Sebastian Kripfganz

University of Exeter Business School - Department of Economics

Streatham Court

Exeter, EX4 4RJ

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

765

SSRN CITATIONS

12

CROSSREF CITATIONS

4

Scholarly Papers (2)

Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors

ECB Working Paper No. 1838
Number of pages: 53 Posted: 26 Aug 2015
Sebastian Kripfganz and Claudia Schwarz
University of Exeter Business School - Department of Economics and European Central Bank (ECB)
Downloads 495 (71,481)

Abstract:

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Dynamic panel data; Time-invariant variables; Two-stage estimation; System GMM; Dynamic gravity equation

Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors

Bundesbank Discussion Paper No. 25/2013
Number of pages: 52 Posted: 21 Jun 2016
Sebastian Kripfganz and Claudia Schwarz
University of Exeter Business School - Department of Economics and European Central Bank (ECB)
Downloads 92 (349,217)
Citation 7

Abstract:

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System GMM, Instrument proliferation, Maximum likelihood, Two-stage estimation, Monte Carlo simulation, Dynamic Mincer equation

2.

Instrumental Variable Estimation of Large Panel Data Models with Common Factors

Number of pages: 26 Posted: 21 Sep 2020
Sebastian Kripfganz and Vasilis Sarafidis
University of Exeter Business School - Department of Economics and BI Norwegian Business School
Downloads 178 (211,304)

Abstract:

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Large Panels, Instrumental Variables, Common Factors, Interactive Effects, Cross-Sectional Dependence, Defactoring, Xtivdfreg