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 1 1 74 0 1 2 225
Bias-corrected estimation of linear dynamic panel data models 10 21 61 257 14 35 103 431
Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors 0 0 0 28 1 2 4 167
Estimation of linear dynamic panel data models with time-invariant regressors 1 1 1 131 5 6 10 531
Estimation of linear dynamic panel data models with time-invariant regressors 0 0 1 67 1 4 7 266
Generalized method of moments estimation of linear dynamic panel-data models 62 152 939 7,643 129 368 2,044 16,329
Generalized method of moments estimation of linear dynamic panel-data models 4 9 54 392 11 30 156 904
Instrumental variable estimation of large-T panel data models with common factors 0 0 0 18 1 3 4 75
Instrumental-variable estimation of large-T panel-data models with common factors 1 1 3 19 2 5 24 85
On the shoulders of giants: Writing wrapper commands in Stata 0 0 3 19 1 2 11 40
Regional convergence at the county level: The role of commuters 0 0 1 117 0 0 6 146
Regional dependencies and local spillovers:Insights from commuter flows 0 0 2 32 4 5 12 72
Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models 0 0 2 235 2 6 17 577
Robust testing for serial correlation in linear panel-data models 3 7 20 28 3 12 40 52
Sequential (two-stage) estimation of linear panel data models 0 1 3 45 2 4 16 145
Sequential (two-stage) estimation of linear panel-data models 0 1 4 142 3 6 25 544
Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models 0 0 0 62 3 4 6 92
ardl: Estimating autoregressive distributed lag and equilibrium correction models 5 12 61 373 15 34 153 694
ardl: Estimating autoregressive distributed lag and equilibrium correction models 45 102 560 5,440 232 562 2,823 23,661
ardl: Stata module to estimate autoregressive distributed lag models 11 27 98 2,653 47 98 365 9,017
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 1 4 12 203 3 10 27 633
xtdpdqml: Quasi-maximum likelihood estimation of linear dynamic short-T panel-data models 0 0 2 77 2 3 11 227
Total Working Papers 143 339 1,828 18,055 481 1,200 5,866 54,913

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 1 8 32 7 12 33 86
Estimation of linear dynamic panel data models with time‐invariant regressors 0 1 8 55 3 9 28 263
Instrument approval by the Sargan test and its consequences for coefficient estimation 0 1 10 54 2 8 52 262
Instrumental-variable estimation of large-T panel-data models with common factors 0 1 4 13 0 1 12 39
Quasi–maximum likelihood estimation of linear dynamic short-T panel-data models 0 0 0 43 2 5 8 135
Regional Dependencies and Local Spillovers: Insights From Commuter Flows 0 0 0 0 2 2 4 4
Response Surface Regressions for Critical Value Bounds and Approximate p‐values in Equilibrium Correction Models 2 2 3 18 5 8 29 89
Review of A. Colin Cameron and Pravin K. Trivedi’s Microeconometrics Using Stata, Second Edition 1 1 2 6 2 3 4 17
ardl: Estimating autoregressive distributed lag and equilibrium correction models 2 8 45 119 11 28 118 277
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 0 0 1 12 1 2 8 55
Total Journal Articles 5 15 81 352 35 78 296 1,227

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 2 13 81 593 21 56 264 2,607
KINKYREG: Stata module to perform kinky least squares estimation and inference 0 1 4 41 2 6 23 319
XTDPDBC: Stata module to perform bias-corrected estimation of linear dynamic panel data models 2 5 14 75 12 21 45 321
XTDPDGMM: Stata module to perform generalized method of moments estimation of linear dynamic panel data models 4 7 24 564 13 63 165 2,236
XTDPDQML: Stata module to perform quasi-maximum likelihood linear dynamic panel data estimation 0 0 1 93 3 12 24 655
XTDPDSERIAL: Stata module to perform panel data serial correlation tests 0 2 8 15 6 12 47 83
XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models 0 3 9 51 32 58 99 403
XTSEQREG: Stata module to perform sequential estimation of linear panel data models 0 1 5 101 4 6 19 667
Total Software Items 8 32 146 1,533 93 234 686 7,291

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-12-06