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 0 484 0 0 6 2,038
A general approach to testing for autocorrelation 5 9 32 90 6 17 73 195
A general approach to testing for autocorrelation 1 3 7 59 3 5 24 87
A little bit of Stata programming goes a long way 2 4 21 2,016 5 12 45 3,409
A little bit of Stata programming goes a long way 1 2 37 5,388 3 11 94 9,581
A re-evaluation of empirical tests of the Fisher hypothesis 0 1 1 387 0 2 7 1,467
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 1 352 0 1 7 1,317
A review of Stata 8.1 and its time series capabilities 1 1 5 1,730 5 7 23 3,626
A simple alternative to the linear probability model for binary choice models with endogenous regressors 5 9 30 158 6 17 61 363
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates 0 0 0 214 1 2 7 1,853
An interpretation and implementation of the Theil-Goldberger 'mixed' estimator 4 6 19 141 6 11 59 333
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests 0 0 0 0 13 18 59 1,210
Binary choice models with endogenous regressors 7 10 51 234 9 20 85 367
Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? 1 6 32 112 2 11 77 261
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 58 0 2 11 640
Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes 0 1 1 94 0 5 19 454
Corporate Liquidity Management and Future Investment Expenditures 1 3 14 104 3 8 31 347
Credible Disinflation Policy in a Dynamic Setting 0 0 0 167 0 5 9 1,399
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises 1 1 6 21 1 2 25 78
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis 0 0 21 53 3 8 73 119
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 3 8 84 84 8 20 68 68
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 2 8 30 91 7 24 90 162
Credit rating agency downgrades and the Eurozone sovereign debt crises 2 12 49 49 6 17 43 43
Does Regular Economic News from Emerging Countries Move Markets? Evidence from Chinese Macro Announcements 0 2 5 17 2 6 26 52
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 1 1 1 0 4 4 4
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 1 2 82 0 1 12 113
Does the tenure of Private Equity investment improve the performance of European firms? 1 1 2 67 1 1 13 173
Dynamics of Intra-EMS Interest Rate Linkages 1 1 3 189 1 1 5 955
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 60 0 0 4 308
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 0 2 7 316 2 5 19 873
Efficient Management of Multi-Frequency Panel Data with Stata 1 2 7 699 1 4 15 1,760
Efficient management of multi-frequency panel data with Stata 3 6 23 510 6 10 53 1,247
Enhanced routines for instrumental variables/GMM estimation and testing 1 2 11 526 1 5 35 1,084
Enhanced routines for instrumental variables/GMM estimation and testing 12 37 120 2,025 21 83 282 3,875
Evaluating one-way and two-way cluster-robust covariance matrix estimates 0 1 8 157 0 2 22 391
Evaluating one-way and two-way cluster-robust covariance matrix estimates 4 6 27 385 9 12 63 884
Evaluating one-way and two-way cluster–robust covariance matrix estimates 1 5 28 186 3 13 79 570
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 3 6 14 1,584
Exchange Rate Effects on the Volume and Variability of Trade Flows 1 2 4 983 4 10 21 3,125
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 1 1 10 816 1 2 33 2,289
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 1 3 6 685 2 9 28 1,736
Exchange Rate Uncertainty and Firm Profitability 1 3 14 667 6 18 68 2,332
Extending Stata's capabilities for asymptotic covariance matrix estimation 9 13 33 33 17 40 87 87
Facilitating Applied Economic Research with Stata 2 5 43 865 3 6 135 2,047
Firm Investment and Financial Frictions 0 0 4 175 1 2 12 438
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 0 1 2 550 3 6 13 2,059
Fractional Cointegration Analysis of Long Term International Interest Rates 0 0 2 787 0 1 10 2,858
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 1 378 0 1 14 2,128
Fractional Dynamics in Japanese Financial Time Series 1 1 2 327 1 2 11 1,482
Fractional Monetary Dynamics 0 0 0 213 0 0 3 1,143
Implementing econometric estimators with Mata 0 2 7 150 2 4 17 270
Implementing econometric estimators with Mata 5 6 10 240 5 9 22 391
Implementing new econometric tools in Stata 13 25 72 192 15 34 115 324
Instrumental variables and GMM: Estimation and testing 10 28 115 4,427 17 60 274 8,566
Instrumental variables and GMM: Estimation and testing 0 3 9 604 1 6 27 1,422
Instrumental variables and GMM: Estimation and testing 4 5 17 1,242 5 7 52 2,373
