Sebastian Kripfganz

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

Contact details   → Curriculum vitae

© Sebastian Kripfganz
Stata Programs
I was invited to present my xtivdfreg Stata program with Vasilis Sarafidis on the instrumental variable estimation of large-T panel data models with common factors at the 2021 Stata Economics Virtual Symposium. Previously, I presented it at the 2021 UK Stata Conference. An accompanying paper appeared in the September 2021 issue of the Stata Journal. The Stata program was last updated on February 12, 2021, to version 1.0.3.
For the 2020/2021 academic year, I won a teaching award for outstanding pastoral care at the University of Exeter Business School. As in previous years, I am again teaching the final-year undergraduate module Econometric Analysis (BEE3015) and the postgraduate module Econometric Theory 1 (BEEM139) in the current academic year.
Jan Kiviet's and my paper on instrument-free inference for linear regression models with endogenous regressors that describes the kinkyreg Stata program appeared in the September 2021 issue of the Stata Journal. The program was last updated on March 16, 2021, to version 1.1.1. I have presented the program at the 2020 UK Stata Conference and the 2021 German Stata Conference.
I have updated the xtdpdgmm Stata program to version 2.3.9 on September 2, 2021. A detailed set of slides for my featured talk at the 2019 London Stata Conference on the generalized method of moments estimation of linear dynamic panel data models is available online. I also gave a webinar at the University of Delhi on July 8, 2021, and a shorter presentation at the virtual Stata Conference on July 31, 2020.
The xtseqreg Stata program for the sequential estimation of linear panel data models has been updated to version 1.2.4 on September 2, 2021. The program implements the standard error correction for two-stage estimators that Claudia Schwarz and I discuss in our paper on the estimation of linear dynamic panel data models with time-invariant regressors, which was published in the June/July 2019 issue of the Journal of Applied Econometrics.
My joint article with Jörg Breitung and Kazuhiko Hayakawa on bias-corrected method of moments estimators for dynamic panel data models was accepted for publication in Econometrics and Statistics. The method is implemented in my new xtdpdbc Stata program, which was last updated to version 1.1.0 on July 30, 2021.
Jan Kiviet and I wrote a note on the instrument approval by the Sargan test and its consequences for coefficient estimation. The paper appeared in the August 2021 issue of Economics Letters.
My joint paper with Daniel Schneider on response surface regressions for critical value bounds and approximate p-values in equilibrium correction models appeared in the December 2020 issue of the Oxford Bulletin of Economics and Statistics. The critical values and approximate p-values are implemented in the latest version 1.0.4 of our ardl Stata program, last updated on August 25, 2020.
After previous presentations at the 25th International Panel Data Conference in Vilnius, the 6th International Association for Applied Econometrics Annual Conference in Nicosia, and the 18th International Workshop Spatial Econometrics and Statistics in Paris, I have recently presented my joint work with Melanie Krause on the role of commuters for regional convergence at the county level at the virtual 12th World Congress of the Econometric Society.
A manuscript for a joint project with Jan Kiviet on a reassessment of classic case studies in labor economics with new instrument-free methods is now available.
You can now follow me on Twitter to stay informed about my research and updates to my Stata commands.

Last update: November 10, 2021

© Sebastian Kripfganz