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 Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency 1 1 4 484 3 7 18 2,029
A general approach to testing for autocorrelation 2 10 52 52 5 31 101 101
A general approach to testing for autocorrelation 3 4 50 50 4 21 52 52
A little bit of Stata programming goes a long way 2 5 26 1,991 3 16 77 3,350
A little bit of Stata programming goes a long way 5 17 136 5,342 10 47 337 9,464
A re-evaluation of empirical tests of the Fisher hypothesis 1 1 3 386 6 9 44 1,460
A re-evaluation of empirical tests of the Fisher hypothesis 1 1 3 351 1 2 18 1,308
A review of Stata 8.1 and its time series capabilities 2 3 10 1,724 2 6 37 3,602
A simple alternative to the linear probability model for binary choice models with endogenous regressors 5 9 47 125 7 24 124 287
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates 0 0 1 214 0 1 8 1,845
An interpretation and implementation of the Theil-Goldberger 'mixed' estimator 0 4 25 119 5 13 78 261
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests 0 0 0 0 8 31 99 1,141
Binary choice models with endogenous regressors 7 18 79 172 12 35 146 256
Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? 3 13 71 71 9 38 164 164
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 58 1 2 8 629
Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes 0 0 6 92 3 8 41 429
Corporate Liquidity Management and Future Investment Expenditures 1 4 13 88 6 17 73 309
Credible Disinflation Policy in a Dynamic Setting 0 0 0 167 0 0 7 1,389
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises 1 7 9 9 4 30 36 36
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis 3 7 24 24 8 22 25 25
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 2 9 45 45 5 25 40 40
Does Regular Economic News from Emerging Countries Move Markets? Evidence from Chinese Macro Announcements 0 2 8 8 0 5 14 14
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 1 1 4 80 3 8 27 96
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 0 0 2 5 7 7
Does the tenure of Private Equity investment improve the performance of European firms? 1 1 1 63 1 2 8 156
Dynamics of Intra-EMS Interest Rate Linkages 0 0 1 60 2 2 27 304
Dynamics of Intra-EMS Interest Rate Linkages 0 0 2 186 1 5 21 950
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 1 2 19 308 3 10 54 845
Efficient Management of Multi-Frequency Panel Data with Stata 0 0 9 691 1 5 30 1,742
Efficient management of multi-frequency panel data with Stata 3 7 38 483 8 20 109 1,179
Enhanced routines for instrumental variables/GMM estimation and testing 3 7 37 512 7 21 131 1,039
Enhanced routines for instrumental variables/GMM estimation and testing 14 38 149 1,879 31 90 408 3,526
Evaluating one-way and two-way cluster-robust covariance matrix estimates 4 10 45 353 6 27 123 809
Evaluating one-way and two-way cluster-robust covariance matrix estimates 0 3 15 144 3 17 72 360
Evaluating one-way and two-way cluster–robust covariance matrix estimates 8 11 45 152 21 37 168 465
Exchange Rate Effects on the Volume and Variability of Trade Flows 1 1 4 978 6 9 55 3,098
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 1 5 46 1,565
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 1 1 16 805 7 9 92 2,238
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 0 11 678 2 4 46 1,704
Exchange Rate Uncertainty and Firm Profitability 5 10 39 645 17 28 152 2,241
Facilitating Applied Economic Research with Stata 2 13 58 816 11 30 170 1,891
Firm Investment and Financial Frictions 0 0 5 171 0 3 21 425
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 0 1 6 547 1 7 58 2,041
Fractional Cointegration Analysis of Long Term International Interest Rates 0 1 3 784 0 4 12 2,843
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 1 1 376 4 10 30 2,106
Fractional Dynamics in Japanese Financial Time Series 0 0 2 325 1 6 26 1,466
Fractional Monetary Dynamics 0 0 2 213 2 7 23 1,137
Implementing econometric estimators with Mata 0 2 16 228 1 5 28 364
Implementing econometric estimators with Mata 0 0 4 143 2 5 17 250
Implementing new econometric tools in Stata 12 31 106 106 19 60 183 183
Instrumental variables and GMM: Estimation and testing 22 39 156 4,279 41 86 429 8,225
Instrumental variables and GMM: Estimation and testing 1 1 9 594 4 11 51 1,392
Instrumental variables and GMM: Estimation and testing 0 2 20 1,223 1 14 105 2,310
Instrumental variables estimation using heteroskedasticity-based instruments 5 9 46 46 8 20 85 85
Instrumental variables estimation using heteroskedasticity-based instruments 4 13 68 134 7 23 123 236
