Sebastian Kripfganz

Lecturer (assistant professor) in Economics,
University of Exeter Business School, Department of Economics

Contact details   → Curriculum vitae

© Sebastian Kripfganz
Stata Programs
A working paper is now available for my joint project with Jörg Breitung and Kazuhiko Hayakawa on asymptotically efficient method of moments estimators for dynamic panel data models.
The presentation slides of my featured talk at the 2019 London Stata Conference on the generalized method of moments estimation of linear dynamic panel data models are now available online. The corresponding xtdpdgmm Stata program has been updated on October 17, 2019, to version 2.2.3.
In the 2019/2020 academic year, I am again teaching the final-year undergraduate module Econometric Analysis (BEE3015) and the postgraduate module Quantitative Research Techniques 1 (BEEM102) at the University of Exeter Business School.
You can now follow me on Twitter to stay informed about my research and updates to my Stata commands.
I have recently presented my joint work with Melanie Krause on the role of commuters for regional convergence at the county level at the 25th International Panel Data Conference in Vilnius, the 6th International Association for Applied Econometrics Annual Conference in Nicosia, and the 18th International Workshop Spatial Econometrics and Statistics in Paris.
My paper with Claudia Schwarz on the estimation of linear dynamic panel data models with time-invariant regressors was published in the June/July 2019 issue of the Journal of Applied Econometrics. The two-stage procedure described in this paper is implemented in my xtseqreg Stata program.
My joint paper with Daniel Schneider on response surface regressions for critical value bounds and approximate p-values in equilibrium correction models is now available as University of Exeter Economics Department Discussion Paper 19/01. The critical values for the bounds test and the procedure to obtain approximate p-values are implemented in our ardl Stata program that has been updated to version 1.0.2 on September 3, 2018. I have presented this program on September 7, 2018, at the London Stata Conference. The presentation slides are available online.

Last update: January 13, 2020

© Sebastian Kripfganz