Access Statistics for Christopher Baum

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 0 0 0 67 0 0 1 130
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 0 0 1 132 1 1 3 177
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 0 0 1 207 1 2 8 403
A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency 0 0 0 489 0 0 1 2,085
A general approach to testing for autocorrelation 0 1 4 172 2 3 18 400
A general approach to testing for autocorrelation 0 0 1 102 0 1 8 288
A large-scale application of Stata's forecast suite: challenges and potential 0 0 2 113 0 0 3 185
A little bit of Stata programming goes a long way 1 2 5 5,600 1 3 20 10,202
A little bit of Stata programming goes a long way 0 0 0 2,092 0 1 2 3,616
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 0 360 1 1 3 1,388
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 0 391 0 0 1 1,512
A review of Stata 8.1 and its time series capabilities 0 0 0 1,751 0 1 2 3,762
A simple alternative to the linear probability model for binary choice models with endogenous regressors 0 0 3 223 0 0 4 526
Advice on using heteroscedasticity based identification 0 1 5 162 1 3 19 376
An Alternative Nonlinear General Equilibrium Model of the Term Structure of Interest Rates 0 0 0 2 0 0 0 11
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates 0 0 0 217 1 1 1 1,928
An Examination of Postwar U.S Stabilization Policy: Monetary and Fiscal Policy in an Accelerationist World 0 0 0 1 0 0 0 12
An interpretation and implementation of the Theil-Goldberger 'mixed' estimator 1 3 7 253 1 3 14 601
Analyzing volatility shocks to Eurozone CDS spreads with a multicountry GMM model in Stata 0 0 0 68 1 1 2 129
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests 0 0 1 4 0 0 2 1,283
Binary choice models with endogenous regressors 0 1 4 351 0 1 12 656
Bounded-Influence Estimation Techniques for the Analysis of Structural Macroeconometric Models 0 0 0 1 0 0 0 20
Bounded-Influence Instrumental Variable Estimation Techniques for the Diagnosis of Time-Series Regression Equations 0 0 0 2 0 0 0 20
Capital Flows and Financial Stability in Emerging Economies 0 2 3 111 0 3 10 224
Capital Flows and Financial Stability in Emerging Economies 0 0 0 50 0 2 2 90
Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? 0 0 0 203 0 2 2 578
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 60 0 0 1 673
Comparing Alternative Models of the Term Structure of Interest Rates 0 0 0 4 0 0 1 22
Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes 0 0 2 102 0 0 7 524
Corporate Financial Policy and the Value of Cash under Uncertainty 0 0 0 70 0 2 8 201
Corporate Liquidity Management and Future Investment Expenditures 0 0 0 121 0 0 5 454
Credible Disinflation Policy in a Dynamic Setting 0 0 0 167 0 0 2 1,526
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises 0 0 0 29 0 0 2 157
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis 0 0 0 77 0 0 0 251
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 0 0 0 109 0 0 1 215
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 0 0 1 126 3 4 11 351
Credit rating agency downgrades and the Eurozone sovereign debt crises 0 0 0 67 0 1 4 181
Directed Technical Change in Clean Energy: Evidence from the Solar Industry 0 0 1 136 0 0 3 231
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 0 98 0 0 2 228
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 0 3 0 1 2 41
Does the tenure of Private Equity investment improve the performance of European firms? 0 0 0 74 0 0 3 238
Drivers of COVID-19 Outcomes: Evidence from a Heterogeneous SAR Panel Data Model 1 1 4 50 1 1 4 66
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 6 0 0 1 11
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 25 0 0 3 76
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 1 0 0 3 6
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 1 2 14 0 1 4 21
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 36 1 2 5 50
Drivers of COVID-19 in U.S. counties: A wave-level analysis 1 2 5 15 2 6 20 48
Drivers of COVID-19 outcomes: Evidence from a heterogeneous SAR panel-data model 1 1 1 38 1 1 2 82
Dynamic Adjustment of Firms' Capital Structures in a Varying-Risk Environment 0 0 0 7 0 0 0 15
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 192 0 0 0 1,037
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 67 0 0 0 343
Economic impact of STEM immigrant workers 0 0 0 34 1 1 3 94
Economic impact of STEM immigrant workers 0 0 0 22 0 1 7 90
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 0 0 1 354 0 0 5 1,024
Efficient Management of Multi-Frequency Panel Data with Stata 0 0 0 712 0 0 1 1,827
Efficient management of multi-frequency panel data with Stata 0 0 1 642 1 1 3 1,617
Enhanced routines for instrumental variables/GMM estimation and testing 0 0 3 2,521 4 6 34 5,559
Enhanced routines for instrumental variables/GMM estimation and testing 0 0 2 618 1 1 5 1,378
