Zobrazeno 1 - 10
of 10
pro vyhledávání: '"Sebastian Kripfganz"'
Autor:
Melanie, Krause, Sebastian, Kripfganz
Publikováno v:
TUPD Discussion Papers. 40:1-50
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=jairo_______::bd864a350984d808bd7c3b24e807e2eb
http://hdl.handle.net/10097/00137226
http://hdl.handle.net/10097/00137226
Publikováno v:
Econometrics and Statistics. 24:116-132
A computationally simple bias correction for linear dynamic panel data models is proposed and its asymptotic properties are studied when the number of time periods is fixed or tends to infinity with the number of panel units. The approach can accommo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f73c0cd499e40e301ec195f83ebb522f
https://doi.org/10.1016/j.ecosta.2021.07.001
https://doi.org/10.1016/j.ecosta.2021.07.001
Publikováno v:
TUPD Discussion Papers. 18:1-33
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=jairo_______::612c24f20adf5708fa0c42f863c3d8ba
http://hdl.handle.net/10097/00135205
http://hdl.handle.net/10097/00135205
Autor:
Sebastian Kripfganz, Jan F. Kiviet
Publikováno v:
The Stata Journal: Promoting communications on statistics and Stata. 21:772-813
In models with endogenous regressors, a standard regression approach is to exploit just-identifying or overidentifying orthogonality conditions by using instrumental variables. In just-identified models, the identifying orthogonality assumptions cann
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c421c507b04f707829692ba9843cfe9b
https://doi.org/10.1177/1536867x211045575
https://doi.org/10.1177/1536867x211045575
Autor:
Daniel Schneider, Sebastian Kripfganz
Publikováno v:
Oxford Bulletin of Economics and Statistics. 82:1456-1481
We consider the popular ‘bounds test’ for the existence of a level relationship in conditional equilibrium correction models. By estimating response surface models based on about 95 billion simulated F‐statistics and 57 billion t‐statistics,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dea93ed096cedb7271a70b77a66abfad
https://doi.org/10.1111/obes.12377
https://doi.org/10.1111/obes.12377
Autor:
Vasilis Sarafidis, Sebastian Kripfganz
Publikováno v:
The Stata Journal
In this article, we introduce the xtivdfreg command, which implements a general instrumental-variables (IV) approach for fitting panel-data models with many time-series observations, T, and unobserved common factors or interactive effects, as develop
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9b570ecc46863134cdec0a39567fb916
https://hdl.handle.net/11250/2976733
https://hdl.handle.net/11250/2976733
Autor:
Claudia Schwarz, Sebastian Kripfganz
Publikováno v:
Journal of Applied Econometrics. 34:526-546
This paper considers estimation methods and inference for linear dynamic panel data models with unit-specific heterogeneity and a short time dimension. In particular, we focus on the identification of the coecients of time-invariant variables in a dy
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::37f34f9460bd25766e733db7bdfaee79
https://doi.org/10.1002/jae.2681
https://doi.org/10.1002/jae.2681
Autor:
Vasilis Sarafidis, Sebastian Kripfganz
Publikováno v:
SSRN Electronic Journal.
This article introduces the xtivdfreg command in Stata, which implements a general Instrumental Variables (IV) approach for estimating large panel data models with unobserved common factors or interactive effects, as developed by Norkute et al. (2020
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ed1b3f7783dabaca6f6a8e0a26ec2838
https://doi.org/10.2139/ssrn.3668588
https://doi.org/10.2139/ssrn.3668588
Autor:
Sebastian Kripfganz
Publikováno v:
The Stata Journal: Promoting communications on statistics and Stata. 16:1013-1038
In this article, I describe the xtdpdqml command for the quasi–maximum likelihood estimation of linear dynamic panel-data models when the time horizon is short and the number of cross-sectional units is large. Based on the theoretical groundwork by
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fdb7409d84b8d7236f98814965e62692
https://doi.org/10.1177/1536867x1601600411
https://doi.org/10.1177/1536867x1601600411
Autor:
Sebastian Kripfganz
Publikováno v:
SSRN Electronic Journal.
This paper demonstrates several implications of the Cayley-Hamilton Theorem for specification, estimation, and identification of spatial autoregressive models. First, the minimal polynomial of the spatial weights matrix implies an upper bound on the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c1b22f2c0be6a42486d763e4e9ad639c
https://doi.org/10.2139/ssrn.2393639
https://doi.org/10.2139/ssrn.2393639