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 |
0 |
3 |
16 |
101 |
0 |
4 |
26 |
56 |
| A New Approach to Estimation of the R&D-Innovation-Productivity Relationship |
3 |
7 |
60 |
142 |
8 |
17 |
116 |
169 |
| A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency |
0 |
0 |
2 |
487 |
1 |
3 |
12 |
2,051 |
| A general approach to testing for autocorrelation |
3 |
5 |
22 |
118 |
6 |
9 |
42 |
250 |
| A general approach to testing for autocorrelation |
2 |
2 |
7 |
66 |
1 |
8 |
30 |
121 |
| A large-scale application of Stata's forecast suite: challenges and potential |
0 |
2 |
55 |
55 |
2 |
6 |
53 |
53 |
| A little bit of Stata programming goes a long way |
3 |
6 |
24 |
2,048 |
6 |
15 |
47 |
3,472 |
| A little bit of Stata programming goes a long way |
2 |
7 |
24 |
5,424 |
4 |
17 |
82 |
9,698 |
| A re-evaluation of empirical tests of the Fisher hypothesis |
0 |
0 |
0 |
389 |
0 |
1 |
15 |
1,486 |
| A re-evaluation of empirical tests of the Fisher hypothesis |
0 |
0 |
0 |
352 |
0 |
1 |
15 |
1,333 |
| A review of Stata 8.1 and its time series capabilities |
1 |
2 |
6 |
1,738 |
1 |
9 |
33 |
3,668 |
| A simple alternative to the linear probability model for binary choice models with endogenous regressors |
3 |
6 |
15 |
177 |
5 |
11 |
28 |
396 |
| An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates |
0 |
0 |
0 |
214 |
2 |
4 |
10 |
1,866 |
| An interpretation and implementation of the Theil-Goldberger 'mixed' estimator |
1 |
5 |
22 |
172 |
3 |
13 |
47 |
401 |
| Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests |
0 |
0 |
0 |
0 |
0 |
2 |
16 |
1,234 |
| Binary choice models with endogenous regressors |
4 |
6 |
22 |
263 |
6 |
17 |
51 |
430 |
| Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? |
0 |
0 |
22 |
139 |
2 |
9 |
56 |
329 |
| Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 |
0 |
0 |
0 |
58 |
0 |
1 |
9 |
649 |
| Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes |
1 |
1 |
2 |
98 |
2 |
6 |
13 |
471 |
| Corporate Liquidity Management and Future Investment Expenditures |
0 |
1 |
6 |
111 |
0 |
4 |
28 |
380 |
| Credible Disinflation Policy in a Dynamic Setting |
0 |
0 |
0 |
167 |
0 |
3 |
6 |
1,408 |
| Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises |
0 |
0 |
3 |
24 |
0 |
2 |
20 |
103 |
| Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis |
0 |
0 |
10 |
67 |
3 |
10 |
51 |
185 |
| Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises |
0 |
0 |
9 |
98 |
3 |
7 |
40 |
130 |
| Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises |
0 |
1 |
7 |
105 |
1 |
4 |
40 |
228 |
| Credit rating agency downgrades and the Eurozone sovereign debt crises |
0 |
2 |
5 |
56 |
0 |
7 |
34 |
87 |
| Does the Tenure of Private Equity Investment Improve the Performance of European Firms? |
0 |
0 |
0 |
84 |
1 |
5 |
14 |
128 |
| Does the Tenure of Private Equity Investment Improve the Performance of European Firms? |
0 |
0 |
0 |
1 |
0 |
2 |
8 |
16 |
| Does the tenure of Private Equity investment improve the performance of European firms? |
0 |
0 |
0 |
68 |
0 |
3 |
13 |
188 |
| Dynamics of Intra-EMS Interest Rate Linkages |
0 |
0 |
1 |
191 |
0 |
7 |
17 |
974 |
| Dynamics of Intra-EMS Interest Rate Linkages |
0 |
0 |
0 |
60 |
1 |
4 |
8 |
316 |
| Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports |
1 |
4 |
6 |
323 |
1 |
4 |
17 |
892 |
| Efficient Management of Multi-Frequency Panel Data with Stata |
1 |
4 |
4 |
703 |
1 |
5 |
8 |
1,771 |
| Efficient management of multi-frequency panel data with Stata |
3 |
8 |
27 |
545 |
5 |
16 |
66 |
1,326 |
| Enhanced routines for instrumental variables/GMM estimation and testing |
12 |
28 |
82 |
2,132 |
28 |
73 |
235 |
4,178 |
| Enhanced routines for instrumental variables/GMM estimation and testing |
1 |
2 |
11 |
542 |
6 |
12 |
44 |
1,138 |
| Evaluating one-way and two-way cluster-robust covariance matrix estimates |
2 |
5 |
26 |
417 |
2 |
7 |
55 |
964 |
| Evaluating one-way and two-way cluster-robust covariance matrix estimates |
0 |
1 |
5 |
167 |
0 |
2 |
17 |
417 |
| Evaluating one-way and two-way cluster–robust covariance matrix estimates |
0 |
6 |
34 |
227 |
5 |
16 |
145 |
770 |
| Exchange Rate Effects on the Volume and Variability of Trade Flows |
0 |
0 |
0 |
3 |
0 |
2 |
11 |
1,596 |
| Exchange Rate Effects on the Volume and Variability of Trade Flows |
0 |
0 |
3 |
987 |
3 |
6 |
24 |
3,153 |
| Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data |
0 |
0 |
2 |
688 |
1 |
2 |
14 |
1,752 |
| Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data |
0 |
0 |
4 |
820 |
1 |
2 |
20 |
2,314 |
