Sebastian Kripfganz

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

Curriculum vitae

© Sebastian Kripfganz
Stata Programs
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.
In the 2018/2019 academic year, I am again teaching 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 presented the xtseqreg Stata program at the German Stata Users Group Meeting in Berlin (June 23, 2017) and the UK Stata Users Groups Meeting in London (September 7, 2017). The program has been updated to version 1.2.2 on October 2, 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 available as supplementary material.
I have given seminar presentations on my work about unconditional transformed likelihood estimation of time-space dynamic panel data models at the University of Hamburg (April 18, 2017) and the University of Cologne (June 20, 2017).
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. The program has been updated to version 1.4.3 on February 26, 2017.

Last update: September 24, 2018

© Sebastian Kripfganz

University of Exeter
Business School
Department of Economics

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