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 0 0 1 484 2 2 9 2,034
A general approach to testing for autocorrelation 1 7 32 80 5 20 90 176
A general approach to testing for autocorrelation 0 1 9 55 1 7 42 78
A little bit of Stata programming goes a long way 0 4 22 2,010 3 9 55 3,395
A little bit of Stata programming goes a long way 3 12 52 5,384 5 26 128 9,564
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 1 386 0 1 11 1,465
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 2 352 0 1 7 1,314
A review of Stata 8.1 and its time series capabilities 0 0 8 1,729 1 5 19 3,618
A simple alternative to the linear probability model for binary choice models with endogenous regressors 1 2 30 149 4 11 67 340
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates 0 0 0 214 0 1 7 1,851
An interpretation and implementation of the Theil-Goldberger 'mixed' estimator 0 4 16 133 1 9 63 315
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests 0 0 0 0 11 26 58 1,186
Binary choice models with endogenous regressors 7 13 57 217 11 21 106 337
Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? 2 11 44 106 3 23 104 245
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 58 0 3 6 633
Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes 0 0 1 93 1 6 25 449
Corporate Liquidity Management and Future Investment Expenditures 1 4 16 101 1 7 41 338
Credible Disinflation Policy in a Dynamic Setting 0 0 0 167 1 1 4 1,393
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises 0 0 18 20 0 4 51 74
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis 2 11 33 52 7 30 92 104
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 2 7 40 81 7 23 102 129
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 0 10 74 74 9 34 41 41
Credit rating agency downgrades and the Eurozone sovereign debt crises 1 6 35 35 2 11 19 19
Does Regular Economic News from Emerging Countries Move Markets? Evidence from Chinese Macro Announcements 0 1 8 15 0 8 32 45
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 1 2 81 3 4 22 111
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 0 0 0 0 0 0
Does the tenure of Private Equity investment improve the performance of European firms? 1 1 4 66 2 3 17 171
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 60 1 2 6 308
Dynamics of Intra-EMS Interest Rate Linkages 0 1 1 187 0 2 6 953
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 0 1 8 314 1 4 29 868
Efficient Management of Multi-Frequency Panel Data with Stata 0 2 6 697 0 3 14 1,753
Efficient management of multi-frequency panel data with Stata 1 4 23 502 4 11 63 1,230
Enhanced routines for instrumental variables/GMM estimation and testing 1 4 16 524 5 11 54 1,078
Enhanced routines for instrumental variables/GMM estimation and testing 6 31 126 1,979 18 72 308 3,773
Evaluating one-way and two-way cluster-robust covariance matrix estimates 1 5 35 378 2 15 81 868
Evaluating one-way and two-way cluster-robust covariance matrix estimates 0 3 12 155 1 8 36 385
Evaluating one-way and two-way cluster–robust covariance matrix estimates 2 6 37 180 4 19 113 549
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 4 981 0 3 21 3,113
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 0 2 14 1,577
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 3 4 10 814 7 10 54 2,284
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 0 4 682 3 8 21 1,722
Exchange Rate Uncertainty and Firm Profitability 2 4 26 664 7 20 89 2,309
Extending Stata's capabilities for asymptotic covariance matrix estimation 3 15 16 16 9 36 37 37
Facilitating Applied Economic Research with Stata 5 16 49 859 22 57 152 2,025
Firm Investment and Financial Frictions 1 2 3 174 2 3 12 435
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 0 0 3 549 0 0 13 2,050
Fractional Cointegration Analysis of Long Term International Interest Rates 0 1 4 787 0 4 16 2,857
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 2 378 0 0 28 2,126
Fractional Dynamics in Japanese Financial Time Series 0 0 1 326 0 1 15 1,478
Fractional Monetary Dynamics 0 0 0 213 0 1 7 1,141
Implementing econometric estimators with Mata 0 2 6 234 0 5 16 378
Implementing econometric estimators with Mata 1 4 4 147 3 6 19 265
Implementing new econometric tools in Stata 7 18 75 162 9 28 136 280
Instrumental variables and GMM: Estimation and testing 9 31 145 4,392 18 72 328 8,487
Instrumental variables and GMM: Estimation and testing 2 4 8 601 3 5 30 1,413
Instrumental variables and GMM: Estimation and testing 4 7 16 1,237 7 16 62 2,363
Instrumental variables estimation using heteroskedasticity-based instruments 4 7 23 63 9 14 60 131
