Sebastian Kripfganz

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

Curriculum vitae

 
© Sebastian Kripfganz
Research
Stata Programs
News
The manuscript that describes the xtdpdqml Stata program for the quasi-maximum likelihood estimation of linear dynamic short-T panel data models has been revised and resubmitted to the Stata Journal. The program has been updated to version 1.3.0 on May 23, 2016.
The significantly improved version 0.7.0 of the ardl Stata program for the estimation of autoregressive distributed lag models has been released on April 29, 2016.
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 recently 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).
In the fall term of the 2015/2016 academic year, I was teaching the first part of the undergraduate module Econometric Analysis (BEE3015) and the postgraduate module Quantitative Research Techniques 1 (BEEM102) at the University of Exeter Business School.

Last update: May 23, 2016

© Sebastian Kripfganz
Contact

University of Exeter
Business School
Department of Economics

Contact details

www.kripfganz.de