Sebastian Kripfganz

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

Contact details   → Curriculum vitae

© Sebastian Kripfganz
Stata Programs
The xtseqreg Stata program for the sequential estimation of linear panel data models has been updated to version 1.2.3 on August 4, 2020. 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.
I have presented the xtdpdgmm Stata program at the virtual Stata Conference on July 31, 2020. A more 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. The program has been updated on July 21, 2020, to version 2.2.7.
My joint paper with Daniel Schneider on response surface regressions for critical value bounds and approximate p-values in equilibrium correction models has been accepted for publication in the Oxford Bulletin of Economics and Statistics and is now available open access. The critical values and approximate p-values are implemented in the latest version 1.0.3 of our ardl Stata program.
My new working paper with Jan Kiviet on a reassessment of classic case studies in labor economics with new instrument-free methods is now available.
A working paper is now available for my joint project with Jörg Breitung and Kazuhiko Hayakawa on asymptotically efficient method of moments estimators for dynamic panel data models.
In the 2019/2020 academic year, I was again teaching the final-year undergraduate module Econometric Analysis (BEE3015) and the postgraduate module Quantitative Research Techniques 1 (BEEM102) at the University of Exeter Business School.
You can now follow me on Twitter to stay informed about my research and updates to my Stata commands.
I have recently presented my joint work with Melanie Krause on the role of commuters for regional convergence at the county level 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.

Last update: August 4, 2020

© Sebastian Kripfganz