Instrumental variables estimation using heteroskedasticity-based instruments 4 11 47 171 5 15 74 294
Instrumental variables: Overview and advances 2 10 28 833 3 11 49 1,424
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 6 29 29 29 9 21 21 21
Long Memory and Forecasting in Euroyen Deposit Rates 0 0 0 301 0 0 5 1,895
Long Memory in the Greek Stock Market 0 1 4 972 0 3 18 5,337
Long Term Dependence in Stock Returns 0 0 1 611 1 1 8 1,764
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 0 2 5 518 1 4 17 2,297
Long-Memory Forecasting of U.S. Monetary Indices 0 0 2 256 1 1 12 659
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance 0 0 1 89 0 1 2 435
Macroeconomic Uncertainty and Credit Default Swap Spreads 2 3 10 192 9 15 36 474
Macroeconomic Uncertainty and Firm Leverage 0 0 3 147 3 8 42 565
Macroeconomics Uncertainty and Firm Leverage 0 1 2 85 0 4 12 421
Modeling Returns on the Term Structure of Treasury Interest Rates 1 1 4 819 2 3 13 3,395
Modeling fixed income excess returns 0 0 0 425 1 2 9 2,361
Modelling Federal Reserve Discount Policy 0 0 0 178 2 3 19 1,728
Monetary Policy in the Transition to a Zero Federal Deficit 0 0 1 202 0 1 5 2,103
Nearest-Neighbor Forecasts of U.S. Interest Rates 0 0 2 825 0 0 7 3,979
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 0 0 1 867 1 4 18 4,738
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports 0 0 8 742 0 2 27 2,051
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 1 2 5 735 3 11 33 7,347
On the Investment Sensitivity of Debt under Uncertainty 0 2 2 162 0 5 10 352
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty 2 3 8 440 5 8 30 1,184
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty 0 1 4 262 0 4 17 737
Parliamentary Election Cycles and the Turkish Banking Sector 1 2 4 31 2 3 13 137
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 0 27 0 0 12 103
Parliamentary Election Cycles and the Turkish Banking Sector 0 1 3 160 1 4 22 463
Persistence in International Inflation Rates 0 0 2 550 0 3 13 4,958
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 0 3 366 0 1 7 2,177
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms 0 0 2 1,255 0 2 7 5,838
Political patronage in Ukranian banking 0 0 3 133 1 1 6 626
Powerful new tools for time series analysis 0 2 6 498 0 4 21 862
Q, Cash Flow and Investment: An Econometric Critique 0 0 1 370 0 1 6 1,649
R&D Expenditures and Geographical Sales Diversification 0 5 16 126 4 13 54 297
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say 0 0 2 157 0 0 5 389
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money 0 0 0 254 0 0 3 1,939
Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey 0 2 34 34 2 11 18 18
Rolling Regressions with Stata 3 14 46 1,536 9 40 146 3,552
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 111 0 1 7 790
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 90 1 3 12 545
Should you become a Stata programmer? 0 5 13 1,045 0 5 24 1,489
Stata: The language of choice for time series analysis? 0 6 14 1,888 1 10 46 3,722
Stochastic Long Memory in Traded Goods Prices 0 0 2 135 0 0 7 803
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 1 5 186 2 5 27 488
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 0 1 133 0 1 15 703
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 0 3 28 1 4 22 208
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms 0 1 7 275 0 5 29 1,362
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 1 5 98 0 3 21 459
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 3 6 16 134 9 34 84 669
The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity 0 1 4 100 0 2 26 289
The Effects of Uncertainty on the Leverage of Non-Financial Firms 0 0 1 269 2 2 7 1,006
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 46 0 0 3 350
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 1 815 0 2 13 2,917
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 0 2 978 1 5 16 3,980
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 2 6 92 1 4 15 236
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 4 92 0 9 34 295
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 1 4 14 408 3 9 35 1,091
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 1 6 206 1 2 17 596
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 3 5 11 116 6 14 49 499
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 2 212 0 2 9 562
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 1 3 46 2 7 25 266
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms 0 0 3 128 1 5 25 524
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage 0 1 4 185 1 3 14 498
