Access Statistics for Christopher Baum

Author contact details at EconPapers.

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 78 78 78 78 26 26 26 26
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 64 65 65 65 22 26 26 26
A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency 0 1 1 485 0 1 7 2,039
A general approach to testing for autocorrelation 1 7 28 92 2 10 65 199
A general approach to testing for autocorrelation 0 1 7 59 0 4 20 88
A little bit of Stata programming goes a long way 2 8 32 5,395 10 22 87 9,600
A little bit of Stata programming goes a long way 0 6 20 2,020 2 14 45 3,418
A re-evaluation of empirical tests of the Fisher hypothesis 1 2 3 389 1 2 7 1,469
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 0 352 0 0 5 1,317
A review of Stata 8.1 and its time series capabilities 0 2 6 1,731 1 8 23 3,629
A simple alternative to the linear probability model for binary choice models with endogenous regressors 0 6 22 159 0 8 49 365
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates 0 0 0 214 2 3 8 1,855
An interpretation and implementation of the Theil-Goldberger 'mixed' estimator 2 8 19 145 8 18 57 345
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests 0 0 0 0 1 18 59 1,215
Binary choice models with endogenous regressors 2 11 43 238 4 15 70 373
Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? 2 4 30 115 5 9 68 268
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 58 0 0 10 640
Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes 2 2 3 96 3 4 18 458
Corporate Liquidity Management and Future Investment Expenditures 0 2 11 105 3 7 27 351
Credible Disinflation Policy in a Dynamic Setting 0 0 0 167 2 2 10 1,401
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises 0 1 5 21 1 2 17 79
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis 0 1 17 54 3 9 64 125
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 1 4 85 85 9 19 79 79
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 0 5 27 94 5 19 88 174
Credit rating agency downgrades and the Eurozone sovereign debt crises 0 4 51 51 4 14 51 51
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 1 1 1 1 5 5
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 2 2 4 84 1 1 10 114
Does the tenure of Private Equity investment improve the performance of European firms? 0 1 2 67 0 1 7 173
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 60 0 0 3 308
Dynamics of Intra-EMS Interest Rate Linkages 0 2 4 190 1 3 6 957
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 0 0 4 316 0 2 12 873
Efficient Management of Multi-Frequency Panel Data with Stata 0 1 6 699 3 4 17 1,763
Efficient management of multi-frequency panel data with Stata 1 7 25 514 4 14 53 1,255
Enhanced routines for instrumental variables/GMM estimation and testing 7 26 116 2,039 20 63 273 3,917
Enhanced routines for instrumental variables/GMM estimation and testing 1 2 8 527 2 4 27 1,087
Evaluating one-way and two-way cluster-robust covariance matrix estimates 1 6 23 387 2 15 57 890
Evaluating one-way and two-way cluster-robust covariance matrix estimates 1 2 10 159 3 5 25 396
Evaluating one-way and two-way cluster–robust covariance matrix estimates 1 3 24 188 7 17 75 584
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 0 4 13 1,585
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 1 2 983 3 7 21 3,128
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 1 4 685 0 2 26 1,736
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 1 7 816 1 2 20 2,290
Exchange Rate Uncertainty and Firm Profitability 2 6 17 672 5 19 74 2,345
Extending Stata's capabilities for asymptotic covariance matrix estimation 3 16 40 40 9 36 106 106
Facilitating Applied Economic Research with Stata 0 2 35 865 1 4 115 2,048
Firm Investment and Financial Frictions 0 0 4 175 0 1 10 438
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 0 0 2 550 2 5 14 2,061
Fractional Cointegration Analysis of Long Term International Interest Rates 0 0 1 787 0 0 8 2,858
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 378 0 1 7 2,129