Estimating a dose-response function with heterogeneous response to confounders when treatment is continuous and endogenous 1 1 4 62 3 3 8 185
Estimating the Wage Premia of Refugee Immigrants: Lessons from Sweden 0 0 0 3 0 0 6 11
Estimating the wage premia of refugee immigrants 3 3 13 13 3 4 31 31
Estimating the wage premia of refugee immigrants 0 1 10 20 3 4 28 58
Estimating the wage premia of refugee immigrants with coarsened exact matching and recentered influence function quantile regressions 1 1 15 15 1 1 23 23
Estimating the wage premia of refugee immigrants: Lessons from Sweden 0 0 0 53 0 0 3 194
Estimating the wage premia of refugee immigrants: Lessons from Sweden 0 0 1 14 0 0 5 19
Estimating the wage premia of refugee immigrants: Lessons from Sweden 0 0 0 15 1 2 6 23
Evaluating one-way and two-way cluster-robust covariance matrix estimates 0 0 2 188 0 0 3 520
Evaluating one-way and two-way cluster-robust covariance matrix estimates 1 1 3 501 1 3 8 1,370
Evaluating one-way and two-way cluster–robust covariance matrix estimates 1 1 3 280 1 1 5 1,109
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 1,007 0 0 1 3,235
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 0 1 2 1,705
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 0 0 835 0 1 7 2,407
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 0 1 715 1 3 6 1,847
Exchange Rate Uncertainty and Firm Profitability 0 0 1 717 0 0 1 2,579
Extending Stata's capabilities for asymptotic covariance matrix estimation 0 0 1 101 0 0 4 355
Facilitating Applied Economic Research with Stata 0 0 1 897 0 0 1 2,138
Firm Investment and Financial Frictions 0 0 0 204 0 0 1 557
Firms in (Green) Public Procurement: Financial Strength Indicators’ Impact on Contract Awards and Its Repercussion on Financial Strength 0 0 0 16 0 0 6 27
Firms in (Green) Public Procurement: Financial strength indicators’ impact on contract awards and its repercussion on financial strength 0 0 1 19 1 1 8 57
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 0 0 0 569 0 0 0 2,158
Fractional Cointegration Analysis of Long Term International Interest Rates 0 0 1 803 0 0 3 2,941
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 385 0 0 0 2,205
Fractional Dynamics in Japanese Financial Time Series 0 0 0 331 1 1 2 1,537
Fractional Monetary Dynamics 0 0 0 217 0 0 0 1,196
INNOVATION STRATEGIES, EXTERNAL KNOWLEDGE AND PRODUCTIVITY GROWTH 0 0 0 71 0 0 2 101
Impact of proximity to gas production activity on birth outcomes across the US 1 1 1 20 1 1 4 62
Implementing econometric estimators with Mata 0 0 0 162 0 0 2 336
Implementing econometric estimators with Mata 0 1 1 269 0 1 4 477
Implementing new econometric tools in Stata 0 0 3 308 0 1 7 569
Implementing the Leybourne-Taylor test for seasonal unit roots in Stata 0 0 1 30 1 2 4 109
Innovation Strategies, External Knowledge and Productivity Growth 0 0 0 170 0 0 3 204
Innovation by start-up firms: The influence of the board of directors 0 1 3 54 1 3 7 124
Innovation by start-up firms: The influence of the board of directors for knowledge spillovers 0 0 0 52 0 0 2 120
Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach 0 0 2 101 0 0 2 119
Institutional Diversity in Domestic Banking Sectors and Bank Stability: A Cross-Country Study 0 1 3 36 0 1 5 88
Institutional diversity in domestic banking sectors and bank stability: A cross-country study 0 0 1 42 1 1 5 109
Instrumental variables and GMM: Estimation and testing 1 3 3 633 1 8 19 1,647
Instrumental variables and GMM: Estimation and testing 1 3 8 4,858 7 14 43 10,179
Instrumental variables and GMM: Estimation and testing 0 0 4 1,320 1 2 11 2,732
Instrumental variables estimation using heteroskedasticity-based instruments 0 1 8 190 0 2 16 509
Instrumental variables estimation using heteroskedasticity-based instruments 0 7 19 317 8 28 86 731
Instrumental variables: Overview and advances 0 0 0 927 0 0 3 1,663
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 0 0 0 94 0 0 1 217
Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications 0 0 0 67 0 0 0 181
Long Memory and Forecasting in Euroyen Deposit Rates 0 0 0 308 0 0 0 1,944
Long Memory in the Greek Stock Market 0 0 0 982 0 0 4 5,419
Long Term Dependence in Stock Returns 0 0 0 631 0 0 2 1,855
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 0 0 0 529 0 0 1 2,391
Long-Memory Forecasting of U.S. Monetary Indices 0 0 0 256 0 1 3 721
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance 0 0 0 92 0 1 1 468
Macroeconomic Uncertainty and Credit Default Swap Spreads 1 1 1 243 1 2 4 747
Macroeconomic Uncertainty and Firm Leverage 0 0 2 233 0 0 6 740
Macroeconomics Uncertainty and Firm Leverage 0 0 0 95 0 0 1 517
Migrant STEM Entrepreneurs 0 0 2 38 0 0 4 83
Migrant STEM Entrepreneurs 0 0 0 31 0 0 2 73
Modeling Rating Transition Matrices for Wholesale Loan Portfolios 0 0 5 146 1 1 12 241
Modeling Returns on the Term Structure of Treasury Interest Rates 0 0 0 823 0 0 1 3,435
Modeling fixed income excess returns 0 0 0 428 0 0 0 2,419
