Sebastian Kripfganz

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

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News

The article on quasi-maximum likelihood estimation of linear dynamic short-T panel data models that describes the xtdpdqml Stata program was accepted for publication in the Stata Journal. 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 1.3.1 on August 8, 2016.

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.

In the fall term of the 2016/2017 academic year, I will be 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.

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.

I have presented my work on unconditional transformed likelihood estimation of time-space dynamic panel data models at the London School of Economics and Political Science (October 23, 2015) and at the University of Birmingham (February 9, 2016).

Contact

University of Exeter
Business School
Department of Economics

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