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 4 4 11 106 4 4 18 64
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 2 7 43 153 2 8 82 189
A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency 0 0 1 487 0 0 8 2,052
A general approach to testing for autocorrelation 0 2 18 124 1 7 39 261
A general approach to testing for autocorrelation 0 1 6 67 0 3 24 125
A large-scale application of Stata's forecast suite: challenges and potential 1 4 20 62 2 7 38 66
A little bit of Stata programming goes a long way 0 3 19 5,430 4 13 68 9,721
A little bit of Stata programming goes a long way 0 1 20 2,049 3 5 43 3,479
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 0 352 0 2 13 1,339
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 0 389 0 1 6 1,488
A review of Stata 8.1 and its time series capabilities 1 2 5 1,740 4 9 34 3,679
A simple alternative to the linear probability model for binary choice models with endogenous regressors 1 5 15 185 1 8 28 409
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates 0 0 0 214 2 4 14 1,874
An interpretation and implementation of the Theil-Goldberger 'mixed' estimator 0 3 18 176 2 6 46 416
Analyzing volatility shocks to Eurozone CDS spreads with a multicountry GMM model in Stata 3 6 24 24 5 10 28 28
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests 0 0 0 0 1 1 9 1,235
Binary choice models with endogenous regressors 1 7 28 275 1 10 58 454
Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? 2 4 18 148 4 13 52 353
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 58 0 2 7 652
Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes 0 0 3 99 1 2 13 476
Corporate Financial Policy and the Value of Cash under Uncertainty 3 8 31 31 4 17 37 37
Corporate Liquidity Management and Future Investment Expenditures 0 1 4 113 1 4 22 386
Credible Disinflation Policy in a Dynamic Setting 0 0 0 167 0 1 4 1,409
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises 0 2 2 26 0 7 12 110
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis 0 0 5 67 0 3 30 192
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 0 0 2 99 0 0 20 135
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 0 2 6 109 1 5 29 240
Credit rating agency downgrades and the Eurozone sovereign debt crises 1 2 5 58 1 8 25 99
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 0 84 1 5 16 136
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 0 1 0 2 8 19
Does the tenure of Private Equity investment improve the performance of European firms? 0 0 0 68 0 3 14 192
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 191 0 0 17 978
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 60 0 2 10 319
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 0 1 6 324 1 7 15 899
Efficient Management of Multi-Frequency Panel Data with Stata 0 0 4 703 2 3 10 1,774
Efficient management of multi-frequency panel data with Stata 3 9 32 557 7 24 77 1,359
Enhanced routines for instrumental variables/GMM estimation and testing 5 16 79 2,160 12 54 249 4,272
Enhanced routines for instrumental variables/GMM estimation and testing 1 3 14 548 4 11 47 1,157
Evaluating one-way and two-way cluster-robust covariance matrix estimates 2 7 31 433 9 23 66 1,005
Evaluating one-way and two-way cluster-robust covariance matrix estimates 2 3 8 171 2 3 18 424
Evaluating one-way and two-way cluster–robust covariance matrix estimates 4 7 33 238 7 15 139 796
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 2 6 990 0 3 19 3,159
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 1 3 14 1,604
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 0 3 821 1 5 20 2,322
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 1 3 689 0 4 15 1,759
Exchange Rate Uncertainty and Firm Profitability 2 3 17 696 4 11 69 2,449
Extending Stata's capabilities for asymptotic covariance matrix estimation 0 2 15 67 0 12 51 194
Facilitating Applied Economic Research with Stata 0 0 4 876 0 1 17 2,077
Firm Investment and Financial Frictions 0 0 6 184 0 5 24 476
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 0 0 2 552 1 3 15 2,081
Fractional Cointegration Analysis of Long Term International Interest Rates 0 0 0 788 1 2 16 2,883
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 381 0 1 10 2,145
