Sebastian Kripfganz

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

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News

The xtivdfreg Stata package on instrumental variable estimation of large-T panel data models with common factors was updated on September 11, 2023, to version 1.3.5. This is joint work with Vasilis Sarafidis.

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.

I have updated the xtdpdgmm Stata program to version 2.6.4 on July 14, 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.

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.

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.

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