Sebastian Kripfganz

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

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© Sebastian Kripfganz
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Research
Stata Programs
Journal Articles
Krause, M., and S. Kripfganz (2024).
Regional dependencies and local spillovers: Insights from commuter flows.
Journal of Regional Science, forthcoming.
Kripfganz, S., and V. Sarafidis (2024).
Estimating spatial dynamic panel data models with unobserved common factors in Stata.
Journal of Statistical Software, forthcoming.
Kripfganz, S., and D. C. Schneider (2023).
ardl: Estimating autoregressive distributed lag and equilibrium correction models.
Stata Journal 23 (4), 983-1019.
Breitung, J., S. Kripfganz, and K. Hayakawa (2022).
Bias-corrected method of moments estimators for dynamic panel data models.
Econometrics and Statistics 24, 116-132.
Kripfganz, S., and J. F. Kiviet (2021).
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors.
Stata Journal 21 (3), 772-813.
Kripfganz, S., and V. Sarafidis (2021).
Instrumental-variable estimation of large-T panel-data models with common factors.
Stata Journal 21 (3), 659-686.
Kiviet, J. F., and S. Kripfganz (2021).
Instrument approval by the Sargan test and its consequences for coefficient estimation.
Economics Letters 205, 109935.
Kripfganz, S., and D. C. Schneider (2020).
Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models.
Oxford Bulletin of Economics and Statistics 82 (6), 1456-1481.
Kripfganz, S., and C. Schwarz (2019).
Estimation of linear dynamic panel data models with time-invariant regressors.
Journal of Applied Econometrics 34 (4), 526-546.
Kripfganz, S. (2016).
Quasi-maximum likelihood estimation of linear dynamic short-T panel-data models.
Stata Journal 16 (4), 1013-1038.
Book Review
Kripfganz, S. (2023).
Review of A. Colin Cameron and Pravin K. Trivedi's Microeconometrics Using Stata, Second Edition.
Stata Journal 23 (4), 1062-1073.
Conf. Proceedings
Kripfganz, S. (2024).
Robust testing for serial correlation in linear panel-data models.
Proceedings of the 2024 London Stata Conference.
Kripfganz, S., and J. Breitung (2022).
Bias-corrected estimation of linear dynamic panel data models.
Proceedings of the 2022 London Stata Conference.
Kripfganz, S. (2019).
Generalized method of moments estimation of linear dynamic panel data models.
Proceedings of the 2019 London Stata Conference.
Work in Progress
Kripfganz, S., M. Demetrescu, and M. Hosseinkouchack.
Serial correlation testing in error component models with moderately small T.
Kiviet, J. F., and S. Kripfganz.
Reassessment of classic case studies in labor economics with new instrument-free methods.
Kripfganz, S.
Unconditional transformed likelihood estimation of time-space dynamic panel data models.
© Sebastian Kripfganz
Bluesky
@kripfganz.de
ORCID
0000-0002-7670-0834

www.kripfganz.de