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 1 74 1 1 17 241
Bias-corrected estimation of linear dynamic panel data models 2 7 53 289 4 11 107 503
Chasing Opportunity: Spillovers and Drivers of U.S. State Population Growth 0 1 8 8 2 3 11 11
Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors 0 1 2 30 1 2 11 176
Estimation of linear dynamic panel data models with time-invariant regressors 0 0 0 67 2 4 21 283
Estimation of linear dynamic panel data models with time-invariant regressors 0 0 1 131 0 3 28 553
Generalized method of moments estimation of linear dynamic panel-data models 1 2 25 408 3 8 113 987
Generalized method of moments estimation of linear dynamic panel-data models 10 28 368 7,859 27 84 942 16,903
Instrumental variable estimation of large-T panel data models with common factors 0 0 1 19 2 2 14 86
Instrumental-variable estimation of large-T panel-data models with common factors 0 0 1 19 2 6 24 104
On the shoulders of giants: Writing wrapper commands in Stata 0 0 0 19 0 0 14 52
Regional convergence at the county level: The role of commuters 0 0 2 119 0 2 22 168
Regional dependencies and local spillovers:Insights from commuter flows 0 0 0 32 0 0 13 80
Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models 0 0 2 237 6 15 49 620
Robust testing for serial correlation in linear panel-data models 0 5 20 41 2 12 47 87
Sequential (two-stage) estimation of linear panel data models 0 0 1 45 4 6 28 169
Sequential (two-stage) estimation of linear panel-data models 1 1 4 145 1 3 21 559
Serial-correlation testing in error component models with moderately small T 3 8 27 27 6 17 37 37
Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models 0 0 0 62 0 0 23 111
ardl: Estimating autoregressive distributed lag and equilibrium correction models 1 3 21 382 10 20 93 753
ardl: Estimating autoregressive distributed lag and equilibrium correction models 11 34 272 5,610 77 295 1,754 24,853
ardl: Stata module to estimate autoregressive distributed lag models 4 7 61 2,687 31 61 361 9,280
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 0 1 7 206 0 5 35 658
xtdpdqml: Quasi-maximum likelihood estimation of linear dynamic short-T panel-data models 0 0 1 78 0 5 16 240
Total Working Papers 33 98 878 18,594 181 565 3,801 57,514

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 42 1 8 51 125
Chasing opportunity: spillovers and drivers of US state population growth 0 0 0 0 1 3 3 3
Estimation of linear dynamic panel data models with time‐invariant regressors 0 0 2 56 2 3 25 279
Instrument approval by the Sargan test and its consequences for coefficient estimation 1 2 3 56 13 29 66 320
Instrumental-variable estimation of large-T panel-data models with common factors 0 0 2 14 1 3 19 57
Quasi–maximum likelihood estimation of linear dynamic short-T panel-data models 0 0 0 43 0 0 11 141
Regional Dependencies and Local Spillovers: Insights From Commuter Flows 0 0 0 0 0 2 17 19
Response Surface Regressions for Critical Value Bounds and Approximate p‐values in Equilibrium Correction Models 1 3 6 22 3 10 72 153
Review of A. Colin Cameron and Pravin K. Trivedi’s Microeconometrics Using Stata, Second Edition 0 1 2 7 0 3 15 29
ardl: Estimating autoregressive distributed lag and equilibrium correction models 3 7 33 144 11 26 126 375
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 0 0 0 12 1 2 27 80
Total Journal Articles 5 15 59 396 33 89 432 1,581

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 5 44 624 14 46 235 2,786
KINKYREG: Stata module to perform kinky least squares estimation and inference 0 0 3 43 3 5 34 347
XTDPDBC: Stata module to perform bias-corrected estimation of linear dynamic panel data models 0 3 13 83 3 10 77 377
XTDPDGMM: Stata module to perform generalized method of moments estimation of linear dynamic panel data models 0 2 17 574 4 12 145 2,318
XTDPDQML: Stata module to perform quasi-maximum likelihood linear dynamic panel data estimation 1 1 2 95 2 8 35 678
XTDPDSERIAL: Stata module to perform panel data serial correlation tests 0 1 4 17 2 5 40 111
XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models 1 1 5 53 2 6 389 734
XTSEQREG: Stata module to perform sequential estimation of linear panel data models 0 0 1 101 2 4 18 679
Total Software Items 4 13 89 1,590 32 96 973 8,030

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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10