Sebastian Kripfganz

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

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News

An updated version of my joint paper with Melanie Krause on insights from commuter flows for regional dependencies and local spillovers is now available as a Tohoku University Research Center for Policy Design Discussion Paper.

The xtivdfreg Stata package on instrumental variable estimation of large-T panel data models with common factors was updated on May 26, 2023, to version 1.3.2, which also supports the estimation of spatial autoregressive models. This is joint work with Vasilis Sarafidis.

I have updated the xtdpdgmm Stata program to version 2.6.3 on April 26, 2023. A detailed set of slides for my featured talk at the 2019 London Stata Conference on the generalized method of moments estimation of linear dynamic panel data models is available online.

The ardl Stata program has been updated to version 1.0.6 on February 6, 2023. Daniel Schneider and I describe the Stata procedure and the background for estimating autoregressive distributed lag and equilibrium correction models in a fortcoming Stata Journal article.

My affiliation with the Research Center for Policy Design at Tohoku University as a visiting associate professor has been extended for another year until March 2024.

I have presented the xtdpdbc Stata program on the bias-corrected estimation of linear dynamic panel data models at the 2022 UK Stata Conference. The program was last updated to version 1.3.0 on May 26, 2022. The underlying theoretical article on bias-corrected method of moments estimators for dynamic panel data models, developed jointly with with Jörg Breitung and Kazuhiko Hayakawa, appeared in the October 2022 issue of Econometrics and Statistics.

As in previous years, I was teaching again the final-year undergraduate module Econometric Analysis (BEE3015) and the postgraduate module Econometric Theory 1 (BEEM139) in the current academic year.

In June 2022, I have been promoted to Senior Lecturer at the University of Exeter.

Affiliations

Senior Lecturer in Econometrics
University of Exeter Business School, Department of Economics

Visiting Associate Professor
Tohoku University, Graduate School of Economics and Management, Research Center for Policy Design

Twitter

@Kripfganz

ORCID

0000-0002-7670-0834