Instrumental variables estimation using heteroskedasticity-based instruments 4 7 32 179 4 10 55 308
Instrumental variables estimation using heteroskedasticity-based instruments 2 3 21 68 2 7 54 145
Instrumental variables: Overview and advances 5 7 25 840 6 12 43 1,438
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 0 2 33 33 4 17 47 47
Long Memory and Forecasting in Euroyen Deposit Rates 0 0 0 301 0 1 5 1,898
Long Memory in the Greek Stock Market 0 0 3 972 0 0 10 5,338
Long Term Dependence in Stock Returns 0 0 0 611 0 0 4 1,765
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 0 0 5 519 1 2 18 2,305
Long-Memory Forecasting of U.S. Monetary Indices 0 0 1 256 1 3 8 662
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance 0 0 1 89 0 0 2 435
Macroeconomic Uncertainty and Credit Default Swap Spreads 2 5 12 197 4 11 41 487
Macroeconomic Uncertainty and Firm Leverage 1 4 10 155 7 15 59 606
Macroeconomics Uncertainty and Firm Leverage 1 2 3 87 2 6 16 431
Modeling Returns on the Term Structure of Treasury Interest Rates 0 0 4 819 0 2 14 3,399
Modeling fixed income excess returns 0 0 0 425 0 0 8 2,365
Modelling Federal Reserve Discount Policy 0 0 0 178 1 2 13 1,735
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 1 1 2 826 1 4 10 3,986
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 0 2 3 870 2 5 17 4,747
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports 0 0 4 742 0 4 28 2,062
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 0 2 735 1 6 27 7,356
On the Investment Sensitivity of Debt under Uncertainty 0 0 3 163 0 2 11 356
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty 1 1 8 441 2 11 35 1,200
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty 0 0 3 262 1 2 14 741
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 3 31 1 4 12 143
Parliamentary Election Cycles and the Turkish Banking Sector 2 2 5 163 3 5 21 471
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 0 27 0 0 6 103
Persistence in International Inflation Rates 1 1 1 551 2 3 11 4,962
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 0 0 366 1 1 4 2,179
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms 0 1 2 1,256 0 3 15 5,847
Political patronage in Ukranian banking 0 1 3 134 0 3 7 629
Powerful new tools for time series analysis 2 4 10 504 2 5 23 873
Q, Cash Flow and Investment: An Econometric Critique 1 1 2 371 2 5 10 1,656
R&D Expenditures and Geographical Sales Diversification 4 7 17 133 5 13 48 315
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say 0 1 3 158 0 4 15 401
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money 0 0 0 254 1 1 1 1,940
Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey 4 5 48 48 4 8 30 30
Rolling Regressions with Stata 3 7 36 1,544 8 21 116 3,584
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 90 1 3 13 550
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 111 0 0 2 790
Should you become a Stata programmer? 6 6 16 1,053 6 8 22 1,500
Stata: The language of choice for time series analysis? 3 5 17 1,893 7 18 52 3,742
Stochastic Long Memory in Traded Goods Prices 0 0 2 135 0 1 7 808
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 2 3 8 191 7 28 46 520
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 1 2 4 30 1 7 24 216
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 1 4 6 139 2 8 18 714
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms 2 5 7 280 8 22 37 1,387
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 1 5 15 139 3 19 83 699
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 1 6 100 0 4 17 465
The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity 0 0 1 100 1 6 22 299
The Effects of Uncertainty on the Leverage of Non-Financial Firms 0 2 3 271 3 7 15 1,014
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 815 0 5 10 2,924
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 46 0 0 1 351
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 0 0 978 6 13 25 3,996
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 2 92 0 0 9 236
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 1 1 3 95 4 6 23 304
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 2 12 412 2 9 33 1,103
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 2 8 211 1 9 22 612
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 1 1 213 0 1 6 564
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 2 10 118 0 7 35 510
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 3 46 0 0 14 266
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms 0 1 3 129 1 8 25 533
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage 0 0 2 186 3 10 20 513