Modelling Federal Reserve Discount Policy 0 0 0 182 0 0 0 1,792
Monetary Policy in the Transition to a Zero Federal Deficit 0 0 0 202 0 0 1 2,126
Nearest-Neighbor Forecasts of U.S. Interest Rates 0 0 0 834 0 0 2 4,051
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 0 0 0 886 0 0 0 4,858
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports 0 0 1 782 1 1 5 2,208
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 0 0 738 0 0 1 7,414
Occupational Sorting and Wage Gaps of Refugees 0 0 0 17 0 0 0 40
Occupational Sorting and Wage Gaps of Refugees 0 0 1 28 0 0 3 89
Occupational Sorting and Wage Gaps of Refugees 0 0 0 14 0 0 3 35
Occupational sorting and wage gaps of refugees 0 1 1 14 0 1 1 32
Occupational sorting and wage gaps of refugees 0 0 0 22 0 0 2 43
Offshoring and Innovation Capabilities: Evidence from Swedish Manufacturing 0 0 0 55 0 0 1 124
On Construction of Monthly Term Structures of U.S. Interest Rates 1910-1930 0 0 0 1 0 0 0 10
On the Investment Sensitivity of Debt under Uncertainty 0 0 0 176 0 0 0 418
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty 0 0 1 474 1 1 4 1,383
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty 0 0 0 298 0 0 2 905
Openness and financial stability 0 0 1 54 0 1 10 205
Outside Board Directors and Start-Up Firms’ Innovation 0 0 0 62 0 1 5 155
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 0 176 2 2 4 610
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 0 30 0 0 1 210
Persistence in International Inflation Rates 0 0 0 560 0 0 1 5,037
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 0 0 372 0 2 2 2,274
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms 0 0 0 1,259 0 0 1 5,903
Political patronage in Ukranian banking 0 0 0 141 0 2 3 815
Powerful new tools for time series analysis 0 0 0 528 0 0 2 940
Productivity of refugee workers and implications for innovation and growth 0 1 2 32 0 2 7 73
Q, Cash Flow and Investment: An Econometric Critique 0 0 0 380 0 0 1 1,732
R&D Expenditures and Geographical Sales Diversification 0 0 0 163 0 0 5 467
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say 0 0 0 173 0 0 0 556
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money 0 0 1 259 0 0 2 1,987
Refugee immigrants, occupational sorting and wage gaps 0 0 0 40 0 0 9 180
Refugees in Sweden: Economic integration and wage convergence 0 0 0 6 0 0 3 35
Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey 0 0 1 64 0 0 3 107
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 0 0 15 0 0 0 70
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 0 1 97 1 2 7 182
Rolling Regressions with Stata 0 0 1 1,644 1 4 8 3,914
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 92 0 1 2 616
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 117 0 0 0 847
Should you become a Stata programmer? 0 0 0 1,099 0 0 2 1,592
Socioeconomic Factors influencing the Spatial Spread of COVID-19 in the United States 0 1 2 104 1 3 4 167
Socioeconomic Factors influencing the Spatial Spread of COVID-19 in the United States 0 0 0 186 1 1 13 526
Stata: The language of choice for time series analysis? 0 0 0 1,939 2 2 3 3,938
State-level gun policy changes and rate of workplace homicide in the United States 0 0 1 8 0 0 8 88
State-level gun policy changes and rate of workplace homicide in the United States 0 0 0 80 0 1 4 239
Stochastic Long Memory in Traded Goods Prices 0 0 0 137 0 0 1 851
Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data 1 1 1 104 1 1 2 204
Testing for time-varying Granger causality 2 2 19 152 2 6 42 270
The Economic Determinants of Crime: an Approach through Responsiveness Scores 1 2 14 168 4 12 60 670
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 0 0 213 0 0 4 674
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 0 0 50 0 0 1 307
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 0 0 146 1 1 3 819
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms 0 0 0 375 0 0 2 1,952
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 0 2 151 0 2 8 672
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 0 0 242 0 0 9 1,634
The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity 0 1 1 124 0 1 4 462
The Effects of Uncertainty on the Leverage of Non-Financial Firms 0 0 0 303 0 1 4 1,190
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 816 0 0 0 2,957
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 46 0 0 0 390
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 0 2 989 0 0 5 4,186
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 0 101 0 1 3 317
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 0 111 0 0 1 402
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 0 1 267 0 0 4 841
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 0 0 445 0 0 1 1,240
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 0 222 0 0 2 644
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 1 2 136 0 2 6 623
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 0 70 0 1 2 399