Instrumental variables: Overview and advances 3 6 19 810 6 13 42 1,386
Long Memory and Forecasting in Euroyen Deposit Rates 0 0 0 301 2 3 10 1,893
Long Memory in the Greek Stock Market 0 0 4 968 3 6 28 5,325
Long Term Dependence in Stock Returns 0 1 3 610 1 5 12 1,758
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 0 1 4 514 0 3 35 2,281
Long-Memory Forecasting of U.S. Monetary Indices 0 0 3 254 2 3 22 650
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance 0 0 1 88 0 1 4 433
Macroeconomic Uncertainty and Credit Default Swap Spreads 0 2 10 183 1 5 42 440
Macroeconomic Uncertainty and Firm Leverage 0 1 11 145 4 19 59 538
Macroeconomics Uncertainty and Firm Leverage 0 0 1 83 1 7 34 412
Modeling Returns on the Term Structure of Treasury Interest Rates 0 0 1 815 1 3 17 3,384
Modeling fixed income excess returns 0 0 1 425 1 6 23 2,356
Modelling Federal Reserve Discount Policy 0 1 2 178 1 7 25 1,714
Monetary Policy in the Transition to a Zero Federal Deficit 0 0 0 201 0 3 6 2,099
Nearest-Neighbor Forecasts of U.S. Interest Rates 0 1 3 824 2 5 14 3,975
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 0 1 8 867 0 5 63 4,724
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports 2 3 15 736 4 7 35 2,028
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 3 3 9 733 6 13 41 7,326
On the Investment Sensitivity of Debt under Uncertainty 0 0 7 160 0 1 22 342
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty 0 1 10 432 3 11 70 1,158
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty 1 1 5 259 2 10 42 726
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 1 27 3 4 27 128
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 0 27 2 6 23 95
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 2 157 3 10 39 448
Persistence in International Inflation Rates 0 1 2 549 1 4 16 4,948
Persistent Dependence in Foreign Exchange Rates? A Reexamination 1 1 3 364 2 3 19 2,173
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms 1 1 2 1,254 1 2 8 5,832
Political patronage in Ukranian banking 1 1 3 131 1 3 25 622
Powerful new tools for time series analysis 1 2 10 493 4 8 30 847
Q, Cash Flow and Investment: An Econometric Critique 0 0 4 369 1 2 16 1,645
R&D Expenditures and Geographical Sales Diversification 1 5 57 114 5 16 129 258
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say 0 1 4 155 1 3 14 386
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money 0 0 2 254 0 2 5 1,937
Rolling Regressions with Stata 4 9 78 1,495 12 25 228 3,421
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 2 111 0 4 18 787
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 1 90 2 6 20 537
Should you become a Stata programmer? 2 5 16 1,035 4 13 38 1,475
Stata: The language of choice for time series analysis? 2 3 19 1,876 5 14 88 3,685
Stochastic Long Memory in Traded Goods Prices 0 0 0 133 1 4 11 799
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 2 11 182 4 13 53 470
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 1 1 4 133 4 5 24 693
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 0 2 25 1 8 26 191
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms 1 2 14 270 1 11 73 1,341
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 1 2 8 94 2 8 33 445
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 0 14 118 3 15 109 595
The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity 0 1 7 97 1 8 46 268
The Effects of Uncertainty on the Leverage of Non-Financial Firms 0 0 3 268 0 3 19 999
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 46 1 4 7 349
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 1 1 814 0 12 19 2,911
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 2 2 5 978 5 5 35 3,969
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 1 3 7 89 2 7 28 226
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 1 1 6 89 8 17 55 274
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 3 4 6 397 6 10 34 1,064
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 1 2 5 202 4 8 29 586
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 1 2 9 107 7 17 63 462
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 2 4 210 1 6 23 555
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 4 43 1 7 34 247
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms 0 0 5 125 2 7 40 504
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage 1 1 4 182 3 5 30 489
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity 0 3 15 372 2 9 61 1,629
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms 0 0 0 167 1 5 15 629