Fractional Dynamics in Japanese Financial Time Series 0 1 2 327 0 2 9 1,483
Fractional Monetary Dynamics 0 0 0 213 1 1 4 1,144
Implementing econometric estimators with Mata 0 1 8 151 1 4 18 272
Implementing econometric estimators with Mata 0 6 11 241 0 6 23 392
Implementing new econometric tools in Stata 4 22 68 201 8 33 114 342
Instrumental variables and GMM: Estimation and testing 0 0 8 604 1 3 23 1,424
Instrumental variables and GMM: Estimation and testing 0 4 16 1,242 5 12 49 2,380
Instrumental variables and GMM: Estimation and testing 4 25 105 4,442 15 53 250 8,602
Instrumental variables estimation using heteroskedasticity-based instruments 1 4 21 70 2 5 47 148
Instrumental variables estimation using heteroskedasticity-based instruments 2 9 30 184 3 11 49 315
Instrumental variables: Overview and advances 3 10 26 845 6 15 44 1,447
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 0 1 34 34 2 8 51 51
Long Memory and Forecasting in Euroyen Deposit Rates 1 1 1 302 1 1 4 1,899
Long Memory in the Greek Stock Market 1 1 4 973 1 1 8 5,339
Long Term Dependence in Stock Returns 1 1 1 612 1 1 3 1,766
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 0 0 4 519 0 2 17 2,306
Long-Memory Forecasting of U.S. Monetary Indices 0 0 0 256 1 4 7 665
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance 1 1 2 90 1 1 3 436
Macroeconomic Uncertainty and Credit Default Swap Spreads 3 6 14 201 3 9 40 492
Macroeconomic Uncertainty and Firm Leverage 1 2 10 156 3 14 60 613
Macroeconomics Uncertainty and Firm Leverage 1 2 4 88 1 3 17 432
Modeling Returns on the Term Structure of Treasury Interest Rates 0 0 2 819 0 0 9 3,399
Modeling fixed income excess returns 0 0 0 425 1 4 11 2,369
Modelling Federal Reserve Discount Policy 0 0 0 178 0 2 12 1,736
Monetary Policy in the Transition to a Zero Federal Deficit 0 0 1 202 0 0 4 2,104
Nearest-Neighbor Forecasts of U.S. Interest Rates 0 1 1 826 1 2 8 3,987
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 1 1 4 871 5 12 25 4,757
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports 0 0 1 742 1 3 23 2,065
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 0 2 735 2 4 27 7,359
On the Investment Sensitivity of Debt under Uncertainty 0 0 3 163 0 0 9 356
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty 0 1 8 441 1 8 39 1,206
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty 1 2 4 264 1 6 17 746
Parliamentary Election Cycles and the Turkish Banking Sector 0 1 3 32 4 6 16 148
Parliamentary Election Cycles and the Turkish Banking Sector 0 2 5 163 0 3 15 471
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 0 27 3 3 6 106
Persistence in International Inflation Rates 0 1 1 551 1 3 10 4,963
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 0 0 366 1 2 5 2,180
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms 0 0 2 1,256 0 0 12 5,847
Political patronage in Ukranian banking 0 0 3 134 1 3 9 632
Powerful new tools for time series analysis 0 3 10 505 3 6 22 877
Q, Cash Flow and Investment: An Econometric Critique 0 1 2 371 2 6 13 1,660
R&D Expenditures and Geographical Sales Diversification 2 6 17 135 3 8 42 318
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say 0 0 2 158 2 2 15 403
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money 0 0 0 254 0 2 2 1,941
Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey 0 5 49 49 0 6 32 32
Rolling Regressions with Stata 3 8 33 1,549 6 19 102 3,595
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 111 1 1 3 791
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 90 1 4 13 553
Should you become a Stata programmer? 1 8 17 1,055 3 12 26 1,506
Stata: The language of choice for time series analysis? 0 4 14 1,894 3 16 47 3,751
Stochastic Long Memory in Traded Goods Prices 0 0 0 135 0 0 5 808
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 2 5 9 194 5 16 50 529
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 1 6 139 1 4 17 716
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 1 4 30 2 5 25 220
