Sebastian Kripfganz

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

Contact details   → Curriculum vitae

 
© Sebastian Kripfganz
Research
Stata Programs
News
My xtdpdgmm Stata program for generalized method of moments estimation of linear dynamic panel data models has been updated on August 20, 2019, to version 2.2.1.
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.
In the 2018/2019 academic year, I was 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.

Last update: August 21, 2019

© Sebastian Kripfganz
Twitter
@Kripfganz
ORCID
0000-0002-7670-0834

www.kripfganz.de