| Exchange Rate Uncertainty and Firm Profitability |
3 |
5 |
18 |
692 |
5 |
16 |
77 |
2,427 |
| Extending Stata's capabilities for asymptotic covariance matrix estimation |
1 |
3 |
14 |
60 |
2 |
9 |
55 |
168 |
| Facilitating Applied Economic Research with Stata |
1 |
1 |
8 |
876 |
1 |
4 |
22 |
2,074 |
| Firm Investment and Financial Frictions |
1 |
2 |
9 |
184 |
3 |
10 |
33 |
471 |
| Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums |
1 |
1 |
2 |
552 |
2 |
7 |
13 |
2,076 |
| Fractional Cointegration Analysis of Long Term International Interest Rates |
0 |
0 |
1 |
788 |
1 |
6 |
20 |
2,880 |
| Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates |
0 |
0 |
3 |
381 |
1 |
4 |
13 |
2,142 |
| Fractional Dynamics in Japanese Financial Time Series |
0 |
0 |
1 |
328 |
1 |
4 |
11 |
1,494 |
| Fractional Monetary Dynamics |
0 |
0 |
2 |
215 |
0 |
3 |
8 |
1,152 |
| Implementing econometric estimators with Mata |
0 |
1 |
6 |
248 |
0 |
2 |
15 |
410 |
| Implementing econometric estimators with Mata |
1 |
2 |
4 |
155 |
2 |
4 |
14 |
287 |
| Implementing new econometric tools in Stata |
6 |
9 |
33 |
240 |
10 |
20 |
72 |
428 |
| Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach |
3 |
8 |
127 |
127 |
4 |
13 |
85 |
85 |
| Instrumental variables and GMM: Estimation and testing |
2 |
6 |
13 |
1,258 |
6 |
18 |
52 |
2,440 |
| Instrumental variables and GMM: Estimation and testing |
1 |
1 |
5 |
609 |
2 |
6 |
19 |
1,444 |
| Instrumental variables and GMM: Estimation and testing |
5 |
13 |
59 |
4,516 |
16 |
36 |
136 |
8,769 |
| Instrumental variables estimation using heteroskedasticity-based instruments |
1 |
4 |
18 |
205 |
5 |
12 |
40 |
360 |
| Instrumental variables estimation using heteroskedasticity-based instruments |
1 |
4 |
18 |
88 |
2 |
8 |
32 |
187 |
| Instrumental variables: Overview and advances |
2 |
5 |
19 |
869 |
4 |
9 |
36 |
1,489 |
| Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility |
1 |
5 |
25 |
63 |
2 |
7 |
49 |
109 |
| Long Memory and Forecasting in Euroyen Deposit Rates |
1 |
1 |
2 |
304 |
2 |
7 |
12 |
1,911 |
| Long Memory in the Greek Stock Market |
1 |
1 |
4 |
977 |
2 |
5 |
14 |
5,353 |
| Long Term Dependence in Stock Returns |
0 |
0 |
0 |
612 |
1 |
5 |
9 |
1,776 |
| Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? |
0 |
0 |
3 |
523 |
0 |
2 |
11 |
2,318 |
| Long-Memory Forecasting of U.S. Monetary Indices |
0 |
0 |
0 |
256 |
1 |
4 |
14 |
679 |
| Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance |
0 |
0 |
0 |
90 |
0 |
0 |
5 |
441 |
| Macroeconomic Uncertainty and Credit Default Swap Spreads |
1 |
5 |
11 |
215 |
13 |
33 |
74 |
576 |
| Macroeconomic Uncertainty and Firm Leverage |
0 |
0 |
6 |
164 |
0 |
1 |
24 |
641 |
| Macroeconomics Uncertainty and Firm Leverage |
0 |
1 |
1 |
89 |
0 |
3 |
14 |
447 |
| Modeling Rating Transition Matrices for Wholesale Loan Portfolios |
52 |
52 |
52 |
52 |
10 |
10 |
10 |
10 |
| Modeling Returns on the Term Structure of Treasury Interest Rates |
0 |
0 |
2 |
821 |
0 |
1 |
10 |
3,409 |
| Modeling fixed income excess returns |
0 |
0 |
1 |
427 |
1 |
2 |
11 |
2,381 |
| Modelling Federal Reserve Discount Policy |
0 |
0 |
2 |
180 |
0 |
1 |
14 |
1,752 |
| Monetary Policy in the Transition to a Zero Federal Deficit |
0 |
0 |
0 |
202 |
0 |
2 |
5 |
2,109 |
| Nearest-Neighbor Forecasts of U.S. Interest Rates |
0 |
0 |
1 |
827 |
1 |
4 |
8 |
3,995 |
| Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era |
0 |
1 |
4 |
876 |
3 |
8 |
22 |
4,784 |
| Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports |
1 |
3 |
6 |
748 |
1 |
5 |
14 |
2,082 |
| Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate |
0 |
0 |
0 |
735 |
0 |
3 |
19 |
7,379 |
| On the Investment Sensitivity of Debt under Uncertainty |
0 |
0 |
2 |
165 |
1 |
5 |
14 |
371 |
| On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty |
1 |
1 |
7 |
448 |
7 |
18 |
53 |
1,262 |
| On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty |
0 |
0 |
4 |
268 |
1 |
9 |
32 |
782 |
| Parliamentary Election Cycles and the Turkish Banking Sector |
0 |
0 |
0 |
27 |
0 |
2 |
18 |
125 |
| Parliamentary Election Cycles and the Turkish Banking Sector |
2 |
2 |
4 |
167 |
3 |
6 |
25 |
497 |
| Parliamentary Election Cycles and the Turkish Banking Sector |
0 |
0 |
2 |
35 |
0 |
3 |
22 |
173 |
| Persistence in International Inflation Rates |
0 |
0 |
0 |
551 |
0 |
1 |
8 |
4,971 |
| Persistent Dependence in Foreign Exchange Rates? A Reexamination |
0 |
0 |
2 |
368 |
4 |
9 |
26 |
2,207 |
| Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms |
0 |
0 |
0 |
1,256 |
1 |
6 |
13 |
5,860 |
| Political patronage in Ukranian banking |