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms 0 2 7 280 11 23 50 1,402
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 0 6 100 1 1 15 466
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 4 17 142 8 21 98 717
The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity 1 1 2 101 2 4 18 302
The Effects of Uncertainty on the Leverage of Non-Financial Firms 0 1 4 272 1 11 20 1,022
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 46 1 1 2 352
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 815 1 1 10 2,925
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 0 0 978 2 13 31 4,003
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 2 92 1 1 7 237
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 4 6 98 4 13 29 313
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 1 3 15 415 2 7 36 1,108
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 2 2 10 213 4 7 27 618
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 1 8 119 4 5 34 515
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 1 213 1 1 6 565
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 2 2 5 48 2 2 13 268
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms 0 0 1 129 2 3 20 535
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage 1 1 3 187 1 4 20 514
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity 0 4 10 385 1 11 47 1,691
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms 1 2 3 170 2 3 17 648
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity 1 1 3 39 1 3 10 192
The Impact of the Financial System's Structure on Firms' Financial Constraints 0 0 5 200 1 4 17 567
The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility 0 1 21 21 4 10 41 41
The Volatility of International Trade Flows and Exchange Rate Uncertainty 0 2 7 200 2 7 18 504
The contextual effects of social capital on health: a cross-national instrumental variable analysis 0 1 1 88 0 3 7 163
The role of uncertainty in the transmission of monetary policy effects on bank lending 1 2 5 319 2 9 24 997
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 1 5 522 1 4 25 1,496
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 3 4 19 202 5 15 70 752
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 2 4 148 1 3 9 474
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty 0 0 2 70 1 1 10 221
Time series filtering techniques in Stata 13 35 96 1,009 34 96 315 2,223
Time series filtering techniques in Stata 0 2 15 424 5 7 37 909
Time-Varying Risk Premia in the Foreign Currency Futures Basis 0 1 6 657 5 8 24 3,230
Tobin's Q And Financial Policy Revisited 0 0 0 0 0 0 5 856
Topics in time series regression modeling 2 8 29 1,469 15 49 184 3,753
Uncertainty Determinants of Corporate Liquidity 0 0 0 63 1 1 4 300
Uncertainty Determinants of Corporate Liquidity 0 1 1 51 2 4 12 230
Uncertainty Determinants of Corporate Liquidity 0 1 2 169 1 3 8 628
Uncertainty Determinants of Corporate Liquidity 1 1 3 47 2 2 14 293
Uncertainty Determinants of Firm Investment 1 1 7 278 2 3 16 664
Using Mata to work more effectively with Stata: A tutorial 1 1 7 416 3 6 22 758
Using Mata to work more effectively with Stata: A tutorial 3 7 30 539 6 17 74 954
Using Mata to work more effectively with Stata: A tutorial 8 20 69 2,367 13 31 137 3,807
Using Stata for Applied Research: Reviewing its Capabilities 3 11 35 710 4 20 64 963
Using instrumental variables techniques in economics and finance 3 7 15 537 4 12 33 844
Waves and Persistence in Merger and Acquisition Activity 1 2 8 2,043 6 11 41 8,625
What do Chinese Macro Announcements Tell Us About the World Economy? 1 2 7 19 9 13 33 63
cron, perl and Stata: automated production and presentation of a business-daily index 1 1 6 236 2 2 19 784
Total Working Papers 258 587 1,972 67,714 472 1,304 5,254 210,207


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 2 174
A logit analysis of the factor content of West German foreign trade 0 0 1 12 0 0 2 75
A nonparametric investigation of the 90-day t-bill rate 0 0 0 38 0 0 5 532
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency 0 1 2 47 0 3 8 395
