Access Statistics for Sebastian Kripfganz

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A case study in efficient programming in Stata and Mata: Speeding up the ardl estimation command 0 0 0 73 0 1 1 224
Bias-corrected estimation of linear dynamic panel data models 3 15 60 218 4 19 98 360
Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors 0 0 0 28 1 1 4 164
Estimation of linear dynamic panel data models with time-invariant regressors 0 0 2 67 0 0 5 260
Estimation of linear dynamic panel data models with time-invariant regressors 0 0 0 130 0 3 7 525
Generalized method of moments estimation of linear dynamic panel-data models 8 23 90 366 14 50 204 822
Generalized method of moments estimation of linear dynamic panel-data models 85 291 1,342 7,197 175 602 2,866 15,322
Instrumental variable estimation of large-T panel data models with common factors 0 0 0 18 0 1 2 72
Instrumental-variable estimation of large-T panel-data models with common factors 0 0 6 17 1 3 24 69
On the shoulders of giants: Writing wrapper commands in Stata 0 0 4 18 0 1 11 32
Regional convergence at the county level: The role of commuters 0 0 4 116 1 2 10 142
Regional dependencies and local spillovers:Insights from commuter flows 0 0 9 31 0 1 17 63
Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models 0 1 2 234 0 2 13 567
Robust testing for serial correlation in linear panel-data models 0 3 15 15 5 9 31 31
Sequential (two-stage) estimation of linear panel data models 0 1 7 44 1 6 19 138
Sequential (two-stage) estimation of linear panel-data models 0 0 6 138 5 8 27 532
Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models 0 0 0 62 0 0 4 87
ardl: Estimating autoregressive distributed lag and equilibrium correction models 8 22 77 349 14 39 179 615
ardl: Estimating autoregressive distributed lag and equilibrium correction models 54 172 849 5,166 248 855 4,612 22,305
ardl: Stata module to estimate autoregressive distributed lag models 7 21 154 2,596 22 73 541 8,809
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 0 1 6 194 1 6 43 616
xtdpdqml: Quasi-maximum likelihood estimation of linear dynamic short-T panel-data models 0 1 4 76 1 2 9 218
Total Working Papers 165 551 2,637 17,153 493 1,684 8,727 51,973

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bias-corrected method of moments estimators for dynamic panel data models 0 2 11 27 1 6 28 66
Estimation of linear dynamic panel data models with time‐invariant regressors 0 1 7 50 0 2 23 244
Instrument approval by the Sargan test and its consequences for coefficient estimation 1 4 26 51 3 14 113 240
Instrumental-variable estimation of large-T panel-data models with common factors 0 1 5 12 2 4 15 34
Quasi–maximum likelihood estimation of linear dynamic short-T panel-data models 0 0 0 43 0 0 1 127
Response Surface Regressions for Critical Value Bounds and Approximate p‐values in Equilibrium Correction Models 0 0 4 16 1 3 24 70
Review of A. Colin Cameron and Pravin K. Trivedi’s Microeconometrics Using Stata, Second Edition 0 1 3 5 0 1 9 14
ardl: Estimating autoregressive distributed lag and equilibrium correction models 5 15 73 99 12 25 159 208
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 0 0 0 11 2 2 8 50
Total Journal Articles 6 24 129 314 21 57 380 1,053

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ARDL: Stata module to perform autoregressive distributed lag model estimation 7 22 82 552 20 65 357 2,472
KINKYREG: Stata module to perform kinky least squares estimation and inference 1 2 3 40 2 4 18 302
XTDPDBC: Stata module to perform bias-corrected estimation of linear dynamic panel data models 2 5 10 67 3 9 44 290
XTDPDGMM: Stata module to perform generalized method of moments estimation of linear dynamic panel data models 2 5 32 550 12 24 143 2,120
XTDPDQML: Stata module to perform quasi-maximum likelihood linear dynamic panel data estimation 0 1 4 93 2 5 20 638
XTDPDSERIAL: Stata module to perform panel data serial correlation tests 1 5 12 12 5 13 60 60
XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models 0 1 12 48 4 15 62 334
XTSEQREG: Stata module to perform sequential estimation of linear panel data models 0 2 3 98 0 4 23 657
Total Software Items 13 43 158 1,460 48 139 727 6,873

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Statistics updated 2025-05-12