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity 3 5 11 384 7 23 50 1,687
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms 1 1 2 169 1 6 16 646
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity 0 1 2 38 1 4 8 190
The Impact of the Financial System's Structure on Firms' Financial Constraints 0 2 5 200 1 6 17 564
The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility 1 2 21 21 4 17 35 35
The Volatility of International Trade Flows and Exchange Rate Uncertainty 2 4 8 200 3 7 18 500
The contextual effects of social capital on health: a cross-national instrumental variable analysis 1 1 2 88 2 2 6 162
The role of uncertainty in the transmission of monetary policy effects on bank lending 1 2 4 318 3 8 22 991
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 0 4 521 0 10 23 1,492
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 0 16 198 7 21 72 744
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 2 3 146 0 5 8 471
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty 0 0 2 70 0 2 10 220
Time series filtering techniques in Stata 13 26 96 987 41 93 309 2,168
Time series filtering techniques in Stata 1 3 19 423 1 3 38 903
Time-Varying Risk Premia in the Foreign Currency Futures Basis 1 1 6 657 3 8 23 3,225
Tobin's Q And Financial Policy Revisited 0 0 0 0 0 1 8 856
Topics in time series regression modeling 3 15 26 1,464 20 87 173 3,724
Uncertainty Determinants of Corporate Liquidity 0 0 0 63 0 1 5 299
Uncertainty Determinants of Corporate Liquidity 1 2 2 169 2 4 11 627
Uncertainty Determinants of Corporate Liquidity 0 0 0 50 1 2 11 227
Uncertainty Determinants of Corporate Liquidity 0 0 2 46 0 2 14 291
Uncertainty Determinants of Firm Investment 0 2 6 277 1 4 17 662
Using Mata to work more effectively with Stata: A tutorial 0 0 7 415 2 4 22 754
Using Mata to work more effectively with Stata: A tutorial 9 22 63 2,356 13 41 136 3,789
Using Mata to work more effectively with Stata: A tutorial 3 7 29 535 6 18 68 943
Using Stata for Applied Research: Reviewing its Capabilities 5 13 37 704 9 21 64 952
Using instrumental variables techniques in economics and finance 2 4 13 532 4 9 30 836
Waves and Persistence in Merger and Acquisition Activity 0 3 7 2,041 2 9 38 8,616
cron, perl and Stata: automated production and presentation of a business-daily index 0 0 5 235 0 2 21 782
Total Working Papers 206 473 1,869 67,333 478 1,412 5,300 209,381


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 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 1 1 2 47 2 2 7 394
A review of Stata 8.1 and its time series capabilities 0 1 6 195 0 1 15 551
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 1 1 119
An empirical analysis of the composition of manufacturing employment in the industrialized countries 0 0 3 15 0 1 5 63
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 0 109 0 1 6 600
Compacting time series data 1 2 2 36 1 3 4 91
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 2 4 30 30 3 9 46 46
Dynamic adjustment of firms' capital structures in a varying-risk environment 0 0 0 15 0 0 3 62
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 35 1 2 6 206
Enhanced routines for instrumental variables/generalized method of moments estimation and testing 9 26 122 1,101 13 48 221 1,832
Evaluating concavity for production and cost functions 0 1 2 89 0 8 18 215
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports 0 0 1 94 0 0 5 436
Exchange Rate Uncertainty and Firm Profitability 0 0 2 63 1 2 9 331
Exchange rate effects on the volume and variability of trade flows 1 6 14 230 3 12 46 781
FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES 0 0 0 0 0 0 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 80 0 0 3 361
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 0 0 0 7 68
Fractional dynamics in Japanese financial time series 0 0 0 28 0 2 9 200
Fractional monetary dynamics 0 1 2 30 0 2 44 351
Happily Ever After? Pre-and-Post Disaster Determinants of Happiness Among Survivors of Hurricane Katrina 1 1 1 1 3 3 3 3
Instrumental variables and GMM: Estimation and testing 7 19 70 3,034 12 45 183 6,833
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 3 3 11 309
Long-memory forecasting of US monetary indices 0 1 3 33 0 1 8 181
Long-term dependence in stock returns 0 0 1 79 0 0 5 371
Macroeconomic uncertainty and credit default swap spreads 0 1 7 68 3 6 59 238
Metadata for user-written contributions to the Stata programming language 0 0 0 14 1 2 4 67
Metadata for user-written contributions to the Stata programming language: extensions 0 0 0 21 1 2 4 57