A review of Stata 8.1 and its time series capabilities 0 0 5 195 0 0 13 551
A test for long-range dependence in a time series 0 0 1 35 0 0 1 96
Activist policy and macroeconomic instability 0 0 0 15 0 0 1 119
An empirical analysis of the composition of manufacturing employment in the industrialized countries 0 0 2 15 1 1 5 64
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 0 109 1 1 5 601
Compacting time series data 0 1 2 36 1 3 6 93
Coordination of large macroeconomies'policies and the stability of small economies 0 0 0 6 0 0 0 58
Cumulative author index, volumes 1-14 3 5 33 33 6 9 52 52
Dynamic adjustment of firms' capital structures in a varying-risk environment 0 0 0 15 1 1 3 63
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 35 0 2 7 207
Enhanced routines for instrumental variables/generalized method of moments estimation and testing 16 43 132 1,135 28 70 241 1,889
Evaluating concavity for production and cost functions 0 0 2 89 1 2 17 217
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports 0 0 1 94 1 1 4 437
Exchange Rate Uncertainty and Firm Profitability 0 0 2 63 1 3 9 333
Exchange rate effects on the volume and variability of trade flows 3 5 15 234 6 17 53 795
FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES 0 0 0 0 3 4 5 5
Foreword 0 0 0 0 2 2 2 31
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 0 0 2 80 1 2 5 363
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 0 3 5 11 73
Fractional dynamics in Japanese financial time series 0 0 0 28 2 2 10 202
Fractional monetary dynamics 0 0 2 30 3 3 40 354
Happily Ever After? Pre-and-Post Disaster Determinants of Happiness Among Survivors of Hurricane Katrina 1 4 4 4 3 9 9 9
Instrumental variables and GMM: Estimation and testing 4 19 71 3,046 13 43 184 6,864
Long memory in the Greek stock market 0 0 0 96 0 0 2 521
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 0 1 49 4 8 15 314
Long-memory forecasting of US monetary indices 1 1 2 34 3 3 9 184
Long-term dependence in stock returns 1 1 1 80 3 3 7 374
Macroeconomic uncertainty and credit default swap spreads 1 1 7 69 2 5 28 240
Metadata for user-written contributions to the Stata programming language 0 0 0 14 3 4 7 70
Metadata for user-written contributions to the Stata programming language: extensions 0 0 0 21 1 2 5 58
Modelling Federal Reserve Discount Policy 0 1 1 81 1 3 4 894
Multivariate portmanteau (Q) test for white noise 2 5 8 215 2 6 24 711
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 1 1 1 84 3 4 12 441
Nonlinear effects of exchange rate volatility on the volume of bilateral exports 0 2 8 367 3 10 31 1,131
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 0 0 0 0 0 0 4 535
On the investment sensitivity of debt under uncertainty 0 1 7 61 0 3 22 211
On the sensitivity of firms' investment to cash flow and uncertainty 2 3 12 92 3 6 36 300
On the sensitivity of optimal control solutions 0 1 1 23 1 2 2 87
On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty 1 3 19 100 5 11 58 312
Parliamentary election cycles and the Turkish banking sector 1 4 13 57 2 7 61 249
Persistence in International Inflation Rates 0 0 0 0 1 1 9 81
Political patronage in Ukrainian banking 0 0 1 39 3 4 12 256
Q, Cash Flow and Investment: An Econometric Critique 0 0 0 44 0 1 3 277
Reexamining the term structure of interest rates and the interwar demand for money 0 1 1 1 2 3 4 4
Residual diagnostics for cross-section time series regression models 0 1 3 911 4 9 20 2,544
Richard Sperling (1961-2011) 0 0 0 0 1 3 5 120
Sectoral fluctuations in U.K. firms' investment expenditures 0 1 1 1 2 3 4 12
Stata tip 37: And the last shall be first 0 0 1 39 2 2 3 123
Stata tip 38: Testing for groupwise heteroskedasticity 0 4 34 544 3 9 61 1,082
Stata tip 40: Taking care of business 18 68 188 828 33 127 359 1,601
Stata tip 45: Getting those data into shape 0 1 6 169 1 6 15 446
Stata tip 63: Modeling proportions 1 3 10 272 3 8 24 450
Stata tip 73: append with care! 0 0 0 153 2 3 8 369
