Sebastian Kripfganz

Senior Lecturer (advanced assistant professor) in Econometrics,
University of Exeter Business School, Department of Economics

→ Contact details   → Curriculum vitae

Available Programs

The following programs can be installed by typing the respective command line in the Stata command window.
→ List of available Stata packages: net from http://www.kripfganz.de/stata/
→ Update of all installed community-contributed Stata packages: adoupdate, update

ardl: Estimation of autoregressive distributed lag and equilibrium correction models
→ Installation: net install ardl, from(http://www.kripfganz.de/stata/)
→ Alternative installation (less frequently updated): ssc install ardl
→ Update: adoupdate ardl, update

kinkyreg: Instrument-free inference for linear regression models with endogenous regressors
→ Installation: net install kinkyreg, from(http://www.kripfganz.de/stata/)
→ Alternative installation (less frequently updated): ssc install kinkyreg
→ Update: adoupdate kinkyreg, update

xtdpdbc: Bias-corrected estimation of linear dynamic panel data models
→ Installation: net install xtdpdbc, from(http://www.kripfganz.de/stata/)
→ Alternative installation (less frequently updated): ssc install xtdpdbc
→ Update: adoupdate xtdpdbc, update

xtdpdgmm: Generalized method of moments estimation of linear dynamic panel data models
→ Installation: net install xtdpdgmm, from(http://www.kripfganz.de/stata/)
→ Alternative installation (less frequently updated): ssc install xtdpdgmm
→ Update: adoupdate xtdpdgmm, update

xtdpdqml: Quasi-maximum likelihood estimation of linear dynamic short-T panel data models
→ Installation: net install xtdpdqml, from(http://www.kripfganz.de/stata/)
→ Alternative installation (less frequently updated): ssc install xtdpdqml
→ Update: adoupdate xtdpdqml, update

xtdpdserial: Panel data serial correlation tests
→ Installation: net install xtdpdserial, from(http://www.kripfganz.de/stata/)
→ Alternative installation (less frequently updated): ssc install xtdpdserial
→ Update: adoupdate xtdpdserial, update

xtivdfreg: Instrumental variable estimation of large panel data models with common factors
→ Installation: net install xtivdfreg, from(http://www.kripfganz.de/stata/)
→ Alternative installation (less frequently updated): ssc install xtivdfreg
→ Update: adoupdate xtivdfreg, update

xtseqreg: Sequential estimation of linear panel data models
→ Installation: net install xtseqreg, from(http://www.kripfganz.de/stata/)
→ Alternative installation (less frequently updated): ssc install xtseqreg
→ Update: adoupdate xtseqreg, update

tstransform: Time series transformations
→ Installation: net install tstransform, from(http://www.kripfganz.de/stata/)
→ Update: adoupdate tstransform, update

The current version of an installed program can be displayed by typing which followed by the command name.

Latest Updates

xtivdfreg
version 1.5.3 04oct2025

xtdpdgmm
version 2.7.2 17jul2025

xtdpdserial
version 1.0.3 30oct2024

xtdpdbc
version 1.3.2 11jul2024

ardl
version 1.0.6 06feb2023

xtseqreg
version 1.2.4 02sep2021

kinkyreg
version 1.1.1 16mar2021

xtdpdqml
version 1.4.3 26feb2017

tstransform
version 1.2.0 01jun2015

Bluesky

@kripfganz.de

ORCID

0000-0002-7670-0834