Modelling Federal Reserve Discount Policy 0 0 0 80 1 1 3 892
Multivariate portmanteau (Q) test for white noise 1 1 5 211 2 4 33 707
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 0 0 0 83 1 1 10 438
Nonlinear effects of exchange rate volatility on the volume of bilateral exports 1 4 8 366 5 10 32 1,126
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 0 0 0 0 0 0 5 535
On the investment sensitivity of debt under uncertainty 0 3 6 60 1 5 20 209
On the sensitivity of firms' investment to cash flow and uncertainty 1 3 10 90 3 9 36 297
On the sensitivity of optimal control solutions 1 1 1 23 1 1 2 86
On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty 2 5 20 99 3 7 54 304
Parliamentary election cycles and the Turkish banking sector 1 3 12 54 2 7 78 244
Persistence in International Inflation Rates 0 0 0 0 0 3 10 80
Political patronage in Ukrainian banking 0 1 1 39 1 6 11 253
Q, Cash Flow and Investment: An Econometric Critique 0 0 0 44 1 2 4 277
Reexamining the term structure of interest rates and the interwar demand for money 0 0 0 0 0 0 1 1
Residual diagnostics for cross-section time series regression models 0 0 6 910 3 4 21 2,538
Richard Sperling (1961-2011) 0 0 0 0 2 2 12 119
Sectoral fluctuations in U.K. firms' investment expenditures 1 1 1 1 1 1 2 10
Stata tip 37: And the last shall be first 0 1 1 39 0 1 1 121
Stata tip 38: Testing for groupwise heteroskedasticity 2 11 39 542 3 16 70 1,076
Stata tip 40: Taking care of business 30 63 183 790 56 118 345 1,530
Stata tip 45: Getting those data into shape 1 2 8 169 5 9 17 445
Stata tip 63: Modeling proportions 1 2 12 270 4 5 25 446
Stata tip 73: append with care! 0 0 0 153 0 2 6 366
Stata tip 88: Efficiently evaluating elasticities with the margins command 0 0 0 0 1 3 18 287
Stata: The language of choice for time-series analysis? 1 3 8 358 1 4 20 932
Stochastic long memory in traded goods prices 0 0 0 21 0 0 2 171
THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS 0 0 4 64 1 6 22 275
THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING 1 2 4 9 3 4 11 27
Test for autoregressive conditional heteroskedasticity in regression error distribution 1 1 2 54 1 1 3 149
Tests for heteroskedasticity in regression error distribution 0 1 4 48 1 2 7 134
Tests for long memory in a time series 0 1 3 102 0 3 6 169
Tests for serial correlation in regression error distribution 1 1 2 39 1 1 2 108
Tests for stationarity of a time series 1 2 11 210 1 2 20 388
Tests for stationarity of a time series: update 0 0 0 56 1 1 4 111
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 9 9 12 18 23 24 40 62
The contextual effects of social capital on health: A cross-national instrumental variable analysis 0 0 1 12 1 2 11 51
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 1 22 0 1 5 92
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 0 1 2 77 2 4 27 347
The impact of macroeconomic uncertainty on firms' changes in financial leverage 1 1 4 81 5 7 31 247
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity 1 3 9 123 2 11 27 400
The impact of the financial system's structure on firms' financial constraints 1 5 19 91 12 43 139 653
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 1 3 8 55 1 3 19 161
Time‐varying risk premia in the foreign currency futures basis 0 0 0 0 0 0 0 0
Tobin's Q, intangible capital, and financial policy 0 0 1 90 0 0 1 294
Tobin's q and measurement error: Caveat investigator 0 0 0 89 0 0 2 296
USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES 0 0 0 0 2 6 25 212
Ukrainische Banken: politische Patronage von Bedeutung 0 0 0 30 1 3 18 376
Uncertainty determinants of corporate liquidity 1 3 8 111 6 12 34 375
Uncertainty determinants of firm investment 1 3 4 93 1 5 19 310
Utility for time series data 0 1 5 171 4 13 72 895
Waves and persistence in merger and acquisition activity 1 1 2 168 2 2 6 639
Total Journal Articles 85 206 700 11,921 215 533 2,134 36,567


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 35 120 454 3,189 109 323 1,355 7,667
An Introduction to Stata Programming 3 18 88 968 10 56 269 2,197
Total Books 38 138 542 4,157 119 379 1,624 9,864


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 1 2 40
Total Chapters 0 0 0 7 0 1 2 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 2 11 44 79 22 68 225 394
ARCH: MATLAB function to compute ARCH test 3 6 36 1,667 18 34 222 5,366
ARCHLM: Stata module to calculate LM test for ARCH effects 3 15 49 1,434 56 143 432 6,981
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries 0 1 2 643 0 5 14 1,832