Fractional Dynamics in Japanese Financial Time Series 0 0 1 328 0 0 12 1,496
Fractional Monetary Dynamics 0 0 1 215 0 2 9 1,155
Implementing econometric estimators with Mata 0 0 4 250 0 0 8 414
Implementing econometric estimators with Mata 0 1 4 157 0 3 14 294
Implementing new econometric tools in Stata 4 9 31 254 4 10 53 444
Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach 0 10 47 144 3 13 82 109
Instrumental variables and GMM: Estimation and testing 0 1 5 610 5 6 23 1,454
Instrumental variables and GMM: Estimation and testing 3 6 18 1,266 8 22 65 2,471
Instrumental variables and GMM: Estimation and testing 4 16 61 4,545 12 50 164 8,853
Instrumental variables estimation using heteroskedasticity-based instruments 2 7 18 213 3 12 37 374
Instrumental variables estimation using heteroskedasticity-based instruments 0 6 18 97 1 12 36 206
Instrumental variables: Overview and advances 0 3 15 875 1 8 33 1,503
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 0 3 20 70 0 9 38 124
Long Memory and Forecasting in Euroyen Deposit Rates 0 0 2 304 0 0 12 1,913
Long Memory in the Greek Stock Market 0 1 2 978 0 4 15 5,360
Long Term Dependence in Stock Returns 0 2 2 614 0 4 13 1,782
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 0 0 1 523 0 4 12 2,325
Long-Memory Forecasting of U.S. Monetary Indices 0 0 0 256 0 2 13 683
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance 0 0 0 90 0 0 3 442
Macroeconomic Uncertainty and Credit Default Swap Spreads 1 1 8 217 14 26 98 623
Macroeconomic Uncertainty and Firm Leverage 1 2 9 170 1 2 20 651
Macroeconomics Uncertainty and Firm Leverage 0 0 1 89 0 1 13 450
Modeling Rating Transition Matrices for Wholesale Loan Portfolios 3 6 64 64 8 17 36 36
Modeling Returns on the Term Structure of Treasury Interest Rates 0 1 2 822 0 1 8 3,410
Modeling fixed income excess returns 0 0 1 427 0 1 10 2,384
Modelling Federal Reserve Discount Policy 0 0 0 180 0 1 11 1,757
Monetary Policy in the Transition to a Zero Federal Deficit 0 0 0 202 0 0 4 2,109
Nearest-Neighbor Forecasts of U.S. Interest Rates 0 0 1 827 1 1 13 4,001
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 0 0 3 876 0 6 23 4,792
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports 1 3 8 751 1 9 24 2,097
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 0 0 735 0 0 15 7,381
On the Investment Sensitivity of Debt under Uncertainty 0 1 2 166 0 3 13 375
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty 0 3 6 452 1 12 59 1,280
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty 1 5 6 273 3 18 46 809
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 0 35 3 4 15 179
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 1 28 0 3 12 130
Parliamentary Election Cycles and the Turkish Banking Sector 1 1 4 168 2 3 14 501
Persistence in International Inflation Rates 0 0 0 551 0 3 10 4,977
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 0 1 368 1 6 30 2,219
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms 0 0 0 1,256 0 2 13 5,864
Political patronage in Ukranian banking 0 0 1 136 0 4 14 656
Powerful new tools for time series analysis 0 1 5 512 1 2 12 894
Q, Cash Flow and Investment: An Econometric Critique 0 1 5 377 0 3 18 1,686
R&D Expenditures and Geographical Sales Diversification 0 2 10 150 1 8 31 371
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say 1 2 5 165 1 4 18 425
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money 0 0 0 255 0 0 5 1,950
Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey 0 3 4 56 2 6 13 54
Rolling Regressions with Stata 0 2 10 1,574 1 7 35 3,666
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 1 1 1 112 2 4 9 802
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 90 0 2 18 582
Should you become a Stata programmer? 1 4 9 1,073 1 5 22 1,541
Stata: The language of choice for time series analysis? 0 3 13 1,914 1 10 46 3,817
Stochastic Long Memory in Traded Goods Prices 0 0 2 137 0 0 9 824
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 3 7 204 2 13 40 600
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 1 2 141 0 3 13 734
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 1 4 37 0 1 12 248