0 |
0 |
2 |
136 |
0 |
2 |
17 |
649 |
| Powerful new tools for time series analysis |
1 |
2 |
4 |
510 |
3 |
6 |
13 |
891 |
| Q, Cash Flow and Investment: An Econometric Critique |
2 |
2 |
5 |
376 |
2 |
5 |
16 |
1,678 |
| R&D Expenditures and Geographical Sales Diversification |
1 |
5 |
10 |
147 |
1 |
9 |
37 |
359 |
| Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say |
2 |
2 |
4 |
163 |
6 |
7 |
17 |
421 |
| Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money |
0 |
0 |
1 |
255 |
0 |
1 |
7 |
1,948 |
| Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey |
0 |
1 |
3 |
53 |
0 |
2 |
10 |
46 |
| Rolling Regressions with Stata |
2 |
4 |
14 |
1,571 |
2 |
8 |
46 |
3,655 |
| Sectoral Fluctuations in U.K. Firms' Investment Expenditures |
0 |
0 |
0 |
90 |
1 |
5 |
21 |
577 |
| Sectoral Fluctuations in U.K. Firms' Investment Expenditures |
0 |
0 |
0 |
111 |
0 |
1 |
6 |
797 |
| Should you become a Stata programmer? |
2 |
2 |
11 |
1,068 |
4 |
8 |
23 |
1,531 |
| Stata: The language of choice for time series analysis? |
2 |
2 |
14 |
1,910 |
2 |
8 |
45 |
3,799 |
| Stochastic Long Memory in Traded Goods Prices |
0 |
0 |
2 |
137 |
0 |
3 |
12 |
822 |
| The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity |
0 |
0 |
6 |
201 |
2 |
5 |
47 |
582 |
| The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany |
0 |
1 |
1 |
140 |
0 |
3 |
14 |
730 |
| The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany |
0 |
2 |
5 |
36 |
1 |
5 |
21 |
245 |
| The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms |
1 |
4 |
22 |
304 |
4 |
15 |
112 |
1,521 |
| The Effects of Short-Term Liabilities on Profitability: The Case of Germany |
0 |
4 |
18 |
161 |
12 |
24 |
118 |
848 |
| The Effects of Short-Term Liabilities on Profitability: The Case of Germany |
2 |
2 |
6 |
107 |
4 |
6 |
27 |
496 |
| The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity |
0 |
1 |
3 |
104 |
0 |
8 |
34 |
338 |
| The Effects of Uncertainty on the Leverage of Non-Financial Firms |
0 |
1 |
5 |
278 |
5 |
13 |
32 |
1,057 |
| The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates |
0 |
0 |
0 |
46 |
2 |
6 |
12 |
365 |
| The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates |
0 |
0 |
1 |
816 |
0 |
3 |
9 |
2,935 |
| The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test |
0 |
0 |
0 |
978 |
6 |
17 |
58 |
4,068 |
| The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis |
0 |
0 |
1 |
99 |
0 |
3 |
14 |
329 |
| The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis |
0 |
0 |
0 |
92 |
0 |
1 |
15 |
252 |
| The Impact of Macroeconomic Uncertainty on Bank Lending Behavior |
0 |
0 |
7 |
221 |
1 |
4 |
25 |
644 |
| The Impact of Macroeconomic Uncertainty on Bank Lending Behavior |
1 |
1 |
3 |
418 |
2 |
6 |
25 |
1,138 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms |
0 |
0 |
0 |
213 |
0 |
2 |
9 |
574 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms |
0 |
0 |
1 |
49 |
3 |
7 |
14 |
283 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms |
0 |
1 |
4 |
124 |
2 |
7 |
19 |
537 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms |
0 |
0 |
1 |
133 |
2 |
4 |
11 |
551 |
| The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage |
0 |
0 |
3 |
192 |
1 |
4 |
22 |
539 |
| The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity |
1 |
6 |
13 |
399 |
7 |
27 |
82 |
1,776 |
| The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms |
0 |
3 |
9 |
179 |
0 |
4 |
14 |
665 |
| The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity |
0 |
1 |
3 |
42 |
2 |
6 |
18 |
211 |
| The Impact of the Financial System's Structure on Firms' Financial Constraints |
1 |
1 |
2 |
203 |
6 |
11 |
33 |
602 |
| The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility |
0 |
1 |
8 |
32 |
3 |
8 |
40 |
91 |
| The Volatility of International Trade Flows and Exchange Rate Uncertainty |
0 |
0 |
3 |
204 |
1 |
2 |
15 |
520 |
| The contextual effects of social capital on health: a cross-national instrumental variable analysis |
0 |
0 |
1 |
89 |
1 |
3 |
13 |
177 |
| The role of uncertainty in the transmission of monetary policy effects on bank lending |
1 |
2 |
6 |
325 |
2 |
6 |
23 |
1,022 |
| The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds |
0 |
0 |
3 |
525 |
0 |
5 |
23 |
1,520 |
| The second moments matter: The response of bank lending behavior to macroeconomic uncertainty |
0 |
0 |
3 |
152 |
0 |
4 |
15 |
491 |
| The second moments matter: The response of bank lending behavior to macroeconomic uncertainty |
0 |
0 |
2 |
206 |
1 |
8 |
23 |
779 |
| The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty |