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity 2 2 7 378 3 10 36 1,660
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms 0 1 1 168 0 1 8 633
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity 0 0 2 37 0 0 7 184
The Impact of the Financial System's Structure on Firms' Financial Constraints 0 2 5 198 1 3 27 556
The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility 17 17 17 17 3 8 8 8
The Volatility of International Trade Flows and Exchange Rate Uncertainty 0 3 4 196 1 4 17 492
The contextual effects of social capital on health: a cross-national instrumental variable analysis 0 0 1 87 1 2 12 159
The role of uncertainty in the transmission of monetary policy effects on bank lending 0 1 3 316 0 1 25 982
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 1 2 3 519 1 4 20 1,476
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 5 10 20 198 12 24 62 717
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 0 2 144 0 0 7 465
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty 0 1 1 69 1 2 10 216
Time series filtering techniques in Stata 6 24 109 953 19 73 327 2,053
Time series filtering techniques in Stata 3 6 25 420 5 15 63 896
Time-Varying Risk Premia in the Foreign Currency Futures Basis 3 5 6 656 3 7 27 3,214
Tobin's Q And Financial Policy Revisited 0 0 0 0 0 1 9 853
Topics in time series regression modeling 0 5 19 1,448 3 40 144 3,626
Uncertainty Determinants of Corporate Liquidity 0 0 0 50 1 1 9 223
Uncertainty Determinants of Corporate Liquidity 0 0 1 45 1 3 18 286
Uncertainty Determinants of Corporate Liquidity 0 0 0 167 1 3 12 623
Uncertainty Determinants of Corporate Liquidity 0 0 0 63 0 1 10 298
Uncertainty Determinants of Firm Investment 2 4 6 275 2 6 23 658
Using Mata to work more effectively with Stata: A tutorial 4 10 30 525 6 21 65 914
Using Mata to work more effectively with Stata: A tutorial 0 2 5 413 1 5 25 748
Using Mata to work more effectively with Stata: A tutorial 7 17 67 2,329 9 32 146 3,738
Using Stata for Applied Research: Reviewing its Capabilities 1 11 39 688 2 15 61 919
Using instrumental variables techniques in economics and finance 1 3 14 527 4 7 35 824
Waves and Persistence in Merger and Acquisition Activity 0 0 9 2,038 4 10 51 8,605
cron, perl and Stata: automated production and presentation of a business-daily index 0 3 8 234 0 6 27 778
Total Working Papers 154 523 1,988 66,732 396 1,386 5,748 207,381


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 3 174
A logit analysis of the factor content of West German foreign trade 0 0 1 12 1 1 4 75
A nonparametric investigation of the 90-day t-bill rate 0 0 0 38 0 2 11 532
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency 1 1 1 46 1 2 8 392
A review of Stata 8.1 and its time series capabilities 0 1 8 194 0 6 20 550
A test for long-range dependence in a time series 0 0 0 34 0 0 1 95
Activist policy and macroeconomic instability 0 0 0 15 0 0 0 118
An empirical analysis of the composition of manufacturing employment in the industrialized countries 0 2 3 15 0 2 5 61
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 0 109 2 2 7 599
Compacting time series data 0 0 0 34 0 0 4 88
Coordination of large macroeconomies'policies and the stability of small economies 0 0 0 6 0 0 1 58
Cumulative author index, volumes 1-13 0 1 5 5 0 2 21 21
Dynamic adjustment of firms' capital structures in a varying-risk environment 0 0 0 15 1 2 4 62
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 35 1 2 14 204
Enhanced routines for instrumental variables/generalized method of moments estimation and testing 9 31 135 1,068 13 57 235 1,771
Evaluating concavity for production and cost functions 0 0 1 88 0 0 13 207
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports 0 1 1 94 0 1 6 436
Exchange Rate Uncertainty and Firm Profitability 0 1 3 63 0 2 10 329
Exchange rate effects on the volume and variability of trade flows 0 2 16 224 5 13 55 768
FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES 0 0 0 0 0 1 1 1
Foreword 0 0 0 0 0 0 0 29
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 0 0 2 79 0 0 8 360
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 0 0 1 11 68
Fractional dynamics in Japanese financial time series 0 0 1 28 1 3 14 198
Fractional monetary dynamics 0 0 2 29 6 15 45 348
Instrumental variables and GMM: Estimation and testing 5 17 89 3,014 19 53 216 6,779
Long memory in the Greek stock market 0 0 0 96 0 0 9 520
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 0 2 49 0 2 15 305
Long-memory forecasting of US monetary indices 0 0 2 32 0 1 10 180
Long-term dependence in stock returns 0 0 3 79 0 1 8 370