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity 0 0 1 35 1 6 32 181
The Impact of the Financial System's Structure on Firms' Financial Constraints 1 2 9 195 5 13 62 539
The Volatility of International Trade Flows and Exchange Rate Uncertainty 0 0 8 192 1 5 41 479
The contextual effects of social capital on health: a cross-national instrumental variable analysis 0 1 10 86 0 6 48 150
The role of uncertainty in the transmission of monetary policy effects on bank lending 1 3 19 314 5 11 61 964
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 1 1 4 517 3 5 27 1,460
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 0 10 178 2 7 49 659
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 1 3 5 143 3 7 49 462
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty 0 0 4 68 2 3 33 208
Time series filtering techniques in Stata 14 30 111 866 31 75 306 1,773
Time series filtering techniques in Stata 3 7 23 401 7 20 72 847
Time-Varying Risk Premia in the Foreign Currency Futures Basis 1 2 10 651 3 9 54 3,195
Tobin's Q And Financial Policy Revisited 0 0 0 0 1 2 14 846
Topics in time series regression modeling 1 5 34 1,432 13 41 137 3,510
Uncertainty Determinants of Corporate Liquidity 0 0 5 50 0 2 24 215
Uncertainty Determinants of Corporate Liquidity 0 0 1 44 2 4 37 272
Uncertainty Determinants of Corporate Liquidity 0 0 4 167 2 4 22 614
Uncertainty Determinants of Corporate Liquidity 0 0 1 63 1 6 27 291
Uncertainty Determinants of Firm Investment 0 0 8 269 5 8 40 643
Using Mata to work more effectively with Stata: A tutorial 4 10 62 500 10 28 134 862
Using Mata to work more effectively with Stata: A tutorial 0 0 9 408 5 10 36 729
Using Mata to work more effectively with Stata: A tutorial 4 24 115 2,276 10 45 224 3,620
Using Stata for Applied Research: Reviewing its Capabilities 8 13 71 659 12 24 123 874
Using instrumental variables techniques in economics and finance 3 5 26 516 4 12 42 796
Waves and Persistence in Merger and Acquisition Activity 0 1 11 2,030 4 13 86 8,562
cron, perl and Stata: automated production and presentation of a business-daily index 2 2 4 228 5 7 24 756
Total Working Papers 206 509 2,571 65,093 610 1,813 8,544 202,843

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 1 5 172
A logit analysis of the factor content of West German foreign trade 0 0 0 11 0 1 11 72
A nonparametric investigation of the 90-day t-bill rate 0 0 0 38 1 5 13 525
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency 0 0 0 45 2 3 9 387
A review of Stata 8.1 and its time series capabilities 1 2 4 188 2 4 15 533
A test for long-range dependence in a time series 0 0 4 34 0 1 11 94
Activist policy and macroeconomic instability 0 0 1 15 0 0 2 118
An empirical analysis of the composition of manufacturing employment in the industrialized countries 0 0 0 12 0 0 0 56
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 2 109 0 2 5 593
Compacting time series data 0 0 5 34 0 1 14 85
Coordination of large macroeconomies'policies and the stability of small economies 0 0 1 6 0 1 9 58
Cumulative author index, volumes 1-13 1 1 1 1 1 7 7 7
Dynamic adjustment of firms' capital structures in a varying-risk environment 0 0 0 15 0 1 3 58
Dynamics of Intra-EMS Interest Rate Linkages 0 1 5 35 3 12 34 198
Enhanced routines for instrumental variables/generalized method of moments estimation and testing 5 23 130 950 12 43 225 1,569
Evaluating concavity for production and cost functions 0 0 0 87 1 3 22 196
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports 0 1 4 93 0 3 13 431
Exchange Rate Uncertainty and Firm Profitability 1 1 4 61 1 5 27 321
Exchange rate effects on the volume and variability of trade flows 2 3 13 210 5 9 56 718
Foreword 0 0 0 0 0 0 1 29
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 0 0 1 77 2 5 26 355
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 0 2 3 12 60
Fractional dynamics in Japanese financial time series 0 0 2 27 5 6 16 190
Fractional monetary dynamics 0 1 1 28 0 1 20 304
Instrumental variables and GMM: Estimation and testing 7 28 110 2,942 14 58 286 6,599
Long memory in the Greek stock market 0 0 2 96 4 6 21 516
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 2 3 48 0 4 24 293
Long-memory forecasting of US monetary indices 0 0 0 30 0 2 15 171
Long-term dependence in stock returns 0 0 1 76 0 2 17 364
Macroeconomic uncertainty and credit default swap spreads 0 0 5 59 0 4 38 176
Metadata for user-written contributions to the Stata programming language 0 0 1 14 0 1 2 63
Metadata for user-written contributions to the Stata programming language: extensions 0 0 0 21 0 0 0 53