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms 0 4 26 312 1 12 88 1,556
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 2 8 112 0 4 23 506
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 1 4 15 167 9 41 133 913
The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity 1 2 4 107 2 6 30 347
The Effects of Uncertainty on the Leverage of Non-Financial Firms 1 2 5 281 1 1 34 1,066
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 46 0 0 16 370
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 1 816 0 2 8 2,938
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 0 0 978 5 12 61 4,090
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 1 1 93 3 9 16 262
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 1 1 1 100 4 4 15 336
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 0 3 418 0 2 24 1,146
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 2 8 224 1 6 24 654
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 1 2 4 126 3 5 23 547
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 1 1 1 214 4 4 11 579
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 2 50 3 10 28 297
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms 0 0 1 133 0 3 12 555
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage 1 1 3 193 3 6 19 547
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity 0 1 12 401 6 16 82 1,804
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms 0 6 16 189 0 11 27 682
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity 0 4 6 47 0 9 23 222
The Impact of the Financial System's Structure on Firms' Financial Constraints 1 2 4 205 4 11 38 622
The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility 0 0 5 32 1 10 42 106
The Volatility of International Trade Flows and Exchange Rate Uncertainty 0 1 2 205 1 7 17 529
The contextual effects of social capital on health: a cross-national instrumental variable analysis 0 0 1 90 1 5 20 190
The role of uncertainty in the transmission of monetary policy effects on bank lending 1 1 5 328 1 2 18 1,029
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 3 4 528 0 7 22 1,533
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 1 1 5 155 1 2 14 495
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 1 3 208 3 6 26 790
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty 0 0 3 73 0 0 15 244
Time series filtering techniques in Stata 2 5 15 442 3 11 42 968
Time series filtering techniques in Stata 4 17 97 1,157 11 52 288 2,664
Time-Varying Risk Premia in the Foreign Currency Futures Basis 2 2 3 660 4 9 41 3,282
Tobin's Q And Financial Policy Revisited 0 0 0 0 0 1 13 871
Topics in time series regression modeling 2 10 36 1,528 16 71 299 4,211
Uncertainty Determinants of Corporate Liquidity 0 2 5 58 0 3 19 254
Uncertainty Determinants of Corporate Liquidity 0 0 1 48 1 5 17 314
Uncertainty Determinants of Corporate Liquidity 0 0 0 63 0 2 8 312
Uncertainty Determinants of Corporate Liquidity 0 0 2 171 0 1 13 651
Uncertainty Determinants of Firm Investment 0 0 5 287 0 1 24 700
Using Mata to work more effectively with Stata: A tutorial 0 1 1 417 1 4 14 773
Using Mata to work more effectively with Stata: A tutorial 0 4 33 2,428 3 15 65 3,922
Using Mata to work more effectively with Stata: A tutorial 3 7 17 572 5 14 37 1,017
Using Stata for Applied Research: Reviewing its Capabilities 2 4 21 741 4 11 49 1,026
Using instrumental variables techniques in economics and finance 2 2 13 556 3 8 30 889
Waves and Persistence in Merger and Acquisition Activity 0 5 7 2,053 0 16 37 8,680
What do Chinese Macro Announcements Tell Us About the World Economy? 2 3 17 45 3 6 39 129
cron, perl and Stata: automated production and presentation of a business-daily index 0 0 1 237 2 3 7 802
Total Working Papers 91 334 1,435 70,066 294 1,160 5,158 218,144


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 1 1 4 179
A logit analysis of the factor content of West German foreign trade 0 0 0 13 0 2 9 86
A nonparametric investigation of the 90-day t-bill rate 0 0 1 39 1 1 11 551
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency 0 0 1 48 0 0 13 410
A review of Stata 8.1 and its time series capabilities 0 0 2 197 0 0 6 560
A test for long-range dependence in a time series 0 0 1 37 0 0 6 106