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms 0 0 0 137 0 0 1 677
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage 0 2 2 233 0 2 4 693
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity 0 0 0 443 0 1 4 2,123
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms 0 0 0 206 0 0 2 784
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity 0 0 0 79 1 1 5 332
The Impact of Uncertainty on Financial Institutions 0 0 2 191 0 0 7 840
The Impact of the Financial System's Structure on Firms' Financial Constraints 0 1 1 216 0 1 2 752
The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility 0 0 0 39 0 0 2 193
The Stata module for CUB models for rating data analysis 0 0 2 37 0 0 4 73
The Term Structure of Interest Rates and the Demand for Money During the Great Depression 0 0 0 2 0 0 0 21
The Volatility of International Trade Flows and Exchange Rate Uncertainty 0 0 1 230 0 2 6 686
The contextual effects of social capital on health: a cross-national instrumental variable analysis 0 1 1 102 0 1 1 269
The contribution of foreign-born STEM workers to the knowledge-intensive economy: Evidence from Sweden 0 0 0 67 0 0 3 111
The impact of offshoring on innovation and productivity: Evidence from Swedish manufacturing firms 1 2 3 36 1 4 14 113
The impact of offshoring on productivity and innovation: Evidence from Swedish manufacturing firms 0 0 1 32 2 3 8 91
The role of uncertainty in the transmission of monetary policy effects on bank lending 0 0 0 350 3 3 6 1,162
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 0 0 549 0 3 6 1,642
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 0 0 228 1 1 2 952
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 0 0 167 1 4 8 586
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty 0 0 2 98 0 0 3 341
Time series filtering techniques in Stata 0 0 0 499 0 0 1 1,178
Time series filtering techniques in Stata 0 2 9 1,540 1 6 44 3,864
Time-Varying Risk Premia in the Foreign Currency Futures Basis 0 0 0 677 0 0 2 3,365
Tobin's Q And Financial Policy Revisited 0 0 0 2 0 0 0 899
Topics in time series regression modeling 0 0 0 1,619 0 0 1 4,918
Uncertainty Determinants of Corporate Liquidity 0 0 1 67 0 0 4 433
Uncertainty Determinants of Corporate Liquidity 0 0 0 53 0 0 3 475
Uncertainty Determinants of Corporate Liquidity 0 0 0 59 0 0 1 295
Uncertainty Determinants of Corporate Liquidity 0 1 1 184 0 4 6 730
Uncertainty Determinants of Firm Investment 0 0 0 300 0 0 0 768
Unit root tests for explosive behaviour 0 0 4 94 0 1 11 211
Using Mata to work more effectively with Stata: A tutorial 1 2 2 445 1 3 3 865
Using Mata to work more effectively with Stata: A tutorial 0 0 0 2,525 0 2 4 4,327
Using Mata to work more effectively with Stata: A tutorial 0 1 1 608 0 1 4 1,149
Using Stata for Applied Research: Reviewing its Capabilities 0 0 0 798 0 0 1 1,169
Using instrumental variables techniques in economics and finance 0 0 0 620 0 0 0 1,099
Waves and Persistence in Merger and Acquisition Activity 0 0 1 2,068 0 0 2 8,743
What do Chinese Macro Announcements Tell Us About the World Economy? 0 0 0 59 0 0 3 199
cron, perl and Stata: automated production and presentation of a business-daily index 0 0 0 246 0 0 1 855
Total Working Papers 22 64 274 77,936 93 250 1,203 247,736


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Logit Analysis of the Factor Content of West German Foreign Trade 0 0 0 0 0 0 1 195
A logit analysis of the factor content of West German foreign trade 0 0 0 14 0 0 0 113
A new approach to estimation of the R&D–innovation–productivity relationship 0 0 1 22 0 0 5 104
A nonparametric investigation of the 90-day t-bill rate 0 0 0 39 0 0 1 571
A nonparametric investigation of the 90‐day t‐bill rate 0 0 0 0 0 0 0 9
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency 0 0 0 48 0 0 0 431
A review of Stata 8.1 and its time series capabilities 0 1 2 209 0 1 3 615
A test for long-range dependence in a time series 0 0 0 42 0 0 1 127
Activist policy and macroeconomic instability 0 0 0 15 0 0 0 151
Advice on using heteroskedasticity-based identification 1 1 8 61 1 7 33 246
An empirical analysis of the composition of manufacturing employment in the industrialized countries 0 1 1 20 0 1 3 96
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 0 111 0 0 1 624
COVID-19 vaccinations and mental health among U.S. adults: Individual and spillover effects 0 0 1 1 0 0 1 1
Capital structure adjustments: Do macroeconomic and business risks matter? 0 0 3 29 0 0 8 168
Compacting time series data 0 0 0 39 0 0 1 119
Coordination of large macroeconomies'policies and the stability of small economies 0 0 0 7 1 1 2 79
Corporate financial policy and the value of cash under uncertainty 0 1 1 8 0 1 2 56
Credit rating agency downgrades and the Eurozone sovereign debt crises 0 1 2 42 0 1 5 232
Cumulative author index, volumes 1-24 0 1 3 3 1 2 5 5
Dynamic adjustment of firms' capital structures in a varying-risk environment 0 0 0 17 0 0 1 93