Modelling Federal Reserve Discount Policy 0 0 1 80 0 0 14 888
Multivariate portmanteau (Q) test for white noise 0 4 11 204 0 7 37 672
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 0 1 5 83 2 7 38 427
Nonlinear effects of exchange rate volatility on the volume of bilateral exports 1 4 28 356 3 12 69 1,081
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 0 0 0 0 1 3 13 529
On the investment sensitivity of debt under uncertainty 0 1 5 49 1 3 46 182
On the sensitivity of firms' investment to cash flow and uncertainty 1 2 8 76 2 7 48 256
On the sensitivity of optimal control solutions 0 0 1 22 1 2 4 83
On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty 2 4 21 75 3 11 71 233
Parliamentary election cycles and the Turkish banking sector 2 5 23 41 6 13 88 156
Persistence in International Inflation Rates 0 0 0 0 2 4 9 70
Political patronage in Ukrainian banking 2 3 6 38 3 10 66 239
Q, Cash Flow and Investment: An Econometric Critique 0 0 0 44 0 3 16 269
Residual diagnostics for cross-section time series regression models 0 2 10 901 1 5 36 2,509
Richard Sperling (1961-2011) 0 0 0 0 0 1 17 102
Sectoral fluctuations in U.K. firms' investment expenditures 0 0 0 0 1 4 8 8
Stata tip 37: And the last shall be first 0 0 1 38 0 1 7 120
Stata tip 38: Testing for groupwise heteroskedasticity 5 13 45 497 7 19 88 988
Stata tip 40: Taking care of business 18 37 167 567 31 71 360 1,113
Stata tip 45: Getting those data into shape 0 0 10 160 0 1 18 423
Stata tip 63: Modeling proportions 0 1 11 251 2 3 25 412
Stata tip 73: append with care! 1 2 3 152 2 5 6 359
Stata tip 88: Efficiently evaluating elasticities with the margins command 0 0 0 0 0 4 39 265
Stata: The language of choice for time-series analysis? 0 3 11 350 0 7 36 907
Stochastic long memory in traded goods prices 0 0 0 21 0 0 6 168
THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS 0 2 5 58 1 6 42 251
THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING 1 2 3 3 3 6 8 8
Test for autoregressive conditional heteroskedasticity in regression error distribution 0 0 5 52 0 2 20 146
Tests for heteroskedasticity in regression error distribution 0 0 1 43 0 1 5 126
Tests for long memory in a time series 1 1 9 96 2 4 17 157
Tests for serial correlation in regression error distribution 0 0 2 37 0 1 4 105
Tests for stationarity of a time series 0 3 11 197 0 6 30 365
Tests for stationarity of a time series: update 0 0 1 56 1 3 7 107
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 1 3 3 2 7 13 13
The contextual effects of social capital on health: A cross-national instrumental variable analysis 1 1 8 11 2 4 22 35
The effects of price- and output-stabilising policies in an interdependent world economy 0 0 0 8 0 1 2 54
The effects of uncertainty and corporate governance on firms’ demand for liquidity 1 3 12 21 2 6 47 83
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 1 1 6 75 3 6 31 299
The impact of macroeconomic uncertainty on firms' changes in financial leverage 1 2 7 75 3 5 43 210
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity 0 2 12 112 2 6 52 371
The impact of the financial system's structure on firms' financial constraints 2 9 33 67 11 45 257 485
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 1 5 47 0 4 27 136
Tobin's Q, intangible capital, and financial policy 0 0 0 89 0 2 4 293
Tobin's q and measurement error: Caveat investigator 0 0 1 89 1 3 14 294
USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES 0 0 0 0 3 6 49 183
Ukrainische Banken: politische Patronage von Bedeutung 0 0 0 30 3 7 37 345
Uncertainty determinants of corporate liquidity 0 0 7 102 2 11 62 336
Uncertainty determinants of firm investment 1 4 8 87 3 6 35 288
Utility for time series data 1 2 5 165 16 32 72 801
Waves and persistence in merger and acquisition activity 0 0 2 165 0 2 25 627
Total Journal Articles 59 179 813 11,055 183 579 3,049 33,941

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 17 70 271 2,674 58 186 766 6,138
An Introduction to Stata Programming 4 16 75 869 15 62 236 1,898
Total Books 21 86 346 3,543 73 248 1,002 8,036

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 1 7 0 1 7 38
Total Chapters 0 0 1 7 0 1 7 38

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 11 23 23 17 60 126 126
ARCH: MATLAB function to compute ARCH test 4 13 44 1,623 16 53 201 5,093
ARCHLM: Stata module to calculate LM test for ARCH effects 3 8 82 1,374 26 66 576 6,479
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries 0 0 7 640 2 8 27 1,814