0 |
3 |
3 |
73 |
1 |
11 |
21 |
243 |
| Time series filtering techniques in Stata |
9 |
25 |
100 |
1,125 |
23 |
61 |
285 |
2,556 |
| Time series filtering techniques in Stata |
0 |
1 |
9 |
434 |
1 |
7 |
36 |
948 |
| Time-Varying Risk Premia in the Foreign Currency Futures Basis |
0 |
0 |
0 |
657 |
3 |
10 |
28 |
3,261 |
| Tobin's Q And Financial Policy Revisited |
0 |
0 |
0 |
0 |
2 |
5 |
11 |
867 |
| Topics in time series regression modeling |
2 |
4 |
38 |
1,515 |
10 |
33 |
314 |
4,089 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
0 |
0 |
63 |
0 |
0 |
7 |
307 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
0 |
4 |
55 |
1 |
4 |
16 |
247 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
1 |
2 |
171 |
1 |
4 |
19 |
648 |
| Uncertainty Determinants of Corporate Liquidity |
1 |
1 |
1 |
48 |
2 |
4 |
10 |
304 |
| Uncertainty Determinants of Firm Investment |
1 |
1 |
7 |
285 |
3 |
12 |
26 |
693 |
| Using Mata to work more effectively with Stata: A tutorial |
3 |
11 |
50 |
2,422 |
6 |
17 |
83 |
3,899 |
| Using Mata to work more effectively with Stata: A tutorial |
0 |
0 |
19 |
560 |
2 |
6 |
33 |
993 |
| Using Mata to work more effectively with Stata: A tutorial |
0 |
0 |
0 |
416 |
0 |
3 |
10 |
768 |
| Using Stata for Applied Research: Reviewing its Capabilities |
7 |
10 |
23 |
735 |
10 |
18 |
42 |
1,008 |
| Using instrumental variables techniques in economics and finance |
2 |
6 |
13 |
552 |
4 |
11 |
28 |
877 |
| Waves and Persistence in Merger and Acquisition Activity |
1 |
1 |
5 |
2,048 |
3 |
6 |
29 |
8,660 |
| What do Chinese Macro Announcements Tell Us About the World Economy? |
1 |
7 |
19 |
41 |
4 |
17 |
45 |
118 |
| cron, perl and Stata: automated production and presentation of a business-daily index |
0 |
0 |
1 |
237 |
0 |
2 |
11 |
798 |
| Total Working Papers |
178 |
373 |
1,549 |
69,496 |
399 |
1,234 |
5,200 |
216,073 |
| 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 |
2 |
3 |
177 |
| A logit analysis of the factor content of West German foreign trade |
0 |
0 |
1 |
13 |
0 |
1 |
6 |
81 |
| A nonparametric investigation of the 90-day t-bill rate |
0 |
0 |
1 |
39 |
0 |
3 |
14 |
547 |
| A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency |
0 |
0 |
1 |
48 |
1 |
6 |
13 |
409 |
| A review of Stata 8.1 and its time series capabilities |
0 |
1 |
2 |
197 |
1 |
4 |
7 |
559 |
| A test for long-range dependence in a time series |
1 |
1 |
2 |
37 |
1 |
2 |
8 |
104 |
| Activist policy and macroeconomic instability |
0 |
0 |
0 |
15 |
0 |
1 |
4 |
123 |
| An empirical analysis of the composition of manufacturing employment in the industrialized countries |
0 |
0 |
2 |
17 |
0 |
2 |
8 |
73 |
| Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques |
0 |
0 |
1 |
110 |
0 |
0 |
2 |
603 |
| Compacting time series data |
0 |
0 |
1 |
37 |
0 |
1 |
7 |
100 |
| Coordination of large macroeconomies'policies and the stability of small economies |
0 |
0 |
1 |
7 |
0 |
1 |
6 |
64 |
| Credit rating agency downgrades and the Eurozone sovereign debt crises |
0 |
1 |
1 |
1 |
1 |
10 |
10 |
10 |
| Cumulative author index, volumes 1-15 |
0 |
0 |
11 |
11 |
0 |
1 |
25 |
25 |
| Dynamic adjustment of firms' capital structures in a varying-risk environment |
0 |
0 |
1 |
16 |
0 |
2 |
6 |
69 |
| Dynamics of Intra-EMS Interest Rate Linkages |
0 |
0 |
2 |
37 |
1 |
4 |
13 |
220 |
| Enhanced routines for instrumental variables/generalized method of moments estimation and testing |
9 |
29 |
127 |
1,278 |
16 |
68 |
245 |
2,158 |
| Evaluating concavity for production and cost functions |
0 |
1 |
2 |
91 |
0 |
2 |
20 |
237 |
| Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports |
0 |
1 |
4 |
98 |
0 |
3 |
13 |
451 |
| Exchange Rate Uncertainty and Firm Profitability |
0 |
0 |
5 |
69 |
0 |
3 |
23 |
357 |
| Exchange rate effects on the volume and variability of trade flows |
2 |
4 |
15 |
249 |
6 |
14 |
51 |
851 |
| FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES |
0 |
1 |
1 |
1 |
0 |
3 |
7 |
13 |
| Foreword |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
36 |
| Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums |
1 |
1 |
2 |
82 |
2 |
7 |
25 |
388 |
| Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates |
0 |
0 |
0 |
0 |
0 |
2 |
12 |
85 |
| Fractional dynamics in Japanese financial time series |
0 |
0 |
0 |
28 |
1 |
5 |
10 |
213 |
| Fractional monetary dynamics |
0 |
0 |
0 |
30 |
1 |
3 |
13 |
368 |
| Happily Ever After? Pre-and-Post Disaster Determinants of Happiness Among Survivors of Hurricane Katrina |
0 |
0 |
3 |
7 |
1 |
1 |
15 |
27 |