Stata tip 88: Efficiently evaluating elasticities with the margins command 0 0 0 0 1 3 18 289
Stata: The language of choice for time-series analysis? 0 1 6 358 4 5 21 936
Stochastic long memory in traded goods prices 0 0 0 21 0 0 1 171
THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS 0 0 2 64 0 1 17 275
THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING 0 1 3 9 0 3 8 27
Test for autoregressive conditional heteroskedasticity in regression error distribution 0 1 1 54 2 3 3 151
Tests for heteroskedasticity in regression error distribution 0 0 2 48 0 1 5 134
Tests for long memory in a time series 1 1 4 103 1 2 8 171
Tests for serial correlation in regression error distribution 0 1 2 39 1 2 3 109
Tests for stationarity of a time series 0 2 9 211 1 3 15 390
Tests for stationarity of a time series: update 0 0 0 56 1 2 4 112
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 5 19 20 28 13 46 59 85
The contextual effects of social capital on health: A cross-national instrumental variable analysis 1 1 2 13 1 3 11 53
The effects of price- and output-stabilising policies in an interdependent world economy 0 0 0 8 1 1 1 55
The effects of uncertainty and corporate governance on firms’ demand for liquidity 0 0 0 22 1 1 4 93
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 1 2 4 79 3 8 28 353
The impact of macroeconomic uncertainty on firms' changes in financial leverage 0 1 4 81 3 11 34 253
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity 0 1 7 123 2 8 27 406
The impact of the financial system's structure on firms' financial constraints 3 5 19 95 11 34 134 675
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 1 6 55 1 3 15 163
Time‐varying risk premia in the foreign currency futures basis 0 0 0 0 1 1 1 1
Tobin's Q, intangible capital, and financial policy 0 0 1 90 1 1 2 295
Tobin's q and measurement error: Caveat investigator 0 0 0 89 0 1 3 297
USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES 0 0 0 0 5 9 29 219
Ukrainische Banken: politische Patronage von Bedeutung 0 0 0 30 2 4 17 379
Uncertainty determinants of corporate liquidity 5 10 16 120 18 30 55 399
Uncertainty determinants of firm investment 1 4 7 96 2 5 21 314
Utility for time series data 1 2 5 173 7 17 73 908
Waves and persistence in merger and acquisition activity 0 1 2 168 0 5 9 642
Total Journal Articles 74 235 725 12,071 253 652 2,180 37,004


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 37 116 458 3,270 96 320 1,352 7,878
An Introduction to Stata Programming 7 22 89 987 15 46 267 2,233
Total Books 44 138 547 4,257 111 366 1,619 10,111


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 7 0 0 1 40
Total Chapters 0 0 0 7 0 0 1 40


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 7 15 51 92 25 77 257 449
ARCH: MATLAB function to compute ARCH test 1 12 39 1,676 12 52 189 5,400
ARCHLM: Stata module to calculate LM test for ARCH effects 2 9 42 1,440 31 138 431 7,063
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries 0 0 2 643 1 1 9 1,833
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model 3 12 47 1,574 28 126 376 7,010
ARRANGEDAR: RATS procedures to calculate arranged autoregressions 0 0 3 264 1 1 10 864
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 8 11 38 63 21 48 171 326
AVPLOT3: Stata module to generate partial regression plots for subsamples 0 0 1 161 1 6 54 1,980
BCUSE: Stata module to access instructional datasets on Boston College server 2 14 80 191 15 60 315 824
BETACOEF: Stata module to calculate beta coefficients from regression 3 15 30 1,482 25 92 293 10,077
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation 2 8 36 1,697 16 91 303 10,543
BIDENSITY: Stata module to produce and graph bivariate density estimates 7 15 54 126 19 46 225 565
BKING: Stata module to implement Baxter-King filter for timeseries data 1 3 16 1,215 7 33 131 4,183
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity 2 10 25 2,576 8 54 158 9,867
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data 0 1 5 199 2 10 26 948
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data 1 3 12 431 3 11 52 1,162