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model 4 12 76 1,498 31 85 434 6,464
ARRANGEDAR: RATS procedures to calculate arranged autoregressions 0 0 4 261 1 4 18 851
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 0 11 15 15 16 52 105 105
AVPLOT3: Stata module to generate partial regression plots for subsamples 0 3 6 158 5 15 85 1,899
BCUSE: Stata module to access instructional datasets on Boston College server 11 20 63 90 35 70 270 383
BETACOEF: Stata module to calculate beta coefficients from regression 4 12 55 1,440 37 87 452 9,649
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation 2 7 40 1,647 26 76 475 10,112
BIDENSITY: Stata module to produce and graph bivariate density estimates 7 12 52 57 26 60 234 268
BKING: Stata module to implement Baxter-King filter for timeseries data 8 10 33 1,194 28 53 155 4,010
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity 1 3 31 2,536 11 56 259 9,615
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data 1 2 8 190 4 9 56 913
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data 2 2 24 414 5 9 78 1,096
CHECKREG3: Stata module to check identification status of simultaneous equations system 1 2 17 279 6 13 81 1,047
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks 19 45 226 1,498 52 144 733 4,237
CMAXUSE: Stata module to access Cmax instructional datasets 1 1 5 5 2 3 32 32
CNSRSIG: Stata module to evaluate validity of restrictions on a regression 0 2 13 362 4 19 104 1,894
CUSUM6: Stata module to compute cusum, cusum^2 stability tests 4 20 136 1,274 18 86 442 4,172
DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method 15 45 223 1,666 59 168 831 5,270
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test 9 17 105 2,880 34 78 527 12,155
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy 6 21 128 1,407 25 70 343 3,426
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates 7 27 91 985 23 93 430 3,622
DURBINH: Stata module to calculate Durbin's h test for serial correlation 3 8 41 1,341 25 74 394 7,079
FRACDIFF: Stata module to generate fractionally-differenced timeseries 2 6 35 342 6 19 97 1,177
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries 1 8 48 861 3 24 226 3,468
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix 1 8 31 430 14 49 229 2,341
GHISTCUM: Stata module to graph histogram and cumulative distribution 2 6 28 700 17 42 238 4,270
GPHROB: RATS modules to perform tests for fractional integration of timeseries 0 1 12 646 3 12 49 1,691
GPHUDAK: Stata module to estimate long memory in a timeseries 1 5 24 424 2 13 66 1,141
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries 0 0 2 313 1 7 28 880
HADRILM: Stata module to perform Hadri panel unit root test 1 9 43 1,744 5 35 156 4,433
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test 4 13 50 636 10 32 140 1,734
HLP2PDF: Stata module to create PDF or PostScript from Stata help file 1 4 12 199 1 10 77 903
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data 42 98 621 6,537 102 242 1,592 13,062
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test 6 27 188 4,301 19 80 585 9,412
ITSP_ADO: Stata module to accompany Introduction to Stata Programming book 0 3 16 91 2 10 49 314
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation 2 3 13 201 5 16 68 960
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg 24 85 449 5,218 165 572 2,885 23,168
IVGMM0: Stata module to perform instrumental variables via GMM 3 7 13 1,340 5 19 52 4,113
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) 4 11 50 1,176 8 30 197 4,849
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) 6 14 102 632 30 82 435 2,130
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation 96 292 1,335 14,275 286 963 5,046 45,368
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments 15 49 201 261 85 251 1,180 1,367
KDENS2: Stata module to estimate bivariate kernel density 9 19 80 1,051 38 94 368 3,425
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity 14 53 232 2,666 48 176 763 7,574
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test 10 33 148 3,824 39 137 723 9,220
LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias 2 9 26 262 12 40 168 1,081
LOG2HTML: Stata module to produce HTML log files 4 5 24 521 17 35 149 2,583
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test 8 16 101 1,068 19 55 312 2,710
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries 3 10 35 599 9 27 149 1,912
MADFULLER: Stata module to perform Dickey-Fuller test on panel data 3 8 68 1,882 13 48 388 6,116