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 42 0 1 2 284
Effect of the affordable care act on disparities in breastfeeding: The case of Maine 0 0 0 3 0 0 0 18
Enhanced routines for instrumental variables/generalized method of moments estimation and testing 2 12 50 2,284 5 35 140 4,682
Erratum: Unit-root tests for explosive behavior 0 0 0 6 0 0 0 14
Estimating the Wage Premia of Refugee Immigrants: Lessons from Sweden 0 1 1 1 0 2 5 5
Estimating treatment effects when program participation is misreported 0 0 4 4 1 1 10 10
Evaluating concavity for production and cost functions 0 0 0 103 1 1 2 297
Evaluating the impact of compliance with governance recommendations on firm performance: The case of Spain 0 0 1 8 0 1 3 31
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports 0 1 1 100 0 1 3 485
Exchange Rate Uncertainty and Firm Profitability 0 0 0 90 0 0 4 461
Exchange rate effects on the volume and variability of trade flows 0 0 2 287 1 1 10 1,048
FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES 0 0 0 5 0 0 0 45
Firms in Green Public Procurement: Financial Strength Indicators’ Impact on Contract Awards and Its Repercussion on Financial Strength 0 0 0 2 0 0 3 17
Fitting mixture models for feeling and uncertainty for rating data analysis 0 0 3 7 0 0 4 17
Foreword 0 0 0 0 0 0 2 57
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 0 0 0 87 0 0 3 428
Fractional dynamics in Japanese financial time series 0 0 0 29 0 1 1 236
Fractional monetary dynamics 0 0 0 30 0 0 5 409
Happily Ever After? Pre-and-Post Disaster Determinants of Happiness Among Survivors of Hurricane Katrina 0 0 0 10 0 0 0 80
Impact of state cigarette taxes on disparities in maternal smoking during pregnancy 0 0 0 3 0 0 2 49
Innovation by start-up firms: The role of the board of directors for knowledge spillovers 0 0 1 7 0 1 12 62
Innovation strategies, external knowledge and productivity growth 0 1 1 8 0 2 3 57
Instrumental variables and GMM: Estimation and testing 1 5 19 3,648 6 26 125 9,067
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 0 0 1 21 0 0 3 105
Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications 0 0 0 9 0 0 2 72
Local Whittle estimation of the long-memory parameter 0 0 0 8 0 0 0 37
Long memory in the Greek stock market 0 0 0 101 0 0 1 577
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 0 0 53 0 0 2 425
Long-memory forecasting of US monetary indices 0 0 0 35 0 0 2 232
Long-term dependence in stock returns 0 0 1 93 0 0 4 447
Macroeconomic uncertainty and credit default swap spreads 0 0 0 77 0 0 0 302
Metadata for user-written contributions to the Stata programming language 0 0 0 20 0 0 2 104
Metadata for user-written contributions to the Stata programming language: extensions 0 0 0 22 0 0 0 76
Modelling Federal Reserve Discount Policy 0 0 0 82 1 1 2 925
Multivariate portmanteau (Q) test for white noise 0 0 1 229 0 0 9 808
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 0 0 0 101 2 2 3 541
Nonlinear effects of exchange rate volatility on the volume of bilateral exports 0 0 3 413 1 1 15 1,281
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 0 0 0 0 0 0 2 564
On the investment sensitivity of debt under uncertainty 0 0 0 71 0 1 2 346
On the sensitivity of firms' investment to cash flow and uncertainty 0 0 2 121 0 1 10 446
On the sensitivity of optimal control solutions 0 0 0 24 0 0 1 108
On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty 0 0 0 175 1 3 11 740
Parliamentary election cycles and the Turkish banking sector 0 0 0 68 0 0 3 387
Persistence in International Inflation Rates 0 0 0 1 0 0 1 10
Policy Evaluation With Incomplete Data: Assessing the Affordable Care Act Breastfeeding Provision 0 0 0 2 0 1 1 22
Political patronage in Ukrainian banking1 0 0 0 45 0 0 2 329
Q, Cash Flow and Investment: An Econometric Critique 0 0 0 46 0 0 0 310
R&D Expenditures and Geographical Sales Diversification 0 0 0 10 1 1 2 90
Reexamining the term structure of interest rates and the interwar demand for money 0 0 0 2 0 0 1 29
Residual diagnostics for cross-section time series regression models 0 2 3 1,030 0 8 19 2,980
Response surface models for the Elliott, Rothenberg, and Stock unit-root test 0 0 0 7 1 2 3 43
Richard Sperling (1961-2011) 0 0 0 0 0 0 1 161
Sectoral fluctuations in U.K. firms' investment expenditures 0 1 1 8 0 1 1 64
Securities fraud and corporate board turnover: New evidence from lawsuit outcomes 0 1 1 8 0 3 5 83
Socio-economic and demographic factors influencing the spatial spread of COVID-19 in the USA 0 0 0 3 0 0 0 8
Stata tip 126: Handling irregularly spaced high-frequency transactions data 0 0 0 29 0 0 0 81
Stata tip 37: And the last shall be first 0 0 0 48 0 0 0 151
Stata tip 38: Testing for groupwise heteroskedasticity 0 0 0 623 0 0 0 1,285
Stata tip 40: Taking care of business 0 0 7 1,870 0 0 11 4,014
Stata tip 45: Getting those data into shape 0 0 0 184 0 0 0 506
Stata tip 63: Modeling proportions 0 1 2 452 0 1 10 864
