, revised 04 Mar 2017.

More information

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Statistics

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Rankings

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (3) 2013-08-10 2015-02-16 2019-03-11
  2. NEP-ETS: Econometric Time Series (3) 2015-02-16 2019-03-11 2022-07-25
  3. NEP-GEO: Economic Geography (3) 2015-02-16 2022-01-10 2023-06-26
  4. NEP-ORE: Operations Research (3) 2013-08-10 2021-09-20 2022-02-07
  5. NEP-URE: Urban and Real Estate Economics (3) 2015-02-16 2022-01-10 2023-06-26
  6. NEP-CMP: Computational Economics (1) 2017-11-05
  7. NEP-DCM: Discrete Choice Models (1) 2022-10-10
  8. NEP-GER: German Papers (1) 2023-10-16
  9. NEP-ISF: Islamic Finance (1) 2021-09-20
  10. NEP-LAB: Labour Economics (1) 2022-01-10

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