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 2 223
Bias-corrected estimation of linear dynamic panel data models 3 12 61 203 6 20 116 341
Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors 0 0 0 28 0 2 4 163
Estimation of linear dynamic panel data models with time-invariant regressors 0 0 0 130 0 1 4 522
Estimation of linear dynamic panel data models with time-invariant regressors 1 1 2 67 1 2 5 260
Generalized method of moments estimation of linear dynamic panel-data models 114 285 1,504 6,906 220 628 3,217 14,720
Generalized method of moments estimation of linear dynamic panel-data models 3 8 101 343 15 31 228 772
Instrumental variable estimation of large-T panel data models with common factors 0 0 0 18 0 0 5 71
Instrumental-variable estimation of large-T panel-data models with common factors 0 2 6 17 2 7 29 66
On the shoulders of giants: Writing wrapper commands in Stata 0 2 8 18 0 5 16 31
Regional convergence at the county level: The role of commuters 0 2 5 116 0 2 10 140
Regional dependencies and local spillovers:Insights from commuter flows 0 4 11 31 1 5 23 62
Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models 0 0 1 233 0 5 14 565
Robust testing for serial correlation in linear panel-data models 2 9 12 12 4 16 22 22
Sequential (two-stage) estimation of linear panel data models 1 1 7 43 2 4 17 132
Sequential (two-stage) estimation of linear panel-data models 0 0 9 138 3 6 25 524
Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models 0 0 0 62 1 2 4 87
ardl: Estimating autoregressive distributed lag and equilibrium correction models 66 179 948 4,994 345 984 5,226 21,450
ardl: Estimating autoregressive distributed lag and equilibrium correction models 6 23 71 327 15 50 176 576
ardl: Stata module to estimate autoregressive distributed lag models 13 37 206 2,575 43 137 762 8,736
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 1 3 7 193 2 9 50 610
xtdpdqml: Quasi-maximum likelihood estimation of linear dynamic short-T panel-data models 0 0 3 75 0 0 9 216
Total Working Papers 210 568 2,962 16,602 660 1,916 9,964 50,289


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 2 10 25 5 8 28 60
Estimation of linear dynamic panel data models with time‐invariant regressors 2 2 7 49 5 9 26 242
Instrument approval by the Sargan test and its consequences for coefficient estimation 1 5 28 47 6 29 126 226
Instrumental-variable estimation of large-T panel-data models with common factors 1 4 4 11 1 6 12 30
Quasi–maximum likelihood estimation of linear dynamic short-T panel-data models 0 0 0 43 0 0 1 127
Response Surface Regressions for Critical Value Bounds and Approximate p‐values in Equilibrium Correction Models 0 1 7 16 0 9 27 67
Review of A. Colin Cameron and Pravin K. Trivedi’s Microeconometrics Using Stata, Second Edition 0 0 3 4 0 0 11 13
ardl: Estimating autoregressive distributed lag and equilibrium correction models 6 18 76 84 14 40 171 183
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 0 0 0 11 0 1 8 48
Total Journal Articles 10 32 135 290 31 102 410 996


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 9 25 77 530 29 94 382 2,407
KINKYREG: Stata module to perform kinky least squares estimation and inference 1 1 1 38 2 2 22 298
XTDPDBC: Stata module to perform bias-corrected estimation of linear dynamic panel data models 0 2 8 62 1 10 55 281
XTDPDGMM: Stata module to perform generalized method of moments estimation of linear dynamic panel data models 3 6 52 545 13 30 181 2,096
XTDPDQML: Stata module to perform quasi-maximum likelihood linear dynamic panel data estimation 0 0 3 92 0 2 26 633
XTDPDSERIAL: Stata module to perform panel data serial correlation tests 0 0 7 7 3 15 47 47
XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models 3 6 13 47 8 18 75 319
XTSEQREG: Stata module to perform sequential estimation of linear panel data models 0 0 3 96 3 6 32 653
Total Software Items 16 40 164 1,417 59 177 820 6,734


Statistics updated 2025-02-05