Stata tip 73: append with care! 0 0 0 168 0 0 0 426
Stata tip 88: Efficiently evaluating elasticities with the margins command 0 0 0 0 1 1 1 341
Stata: The language of choice for time-series analysis? 0 1 1 406 0 2 11 1,198
Stochastic long memory in traded goods prices 0 0 0 22 0 0 1 207
Stochastic volatility, jumps and leverage in energy and stock markets: Evidence from high frequency data 0 0 1 7 0 1 5 41
THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS 0 0 0 79 0 1 1 451
THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING 0 0 0 25 0 0 1 137
Test for autoregressive conditional heteroskedasticity in regression error distribution 0 0 0 63 0 0 0 181
Testing for time-varying Granger causality 1 2 11 45 1 4 17 87
Tests for heteroskedasticity in regression error distribution 0 0 0 56 0 0 0 169
Tests for long memory in a time series 0 0 0 137 0 1 1 256
Tests for serial correlation in regression error distribution 0 0 0 40 0 0 1 135
Tests for stationarity of a time series 0 0 2 249 0 0 2 475
Tests for stationarity of a time series: update 0 0 0 70 0 0 1 160
The BDS test of independence 0 0 7 67 0 1 20 163
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 0 0 68 0 1 1 332
The contextual effects of social capital on health: A cross-national instrumental variable analysis 0 1 1 21 0 1 2 128
The dynamics of U.S. industrial production: A time-varying Granger causality perspective 1 1 6 6 1 2 15 15
The effects of price- and output-stabilising policies in an interdependent world economy 0 0 0 9 0 0 1 70
The effects of uncertainty and corporate governance on firms’ demand for liquidity 0 0 0 29 0 0 2 164
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 0 0 0 90 0 0 2 428
The impact of macroeconomic uncertainty on firms' changes in financial leverage 0 0 0 98 0 0 2 359
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity 0 0 1 170 0 2 10 631
The impact of macroeconomic uncertainty on non‐financial firms' demand for liquidity 0 0 0 3 0 0 1 23
The impact of offshoring on technical change: Evidence from Swedish manufacturing firms 0 1 1 5 0 1 6 18
The impact of the financial system's structure on firms' financial constraints 1 1 4 143 1 2 9 982
The impact of uncertainty on financial institutions: A cross‐country study 1 1 3 13 1 1 7 38
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 0 0 88 0 0 6 359
The self-medication hypothesis: Evidence from terrorism and cigarette accessibility 0 0 0 6 1 1 1 78
Time‐varying risk premia in the foreign currency futures basis 0 0 0 2 0 0 1 36
Tobin's Q, intangible capital, and financial policy 0 0 0 94 0 0 2 339
Tobin's q and measurement error: Caveat investigator 0 1 1 93 0 2 2 333
USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES 0 0 0 0 0 0 3 313
Ukrainische Banken: politische Patronage von Bedeutung 0 0 0 30 1 1 1 453
Uncertainty determinants of corporate liquidity 1 1 1 173 1 3 9 609
Uncertainty determinants of firm investment 0 0 0 135 0 2 10 480
Unit-root tests based on forward and reverse Dickey–Fuller regressions 0 1 1 29 0 2 3 84
Unit-root tests for explosive behavior 0 0 6 23 0 3 16 58
Utility for time series data 0 0 0 193 0 0 1 1,015
Waves and persistence in merger and acquisition activity 1 1 2 176 1 1 5 720
What do Chinese macro announcements tell us about the world economy? 0 1 1 35 1 3 5 145
“What good is a volatility model?” A reexamination after 20 years 0 0 2 24 0 0 8 48
Total Journal Articles 10 44 179 16,772 34 152 736 54,132
3 registered items for which data could not be found


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Introduction to Modern Econometrics using Stata 1 5 20 5,077 4 15 83 13,450
An Introduction to Stata Programming, Second Edition 1 1 3 1,314 3 6 14 3,000
Environmental Econometrics Using Stata 0 3 33 155 1 6 43 278
Total Books 2 9 56 6,546 8 27 140 16,728


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 15 0 0 1 87
Total Chapters 0 0 0 15 0 0 1 87


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ACTEST: Stata module to perform Cumby-Huizinga general test for autocorrelation in time series 3 10 56 883 24 93 388 5,497
ADFMAXUR: Stata module to calculate Leybourne (1995) ADFmax unit root test statistic along with 1, 5 and 10% finite-sample critical values and associated p-values 0 1 6 60 2 6 24 319
ARCH: MATLAB function to compute ARCH test 0 0 2 1,794 0 0 2 6,083
ARCHLM: Stata module to calculate LM test for ARCH effects 0 1 7 1,838 3 17 69 10,525
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries 0 0 1 658 0 0 2 1,906
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model 0 0 2 1,839 0 2 13 9,272
ARIMASEL: Stata module to compute selection criteria for ARMA(p,q) models 0 1 12 58 3 7 48 331
ARRANGEDAR: RATS procedures to calculate arranged autoregressions 0 1 3 278 1 2 5 949
AVAR: Stata module to perform asymptotic covariance estimation for iid and non-iid data robust to heteroskedasticity, autocorrelation, 1- and 2-way clustering, and common cross-panel autocorrelated disturbances 4 9 43 537 19 52 231 3,357