CHECKREG3: Stata module to check identification status of simultaneous equations system 1 3 17 302 9 15 70 1,135
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks 34 89 300 1,921 82 250 994 5,590
CMAXUSE: Stata module to access Cmax instructional datasets 0 1 2 8 1 6 23 57
CNSRSIG: Stata module to evaluate validity of restrictions on a regression 3 4 17 384 11 29 90 2,011
CUSUM6: Stata module to compute cusum, cusum^2 stability tests 7 23 88 1,413 27 87 377 4,713
DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method 13 47 211 1,940 82 250 908 6,385
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test 3 21 63 2,958 28 115 361 12,640
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy 14 49 160 1,620 30 124 434 4,039
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates 3 21 60 1,065 21 83 293 4,040
DURBINH: Stata module to calculate Durbin's h test for serial correlation 3 17 40 1,400 15 105 274 7,544
FRACDIFF: Stata module to generate fractionally-differenced timeseries 1 1 6 357 5 14 46 1,242
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries 2 2 28 899 11 24 146 3,658
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix 3 8 16 448 11 32 106 2,505
GHISTCUM: Stata module to graph histogram and cumulative distribution 5 17 35 744 15 74 232 4,579
GPHROB: RATS modules to perform tests for fractional integration of timeseries 2 2 7 659 2 3 22 1,728
GPHUDAK: Stata module to estimate long memory in a timeseries 6 7 20 457 9 18 69 1,238
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries 0 0 0 313 2 4 6 895
HADRILM: Stata module to perform Hadri panel unit root test 3 11 37 1,798 11 49 146 4,629
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test 5 11 34 688 15 46 150 1,941
HLP2PDF: Stata module to create PDF or PostScript from Stata help file 0 2 12 216 4 14 56 980
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data 31 110 356 7,051 90 333 1,074 14,509
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test 8 35 115 4,477 24 112 345 9,948
ITSP_ADO: Stata module to accompany Introduction to Stata Programming book 0 2 11 105 6 16 64 393
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation 2 7 11 222 5 16 61 1,045
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg 18 84 313 5,594 168 655 2,215 25,843
IVGMM0: Stata module to perform instrumental variables via GMM 0 3 11 1,352 0 8 49 4,179
IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10) 2 9 22 22 11 35 80 80
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) 2 8 22 1,214 5 19 92 4,978
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) 1 5 44 703 13 35 179 2,408
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation 94 312 1,084 15,741 435 1,517 4,785 51,461
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments 27 73 232 589 103 234 896 2,722
KDENS2: Stata module to estimate bivariate kernel density 8 15 67 1,136 40 86 331 3,850
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity 20 59 196 2,960 59 212 728 8,608
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test 8 22 80 3,949 28 118 431 9,824
LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias 3 6 18 289 7 28 105 1,254
LOG2HTML: Stata module to produce HTML log files 1 7 22 554 5 34 121 2,750
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test 3 44 111 1,197 12 97 279 3,038
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries 4 8 29 639 8 21 104 2,053
MADFULLER: Stata module to perform Dickey-Fuller test on panel data 1 4 27 1,926 9 38 144 6,315
MATIN4-MATOUT4: Stata module to import and export matrices 2 3 22 422 9 19 92 1,725
MODLPR: Stata module to estimate long memory in a timeseries 3 5 16 414 7 15 65 1,288
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel 5 20 79 704 23 71 294 2,778
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel 7 22 90 1,044 46 133 573 4,592
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating 14 48 167 805 55 168 621 3,242
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends 0 2 21 1,006 2 21 89 3,377
