Sebastian Kripfganz

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

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

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

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

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

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

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

xtdpdgmm
version 1.1.3 24sep2018

ardl
version 1.0.2 03sep2018

xtseqreg
version 1.2.2 02oct2017

xtdpdqml
version 1.4.3 26feb2017

tstransform
version 1.2.0 01jun2015

Contact

University of Exeter
Business School
Department of Economics

→ Contact details