Sebastian Kripfganz

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

Contact details   → Curriculum vitae

© Sebastian Kripfganz
Stata Programs
The xtivdfreg Stata package on instrumental variable estimation of large-T panel data models with common factors was updated on March 29, 2024, to version 1.4.3. This is joint work with Vasilis Sarafidis, who also produced a series of videos on the methodology and our Stata package. The latest version supports estimating spatial dynamic panel data models with unobserved common factors.
I have updated the xtdpdgmm Stata program for the generalized method of moments estimation of linear dynamic panel data models to version 2.6.6 on March 7, 2024.
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 2025.
My article with Daniel Schneider on estimating autoregressive distributed lag and equilibrium correction models has been published in the December 2023 issue of the Stata Journal. It describes our ardl Stata program.
I have written a book review on Cameron and Trivedi's Microeconometrics Using Stata, Second Edition, which appeared in the December 2023 issue of the Stata Journal.
At the 2023 UK Stata Conference, I gave a presentation featuring extensions to the xtivdfreg and xtdpdgmm Stata programs, alongside a discussion of technical aspects on version control and package dependencies.
In July 2023, I was teaching a research methods course on advanced dynamic panel data methods at the University of Salamanca.
As in previous years, I will be teaching again the final-year undergraduate module Econometric Analysis (BEE3015) and the postgraduate module Econometric Theory 1 (BEEM139) at the University of Exeter Business School in the academic year 2023/2024.
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.
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.
In June 2022, I have been promoted to Senior Lecturer at the University of Exeter.

Last update: March 29, 2024

© Sebastian Kripfganz
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