Sebastian Kripfganz

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

Curriculum vitae

 
© Sebastian Kripfganz
Research
Stata Programs
News
I have presented the xtseqreg Stata program at the German Stata Users Group Meeting in Berlin (June 23, 2017) and the UK Stata Users Groups Meeting in London (September 7, 2017). The program has been updated to version 1.2.2 on October 2, 2017. It can be used to estimate two-stage panel data models as described in my paper with Claudia Schwarz on the estimation of linear dynamic panel data models with time-invariant regressors. A Stata replication file for our empirical results is available as supplementary material.
In the 2017/2018 academic year, I am teaching the third-year undergraduate module Econometric Analysis (BEE3015) and the postgraduate module Quantitative Research Techniques 1 (BEEM102) at the University of Exeter Business School.
I have recently given seminar presentations on my work about unconditional transformed likelihood estimation of time-space dynamic panel data models at the University of Hamburg (April 18, 2017) and the University of Cologne (June 20, 2017).
Since May 31, 2017, the new xtdpdgmm Stata program for efficient generalized method of moments estimation of linear dynamic panel data models is available for installation from this website. In particular, it allows to incorporate nonlinear moment conditions derived under the assumption of serially uncorrelated errors. The latest update has been released on August 21, 2017, to version 1.0.1.
The article on quasi-maximum likelihood estimation of linear dynamic short-T panel data models that describes the xtdpdqml Stata program appeared in the Stata Journal in December 2016. 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 1.4.3 on February 26, 2017.
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.

Last update: October 2, 2017

© Sebastian Kripfganz
Contact

University of Exeter
Business School
Department of Economics

Contact details

www.kripfganz.de