| Instrumental variables and GMM: Estimation and testing |
6 |
10 |
59 |
3,116 |
9 |
31 |
145 |
7,029 |
| Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility |
0 |
0 |
1 |
1 |
2 |
5 |
10 |
10 |
| Long memory in the Greek stock market |
0 |
0 |
0 |
96 |
1 |
5 |
10 |
531 |
| Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? |
0 |
0 |
0 |
49 |
6 |
8 |
17 |
331 |
| Long-memory forecasting of US monetary indices |
0 |
0 |
0 |
34 |
1 |
5 |
12 |
196 |
| Long-term dependence in stock returns |
1 |
1 |
2 |
82 |
2 |
8 |
17 |
391 |
| Macroeconomic uncertainty and credit default swap spreads |
1 |
1 |
2 |
71 |
1 |
2 |
12 |
255 |
| Metadata for user-written contributions to the Stata programming language |
0 |
1 |
1 |
16 |
0 |
3 |
7 |
78 |
| Metadata for user-written contributions to the Stata programming language: extensions |
0 |
0 |
0 |
21 |
1 |
2 |
4 |
62 |
| Modelling Federal Reserve Discount Policy |
0 |
0 |
0 |
81 |
0 |
2 |
7 |
902 |
| Multivariate portmanteau (Q) test for white noise |
1 |
1 |
5 |
220 |
1 |
5 |
26 |
739 |
| Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era |
0 |
0 |
0 |
85 |
1 |
3 |
18 |
461 |
| Nonlinear effects of exchange rate volatility on the volume of bilateral exports |
0 |
1 |
6 |
374 |
1 |
4 |
23 |
1,157 |
| On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
544 |
| On the investment sensitivity of debt under uncertainty |
0 |
0 |
2 |
63 |
1 |
4 |
23 |
236 |
| On the sensitivity of firms' investment to cash flow and uncertainty |
0 |
0 |
4 |
97 |
1 |
4 |
19 |
322 |
| On the sensitivity of optimal control solutions |
0 |
0 |
0 |
23 |
0 |
1 |
5 |
92 |
| On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty |
0 |
1 |
14 |
117 |
1 |
8 |
45 |
364 |
| Parliamentary election cycles and the Turkish banking sector |
0 |
1 |
6 |
63 |
1 |
4 |
23 |
273 |
| Persistence in International Inflation Rates |
0 |
0 |
0 |
0 |
0 |
2 |
11 |
92 |
| Political patronage in Ukrainian banking |
0 |
1 |
1 |
40 |
1 |
4 |
14 |
272 |
| Q, Cash Flow and Investment: An Econometric Critique |
0 |
0 |
0 |
44 |
1 |
1 |
6 |
283 |
| Reexamining the term structure of interest rates and the interwar demand for money |
0 |
0 |
0 |
1 |
0 |
2 |
4 |
8 |
| Residual diagnostics for cross-section time series regression models |
1 |
3 |
10 |
921 |
2 |
9 |
36 |
2,582 |
| Richard Sperling (1961-2011) |
0 |
0 |
0 |
0 |
1 |
2 |
13 |
134 |
| Sectoral fluctuations in U.K. firms' investment expenditures |
0 |
0 |
0 |
1 |
0 |
1 |
5 |
17 |
| Stata tip 126: Handling irregularly spaced high-frequency transactions data |
2 |
2 |
2 |
2 |
8 |
10 |
10 |
10 |
| Stata tip 37: And the last shall be first |
0 |
1 |
2 |
42 |
0 |
1 |
6 |
130 |
| Stata tip 38: Testing for groupwise heteroskedasticity |
6 |
7 |
18 |
562 |
6 |
8 |
37 |
1,122 |
| Stata tip 40: Taking care of business |
13 |
52 |
257 |
1,113 |
25 |
95 |
537 |
2,192 |
| Stata tip 45: Getting those data into shape |
0 |
0 |
3 |
172 |
0 |
0 |
17 |
463 |
| Stata tip 63: Modeling proportions |
0 |
2 |
9 |
283 |
1 |
6 |
26 |
483 |
| Stata tip 73: append with care! |
1 |
1 |
2 |
155 |
2 |
3 |
7 |
376 |
| Stata tip 88: Efficiently evaluating elasticities with the margins command |
0 |
0 |
0 |
0 |
0 |
4 |
10 |
299 |
| Stata: The language of choice for time-series analysis? |
0 |
0 |
9 |
369 |
0 |
4 |
26 |
966 |
| Stochastic long memory in traded goods prices |
0 |
0 |
1 |
22 |
0 |
4 |
14 |
185 |
| THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS |
0 |
0 |
6 |
70 |
0 |
2 |
39 |
316 |
| THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING |
0 |
0 |
3 |
12 |
0 |
1 |
11 |
40 |
| Test for autoregressive conditional heteroskedasticity in regression error distribution |
1 |
2 |
3 |
57 |
1 |
4 |
11 |
162 |
| Tests for heteroskedasticity in regression error distribution |
2 |
2 |
3 |
51 |
2 |
2 |
13 |
149 |
| Tests for long memory in a time series |
0 |
0 |
3 |
106 |
0 |
0 |
12 |
186 |
| Tests for serial correlation in regression error distribution |
0 |
0 |
0 |
39 |
0 |
0 |
7 |
116 |
| Tests for stationarity of a time series |
1 |
2 |
6 |
219 |
1 |
3 |
12 |
405 |
| Tests for stationarity of a time series: update |
1 |
2 |
4 |
61 |
1 |
4 |
12 |
125 |
| The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity |
1 |
3 |
31 |
61 |
6 |
18 |
136 |
234 |
| The contextual effects of social capital on health: A cross-national instrumental variable analysis |
0 |
0 |
1 |
14 |
0 |
3 |
14 |
68 |
| The effects of price- and output-stabilising policies in an interdependent world economy |
0 |
0 |
1 |
9 |
0 |
1 |
4 |
59 |
