Sebastian Kripfganz

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

Contact details   → Curriculum vitae

© Sebastian Kripfganz
Home Page
Stata Programs
Journal Articles
Kripfganz, S., and J. F. Kiviet (2021).
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors.
Stata Journal, forthcoming.
Kripfganz, S., and V. Sarafidis (2021).
Instrumental variable estimation of large-T panel data models with common factors.
Stata Journal, forthcoming.
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.
Working Papers
Breitung, J., K. Hayakawa, and S. Kripfganz (2020).
Bias-corrected method of moments estimators for dynamic panel data models.
Working Paper.
Kiviet, J. F., and S. Kripfganz (2020).
Reassessment of classic case studies in labor economics with new instrument-free methods.
Working Paper.
Conf. Proceedings
Kripfganz, S. (2019).
Generalized method of moments estimation of linear dynamic panel data models.
Proceedings of the 2019 London Stata Conference.
Kripfganz, S., and D. C. Schneider (2018).
ardl: Estimating autoregressive distributed lag and equilibrium correction models.
Proceedings of the 2018 London Stata Conference.
Work in Progress
Kripfganz, S.
Unconditional transformed likelihood estimation of time-space dynamic panel data models.
Krause, M., and S. Kripfganz.
Regional convergence at the county level: The role of commuters.
© Sebastian Kripfganz