MATIN4-MATOUT4: Stata module to import and export matrices 4 14 48 387 16 71 273 1,562
MODLPR: Stata module to estimate long memory in a timeseries 1 4 23 390 2 11 69 1,196
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel 4 13 61 608 31 70 301 2,407
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel 15 39 127 917 57 150 639 3,805
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating 15 31 120 595 57 152 544 2,449
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends 5 6 27 975 11 25 95 3,245
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality 3 7 26 423 12 27 160 2,482
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise 1 4 12 151 5 18 53 930
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit 3 4 12 174 9 15 85 870
OUTSERIES: Stata module to write timeseries to text files 0 0 0 75 0 2 6 464
OUTTABLE: Stata module to write matrix to LaTeX table 21 53 234 2,132 119 286 1,538 15,129
OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg, ivreg2, ivreg29, ivprobit, ivtobit, reg3 16 58 381 5,150 69 269 1,713 16,699
PANELAUTO: Stata module to support tests for autocorrelation on panel data 11 29 145 1,592 40 113 591 5,788
PANELUNIT: Stata module to support unit root tests on panel data 0 6 38 1,176 2 30 189 3,257
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit 12 24 107 1,527 27 95 423 5,196
PWCORR2: Stata module to compute pairwise correlations and return results 1 4 32 160 10 30 249 1,004
PWCOV: Stata module to compute pairwise covariances 0 0 10 88 4 9 68 472
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients 2 7 49 318 12 32 229 1,229
QSTAT2: MATLAB function to compute Ljung-Box Q statistic 7 19 74 2,245 22 69 275 7,354
ROBLPR: Stata module to estimate long memory in a set of timeseries 1 2 20 398 4 12 77 1,306
ROLLING2: Stata module to perform rolling window and recursive estimation 4 19 81 621 23 87 382 2,567
ROLLREG: Stata module to perform rolling regression estimation 10 23 169 1,788 27 87 672 5,220
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) 5 10 49 489 57 142 548 4,199
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended 1 5 47 543 24 66 536 3,863
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users 2 3 10 703 3 8 36 2,158
SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method 13 29 156 202 31 98 438 573
STATICFC: Stata module to compute static forecasts for a recursive rolling regression 4 12 73 73 19 58 282 282
STATSMAT: Stata module to place descriptive statistics in matrix 3 10 31 624 14 45 211 2,944
TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation 0 1 4 27 0 8 45 158
TORATS: Stata module to facilitate transfer of data to RATS 0 0 6 149 2 5 40 944
TOSQL: Stata module to transfer data to SQL database 0 0 12 357 8 30 99 2,633
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values 3 7 62 451 18 61 283 2,195
TSGRAPH: Stata module to produce time series line graph 1 3 19 734 6 19 163 4,275
TSLIST: Stata module to list time series data 0 0 3 203 1 13 75 6,279
TSMKTIM: Stata module to generate time-series calendar variable 3 13 57 859 28 69 251 3,068
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates 3 3 14 173 5 9 59 595
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) 0 1 21 785 3 7 106 2,555
VECAR: Stata module to estimate vector autoregressive (VAR) models 5 11 81 1,907 14 50 386 6,941
WHITETST: Stata module to perform White's test for heteroskedasticity 20 68 286 5,457 105 389 1,825 21,234
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test 4 8 46 859 24 52 356 4,478
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model 16 48 256 3,284 74 244 1,249 12,769
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity 31 78 385 2,768 94 279 1,425 8,185
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break 26 69 446 3,528 70 187 1,154 7,710
aer.pl, a script converting XML data to ReDIF 1 4 8 144 9 23 66 1,067
bejeap.pl, a script converting OAI data to ReDIF 0 1 2 66 1 5 24 709
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support 1 3 7 89 3 10 39 702
cdl-ciders.pl, a script converting XML data to ReDIF 0 4 5 57 1 14 36 782
dspace2redif.pl, a script converting DSpace metadata to ReDIF 5 6 18 127 10 27 133 758
ectj.pl, a script converting html data to ReDIF 0 0 5 72 2 6 28 865
imfocpcvt.pl, a script converting html data to ReDIF 0 0 2 48 1 4 20 731
rjeyr.pl, a script converting html data to ReDIF 0 0 2 43 1 4 28 793
Total Software Items 662 1,879 9,444 123,768 2,685 8,223 42,455 452,289

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Statistics updated 2014-03-03