| The effects of uncertainty and corporate governance on firms’ demand for liquidity |
0 |
0 |
2 |
25 |
1 |
6 |
13 |
108 |
| The forward rate unbiasedness hypothesis reexamined: evidence from a new test |
0 |
0 |
2 |
82 |
1 |
7 |
18 |
373 |
| The impact of macroeconomic uncertainty on firms' changes in financial leverage |
0 |
0 |
3 |
85 |
1 |
3 |
18 |
277 |
| The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity |
0 |
0 |
6 |
132 |
0 |
2 |
19 |
431 |
| The impact of the financial system's structure on firms' financial constraints |
1 |
4 |
18 |
114 |
5 |
16 |
101 |
787 |
| The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds |
0 |
1 |
2 |
57 |
2 |
4 |
21 |
185 |
| Time‐varying risk premia in the foreign currency futures basis |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
6 |
| Tobin's Q, intangible capital, and financial policy |
0 |
0 |
1 |
91 |
1 |
3 |
11 |
306 |
| Tobin's q and measurement error: Caveat investigator |
0 |
0 |
0 |
89 |
0 |
1 |
3 |
300 |
| USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES |
0 |
0 |
0 |
0 |
1 |
2 |
23 |
244 |
| Ukrainische Banken: politische Patronage von Bedeutung |
0 |
0 |
0 |
30 |
0 |
2 |
21 |
407 |
| Uncertainty determinants of corporate liquidity |
1 |
3 |
22 |
143 |
3 |
14 |
78 |
482 |
| Uncertainty determinants of firm investment |
2 |
2 |
6 |
102 |
2 |
8 |
25 |
340 |
| Utility for time series data |
1 |
1 |
10 |
184 |
1 |
3 |
49 |
961 |
| Waves and persistence in merger and acquisition activity |
0 |
0 |
0 |
168 |
0 |
3 |
12 |
656 |
| What do Chinese macro announcements tell us about the world economy? |
2 |
5 |
13 |
13 |
2 |
8 |
32 |
32 |
| Total Journal Articles |
58 |
153 |
748 |
12,868 |
141 |
535 |
2,502 |
39,690 |
| 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 |
2 |
13 |
69 |
171 |
19 |
66 |
298 |
784 |
| ARCH: MATLAB function to compute ARCH test |
0 |
3 |
24 |
1,703 |
6 |
23 |
113 |
5,534 |
| ARCHLM: Stata module to calculate LM test for ARCH effects |
3 |
7 |
51 |
1,499 |
24 |
52 |
386 |
7,510 |
| ARFIMAFC: RATS modules to forecast fractionally differenced timeseries |
0 |
0 |
2 |
645 |
1 |
4 |
13 |
1,847 |
| ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model |
3 |
10 |
34 |
1,616 |
24 |
58 |
272 |
7,319 |
| ARRANGEDAR: RATS procedures to calculate arranged autoregressions |
0 |
0 |
2 |
266 |
1 |
6 |
18 |
883 |
| 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 |
34 |
102 |
18 |
49 |
193 |
547 |
| AVPLOT3: Stata module to generate partial regression plots for subsamples |
0 |
1 |
1 |
164 |
1 |
8 |
28 |
2,015 |
| BCUSE: Stata module to access instructional datasets on Boston College server |
5 |
15 |
81 |
280 |
13 |
54 |
343 |
1,196 |
| BETACOEF: Stata module to calculate beta coefficients from regression |
2 |
6 |
29 |
1,518 |
16 |
38 |
222 |
10,334 |
| BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation |
2 |
7 |
36 |
1,738 |
16 |
57 |
279 |
10,864 |
| BIDENSITY: Stata module to produce and graph bivariate density estimates |
4 |
10 |
41 |
169 |
17 |
62 |
205 |
787 |
| BKING: Stata module to implement Baxter-King filter for timeseries data |
1 |
4 |
14 |
1,234 |
16 |
47 |
155 |
4,356 |
| BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity |
0 |
6 |
28 |
2,609 |
7 |
24 |
156 |
10,040 |
| BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data |
0 |
1 |
5 |
204 |
1 |
7 |
26 |
977 |
| CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data |
1 |
4 |
20 |
455 |
5 |
14 |
54 |
1,224 |
| CHECKREG3: Stata module to check identification status of simultaneous equations system |
4 |
8 |
20 |
324 |
6 |
20 |
63 |
1,206 |
| CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks |
17 |
54 |
242 |
2,211 |
57 |
180 |
804 |
6,548 |
| CMAXUSE: Stata module to access Cmax instructional datasets |
0 |
0 |
0 |
9 |
1 |
8 |
26 |
86 |
| CNSRSIG: Stata module to evaluate validity of restrictions on a regression |
3 |
5 |
18 |
405 |
7 |
15 |
72 |
2,096 |
| CUSUM6: Stata module to compute cusum, cusum^2 stability tests |
9 |
24 |
94 |
1,520 |
26 |
97 |
394 |
5,172 |
| DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method |
15 |
51 |
177 |
2,140 |
88 |
224 |
812 |
7,333 |
| DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test |
2 |
10 |
53 |
3,022 |
20 |
63 |
362 |
13,055 |
| DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy |
21 |
37 |
147 |
1,787 |
54 |
115 |
473 |
4,569 |
| DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates |
4 |
9 |
43 |
1,113 |
14 |
55 |
278 |
4,356 |
| DURBINH: Stata module to calculate Durbin's h test for serial correlation |
4 |
13 |
44 |
