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 6 16 56 247 11 30 96 417
Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors 0 0 0 28 1 1 5 166
Estimation of linear dynamic panel data models with time-invariant regressors 0 0 0 130 1 1 5 526
Estimation of linear dynamic panel data models with time-invariant regressors 0 0 1 67 3 4 7 265
Generalized method of moments estimation of linear dynamic panel-data models 45 139 960 7,581 117 360 2,108 16,200
Generalized method of moments estimation of linear dynamic panel-data models 4 6 53 388 12 28 152 893
Instrumental variable estimation of large-T panel data models with common factors 0 0 0 18 2 2 3 74
Instrumental-variable estimation of large-T panel-data models with common factors 0 0 3 18 1 3 24 83
On the shoulders of giants: Writing wrapper commands in Stata 0 0 3 19 0 4 13 39
Regional convergence at the county level: The role of commuters 0 0 3 117 0 0 8 146
Regional dependencies and local spillovers:Insights from commuter flows 0 0 5 32 0 2 11 68
Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models 0 0 2 235 4 4 15 575
Robust testing for serial correlation in linear panel-data models 3 5 22 25 5 10 43 49
Sequential (two-stage) estimation of linear panel data models 0 1 3 45 1 3 15 143
Sequential (two-stage) estimation of linear panel-data models 0 3 4 142 0 5 23 541
Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models 0 0 0 62 0 1 4 89
ardl: Estimating autoregressive distributed lag and equilibrium correction models 4 9 64 368 13 28 153 679
ardl: Estimating autoregressive distributed lag and equilibrium correction models 31 80 580 5,395 187 469 2,963 23,429
ardl: Stata module to estimate autoregressive distributed lag models 8 19 104 2,642 27 77 371 8,970
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 1 5 12 202 2 10 29 630
xtdpdqml: Quasi-maximum likelihood estimation of linear dynamic short-T panel-data models 0 0 2 77 0 2 9 225
Total Working Papers 102 284 1,878 17,912 387 1,045 6,059 54,432

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 3 9 32 3 9 27 79
Estimation of linear dynamic panel data models with time‐invariant regressors 1 1 8 55 3 7 27 260
Instrument approval by the Sargan test and its consequences for coefficient estimation 1 1 12 54 4 7 63 260
Instrumental-variable estimation of large-T panel-data models with common factors 1 1 6 13 1 1 15 39
Quasi–maximum likelihood estimation of linear dynamic short-T panel-data models 0 0 0 43 3 3 6 133
Regional Dependencies and Local Spillovers: Insights From Commuter Flows 0 0 0 0 0 1 2 2
Response Surface Regressions for Critical Value Bounds and Approximate p‐values in Equilibrium Correction Models 0 0 1 16 1 7 26 84
Review of A. Colin Cameron and Pravin K. Trivedi’s Microeconometrics Using Stata, Second Edition 0 0 1 5 1 1 2 15
ardl: Estimating autoregressive distributed lag and equilibrium correction models 6 9 51 117 13 28 123 266
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 0 1 1 12 0 2 7 54
Total Journal Articles 9 16 89 347 29 66 298 1,192

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 16 86 591 23 50 273 2,586
KINKYREG: Stata module to perform kinky least squares estimation and inference 1 1 4 41 3 8 21 317
XTDPDBC: Stata module to perform bias-corrected estimation of linear dynamic panel data models 1 3 13 73 7 13 38 309
XTDPDGMM: Stata module to perform generalized method of moments estimation of linear dynamic panel data models 1 4 21 560 23 58 157 2,223
XTDPDQML: Stata module to perform quasi-maximum likelihood linear dynamic panel data estimation 0 0 1 93 7 11 21 652
XTDPDSERIAL: Stata module to perform panel data serial correlation tests 2 2 8 15 5 10 45 77
XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models 2 3 10 51 12 29 70 371
XTSEQREG: Stata module to perform sequential estimation of linear panel data models 0 2 5 101 0 4 16 663
Total Software Items 11 31 148 1,525 80 183 641 7,198

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Statistics updated 2025-11-08