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 1 1 224
Bias-corrected estimation of linear dynamic panel data models 3 9 57 221 9 17 94 369
Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors 0 0 0 28 1 2 5 165
Estimation of linear dynamic panel data models with time-invariant regressors 0 0 2 67 1 1 6 261
Estimation of linear dynamic panel data models with time-invariant regressors 0 0 0 130 0 1 7 525
Generalized method of moments estimation of linear dynamic panel-data models 94 285 1,264 7,291 191 587 2,686 15,513
Generalized method of moments estimation of linear dynamic panel-data models 6 19 84 372 20 50 198 842
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 6 17 3 5 24 72
On the shoulders of giants: Writing wrapper commands in Stata 1 1 5 19 3 3 14 35
Regional convergence at the county level: The role of commuters 0 0 4 116 0 1 9 142
Regional dependencies and local spillovers:Insights from commuter flows 1 1 9 32 1 2 16 64
Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models 1 1 3 235 1 1 13 568
Robust testing for serial correlation in linear panel-data models 4 6 19 19 6 14 37 37
Sequential (two-stage) estimation of linear panel data models 0 0 6 44 0 4 17 138
Sequential (two-stage) estimation of linear panel-data models 0 0 5 138 2 7 26 534
Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models 0 0 0 62 1 1 5 88
ardl: Estimating autoregressive distributed lag and equilibrium correction models 2 16 75 351 10 36 174 625
ardl: Estimating autoregressive distributed lag and equilibrium correction models 66 176 800 5,232 287 826 4,223 22,592
ardl: Stata module to estimate autoregressive distributed lag models 13 25 143 2,609 39 87 505 8,848
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 0 1 5 194 0 3 38 616
xtdpdqml: Quasi-maximum likelihood estimation of linear dynamic short-T panel-data models 0 1 3 76 0 2 7 218
Total Working Papers 191 541 2,490 17,344 575 1,651 8,106 52,548


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 10 28 3 6 26 69
Estimation of linear dynamic panel data models with time‐invariant regressors 3 3 9 53 6 7 27 250
Instrument approval by the Sargan test and its consequences for coefficient estimation 0 2 23 51 5 14 102 245
Instrumental-variable estimation of large-T panel-data models with common factors 0 0 5 12 1 3 16 35
Quasi–maximum likelihood estimation of linear dynamic short-T panel-data models 0 0 0 43 1 1 2 128
Response Surface Regressions for Critical Value Bounds and Approximate p‐values in Equilibrium Correction Models 0 0 3 16 1 2 23 71
Review of A. Colin Cameron and Pravin K. Trivedi’s Microeconometrics Using Stata, Second Edition 0 1 2 5 0 1 6 14
ardl: Estimating autoregressive distributed lag and equilibrium correction models 3 12 67 102 10 27 143 218
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 0 0 0 11 0 2 8 50
Total Journal Articles 7 20 119 321 27 63 353 1,080


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 17 30 92 569 35 74 349 2,507
KINKYREG: Stata module to perform kinky least squares estimation and inference 0 1 3 40 4 6 20 306
XTDPDBC: Stata module to perform bias-corrected estimation of linear dynamic panel data models 1 4 11 68 2 7 42 292
XTDPDGMM: Stata module to perform generalized method of moments estimation of linear dynamic panel data models 3 7 27 553 17 37 138 2,137
XTDPDQML: Stata module to perform quasi-maximum likelihood linear dynamic panel data estimation 0 1 3 93 0 4 17 638
XTDPDSERIAL: Stata module to perform panel data serial correlation tests 1 5 13 13 2 10 62 62
XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models 0 1 12 48 2 10 59 336
XTSEQREG: Stata module to perform sequential estimation of linear panel data models 0 0 3 98 0 2 20 657
Total Software Items 22 49 164 1,482 62 150 707 6,935


Statistics updated 2025-06-06