Sebastian Kripfganz

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

Contact details   → Curriculum vitae

© Sebastian Kripfganz
Stata Programs
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.
As in previous years, I am teaching again the final-year undergraduate module Econometric Analysis (BEE3015) and the postgraduate module Econometric Theory 1 (BEEM139) in the current academic year.
On September 1, 2022, an update to version 1.1.0 became available for the xtivdfreg Stata program. I was previously invited to present this joint work with Vasilis Sarafidis on the instrumental variable estimation of large-T panel data models with common factors at the 2021 Stata Economics Virtual Symposium. Before that, I gave another presentation at the 2021 UK Stata Conference. An accompanying paper appeared in the September 2021 issue of the Stata Journal.
I have updated the xtdpdgmm Stata program to version 2.6.2 on August 3, 2022. 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. I also gave a webinar at the University of Delhi on July 8, 2021, and a shorter presentation at the virtual Stata Conference on July 31, 2020.
In June 2022, I have been promoted to Senior Lecturer at the University of Exeter.
In a new working paper, Daniel Schneider and I describe the procedure and background for estimating autoregressive distributed lag and equilibrium correction models in Stata. The corresponding ardl Stata program has been updated to version 1.0.5 on March 29, 2022. A related article on response surface regressions for critical value bounds and approximate p-values in equilibrium correction models appeared earlier in the December 2020 issue of the Oxford Bulletin of Economics and Statistics.
Since April 2022, I am affiliated with the Research Center for Policy Design at Tohoku University as a visiting associate professor.
A working paper is now available for my project with Melanie Krause on the role of commuters for regional convergence at the county level. I have previously presented this work at the virtual 12th World Congress of the Econometric Society, 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.

Last update: September 26, 2022

© Sebastian Kripfganz
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