AVPLOT3: Stata module to generate partial regression plots for subsamples 0 1 1 172 0 1 4 2,216
BCUSE: Stata module to access instructional datasets on Boston College server 1 4 52 834 10 39 256 4,755
BETACOEF: Stata module to calculate beta coefficients from regression 1 1 3 1,760 2 4 20 12,367
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation 0 2 9 1,978 1 8 50 14,567
BIDENSITY: Stata module to produce and graph bivariate density estimates 0 1 4 303 0 2 19 1,512
BKING: Stata module to implement Baxter-King filter for timeseries data 1 1 3 1,292 2 9 44 5,018
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity 0 1 7 2,789 1 5 34 11,659
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data 0 0 1 228 0 0 1 1,087
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data 0 0 3 536 1 4 14 1,546
CHECKREG3: Stata module to check identification status of simultaneous equations system 0 0 2 441 1 4 21 1,774
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks 2 5 42 3,259 5 23 128 10,413
CNSRSIG: Stata module to evaluate validity of restrictions on a regression 0 0 0 462 0 1 11 2,576
CUSUM6: Stata module to compute cusum, cusum^2 stability tests 1 10 44 2,215 13 40 192 8,628
CUSUM9: Stata module to compute cusum, cusum^2 stability tests 5 12 52 133 17 55 202 675
DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method 3 14 59 3,261 17 52 237 12,042
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test 0 1 8 3,282 5 8 41 14,661
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy 5 7 29 2,625 13 33 127 8,017
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates 1 1 6 1,398 2 4 28 5,938
DURBINH: Stata module to calculate Durbin's h test for serial correlation 0 0 8 1,701 0 6 42 10,025
ERSUR: Stata module to calculate Elliott, Rothenberg & Stock DF-GLS unit root test statistic along with 1, 5 and 10% finite-sample critical values and associated p-values 0 2 9 84 0 4 30 528
FCSTATS: Stata module to compute time series forecast accuracy statistics 0 1 17 1,004 4 35 261 5,450
FRACDIFF: Stata module to generate fractionally-differenced timeseries 0 0 5 434 1 1 12 1,591
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries 0 0 0 944 0 1 3 3,937
FREDUSEX: Stata module to import FRED (Federal Reserve Economic Database) data 0 0 3 3 2 10 57 57
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix 0 0 4 535 1 2 19 3,244
GHISTCUM: Stata module to graph histogram and cumulative distribution 0 0 0 928 1 2 22 6,300
GPHROB: RATS modules to perform tests for fractional integration of timeseries 0 0 1 692 0 2 3 1,840
GPHUDAK: Stata module to estimate long memory in a timeseries 0 0 3 637 1 1 13 1,886
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries 0 0 0 322 0 0 2 951
GRPDF: Stata module to produce PDFs from memory graphs 0 0 0 19 1 3 14 204
HADRILM: Stata module to perform Hadri panel unit root test 1 2 15 2,049 3 9 89 5,898
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test 0 2 7 955 2 6 36 3,046
HLP2PDF: Stata module to create PDF or PostScript from Stata help file 1 1 2 274 3 5 20 1,314
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data 1 1 16 7,978 3 4 48 17,793
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test 7 9 52 5,208 21 60 276 13,885
ITSP_ADO: Stata module to accompany Introduction to Stata Programming book 0 0 3 214 0 0 11 808
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation 1 2 5 325 3 10 34 1,707
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg 1 10 64 7,558 25 76 463 40,035
IVGMM0: Stata module to perform instrumental variables via GMM 1 1 2 1,413 1 3 12 4,448
IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10) 1 4 18 299 11 28 120 2,051
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) 1 2 10 1,359 4 13 46 5,847
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) 2 2 11 997 5 10 42 4,153
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation 47 150 528 22,467 210 834 3,195 94,904
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments 33 93 359 3,832 90 293 1,040 12,927
IVREG2M: Stata module to identify treatment-effects estimates with potentially misreported and endogenous program participation 0 0 5 32 4 7 35 153
KDENS2: Stata module to estimate bivariate kernel density 1 2 17 1,576 6 14 92 6,649
KOENKER: Stata module to perform Koenker/White detailed test for heteroskedasticity 0 2 2 2 7 19 19 19
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity 5 38 102 4,385 23 108 449 16,243
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test 3 6 29 4,585 12 37 171 13,779
LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias 1 4 13 427 2 16 54 2,063
LOG2HTML: Stata module to produce HTML log files 0 1 10 676 5 11 75 3,996
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test 0 3 27 1,856 3 15 87 5,192
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries 0 1 5 788 2 3 18 2,922