1,453 |
14 |
62 |
251 |
7,836 |
| FRACDIFF: Stata module to generate fractionally-differenced timeseries |
0 |
2 |
12 |
370 |
4 |
12 |
56 |
1,309 |
| FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries |
1 |
2 |
8 |
910 |
17 |
32 |
76 |
3,747 |
| GENEIGEN: Stata module to calculate eigenvalues of a real general matrix |
0 |
2 |
23 |
477 |
4 |
11 |
103 |
2,622 |
| GHISTCUM: Stata module to graph histogram and cumulative distribution |
2 |
9 |
39 |
792 |
21 |
77 |
317 |
4,936 |
| GPHROB: RATS modules to perform tests for fractional integration of timeseries |
1 |
1 |
8 |
670 |
1 |
3 |
27 |
1,760 |
| GPHUDAK: Stata module to estimate long memory in a timeseries |
2 |
9 |
18 |
481 |
11 |
41 |
98 |
1,351 |
| GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries |
0 |
1 |
2 |
315 |
0 |
3 |
17 |
913 |
| GRPDF: Stata module to produce PDFs from memory graphs |
0 |
6 |
7 |
7 |
4 |
41 |
51 |
51 |
| HADRILM: Stata module to perform Hadri panel unit root test |
3 |
9 |
34 |
1,837 |
8 |
30 |
121 |
4,778 |
| HEGY4: Stata module to compute Hylleberg et al seasonal unit root test |
0 |
5 |
47 |
741 |
5 |
37 |
188 |
2,146 |
| HLP2PDF: Stata module to create PDF or PostScript from Stata help file |
0 |
1 |
10 |
226 |
2 |
9 |
42 |
1,030 |
| HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data |
15 |
49 |
240 |
7,329 |
42 |
146 |
750 |
15,371 |
| IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test |
5 |
17 |
66 |
4,550 |
19 |
61 |
263 |
10,262 |
| ITSP_ADO: Stata module to accompany Introduction to Stata Programming book |
0 |
2 |
17 |
127 |
3 |
13 |
72 |
477 |
| IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation |
1 |
4 |
11 |
235 |
2 |
14 |
53 |
1,106 |
| IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg |
14 |
38 |
246 |
5,882 |
102 |
306 |
1,793 |
27,949 |
| IVGMM0: Stata module to perform instrumental variables via GMM |
1 |
2 |
4 |
1,357 |
2 |
6 |
31 |
4,216 |
| IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10) |
1 |
7 |
18 |
44 |
10 |
33 |
106 |
200 |
| IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) |
1 |
4 |
17 |
1,235 |
9 |
22 |
97 |
5,092 |
| IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) |
3 |
5 |
34 |
740 |
11 |
32 |
168 |
2,596 |
| IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation |
74 |
223 |
1,077 |
16,995 |
352 |
1,039 |
4,966 |
57,213 |
| IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments |
18 |
62 |
302 |
934 |
52 |
186 |
960 |
3,822 |
| KDENS2: Stata module to estimate bivariate kernel density |
2 |
16 |
67 |
1,212 |
29 |
88 |
356 |
4,267 |
| KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity |
11 |
46 |
185 |
3,175 |
41 |
148 |
665 |
9,360 |
| LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test |
3 |
11 |
57 |
4,014 |
20 |
81 |
315 |
10,201 |
| LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias |
2 |
5 |
19 |
311 |
9 |
16 |
95 |
1,366 |
| LOG2HTML: Stata module to produce HTML log files |
5 |
13 |
27 |
582 |
23 |
53 |
195 |
2,970 |
| LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test |
4 |
15 |
63 |
1,276 |
14 |
41 |
178 |
3,258 |
| LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries |
1 |
4 |
8 |
647 |
4 |
21 |
54 |
2,117 |
| MADFULLER: Stata module to perform Dickey-Fuller test on panel data |
0 |
1 |
12 |
1,942 |
1 |
12 |
88 |
6,419 |
| MATIN4-MATOUT4: Stata module to import and export matrices |
2 |
6 |
18 |
441 |
5 |
17 |
63 |
1,796 |
| MODLPR: Stata module to estimate long memory in a timeseries |
3 |
6 |
12 |
427 |
3 |
12 |
45 |
1,339 |
| MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel |
5 |
15 |
80 |
791 |
15 |
57 |
284 |
3,110 |
| MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel |
11 |
19 |
72 |
1,125 |
36 |
74 |
348 |
5,007 |
| NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating |
11 |
24 |
174 |
1,000 |
48 |
146 |
653 |
3,970 |
| NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends |
2 |
6 |
15 |
1,021 |
6 |
22 |
85 |
3,474 |
| OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality |
0 |
3 |
16 |
457 |
12 |
29 |
139 |
2,790 |
| ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise |
1 |
2 |
5 |
167 |
3 |
11 |
29 |
1,014 |
| ORSE: Stata module to save odds ratios and their standard errors after logit, ologit |
1 |
5 |
12 |
198 |
4 |
18 |
61 |
998 |
| OUTSERIES: Stata module to write timeseries to text files |
0 |
0 |
0 |
76 |
2 |
6 |
11 |
486 |
| OUTTABLE: Stata module to write matrix to LaTeX table |
12 |
24 |
124 |
2,537 |
61 |
144 |
754 |
17,505 |
| OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg2, ivreg29, ivregress, ivprobit, ivtobit, reg3 |
14 |
45 |
230 |
5,754 |
58 |
185 |
924 |
19,122 |
| PANELAUTO: Stata module to support tests for autocorrelation on panel data |
10 |
36 |
187 |
1,997 |
55 |
171 |
731 |
7,444 |
| PANELUNIT: Stata module to support unit root tests on panel data |
1 |
1 |
6 |
1,205 |
4 |
6 |
27 |
3,367 |
| PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit |
4 |
14 |
68 |
1,706 |
23 |
82 |
281 |
5,986 |
| PWCORR2: Stata module to compute pairwise correlations and return results |
1 |
5 |
26 |
223 |
11 |
48 |
256 |
1,573 |
| PWCOV: Stata module to compute pairwise covariances |
0 |
2 |
4 |
103 |
1 |
3 |
31 |
567 |
| QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients |
1 |
8 |
26 |
388 |
11 |
26 |
95 |
1,503 |
| QSTAT2: MATLAB function to compute Ljung-Box Q statistic |
4 |
13 |
89 |
2,495 |
14 |
39 |
258 |
8,088 |
| ROBLPR: Stata module to estimate long memory in a set of timeseries |
1 |
6 |
14 |
449 |
5 |
20 |
62 |
1,500 |
| ROLLING2: Stata module to perform rolling window and recursive estimation |
4 |
10 |
37 |
745 |
16 |
36 |
185 |
3,160 |
| ROLLREG: Stata module to perform rolling regression estimation |
16 |
37 |
173 |
2,240 |
60 |
149 |
746 |
7,171 |
| SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) |
4 |
7 |
46 |
606 |
37 |
109 |
592 |
5,530 |
| SPEARMAN2: Stata module to calculate Spearman rank correlations, extended |
0 |
4 |
20 |
596 |
12 |
38 |
209 |
4,506 |
| SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users |
0 |
0 |
8 |
734 |
1 |
1 |
20 |
2,231 |
| SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method |
10 |
31 |
137 |
533 |
29 |
90 |
412 |
1,569 |
| STATICFC: Stata module to compute static forecasts for a recursive rolling regression |
2 |
10 |
45 |
236 |
8 |
28 |
166 |
812 |
| STATSMAT: Stata module to place descriptive statistics in matrix |
3 |
3 |
17 |
677 |
10 |
25 |
105 |
3,241 |
| TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation |
0 |
2 |
10 |
40 |
1 |
5 |
24 |
216 |
| TORATS: Stata module to facilitate transfer of data to RATS |
0 |
0 |
6 |
166 |
3 |
7 |
38 |
1,028 |
| TOSQL: Stata module to transfer data to SQL database |
0 |
0 |
6 |
383 |
5 |
23 |
93 |
2,883 |
| TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values |
1 |
10 |
66 |
641 |
14 |
53 |
312 |
3,050 |
| TSGRAPH: Stata module to produce time series line graph |
2 |
5 |
23 |
785 |
10 |
38 |
200 |
4,700 |
| TSLIST: Stata module to list time series data |
0 |
0 |
0 |
203 |
2 |
10 |
41 |
6,366 |
| TSMKTIM: Stata module to generate time-series calendar variable |
2 |
11 |
59 |
1,011 |
13 |
48 |
232 |
3,659 |
| URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates |
1 |
1 |
8 |
192 |
4 |
6 |
33 |
681 |
| VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) |
1 |
3 |
7 |
803 |
3 |
8 |
26 |
2,628 |
| VECAR: Stata module to estimate vector autoregressive (VAR) models |
3 |
4 |
13 |
1,982 |
5 |
14 |
78 |
7,325 |
| WHITETST: Stata module to perform White's test for heteroskedasticity |
4 |
26 |
161 |
5,980 |
30 |
143 |
1,063 |
24,370 |
| WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test |
3 |
9 |
35 |
939 |
10 |
41 |
200 |
4,951 |
| XTILETEST: Stata module to test equality of percentiles across groups of observations |
1 |
4 |
9 |
9 |
3 |
21 |
65 |
65 |
| XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model |
9 |
42 |
192 |
3,782 |
63 |
192 |
906 |
15,156 |
| XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity |
23 |
58 |
310 |
3,629 |
101 |
275 |
1,327 |
11,698 |
| ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break |
25 |
94 |
364 |
4,516 |
75 |
243 |
1,042 |
10,510 |
| aer.pl, a script converting XML data to ReDIF |
1 |
3 |
10 |
159 |
1 |
8 |
38 |
1,153 |
| bejeap.pl, a script converting OAI data to ReDIF |
0 |
0 |
5 |
76 |
0 |
2 |
22 |
756 |
| bejeap2.pl, a script converting OAI data to ReDIF with Unicode support |
0 |
0 |
8 |
109 |
0 |
4 |
32 |
780 |
| cdl-ciders.pl, a script converting XML data to ReDIF |
0 |
0 |
5 |
69 |
1 |
13 |
40 |
852 |
| dspace2redif.pl, a script converting DSpace metadata to ReDIF |
1 |
1 |
10 |
166 |
6 |
22 |
82 |
956 |
| ectj.pl, a script converting html data to ReDIF |
0 |
0 |
1 |
75 |
0 |
1 |
18 |
901 |
| imfocpcvt.pl, a script converting html data to ReDIF |
0 |
0 |
0 |
50 |
0 |
7 |
16 |
756 |
| rjeyr.pl, a script converting html data to ReDIF |
0 |
0 |
2 |
48 |
0 |
0 |
12 |
816 |
| Total Software Items |
475 |
1,493 |
6,958 |
142,510 |
2,194 |
6,798 |
32,109 |
536,494 |
|
|
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