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model 5 13 52 1,567 48 123 366 6,932
ARRANGEDAR: RATS procedures to calculate arranged autoregressions 0 0 3 264 0 0 11 863
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 1 8 34 53 14 45 164 292
AVPLOT3: Stata module to generate partial regression plots for subsamples 0 0 1 161 0 9 58 1,974
BCUSE: Stata module to access instructional datasets on Boston College server 4 28 71 181 24 114 311 788
BETACOEF: Stata module to calculate beta coefficients from regression 6 10 28 1,473 32 94 291 10,017
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation 2 13 37 1,691 39 100 305 10,491
BIDENSITY: Stata module to produce and graph bivariate density estimates 5 16 52 116 17 61 230 536
BKING: Stata module to implement Baxter-King filter for timeseries data 0 4 16 1,212 13 38 127 4,163
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity 3 7 27 2,569 20 33 160 9,833
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data 0 2 6 198 3 8 22 941
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data 1 3 11 429 2 9 46 1,153
CHECKREG3: Stata module to check identification status of simultaneous equations system 1 4 17 300 4 12 65 1,124
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks 31 81 306 1,863 90 288 1,013 5,430
CMAXUSE: Stata module to access Cmax instructional datasets 0 0 1 7 3 10 20 54
CNSRSIG: Stata module to evaluate validity of restrictions on a regression 1 5 16 381 11 27 85 1,993
CUSUM6: Stata module to compute cusum, cusum^2 stability tests 8 28 84 1,398 33 106 391 4,659
DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method 16 60 210 1,909 87 270 845 6,222
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test 11 26 61 2,948 33 97 342 12,558
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy 20 52 159 1,591 53 137 447 3,968
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates 10 20 59 1,054 39 85 289 3,996
DURBINH: Stata module to calculate Durbin's h test for serial correlation 6 13 35 1,389 54 120 278 7,493
FRACDIFF: Stata module to generate fractionally-differenced timeseries 0 2 9 356 3 10 43 1,231
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries 0 4 32 897 6 38 152 3,640
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix 2 7 11 442 11 35 110 2,484
GHISTCUM: Stata module to graph histogram and cumulative distribution 4 11 27 731 33 78 227 4,538
GPHROB: RATS modules to perform tests for fractional integration of timeseries 0 2 7 657 0 7 24 1,725
GPHUDAK: Stata module to estimate long memory in a timeseries 0 4 15 450 2 15 63 1,222
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries 0 0 0 313 1 1 8 892
HADRILM: Stata module to perform Hadri panel unit root test 4 9 41 1,791 15 43 137 4,595
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test 3 9 34 680 9 36 137 1,904
HLP2PDF: Stata module to create PDF or PostScript from Stata help file 1 3 12 215 2 8 49 968
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data 41 105 362 6,982 123 343 1,021 14,299
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test 15 41 126 4,457 52 113 370 9,888
ITSP_ADO: Stata module to accompany Introduction to Stata Programming book 1 4 10 104 5 22 57 382
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation 3 3 12 218 5 15 59 1,034
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg 32 102 290 5,542 266 755 2,006 25,454
IVGMM0: Stata module to perform instrumental variables via GMM 3 4 12 1,352 7 15 56 4,178
IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10) 3 12 16 16 8 42 53 53
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) 4 5 27 1,210 8 17 100 4,967
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) 3 9 51 701 11 39 196 2,384
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation 121 335 1,053 15,550 578 1,774 4,397 50,522
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments 27 64 230 543 65 210 910 2,553
KDENS2: Stata module to estimate bivariate kernel density 4 20 64 1,125 24 86 308 3,788
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity 18 52 196 2,919 71 240 719 8,467
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test 8 22 82 3,935 40 112 420 9,746
LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias 2 5 18 285 15 30 119 1,241
LOG2HTML: Stata module to produce HTML log files 1 5 24 548 12 34 121 2,728
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test 9 33 86 1,162 24 75 229 2,965
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries 1 4 28 632 6 24 103 2,038
MADFULLER: Stata module to perform Dickey-Fuller test on panel data 1 10 27 1,923 15 49 136 6,292
