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 8 13 52 231 13 27 89 387
Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors 0 0 0 28 0 1 5 165
Estimation of linear dynamic panel data models with time-invariant regressors 0 0 0 130 0 0 7 525
Estimation of linear dynamic panel data models with time-invariant regressors 0 0 2 67 0 1 6 261
Generalized method of moments estimation of linear dynamic panel-data models 75 245 1,124 7,442 158 518 2,432 15,840
Generalized method of moments estimation of linear dynamic panel-data models 4 16 72 382 11 43 175 865
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 1 1 5 18 2 11 27 80
On the shoulders of giants: Writing wrapper commands in Stata 0 1 5 19 0 3 14 35
Regional convergence at the county level: The role of commuters 1 1 4 117 3 4 11 146
Regional dependencies and local spillovers:Insights from commuter flows 0 1 9 32 0 3 17 66
Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models 0 1 3 235 3 4 14 571
Robust testing for serial correlation in linear panel-data models 0 5 20 20 0 8 39 39
Sequential (two-stage) estimation of linear panel data models 0 0 5 44 2 2 18 140
Sequential (two-stage) estimation of linear panel-data models 1 1 6 139 1 4 26 536
Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models 0 0 0 62 0 1 4 88
ardl: Estimating autoregressive distributed lag and equilibrium correction models 35 149 700 5,315 162 655 3,676 22,960
ardl: Estimating autoregressive distributed lag and equilibrium correction models 3 10 75 359 10 36 172 651
ardl: Stata module to estimate autoregressive distributed lag models 8 27 122 2,623 26 84 424 8,893
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 1 3 8 197 2 4 34 620
xtdpdqml: Quasi-maximum likelihood estimation of linear dynamic short-T panel-data models 1 1 3 77 4 5 10 223
Total Working Papers 138 475 2,215 17,628 397 1,414 7,202 53,387

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 7 29 1 4 21 70
Estimation of linear dynamic panel data models with time‐invariant regressors 1 4 10 54 3 9 26 253
Instrument approval by the Sargan test and its consequences for coefficient estimation 0 2 20 53 3 13 88 253
Instrumental-variable estimation of large-T panel-data models with common factors 0 0 5 12 0 4 16 38
Quasi–maximum likelihood estimation of linear dynamic short-T panel-data models 0 0 0 43 2 3 4 130
Regional Dependencies and Local Spillovers: Insights From Commuter Flows 0 0 0 0 1 1 1 1
Response Surface Regressions for Critical Value Bounds and Approximate p‐values in Equilibrium Correction Models 0 0 3 16 6 7 27 77
Review of A. Colin Cameron and Pravin K. Trivedi’s Microeconometrics Using Stata, Second Edition 0 0 1 5 0 0 2 14
ardl: Estimating autoregressive distributed lag and equilibrium correction models 5 9 63 108 12 30 138 238
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors 0 0 0 11 1 2 7 52
Total Journal Articles 7 17 109 331 29 73 330 1,126

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 2 23 86 575 10 64 313 2,536
KINKYREG: Stata module to perform kinky least squares estimation and inference 0 0 3 40 1 7 19 309
XTDPDBC: Stata module to perform bias-corrected estimation of linear dynamic panel data models 0 3 11 70 1 6 33 296
XTDPDGMM: Stata module to perform generalized method of moments estimation of linear dynamic panel data models 2 6 28 556 19 45 140 2,165
XTDPDQML: Stata module to perform quasi-maximum likelihood linear dynamic panel data estimation 0 0 2 93 1 3 16 641
XTDPDSERIAL: Stata module to perform panel data serial correlation tests 0 1 13 13 3 7 67 67
XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models 0 0 10 48 4 8 56 342
XTSEQREG: Stata module to perform sequential estimation of linear panel data models 0 1 3 99 1 2 18 659
Total Software Items 4 34 156 1,494 40 142 662 7,015

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Statistics updated 2025-08-05