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 5 15 53 236 9 27 90 396
Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors 0 0 0 28 0 0 4 165
Estimation of linear dynamic panel data models with time-invariant regressors 0 0 2 67 1 1 6 262
Estimation of linear dynamic panel data models with time-invariant regressors 0 0 0 130 0 0 6 525
Generalized method of moments estimation of linear dynamic panel-data models 49 200 1,064 7,491 121 448 2,310 15,961
Generalized method of moments estimation of linear dynamic panel-data models 1 11 61 383 9 32 163 874
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 1 3 18 0 8 24 80
On the shoulders of giants: Writing wrapper commands in Stata 0 0 4 19 3 3 16 38
Regional convergence at the county level: The role of commuters 0 1 4 117 0 4 11 146
Regional dependencies and local spillovers:Insights from commuter flows 0 0 8 32 1 3 16 67
Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models 0 0 3 235 0 3 14 571
Robust testing for serial correlation in linear panel-data models 1 2 21 21 1 3 40 40
Sequential (two-stage) estimation of linear panel data models 0 0 4 44 1 3 18 141
Sequential (two-stage) estimation of linear panel-data models 2 3 7 141 2 4 26 538
Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models 0 0 0 62 0 0 4 88
ardl: Estimating autoregressive distributed lag and equilibrium correction models 2 10 68 361 9 35 165 660
ardl: Estimating autoregressive distributed lag and equilibrium correction models 23 106 643 5,338 139 507 3,431 23,099
ardl: Stata module to estimate autoregressive distributed lag models 3 17 111 2,626 26 71 410 8,919
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 2 5 9 199 3 7 34 623
xtdpdqml: Quasi-maximum likelihood estimation of linear dynamic short-T panel-data models 0 1 3 77 1 6 10 224
Total Working Papers 88 372 2,068 17,716 326 1,165 6,800 53,713

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 2 3 8 31 4 5 24 74
Estimation of linear dynamic panel data models with time‐invariant regressors 0 1 10 54 1 4 26 254
Instrument approval by the Sargan test and its consequences for coefficient estimation 0 2 16 53 1 9 80 254
Instrumental-variable estimation of large-T panel-data models with common factors 0 0 5 12 0 3 15 38
Quasi–maximum likelihood estimation of linear dynamic short-T panel-data models 0 0 0 43 0 2 4 130
Regional Dependencies and Local Spillovers: Insights From Commuter Flows 0 0 0 0 1 2 2 2
Response Surface Regressions for Critical Value Bounds and Approximate p‐values in Equilibrium Correction Models 0 0 2 16 4 10 28 81
Review of A. Colin Cameron and Pravin K. Trivedi’s Microeconometrics Using Stata, Second Edition 0 0 1 5 0 0 1 14
ardl: Estimating autoregressive distributed lag and equilibrium correction models 3 9 56 111 11 31 133 249
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 1 1 1 12 1 3 8 53
Total Journal Articles 6 16 99 337 23 69 321 1,149

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 5 11 89 580 15 44 304 2,551
KINKYREG: Stata module to perform kinky least squares estimation and inference 0 0 3 40 4 7 20 313
XTDPDBC: Stata module to perform bias-corrected estimation of linear dynamic panel data models 0 2 11 70 4 8 35 300
XTDPDGMM: Stata module to perform generalized method of moments estimation of linear dynamic panel data models 1 4 25 557 8 36 135 2,173
XTDPDQML: Stata module to perform quasi-maximum likelihood linear dynamic panel data estimation 0 0 1 93 2 5 16 643
XTDPDSERIAL: Stata module to perform panel data serial correlation tests 0 0 13 13 4 9 71 71
XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models 0 0 10 48 3 9 52 345
XTSEQREG: Stata module to perform sequential estimation of linear panel data models 1 2 4 100 2 4 17 661
Total Software Items 7 19 156 1,501 42 122 650 7,057

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Statistics updated 2025-09-05