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 74 3 4 19 244
Bias-corrected estimation of linear dynamic panel data models 5 9 53 294 9 17 106 512
Chasing Opportunity: Spillovers and Drivers of U.S. State Population Growth 0 1 8 8 0 3 11 11
Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors 0 0 2 30 1 2 12 177
Estimation of linear dynamic panel data models with time-invariant regressors 0 0 0 67 0 2 21 283
Estimation of linear dynamic panel data models with time-invariant regressors 0 0 1 131 0 2 28 553
Generalized method of moments estimation of linear dynamic panel-data models 0 1 24 408 0 3 106 987
Generalized method of moments estimation of linear dynamic panel-data models 10 27 333 7,869 28 83 848 16,931
Heteroskedasticity-consistent instrument-free inference in linear regressions with endogenous regressors 4 4 4 4 13 13 13 13
Instrumental variable estimation of large-T panel data models with common factors 0 0 1 19 1 3 15 87
Instrumental-variable estimation of large-T panel-data models with common factors 0 0 1 19 0 4 22 104
On the shoulders of giants: Writing wrapper commands in Stata 0 0 0 19 0 0 13 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 2 2 14 82
Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models 0 0 2 237 3 10 52 623
Robust testing for serial correlation in linear panel-data models 0 3 19 41 1 8 44 88
Sequential (two-stage) estimation of linear panel data models 0 0 0 45 1 6 28 170
Sequential (two-stage) estimation of linear panel-data models 0 1 3 145 0 1 18 559
Serial-correlation testing in error component models with moderately small T 0 5 27 27 8 19 45 45
Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models 0 0 0 62 0 0 22 111
ardl: Estimating autoregressive distributed lag and equilibrium correction models 10 32 256 5,620 80 263 1,691 24,933
ardl: Estimating autoregressive distributed lag and equilibrium correction models 2 4 20 384 4 18 91 757
ardl: Stata module to estimate autoregressive distributed lag models 2 7 55 2,689 15 59 352 9,295
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 1 1 6 207 1 3 31 659
xtdpdqml: Quasi-maximum likelihood estimation of linear dynamic short-T panel-data models 0 0 1 78 0 1 15 240
Total Working Papers 34 95 818 18,628 170 528 3,639 57,684

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 43 2 5 51 127
Chasing opportunity: spillovers and drivers of US state population growth 0 0 0 0 1 4 4 4
Estimation of linear dynamic panel data models with time‐invariant regressors 0 0 2 56 0 3 22 279
Instrument approval by the Sargan test and its consequences for coefficient estimation 0 2 3 56 11 37 75 331
Instrumental-variable estimation of large-T panel-data models with common factors 0 0 2 14 0 2 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 1 1 1 1 2 4 19 21
Response Surface Regressions for Critical Value Bounds and Approximate p‐values in Equilibrium Correction Models 0 1 6 22 3 9 73 156
Review of A. Colin Cameron and Pravin K. Trivedi’s Microeconometrics Using Stata, Second Edition 0 1 2 7 0 2 15 29
ardl: Estimating autoregressive distributed lag and equilibrium correction models 6 12 39 150 11 28 133 386
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 1 1 1 13 2 4 28 82
Total Journal Articles 9 20 67 405 32 98 450 1,613

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 1 5 38 625 8 36 231 2,794
KINKYREG: Stata module to perform kinky least squares estimation and inference 1 1 4 44 5 9 38 352
XTDPDBC: Stata module to perform bias-corrected estimation of linear dynamic panel data models 2 3 13 85 2 8 77 379
XTDPDGMM: Stata module to perform generalized method of moments estimation of linear dynamic panel data models 1 1 16 575 5 13 123 2,323
XTDPDQML: Stata module to perform quasi-maximum likelihood linear dynamic panel data estimation 0 1 2 95 2 9 35 680
XTDPDSERIAL: Stata module to perform panel data serial correlation tests 0 1 4 17 4 7 43 115
XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models 0 1 4 53 1 4 376 735
XTSEQREG: Stata module to perform sequential estimation of linear panel data models 0 0 0 101 1 5 17 680
Total Software Items 5 13 81 1,595 28 91 940 8,058

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Statistics updated 2026-10-11