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Sebastian Kripfganz

@kripfganz.de
69 followers 36 following 13 posts

Senior Lecturer in Econometrics at University of Exeter Business School www.kripfganz.de

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Sebastian Kripfganz @kripfganz.de · 29/07/2026
An update is available to my -xtdpdserial- #Stata package for serial correlation testing in linear panel data models, which fixes an issue that could lead to incorrect results when regression residuals were not centered at zero. www.kripfganz.de/stata/xtdpdserial.html
kripfganz.de
Sebastian Kripfganz - Stata Programs
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Sebastian Kripfganz @kripfganz.de · 13/05/2026
I am honored to be invited for a keynote talk at the inaugural Carpathian Stata Conference on July 27, 2026, in Cluj-Napoca (Romania). Meet me there: www.stata.com/meeting/carp...
stata.com
Join us for the 2026 Carpathian Stata Conference!
The Carpathian Stata Conference will be held 27 July in Cluj-Napoca, Romania.
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Sebastian Kripfganz @kripfganz.de · 13/05/2026
The provisional conference program for the 31st International Panel Data Conference #IPDC2026 in Exeter is now available, with 4 exciting keynotes, a @statacorp.bsky.social lunchtime talk, 3 invited sessions in memory of Tom Wansbeek, and 27 contributed sessions: sites.exeter.ac.uk/ipdc2026/pro...
sites.exeter.ac.uk
Program
The following program is still provisional and subject to change. We intend to coordinate a social activity on Sunday for participants who arrive early; please indicate your interest on the registrati...
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Sebastian Kripfganz @kripfganz.de · 31/10/2025
Call for Papers: Submissions are now open for the 31st International Panel Data Conference #IPDC2026, hosted by the University of #Exeter on July 6-7, 2026. For a link to the submission form and further information about the IPDC, visit the conference website: www.ipdc2026.org
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Sebastian Kripfganz @kripfganz.de · 30/07/2025
My article with Vasilis Sarafidis on Estimating Spatial Dynamic Panel Data Models with Unobserved Common Factors in Stata finally appeared in the Journal of Statistical Software. Therein, we document new features for spatial models added to our xtivdfreg package. www.jstatsoft.org/article/view...
jstatsoft.org
Estimating Spatial Dynamic Panel Data Models with Unobserved Common Factors in Stata by Sebastian Kripfganz, Vasilis Sarafidis
<p>This article introduces the spxtivdfreg package in Stata, which implements a general instrumental variables (IV) approach for estimating dynamic spatial panel data models with unobserved common fac...
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Sebastian Kripfganz @kripfganz.de · 04/07/2025
There is a new update to my -xtdpdgmm- #Stata package for the GMM estimation of linear dynamic panel data models, which introduces an option for estimating the optimal weighting matrix from alternative first-step residuals. www.kripfganz.de/stata/xtdpdg...
kripfganz.de
Sebastian Kripfganz - Stata Programs
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Sebastian Kripfganz @kripfganz.de · 03/07/2025
After #IPDC2025 is before #IPDC2026. I am happy to announce that the 31st International Panel Data Conference will take place in #Exeter (UK) at @universityofexeter.bsky.social @uofebusiness.bsky.social on July 6-7, 2026. Save the date! ipdc2026.org #Econometrics #Statistics #PanelData
ipdc2026.org
IPDC 2026
July 6-7, 2026, Exeter (UK) Key Sponsors
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Sebastian Kripfganz @kripfganz.de · 14/04/2025
This week's @exeter.ac.uk Weekly Bulletin features in its header a photo taken by me recently on our beautiful #Exeter campus. Happy #spring season!
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Sebastian Kripfganz @kripfganz.de · 03/04/2025
There is an important update to my -xtdpdgmm- #Stata package for the GMM estimation of linear dynamic panel data models, which fixes an annoying bug with its -overid- option. www.kripfganz.de/stata/xtdpdg...
kripfganz.de
Sebastian Kripfganz - Stata Programs
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Sebastian Kripfganz @kripfganz.de · 19/02/2025
Call for presentations: Join us at the 2025 UK Stata Conference on 11-12 September in London. Submit your proposals for presentations now at www.timberlake-conferences.com
timberlake-conferences.com
2025 UK Stata Conference
The UK Stata Conference is returning for the 31st edition. Join the conversation in London on September 11 - 12 2025.
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Sebastian Kripfganz @kripfganz.de · 07/01/2025
A long journey comes to an end: My paper with Melanie Krause on "Regional Dependencies and Local Spillovers: Insights from Commuter Flows" has finally found a home in the Journal of Regional Science. onlinelibrary.wiley.com/doi/10.1111/...
onlinelibrary.wiley.com
Regional Dependencies and Local Spillovers: Insights From Commuter Flows
A region's growth trajectory is influenced by the economic circumstances of other regions in its proximity. While proximity is often understood in a geographic sense, economic connectivity can take m...
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Sebastian Kripfganz @kripfganz.de · 03/01/2025
Happy New Year!
2025=(20+25)^2
2025=(\sum_{i=1}^9 i)^2
2025=\sum_{i=1}^9 i^3
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Sebastian Kripfganz @kripfganz.de · 12/12/2024
It was nice to be back home at #Leipzig university where my academic career started. I presented my current research on serial correlation testing in error component models with moderately small T. For a preview, see my recent UK Stata Conference presentation: econpapers.repec.org/RePEc:boc:ls...
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