Sebastian Kripfganz

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

Curriculum vitae

© Sebastian Kripfganz
Stata Programs
My paper with Claudia Schwarz on the estimation of linear dynamic panel data models with time-invariant regressors has been accepted for publication in the Journal of Applied Econometrics. The two-stage procedure described in this paper is implemented in my xtseqreg Stata program.
In the 2018/2019 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.
The xtdpdgmm Stata program for efficient generalized method of moments estimation of linear dynamic panel data models has been updated on September 24, 2018. The latest version 1.1.3 allows to incorporate forward-orthogonal deviations and nonlinear moment conditions derived under the assumption of serially uncorrelated and homoskedastic errors.
I have presented my joint paper with Daniel Schneider on response surface regressions for critical value bounds and approximate p-values in equilibrium correction models at the Econometric Society Australasian Meeting in Auckland on July 3, 2018. 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: February 2, 2019

© Sebastian Kripfganz

University of Exeter
Business School
Department of Economics

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