Activist policy and macroeconomic instability 0 0 0 15 0 1 4 125
An empirical analysis of the composition of manufacturing employment in the industrialized countries 0 1 2 18 1 4 10 78
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 0 110 0 1 4 606
Compacting time series data 0 0 1 37 1 1 8 103
Coordination of large macroeconomies'policies and the stability of small economies 0 0 0 7 0 1 7 68
Credit rating agency downgrades and the Eurozone sovereign debt crises 1 3 5 5 1 9 25 25
Cumulative author index, volumes 1-16 1 19 19 19 3 31 31 31
Dynamic adjustment of firms' capital structures in a varying-risk environment 0 0 0 16 0 0 5 69
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 37 0 1 12 222
Enhanced routines for instrumental variables/generalized method of moments estimation and testing 8 35 142 1,344 18 65 276 2,274
Evaluating concavity for production and cost functions 0 0 3 92 1 3 15 242
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports 0 0 3 98 0 0 9 452
Exchange Rate Uncertainty and Firm Profitability 1 1 2 70 1 1 17 363
Exchange rate effects on the volume and variability of trade flows 0 2 9 251 3 13 57 875
FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES 1 1 2 2 2 2 7 16
Foreword 0 0 0 0 0 0 4 37
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 0 0 2 83 0 0 15 392
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 0 1 1 9 87
Fractional dynamics in Japanese financial time series 0 0 0 28 0 0 10 215
Fractional monetary dynamics 0 0 0 30 0 2 10 371
Happily Ever After? Pre-and-Post Disaster Determinants of Happiness Among Survivors of Hurricane Katrina 0 0 1 8 0 1 12 35
Instrumental variables and GMM: Estimation and testing 2 12 57 3,138 12 37 159 7,097
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 0 5 7 7 0 8 22 22
Long memory in the Greek stock market 0 0 0 96 0 0 9 534
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 0 2 51 0 3 27 344
Long-memory forecasting of US monetary indices 0 0 0 34 0 0 11 197
Long-term dependence in stock returns 0 0 2 83 0 0 17 396
Macroeconomic uncertainty and credit default swap spreads 0 0 2 71 0 0 9 258
Metadata for user-written contributions to the Stata programming language 0 0 1 16 0 0 5 78
Metadata for user-written contributions to the Stata programming language: extensions 0 0 0 21 1 2 5 64
Modelling Federal Reserve Discount Policy 0 0 0 81 0 0 6 905
Multivariate portmanteau (Q) test for white noise 0 0 2 220 1 2 19 743
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 1 1 1 86 1 2 17 465
Nonlinear effects of exchange rate volatility on the volume of bilateral exports 0 1 5 376 1 5 24 1,168
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 0 0 0 0 0 1 10 545
On the investment sensitivity of debt under uncertainty 0 1 2 64 0 3 16 243
On the sensitivity of firms' investment to cash flow and uncertainty 0 1 2 98 0 4 19 329
On the sensitivity of optimal control solutions 0 0 0 23 0 1 7 95
On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty 1 3 9 120 4 12 42 384
Parliamentary election cycles and the Turkish banking sector 0 1 5 65 0 3 19 280
Persistence in International Inflation Rates 0 0 0 0 0 2 9 95
Political patronage in Ukrainian banking 0 0 3 42 0 2 16 280
Q, Cash Flow and Investment: An Econometric Critique 0 1 1 45 0 1 5 285
R&D Expenditures and Geographical Sales Diversification 1 1 2 2 2 4 6 6
Reexamining the term structure of interest rates and the interwar demand for money 0 0 0 1 0 0 5 10
Residual diagnostics for cross-section time series regression models 2 2 12 926 2 5 37 2,595
Richard Sperling (1961-2011) 0 0 0 0 0 2 10 137
Sectoral fluctuations in U.K. firms' investment expenditures 1 1 1 2 1 2 9 23
Securities fraud and corporate board turnover: New evidence from lawsuit outcomes 0 0 0 0 2 4 4 4
Stata tip 126: Handling irregularly spaced high-frequency transactions data 2 3 9 9 4 9 32 32
Stata tip 37: And the last shall be first 0 0 2 43 0 0 4 132
Stata tip 38: Testing for groupwise heteroskedasticity 2 5 21 571 5 10 40 1,140
Stata tip 40: Taking care of business 12 42 244 1,193 41 116 524 2,381
Stata tip 45: Getting those data into shape 0 0 4 174 0 0 10 466
Stata tip 63: Modeling proportions 2 9 18 297 3 15 38 506
