Sebastian Kripfganz

University of Exeter Business School - Department of Economics

Streatham Court

Exeter, EX4 4RJ

United Kingdom

  • University of Exeter Business School - Department of Economics

SCHOLARLY PAPERS

2

DOWNLOADS

1,217

SSRN CITATIONS

39

CROSSREF CITATIONS

4

Scholarly Papers (2)

Actions:
Email selected abstracts
1.

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

Downloads 746 (66,536)
Citation 20

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 626 (82,101)
Citation 17

Abstract:

Loading...

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 120 (446,307)
Citation 17

Abstract:

Loading...

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 471 (118,260)

Abstract:

Loading...

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