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality 0 2 12 440 8 24 118 2,637
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise 0 2 6 161 1 9 37 979
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit 0 0 7 184 3 10 47 932
OUTSERIES: Stata module to write timeseries to text files 0 0 0 76 1 3 8 475
OUTTABLE: Stata module to write matrix to LaTeX table 14 57 196 2,384 70 276 1,138 16,588
OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg, ivreg2, ivreg29, ivprobit, ivtobit, reg3 17 75 276 5,504 72 294 1,034 18,067
PANELAUTO: Stata module to support tests for autocorrelation on panel data 14 47 145 1,783 51 203 611 6,611
PANELUNIT: Stata module to support unit root tests on panel data 1 1 17 1,199 2 9 59 3,338
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit 7 18 81 1,625 21 69 346 5,658
PWCORR2: Stata module to compute pairwise correlations and return results 1 4 24 190 14 62 227 1,277
PWCOV: Stata module to compute pairwise covariances 0 0 7 96 3 6 44 529
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients 1 7 35 361 6 23 115 1,397
QSTAT2: MATLAB function to compute Ljung-Box Q statistic 8 25 123 2,391 22 66 339 7,791
ROBLPR: Stata module to estimate long memory in a set of timeseries 3 7 23 434 9 21 74 1,427
ROLLING2: Stata module to perform rolling window and recursive estimation 3 7 58 704 12 40 269 2,947
ROLLREG: Stata module to perform rolling regression estimation 14 54 206 2,046 56 247 929 6,323
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) 2 11 48 551 53 146 532 4,873
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended 3 4 20 571 28 69 259 4,256
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users 2 3 13 724 2 4 33 2,206
SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method 9 36 133 372 51 122 419 1,102
STATICFC: Stata module to compute static forecasts for a recursive rolling regression 4 24 75 178 14 60 240 620
STATSMAT: Stata module to place descriptive statistics in matrix 0 3 18 655 6 31 114 3,117
TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation 0 0 1 29 3 4 24 191
TORATS: Stata module to facilitate transfer of data to RATS 1 1 8 159 4 11 30 984
TOSQL: Stata module to transfer data to SQL database 1 3 12 372 13 32 98 2,762
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values 6 20 91 561 43 122 406 2,682
TSGRAPH: Stata module to produce time series line graph 3 11 20 757 16 48 163 4,476
TSLIST: Stata module to list time series data 0 0 0 203 1 5 18 6,321
TSMKTIM: Stata module to generate time-series calendar variable 3 16 67 943 19 77 251 3,401
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates 1 2 8 182 5 12 42 645
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) 1 2 7 796 5 13 29 2,599
VECAR: Stata module to estimate vector autoregressive (VAR) models 3 8 36 1,963 9 37 200 7,221
WHITETST: Stata module to perform White's test for heteroskedasticity 15 73 224 5,804 86 367 1,324 23,213
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test 3 11 28 904 17 54 183 4,742
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model 29 59 192 3,558 87 326 944 14,114
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity 44 124 351 3,263 134 518 1,429 10,163
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break 37 118 440 4,090 98 349 1,194 9,272
aer.pl, a script converting XML data to ReDIF 0 0 5 149 3 4 30 1,113
bejeap.pl, a script converting OAI data to ReDIF 0 1 4 71 0 5 16 733
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support 0 2 7 99 1 6 29 743
cdl-ciders.pl, a script converting XML data to ReDIF 1 1 6 63 2 4 19 809
dspace2redif.pl, a script converting DSpace metadata to ReDIF 1 4 18 153 6 25 79 861
ectj.pl, a script converting html data to ReDIF 0 0 2 74 0 1 11 882
imfocpcvt.pl, a script converting html data to ReDIF 1 1 1 50 2 3 6 740
rjeyr.pl, a script converting html data to ReDIF 0 0 2 45 0 1 5 802
Total Software Items 664 2,221 7,853 134,452 2,835 10,047 35,142 499,522


Statistics updated 2015-07-02