Stata tip 73: append with care! 0 0 2 155 0 2 12 382
Stata tip 88: Efficiently evaluating elasticities with the margins command 0 0 0 0 0 0 7 300
Stata: The language of choice for time-series analysis? 2 5 13 375 4 10 30 982
Stochastic long memory in traded goods prices 0 0 1 22 0 0 11 186
THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS 0 1 5 73 0 2 16 323
THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING 0 1 2 13 0 7 14 49
Test for autoregressive conditional heteroskedasticity in regression error distribution 1 1 4 58 2 2 11 164
Tests for heteroskedasticity in regression error distribution 0 0 2 51 1 1 12 152
Tests for long memory in a time series 1 2 4 109 2 4 13 194
Tests for serial correlation in regression error distribution 0 0 0 39 1 2 6 119
Tests for stationarity of a time series 0 0 6 222 1 2 15 413
Tests for stationarity of a time series: update 0 0 3 61 0 0 10 126
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 1 2 32 64 5 15 145 260
The contextual effects of social capital on health: A cross-national instrumental variable analysis 0 0 0 14 0 2 12 72
The effects of price- and output-stabilising policies in an interdependent world economy 0 0 0 9 0 1 4 60
The effects of uncertainty and corporate governance on firms’ demand for liquidity 0 0 1 25 1 6 19 117
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 0 0 2 82 0 0 15 376
The impact of macroeconomic uncertainty on firms' changes in financial leverage 0 0 1 85 1 2 19 283
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity 0 1 5 133 3 8 23 441
The impact of the financial system's structure on firms' financial constraints 1 1 18 118 2 11 71 806
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 1 1 3 58 1 3 14 190
The self-medication hypothesis: Evidence from terrorism and cigarette accessibility 0 1 1 1 0 5 9 9
Time‐varying risk premia in the foreign currency futures basis 0 0 0 0 0 0 3 8
Tobin's Q, intangible capital, and financial policy 1 1 1 92 2 2 7 308
Tobin's q and measurement error: Caveat investigator 0 0 0 89 1 1 3 301
USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES 0 0 0 0 1 1 15 246
Ukrainische Banken: politische Patronage von Bedeutung 0 0 0 30 0 3 17 412
Uncertainty determinants of corporate liquidity 0 1 24 148 0 14 83 503
Uncertainty determinants of firm investment 0 0 6 103 1 3 24 346
Utility for time series data 0 0 7 184 2 6 35 971
Waves and persistence in merger and acquisition activity 0 2 2 170 0 6 19 666
What do Chinese macro announcements tell us about the world economy? 0 0 11 15 0 2 29 39
Total Journal Articles 46 171 766 13,157 145 519 2,511 40,621
1 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 25 65 297 3,872 87 214 863 9,539
An Introduction to Stata Programming, Second Edition 4 16 60 1,104 9 27 135 2,506
Total Books 29 81 357 4,976 96 241 998 12,045


Chapter File Downloads Abstract Views
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Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 1 8 0 1 7 48
Total Chapters 0 0 1 8 0 1 7 48


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 14 59 195 17 58 276 873
ARCH: MATLAB function to compute ARCH test 2 9 24 1,717 10 31 102 5,582
ARCHLM: Stata module to calculate LM test for ARCH effects 1 7 46 1,512 12 58 354 7,610
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries 0 0 1 646 0 0 11 1,850
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model 1 8 38 1,630 15 59 293 7,443
ARRANGEDAR: RATS procedures to calculate arranged autoregressions 0 0 1 266 0 1 10 884
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 9 21 47 133 21 69 223 667
AVPLOT3: Stata module to generate partial regression plots for subsamples 0 0 1 164 0 3 26 2,022
BCUSE: Stata module to access instructional datasets on Boston College server 6 18 90 318 37 108 393 1,391
BETACOEF: Stata module to calculate beta coefficients from regression 1 8 26 1,531 13 49 213 10,423
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation 0 6 41 1,752 24 80 322 11,009
BIDENSITY: Stata module to produce and graph bivariate density estimates 0 6 37 182 10 34 195 856
BKING: Stata module to implement Baxter-King filter for timeseries data 2 2 12 1,237 37 62 202 4,456