Macroeconomic uncertainty and credit default swap spreads 0 3 8 67 2 12 58 232
Metadata for user-written contributions to the Stata programming language 0 0 0 14 0 0 2 64
Metadata for user-written contributions to the Stata programming language: extensions 0 0 0 21 0 2 2 55
Modelling Federal Reserve Discount Policy 0 0 0 80 1 1 3 891
Multivariate portmanteau (Q) test for white noise 0 0 4 208 0 3 27 699
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 0 0 0 83 0 3 12 436
Nonlinear effects of exchange rate volatility on the volume of bilateral exports 0 1 7 361 3 6 40 1,114
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 0 0 0 0 1 2 8 535
On the investment sensitivity of debt under uncertainty 0 1 9 57 1 7 23 202
On the sensitivity of firms' investment to cash flow and uncertainty 1 1 11 85 6 11 29 280
On the sensitivity of optimal control solutions 0 0 0 22 0 0 4 85
On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty 1 5 19 91 6 25 65 292
Parliamentary election cycles and the Turkish banking sector 0 1 14 51 4 14 88 234
Persistence in International Inflation Rates 0 0 0 0 1 2 11 77
Political patronage in Ukrainian banking 0 0 3 38 0 0 15 247
Q, Cash Flow and Investment: An Econometric Critique 0 0 0 44 0 1 9 275
Reexamining the term structure of interest rates and the interwar demand for money 0 0 0 0 0 1 1 1
Residual diagnostics for cross-section time series regression models 0 1 11 910 0 2 28 2,533
Richard Sperling (1961-2011) 0 0 0 0 2 2 15 117
Sectoral fluctuations in U.K. firms' investment expenditures 0 0 0 0 0 1 3 9
Stata tip 37: And the last shall be first 0 0 0 38 0 0 0 120
Stata tip 38: Testing for groupwise heteroskedasticity 3 5 38 528 7 14 78 1,056
Stata tip 40: Taking care of business 8 40 184 720 18 79 342 1,395
Stata tip 45: Getting those data into shape 1 2 7 167 1 2 13 435
Stata tip 63: Modeling proportions 1 3 16 267 2 6 29 439
Stata tip 73: append with care! 0 0 2 153 0 3 9 364
Stata tip 88: Efficiently evaluating elasticities with the margins command 0 0 0 0 1 7 20 283
Stata: The language of choice for time-series analysis? 0 0 5 355 1 3 23 928
Stochastic long memory in traded goods prices 0 0 0 21 0 0 3 171
THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS 0 1 6 64 0 4 19 268
THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING 0 1 5 7 0 3 19 23
Test for autoregressive conditional heteroskedasticity in regression error distribution 0 0 1 53 0 0 3 148
Tests for heteroskedasticity in regression error distribution 0 0 4 47 0 1 6 132
Tests for long memory in a time series 1 1 6 101 1 1 13 166
Tests for serial correlation in regression error distribution 0 1 1 38 0 1 3 107
Tests for stationarity of a time series 2 3 13 208 2 5 26 386
Tests for stationarity of a time series: update 0 0 0 56 1 1 6 110
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 0 7 9 6 7 27 35
The contextual effects of social capital on health: A cross-national instrumental variable analysis 0 0 2 12 0 2 17 48
The effects of price- and output-stabilising policies in an interdependent world economy 0 0 0 8 0 0 0 54
The effects of uncertainty and corporate governance on firms’ demand for liquidity 0 0 3 22 1 1 12 90
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 0 1 2 76 2 7 48 343
The impact of macroeconomic uncertainty on firms' changes in financial leverage 1 2 5 79 3 12 31 237
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity 0 1 9 120 1 2 19 387
The impact of the financial system's structure on firms' financial constraints 0 3 22 84 5 31 140 599
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 1 5 52 1 6 24 157
Tobin's Q, intangible capital, and financial policy 0 1 1 90 0 1 2 294
Tobin's q and measurement error: Caveat investigator 0 0 0 89 0 0 3 295
USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES 0 0 0 0 1 7 28 206
Ukrainische Banken: politische Patronage von Bedeutung 0 0 0 30 0 2 33 371
Uncertainty determinants of corporate liquidity 1 1 5 107 1 8 31 360
Uncertainty determinants of firm investment 0 0 7 90 2 3 21 303
Utility for time series data 0 0 6 170 8 23 98 875
Waves and persistence in merger and acquisition activity 1 1 2 167 1 2 11 637
Total Journal Articles 36 138 725 11,661 143 511 2,359 35,898


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 35 132 412 3,038 77 348 1,146 7,158
An Introduction to Stata Programming 3 23 86 946 10 74 260 2,119
Total Books 38 155 498 3,984 87 422 1,406 9,277


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 39
Total Chapters 0 0 0 7 0 0 1 39


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 4 13 50 66 22 59 224 307
ARCH: MATLAB function to compute ARCH test 8 13 46 1,661 19 51 252 5,315