MATIN4-MATOUT4: Stata module to import and export matrices 0 8 25 419 6 24 113 1,712
MODLPR: Stata module to estimate long memory in a timeseries 2 7 16 411 7 24 69 1,280
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel 10 28 76 694 21 83 266 2,728
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel 8 32 87 1,030 44 170 579 4,503
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating 20 57 157 777 67 198 591 3,141
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends 0 3 25 1,004 12 27 98 3,368
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality 0 3 12 438 9 35 116 2,622
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise 0 0 5 159 2 13 33 972
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit 0 3 8 184 3 16 43 925
OUTSERIES: Stata module to write timeseries to text files 0 0 0 76 2 3 8 474
OUTTABLE: Stata module to write matrix to LaTeX table 21 47 191 2,348 108 284 1,128 16,420
OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg, ivreg2, ivreg29, ivprobit, ivtobit, reg3 29 82 268 5,458 120 351 1,015 17,893
PANELAUTO: Stata module to support tests for autocorrelation on panel data 18 37 138 1,754 80 160 588 6,488
PANELUNIT: Stata module to support unit root tests on panel data 0 3 19 1,198 2 11 60 3,331
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit 5 19 80 1,612 27 108 362 5,616
PWCORR2: Stata module to compute pairwise correlations and return results 1 10 23 187 19 65 205 1,234
PWCOV: Stata module to compute pairwise covariances 0 5 7 96 2 18 44 525
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients 5 13 37 359 13 37 123 1,387
QSTAT2: MATLAB function to compute Ljung-Box Q statistic 8 27 115 2,374 19 79 340 7,744
ROBLPR: Stata module to estimate long memory in a set of timeseries 2 4 23 429 4 11 72 1,410
ROLLING2: Stata module to perform rolling window and recursive estimation 3 17 66 700 11 65 280 2,918
ROLLREG: Stata module to perform rolling regression estimation 21 53 197 2,013 93 258 862 6,169
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) 5 18 47 545 55 185 501 4,782
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended 1 5 18 568 25 72 269 4,212
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users 0 2 14 721 0 5 38 2,202
SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method 8 38 125 344 27 108 379 1,007
STATICFC: Stata module to compute static forecasts for a recursive rolling regression 10 29 69 164 26 78 240 586
STATSMAT: Stata module to place descriptive statistics in matrix 2 7 25 654 13 29 128 3,099
TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation 0 1 2 29 0 8 25 187
TORATS: Stata module to facilitate transfer of data to RATS 0 0 9 158 3 10 27 976
TOSQL: Stata module to transfer data to SQL database 1 3 12 370 10 28 88 2,740
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values 5 28 84 546 32 112 350 2,592
TSGRAPH: Stata module to produce time series line graph 5 5 15 751 19 43 149 4,447
TSLIST: Stata module to list time series data 0 0 0 203 3 7 24 6,319
TSMKTIM: Stata module to generate time-series calendar variable 6 22 64 933 33 78 237 3,357
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates 1 2 7 181 1 7 35 634
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) 0 3 6 794 2 8 24 2,588
VECAR: Stata module to estimate vector autoregressive (VAR) models 4 15 39 1,959 12 61 200 7,196
WHITETST: Stata module to perform White's test for heteroskedasticity 30 65 236 5,761 149 384 1,350 22,995
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test 6 7 31 899 24 57 185 4,712
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model 17 60 190 3,516 132 337 908 13,920
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity 47 108 340 3,186 204 496 1,348 9,849
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break 45 146 420 4,017 144 419 1,127 9,067
aer.pl, a script converting XML data to ReDIF 0 2 5 149 0 4 34 1,109
bejeap.pl, a script converting OAI data to ReDIF 1 2 5 71 3 5 18 731
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support 1 4 6 98 2 8 33 739
cdl-ciders.pl, a script converting XML data to ReDIF 0 1 5 62 1 4 21 806
dspace2redif.pl, a script converting DSpace metadata to ReDIF 3 5 18 152 15 36 79 851
ectj.pl, a script converting html data to ReDIF 0 0 2 74 1 1 15 882
imfocpcvt.pl, a script converting html data to ReDIF 0 0 0 49 1 3 6 738
rjeyr.pl, a script converting html data to ReDIF 0 1 2 45 1 2 7 802
Total Software Items 801 2,349 7,690 133,032 3,741 10,937 33,929 493,216


Statistics updated 2015-05-02