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 1 224
Bias-corrected estimation of linear dynamic panel data models 2 8 49 223 5 18 84 374
Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors 0 0 0 28 0 2 5 165
Estimation of linear dynamic panel data models with time-invariant regressors 0 0 2 67 0 1 6 261
Estimation of linear dynamic panel data models with time-invariant regressors 0 0 0 130 0 0 7 525
Generalized method of moments estimation of linear dynamic panel-data models 76 255 1,216 7,367 169 535 2,591 15,682
Generalized method of moments estimation of linear dynamic panel-data models 6 20 80 378 12 46 190 854
Instrumental variable estimation of large-T panel data models with common factors 0 0 0 18 0 0 1 72
Instrumental-variable estimation of large-T panel-data models with common factors 0 0 5 17 6 10 27 78
On the shoulders of giants: Writing wrapper commands in Stata 0 1 5 19 0 3 14 35
Regional convergence at the county level: The role of commuters 0 0 3 116 1 2 8 143
Regional dependencies and local spillovers:Insights from commuter flows 0 1 9 32 2 3 17 66
Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models 0 1 3 235 0 1 13 568
Robust testing for serial correlation in linear panel-data models 1 5 20 20 2 13 39 39
Sequential (two-stage) estimation of linear panel data models 0 0 5 44 0 1 16 138
Sequential (two-stage) estimation of linear panel-data models 0 0 5 138 1 8 26 535
Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models 0 0 0 62 0 1 5 88
ardl: Estimating autoregressive distributed lag and equilibrium correction models 48 168 754 5,280 206 741 3,951 22,798
ardl: Estimating autoregressive distributed lag and equilibrium correction models 5 15 76 356 16 40 177 641
ardl: Stata module to estimate autoregressive distributed lag models 6 26 133 2,615 19 80 467 8,867
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 2 2 7 196 2 3 36 618
xtdpdqml: Quasi-maximum likelihood estimation of linear dynamic short-T panel-data models 0 0 3 76 1 2 7 219
Total Working Papers 146 502 2,375 17,490 442 1,510 7,688 52,990

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 9 28 0 4 23 69
Estimation of linear dynamic panel data models with time‐invariant regressors 0 3 9 53 0 6 26 250
Instrument approval by the Sargan test and its consequences for coefficient estimation 2 3 22 53 5 13 94 250
Instrumental-variable estimation of large-T panel-data models with common factors 0 0 5 12 3 6 19 38
Quasi–maximum likelihood estimation of linear dynamic short-T panel-data models 0 0 0 43 0 1 2 128
Response Surface Regressions for Critical Value Bounds and Approximate p‐values in Equilibrium Correction Models 0 0 3 16 0 2 23 71
Review of A. Colin Cameron and Pravin K. Trivedi’s Microeconometrics Using Stata, Second Edition 0 0 2 5 0 0 5 14
ardl: Estimating autoregressive distributed lag and equilibrium correction models 1 9 65 103 8 30 140 226
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 0 0 0 11 1 3 9 51
Total Journal Articles 3 16 115 324 17 65 341 1,097

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 4 28 90 573 19 74 333 2,526
KINKYREG: Stata module to perform kinky least squares estimation and inference 0 1 3 40 2 8 22 308
XTDPDBC: Stata module to perform bias-corrected estimation of linear dynamic panel data models 2 5 12 70 3 8 38 295
XTDPDGMM: Stata module to perform generalized method of moments estimation of linear dynamic panel data models 1 6 27 554 9 38 142 2,146
XTDPDQML: Stata module to perform quasi-maximum likelihood linear dynamic panel data estimation 0 0 3 93 2 4 18 640
XTDPDSERIAL: Stata module to perform panel data serial correlation tests 0 2 13 13 2 9 64 64
XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models 0 0 12 48 2 8 59 338
XTSEQREG: Stata module to perform sequential estimation of linear panel data models 1 1 3 99 1 1 18 658
Total Software Items 8 43 163 1,490 40 150 694 6,975

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Statistics updated 2025-07-04