MADFULLER: Stata module to perform Dickey-Fuller test on panel data 1 2 6 2,054 2 5 17 7,016
MATIN4-MATOUT4: Stata module to import and export matrices 3 4 8 536 3 6 26 2,247
MODLPR: Stata module to estimate long memory in a timeseries 0 0 6 514 1 2 16 1,673
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel 0 1 7 1,161 3 9 53 5,327
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel 0 0 2 1,319 0 2 15 6,427
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating 1 3 16 1,560 2 9 60 6,924
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends 0 0 0 1,053 0 0 4 3,743
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality 0 0 1 545 1 6 20 4,021
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise 0 0 1 186 0 2 8 1,221
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit 0 0 1 263 2 4 18 1,414
OUTSERIES: Stata module to write timeseries to text files 0 0 0 77 0 0 2 549
OUTTABLE: Stata module to write matrix to LaTeX table 0 4 21 3,186 8 29 118 22,067
OVERID: Stata module to conduct postestimation tests of overidentification 3 9 36 6,628 15 44 227 23,879
PANELAUTO: Stata module to support tests for autocorrelation on panel data 0 1 15 3,054 3 7 54 12,203
PANELUNIT: Stata module to support unit root tests on panel data 0 1 1 1,225 2 3 4 3,489
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit 0 0 6 2,007 0 2 35 7,514
PWCORR2: Stata module to compute pairwise correlations and return results 1 4 14 366 2 7 35 2,212
PWCOV: Stata module to compute pairwise covariances 0 0 2 133 0 1 9 766
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients 0 1 4 480 1 8 23 2,220
QSTAT2: MATLAB function to compute Ljung-Box Q statistic 1 2 3 2,788 2 4 16 9,345
RADF: Stata module to calculate unit root tests for explosive behaviour 2 4 10 198 6 11 50 866
ROBLPR: Stata module to estimate long memory in a set of timeseries 0 0 2 526 0 0 6 1,834
ROLLING2: Stata module to perform rolling window and recursive estimation 0 3 7 1,074 1 10 60 5,055
ROLLREG: Stata module to perform rolling regression estimation 1 1 2 2,536 1 3 10 8,674
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) 0 0 9 907 9 29 217 11,823
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended 0 0 2 772 1 5 50 7,031
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users 0 0 6 786 0 0 12 2,388
SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method 1 6 27 1,339 5 22 125 4,295
STATICFC: Stata module to compute static forecasts for a recursive rolling regression 0 0 1 403 0 1 8 1,482
STATSMAT: Stata module to place descriptive statistics in matrix 1 1 3 780 1 2 15 4,031
TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation 1 1 2 79 1 2 3 366
TIMELEFT: Stata module to count the number of days 0 0 0 0 5 23 23 23
TORATS: Stata module to facilitate transfer of data to RATS 0 0 0 173 0 0 4 1,174
TOSQL: Stata module to transfer data to SQL database 0 0 7 513 0 9 69 4,352
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values 0 1 2 828 3 6 19 4,450
TSGRAPH: Stata module to produce time series line graph 0 0 0 880 0 2 11 5,709
TSLIST: Stata module to list time series data 0 0 1 207 0 0 9 6,588
TSMKTIM: Stata module to generate time-series calendar variable 1 2 12 1,324 4 8 61 5,669
TVGC: Stata module to perform Time-Varying Granger Causality tests 5 13 124 868 13 51 306 2,480
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates 0 1 2 216 1 4 6 826
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) 0 0 2 816 0 1 8 2,697
VECAR: Stata module to estimate vector autoregressive (VAR) models 0 1 3 2,033 0 3 17 7,604
WHITETST: Stata module to perform White's test for heteroskedasticity 0 2 25 6,771 8 41 175 30,002
WHITTLE: Stata module to compute long-memory parameter via Whittle method 0 0 0 33 1 3 4 118
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test 0 2 9 1,158 3 24 83 7,246
XTILETEST: Stata module to test equality of percentiles across groups of observations 0 0 0 45 1 1 1 294
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in panel data model 4 17 90 5,414 29 95 434 24,934
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity 10 49 166 6,333 55 212 790 28,654
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break 6 40 115 6,509 29 142 423 17,229
aer.pl, a script converting XML data to ReDIF 0 0 5 192 0 0 6 1,379
bejeap.pl, a script converting OAI data to ReDIF 1 3 4 132 2 4 7 940
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support 0 0 1 137 0 0 6 884
cdl-ciders.pl, a script converting XML data to ReDIF 1 1 3 99 5 6 14 1,054
dspace2redif.pl, a script converting DSpace metadata to ReDIF 0 3 11 299 2 6 37 1,634
ectj.pl, a script converting html data to ReDIF 0 0 2 84 0 1 5 979
imfocpcvt.pl, a script converting html data to ReDIF 0 0 1 55 0 0 3 844
rjeyr.pl, a script converting html data to ReDIF 0 0 0 49 0 1 6 898
Total Software Items 178 606 2,615 185,174 831 2,997 12,964 784,298
1 registered items for which data could not be found


Statistics updated 2025-07-04