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity 1 7 30 2,621 13 41 167 10,109
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data 0 3 9 209 1 5 30 988
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data 2 2 16 459 3 8 45 1,240
CHECKREG3: Stata module to check identification status of simultaneous equations system 1 7 24 333 5 29 84 1,248
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks 12 55 252 2,310 50 179 832 6,870
CMAXUSE: Stata module to access Cmax instructional datasets 0 0 0 9 2 3 17 90
CNSRSIG: Stata module to evaluate validity of restrictions on a regression 1 2 19 411 3 16 71 2,127
CUSUM6: Stata module to compute cusum, cusum^2 stability tests 3 15 91 1,552 36 109 434 5,357
DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method 23 54 204 2,230 73 214 901 7,712
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test 5 13 56 3,045 16 62 305 13,166
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy 7 30 143 1,837 23 105 434 4,733
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates 5 12 42 1,130 23 56 244 4,444
DURBINH: Stata module to calculate Durbin's h test for serial correlation 2 7 47 1,467 30 95 299 7,981
FRACDIFF: Stata module to generate fractionally-differenced timeseries 0 4 13 376 0 9 57 1,328
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries 0 1 6 912 2 12 77 3,769
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix 0 1 10 478 4 21 75 2,659
GHISTCUM: Stata module to graph histogram and cumulative distribution 3 8 39 806 10 42 296 5,031
GPHROB: RATS modules to perform tests for fractional integration of timeseries 0 0 5 670 0 1 17 1,765
GPHUDAK: Stata module to estimate long memory in a timeseries 0 4 20 490 5 14 100 1,384
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries 0 1 4 317 1 3 17 919
GRPDF: Stata module to produce PDFs from memory graphs 0 1 8 8 7 21 84 84
HADRILM: Stata module to perform Hadri panel unit root test 3 9 38 1,852 13 40 133 4,836
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test 7 14 39 760 15 40 173 2,212
HLP2PDF: Stata module to create PDF or PostScript from Stata help file 1 4 11 232 4 13 49 1,054
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data 6 38 213 7,405 25 123 688 15,615
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test 8 27 70 4,585 19 87 270 10,376
ITSP_ADO: Stata module to accompany Introduction to Stata Programming book 1 7 16 134 3 16 60 499
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation 0 1 11 239 2 8 45 1,123
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg 14 60 221 5,969 95 321 1,464 28,460
IVGMM0: Stata module to perform instrumental variables via GMM 3 3 7 1,361 4 5 27 4,225
IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10) 0 4 17 50 9 26 100 241
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) 1 5 16 1,245 12 24 96 5,134
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) 2 9 35 755 13 38 163 2,656
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation 63 192 939 17,345 213 651 4,256 58,644
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments 23 58 278 1,039 89 302 970 4,279
KDENS2: Stata module to estimate bivariate kernel density 5 16 67 1,237 30 77 342 4,394
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity 12 42 183 3,240 48 142 645 9,582
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test 5 12 57 4,038 27 66 303 10,306
LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias 3 9 24 322 6 23 97 1,410
LOG2HTML: Stata module to produce HTML log files 0 4 32 590 9 40 210 3,059
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test 7 15 71 1,300 11 44 183 3,322
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries 2 5 16 657 7 16 69 2,151
MADFULLER: Stata module to perform Dickey-Fuller test on panel data 0 2 7 1,944 6 15 60 6,442
MATIN4-MATOUT4: Stata module to import and export matrices 0 1 17 446 1 5 54 1,810
MODLPR: Stata module to estimate long memory in a timeseries 1 5 23 439 2 15 64 1,371
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel 6 16 58 813 20 64 262 3,217
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel 3 11 60 1,146 19 53 286 5,106
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating 11 42 174 1,075 49 138 660 4,226