ARCHLM: Stata module to calculate LM test for ARCH effects 5 15 47 1,416 36 109 371 6,804
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries 0 1 2 642 0 2 18 1,827
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model 7 17 62 1,552 31 95 384 6,793
ARRANGEDAR: RATS procedures to calculate arranged autoregressions 0 1 3 264 1 2 13 862
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 3 9 36 44 13 46 168 231
AVPLOT3: Stata module to generate partial regression plots for subsamples 0 1 5 161 9 26 67 1,957
BCUSE: Stata module to access instructional datasets on Boston College server 5 23 77 149 32 110 327 656
BETACOEF: Stata module to calculate beta coefficients from regression 2 3 25 1,458 8 53 307 9,893
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation 2 7 33 1,676 27 72 303 10,371
BIDENSITY: Stata module to produce and graph bivariate density estimates 3 10 45 94 16 61 226 458
BKING: Stata module to implement Baxter-King filter for timeseries data 1 6 19 1,205 11 28 142 4,110
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity 2 7 26 2,559 21 57 204 9,788
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data 0 0 6 194 0 4 25 930
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data 1 3 13 425 2 11 47 1,137
CHECKREG3: Stata module to check identification status of simultaneous equations system 1 7 18 296 5 26 73 1,111
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks 15 72 295 1,758 74 263 925 5,057
CMAXUSE: Stata module to access Cmax instructional datasets 0 0 3 7 1 1 9 38
CNSRSIG: Stata module to evaluate validity of restrictions on a regression 1 5 12 373 6 22 73 1,956
CUSUM6: Stata module to compute cusum, cusum^2 stability tests 7 24 102 1,364 22 100 403 4,531
DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method 20 59 207 1,837 67 221 744 5,886
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test 6 13 54 2,920 31 94 342 12,438
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy 10 34 139 1,531 46 121 428 3,800
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates 5 13 57 1,028 19 79 322 3,892
DURBINH: Stata module to calculate Durbin's h test for serial correlation 1 4 38 1,373 23 62 326 7,356
FRACDIFF: Stata module to generate fractionally-differenced timeseries 1 1 17 354 3 10 50 1,216
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries 3 13 29 888 13 42 123 3,584
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix 1 2 8 434 6 26 132 2,443
GHISTCUM: Stata module to graph histogram and cumulative distribution 1 6 22 718 16 51 190 4,431
GPHROB: RATS modules to perform tests for fractional integration of timeseries 0 0 9 655 0 2 30 1,714
GPHUDAK: Stata module to estimate long memory in a timeseries 2 4 25 446 7 20 70 1,202
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries 0 0 0 313 0 0 14 890
HADRILM: Stata module to perform Hadri panel unit root test 3 12 39 1,778 9 30 122 4,535
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test 0 7 42 670 6 40 149 1,861
HLP2PDF: Stata module to create PDF or PostScript from Stata help file 1 2 14 209 4 12 56 951
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data 17 80 387 6,848 51 240 997 13,879
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test 6 17 118 4,405 30 81 384 9,750
ITSP_ADO: Stata module to accompany Introduction to Stata Programming book 0 3 10 99 3 15 46 354
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation 1 1 16 215 5 16 58 1,010
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg 23 73 247 5,414 177 579 1,702 24,510
IVGMM0: Stata module to perform instrumental variables via GMM 1 4 12 1,347 3 15 57 4,158
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) 0 6 34 1,203 6 24 112 4,940
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) 1 6 62 684 9 37 251 2,328
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation 63 217 1,019 15,102 246 886 3,566 48,318
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments 24 62 229 461 131 292 1,064 2,287
KDENS2: Stata module to estimate bivariate kernel density 5 19 65 1,104 25 85 315 3,677
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity 13 51 234 2,861 61 168 724 8,184
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test 5 20 109 3,908 28 92 472 9,606
LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias 1 3 22 278 11 29 148 1,200
LOG2HTML: Stata module to produce HTML log files 2 5 27 543 11 30 126 2,686
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test 5 18 64 1,117 19 60 197 2,863
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries 4 7 31 624 10 30 111 2,005
