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 0 1 223
Bias-corrected estimation of linear dynamic panel data models 9 16 66 212 11 24 120 352
Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors 0 0 0 28 0 0 4 163
Estimation of linear dynamic panel data models with time-invariant regressors 0 1 2 67 0 1 5 260
Estimation of linear dynamic panel data models with time-invariant regressors 0 0 0 130 2 3 6 524
Generalized method of moments estimation of linear dynamic panel-data models 100 302 1,452 7,006 206 641 3,118 14,926
Generalized method of moments estimation of linear dynamic panel-data models 10 15 102 353 20 44 228 792
Instrumental variable estimation of large-T panel data models with common factors 0 0 0 18 1 1 5 72
Instrumental-variable estimation of large-T panel-data models with common factors 0 1 6 17 1 6 28 67
On the shoulders of giants: Writing wrapper commands in Stata 0 2 8 18 1 3 15 32
Regional convergence at the county level: The role of commuters 0 0 5 116 1 1 11 141
Regional dependencies and local spillovers:Insights from commuter flows 0 1 10 31 0 2 22 62
Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models 1 1 2 234 2 7 16 567
Robust testing for serial correlation in linear panel-data models 1 5 13 13 1 11 23 23
Sequential (two-stage) estimation of linear panel data models 1 2 8 44 2 5 17 134
Sequential (two-stage) estimation of linear panel-data models 0 0 7 138 3 8 25 527
Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models 0 0 0 62 0 1 4 87
ardl: Estimating autoregressive distributed lag and equilibrium correction models 8 23 74 335 13 48 179 589
ardl: Estimating autoregressive distributed lag and equilibrium correction models 62 176 937 5,056 316 928 5,115 21,766
ardl: Stata module to estimate autoregressive distributed lag models 9 29 192 2,584 25 109 689 8,761
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 0 2 7 193 3 7 49 613
xtdpdqml: Quasi-maximum likelihood estimation of linear dynamic short-T panel-data models 0 0 3 75 0 0 8 216
Total Working Papers 201 576 2,894 16,803 608 1,850 9,688 50,897

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 1 2 11 26 3 10 30 63
Estimation of linear dynamic panel data models with time‐invariant regressors 1 3 8 50 1 8 26 243
Instrument approval by the Sargan test and its consequences for coefficient estimation 2 5 30 49 5 21 131 231
Instrumental-variable estimation of large-T panel-data models with common factors 1 3 5 12 2 5 14 32
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 1 6 16 2 9 27 69
Review of A. Colin Cameron and Pravin K. Trivedi’s Microeconometrics Using Stata, Second Edition 0 0 2 4 0 0 10 13
ardl: Estimating autoregressive distributed lag and equilibrium correction models 6 16 76 90 8 32 169 191
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 0 0 0 11 0 1 8 48
Total Journal Articles 11 30 138 301 21 86 416 1,017

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 9 27 79 539 26 90 384 2,433
KINKYREG: Stata module to perform kinky least squares estimation and inference 1 2 2 39 2 4 23 300
XTDPDBC: Stata module to perform bias-corrected estimation of linear dynamic panel data models 2 3 9 64 4 9 51 285
XTDPDGMM: Stata module to perform generalized method of moments estimation of linear dynamic panel data models 1 6 49 546 4 29 171 2,100
XTDPDQML: Stata module to perform quasi-maximum likelihood linear dynamic panel data estimation 0 0 3 92 1 3 27 634
XTDPDSERIAL: Stata module to perform panel data serial correlation tests 1 1 8 8 5 16 52 52
XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models 0 5 12 47 7 22 73 326
XTSEQREG: Stata module to perform sequential estimation of linear panel data models 2 2 4 98 2 7 31 655
Total Software Items 16 46 166 1,433 51 180 812 6,785

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Statistics updated 2025-03-03