Sebastian Kripfganz

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

Curriculum vitae

 
© Sebastian Kripfganz
Research
Stata Programs
News
On April 18, 2017, I have presented my work on unconditional transformed likelihood estimation of time-space dynamic panel data models at the University of Hamburg.
The xtseqreg Stata program has been publicly released on February 12, 2017, with the latest update to version 1.1.0 on April 11, 2017. It can be used to estimate two-stage panel data models as described in my paper with Claudia Schwarz on the estimation of linear dynamic panel data models with time-invariant regressors. A Stata replication file for our empirical results is now available as supplementary material.
The article on quasi-maximum likelihood estimation of linear dynamic short-T panel data models that describes the xtdpdqml Stata program appeared in the Stata Journal in December 2016. I have presented this work on September 9, 2016, at the UK Stata Users Group Meeting in London. The program has been updated to version 1.4.3 on February 26, 2017.
In the fall term of the 2016/2017 academic year, I was teaching again the first part of the third-year undergraduate module Econometric Analysis (BEE3015) and the postgraduate module Quantitative Research Techniques 1 (BEEM102) at the University of Exeter Business School.
I have delivered a presentation about the Stata module to estimate autoregressive distributed lag models on July 29, 2016, at the Stata Conference in Chicago. The presentation slides are available online. The significantly improved version 0.7.0 of the ardl Stata program has been released on April 29, 2016.
On April 27, 2016, I gave a lecture on recent developments in static and dynamic linear panel model estimation at the Max Planck Institute for Demographic Research in Rostock. The presentation included references to my current work on quasi-maximum likelihood estimation of linear dynamic short-T panel data models and the estimation of linear dynamic panel data models with time-invariant regressors.

Last update: April 20, 2017

© Sebastian Kripfganz
Contact

University of Exeter
Business School
Department of Economics

Contact details

www.kripfganz.de