MADFULLER: Stata module to perform Dickey-Fuller test on panel data 3 6 35 1,913 13 36 138 6,233
MATIN4-MATOUT4: Stata module to import and export matrices 1 4 33 408 9 23 158 1,677
MODLPR: Stata module to estimate long memory in a timeseries 2 2 14 402 7 10 51 1,243
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel 8 21 61 658 22 80 262 2,620
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel 4 20 105 993 43 145 605 4,297
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating 13 36 132 708 45 149 549 2,893
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends 2 6 30 1,000 4 14 104 3,333
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality 0 4 18 434 7 33 113 2,573
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise 0 2 9 158 1 5 32 954
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit 0 3 10 181 2 12 47 905
OUTSERIES: Stata module to write timeseries to text files 0 0 1 76 1 2 8 470
OUTTABLE: Stata module to write matrix to LaTeX table 10 53 205 2,294 75 341 1,148 16,065
OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg, ivreg2, ivreg29, ivprobit, ivtobit, reg3 16 60 232 5,342 82 242 896 17,428
PANELAUTO: Stata module to support tests for autocorrelation on panel data 14 38 126 1,703 53 154 566 6,283
PANELUNIT: Stata module to support unit root tests on panel data 2 7 20 1,195 5 21 69 3,314
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit 3 18 70 1,579 16 79 324 5,462
PWCORR2: Stata module to compute pairwise correlations and return results 1 4 17 174 20 61 159 1,145
PWCOV: Stata module to compute pairwise covariances 0 1 3 91 7 14 39 505
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients 0 8 29 344 8 29 132 1,340
QSTAT2: MATLAB function to compute Ljung-Box Q statistic 8 37 106 2,336 42 113 330 7,632
ROBLPR: Stata module to estimate long memory in a set of timeseries 2 5 26 423 4 13 95 1,393
ROLLING2: Stata module to perform rolling window and recursive estimation 1 18 68 676 19 87 311 2,819
ROLLREG: Stata module to perform rolling regression estimation 14 67 184 1,953 82 312 687 5,849
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) 2 10 44 524 29 118 469 4,548
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended 2 6 23 563 15 51 302 4,119
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users 1 3 18 718 4 10 40 2,193
SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method 9 33 118 299 34 96 352 860
STATICFC: Stata module to compute static forecasts for a recursive rolling regression 3 16 62 129 22 62 242 492
STATSMAT: Stata module to place descriptive statistics in matrix 2 5 29 646 8 28 142 3,061
TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation 0 0 2 28 2 6 25 179
TORATS: Stata module to facilitate transfer of data to RATS 2 3 9 158 2 6 23 965
TOSQL: Stata module to transfer data to SQL database 1 4 10 367 6 20 86 2,700
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values 3 13 61 506 25 86 278 2,432
TSGRAPH: Stata module to produce time series line graph 1 5 12 745 13 52 125 4,387
TSLIST: Stata module to list time series data 0 0 0 203 1 4 39 6,309
TSMKTIM: Stata module to generate time-series calendar variable 1 15 51 905 16 62 228 3,253
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates 0 2 7 177 3 11 32 619
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) 0 0 6 790 2 5 31 2,579
VECAR: Stata module to estimate vector autoregressive (VAR) models 3 10 44 1,943 14 53 202 7,111
WHITETST: Stata module to perform White's test for heteroskedasticity 22 69 254 5,678 174 488 1,479 22,512
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test 2 5 35 889 18 57 203 4,643
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model 10 37 184 3,438 51 201 894 13,511
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity 26 75 325 3,043 100 289 1,240 9,253
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break 30 103 355 3,840 74 276 983 8,569
aer.pl, a script converting XML data to ReDIF 1 2 4 146 3 9 52 1,101
bejeap.pl, a script converting OAI data to ReDIF 1 2 3 69 2 4 18 725
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support 0 1 8 94 0 7 36 729
cdl-ciders.pl, a script converting XML data to ReDIF 1 1 2 59 2 5 21 800
dspace2redif.pl, a script converting DSpace metadata to ReDIF 4 6 24 145 7 16 73 810
ectj.pl, a script converting html data to ReDIF 0 1 2 74 1 4 19 881
imfocpcvt.pl, a script converting html data to ReDIF 0 0 1 49 0 0 6 735
rjeyr.pl, a script converting html data to ReDIF 0 1 1 44 0 2 10 800
Total Software Items 523 1,847 7,539 130,041 2,627 8,690 32,462 479,395


Statistics updated 2015-01-03