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends 0 0 14 1,024 3 12 86 3,501
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality 1 5 20 469 6 30 140 2,855
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise 0 0 5 168 0 7 34 1,027
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit 1 2 14 203 4 12 64 1,025
OUTSERIES: Stata module to write timeseries to text files 0 0 0 76 0 2 14 490
OUTTABLE: Stata module to write matrix to LaTeX table 9 28 111 2,584 53 153 658 17,769
OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg2, ivreg29, ivregress, ivprobit, ivtobit, reg3 18 64 239 5,857 53 171 835 19,405
PANELAUTO: Stata module to support tests for autocorrelation on panel data 17 44 190 2,069 51 177 760 7,739
PANELUNIT: Stata module to support unit root tests on panel data 0 0 4 1,206 6 10 24 3,379
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit 6 11 57 1,723 12 32 257 6,057
PWCORR2: Stata module to compute pairwise correlations and return results 2 6 21 234 13 38 187 1,636
PWCOV: Stata module to compute pairwise covariances 1 2 6 106 1 10 40 591
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients 2 4 26 397 13 22 102 1,544
QSTAT2: MATLAB function to compute Ljung-Box Q statistic 6 14 66 2,516 16 44 222 8,175
ROBLPR: Stata module to estimate long memory in a set of timeseries 1 4 15 456 9 24 68 1,534
ROLLING2: Stata module to perform rolling window and recursive estimation 2 6 30 757 20 42 171 3,225
ROLLREG: Stata module to perform rolling regression estimation 7 24 141 2,281 41 129 707 7,403
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) 2 6 40 617 41 98 545 5,740
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended 3 8 15 605 16 46 170 4,570
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users 2 3 9 739 2 5 22 2,241
SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method 8 29 142 588 32 76 392 1,717
STATICFC: Stata module to compute static forecasts for a recursive rolling regression 1 7 35 247 6 27 132 849
STATSMAT: Stata module to place descriptive statistics in matrix 1 5 20 688 11 36 109 3,295
TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation 0 2 10 44 1 5 28 228
TORATS: Stata module to facilitate transfer of data to RATS 0 1 5 167 1 3 40 1,041
TOSQL: Stata module to transfer data to SQL database 3 4 8 388 15 38 107 2,938
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values 5 10 44 655 20 45 246 3,128
TSGRAPH: Stata module to produce time series line graph 2 8 23 793 14 41 176 4,761
TSLIST: Stata module to list time series data 0 0 0 203 5 15 53 6,391
TSMKTIM: Stata module to generate time-series calendar variable 8 16 55 1,035 46 96 288 3,807
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates 0 2 5 194 1 11 36 697
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) 0 1 5 804 2 5 18 2,634
VECAR: Stata module to estimate vector autoregressive (VAR) models 0 1 8 1,983 1 7 48 7,334
WHITETST: Stata module to perform White's test for heteroskedasticity 6 47 150 6,050 61 320 1,001 24,821
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test 0 4 28 946 17 62 222 5,046
XTILETEST: Stata module to test equality of percentiles across groups of observations 0 2 9 12 2 14 64 89
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model 15 43 193 3,858 71 228 947 15,534
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity 25 70 301 3,762 84 272 1,313 12,187
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break 22 78 380 4,658 79 250 1,087 10,941
aer.pl, a script converting XML data to ReDIF 0 0 5 159 0 6 27 1,163
bejeap.pl, a script converting OAI data to ReDIF 1 1 6 79 1 10 28 775
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support 0 1 5 111 0 7 22 792
cdl-ciders.pl, a script converting XML data to ReDIF 0 0 4 71 1 8 35 866
dspace2redif.pl, a script converting DSpace metadata to ReDIF 1 6 11 173 6 19 83 994
ectj.pl, a script converting html data to ReDIF 0 0 1 76 0 3 12 907
imfocpcvt.pl, a script converting html data to ReDIF 0 0 1 51 0 5 17 764
rjeyr.pl, a script converting html data to ReDIF 0 0 0 48 0 2 7 819
Total Software Items 455 1,506 6,638 145,101 2,091 6,724 30,579 548,244


Statistics updated 2017-02-02