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 New Approach to Estimation of the R&D-Innovation-Productivity Relationship 0 4 10 106 3 7 19 67
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 2 7 38 155 7 13 72 196
A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency 0 0 0 487 0 0 7 2,052
A general approach to testing for autocorrelation 1 1 7 68 1 2 25 126
A general approach to testing for autocorrelation 1 1 17 125 1 3 37 262
A large-scale application of Stata's forecast suite: challenges and potential 1 4 16 63 3 8 35 68
A little bit of Stata programming goes a long way 1 1 20 2,050 4 7 45 3,483
A little bit of Stata programming goes a long way 1 3 20 5,431 6 15 65 9,726
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 0 389 0 0 5 1,488
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 0 352 1 1 13 1,340
A review of Stata 8.1 and its time series capabilities 0 1 5 1,740 2 5 32 3,679
A simple alternative to the linear probability model for binary choice models with endogenous regressors 1 5 15 186 1 7 27 410
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates 0 0 0 214 0 3 13 1,874
An interpretation and implementation of the Theil-Goldberger 'mixed' estimator 0 2 16 176 1 5 39 417
Analyzing volatility shocks to Eurozone CDS spreads with a multicountry GMM model in Stata 2 7 26 26 8 17 36 36
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests 0 0 0 0 0 1 7 1,235
Binary choice models with endogenous regressors 1 4 25 276 5 9 55 458
Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? 1 3 14 149 3 10 47 356
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 58 0 2 6 652
Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes 0 0 2 99 0 1 10 475
Corporate Financial Policy and the Value of Cash under Uncertainty 2 8 33 33 5 16 41 41
Corporate Liquidity Management and Future Investment Expenditures 0 1 3 113 1 5 22 387
Credible Disinflation Policy in a Dynamic Setting 0 0 0 167 0 0 4 1,409
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises 0 0 2 26 0 4 12 110
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis 1 1 3 68 1 1 27 193
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 0 0 6 109 2 4 29 242
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 1 1 3 100 1 1 20 136
Credit rating agency downgrades and the Eurozone sovereign debt crises 0 1 5 58 0 3 22 97
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 1 1 1 85 2 5 16 137
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 0 1 2 3 9 21
Does the tenure of Private Equity investment improve the performance of European firms? 0 0 0 68 1 3 12 193
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 191 1 1 17 979
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 60 1 2 8 319
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 0 0 6 324 3 5 17 902
Efficient Management of Multi-Frequency Panel Data with Stata 0 0 4 703 1 3 11 1,775
Efficient management of multi-frequency panel data with Stata 3 9 33 560 5 22 76 1,364
Enhanced routines for instrumental variables/GMM estimation and testing 8 17 79 2,168 24 56 251 4,294
Enhanced routines for instrumental variables/GMM estimation and testing 1 3 14 549 5 13 46 1,162
Evaluating one-way and two-way cluster-robust covariance matrix estimates 1 3 8 172 2 4 18 426
Evaluating one-way and two-way cluster-robust covariance matrix estimates 3 7 31 436 5 21 66 1,010
Evaluating one-way and two-way cluster–robust covariance matrix estimates 3 8 29 241 6 16 74 802
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 1 4 990 1 3 16 3,160
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 1 3 14 1,605
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 1 2 689 1 3 14 1,760
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 0 3 821 1 4 17 2,322
Exchange Rate Uncertainty and Firm Profitability 0 3 14 696 5 13 62 2,454
Extending Stata's capabilities for asymptotic covariance matrix estimation 0 1 13 67 4 12 45 197
Facilitating Applied Economic Research with Stata 0 0 4 876 1 2 15 2,078
Firm Investment and Financial Frictions 1 1 5 185 3 5 22 478
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 0 0 2 552 0 0 12 2,079
Fractional Cointegration Analysis of Long Term International Interest Rates 0 0 0 788 0 2 15 2,883
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 381 1 2 10 2,146
Fractional Dynamics in Japanese Financial Time Series 0 0 1 328 0 0 11 1,496
Fractional Monetary Dynamics 0 0 0 215 2 4 10 1,157
Implementing econometric estimators with Mata 0 0 3 250 1 1 8 415
Implementing econometric estimators with Mata 1 1 5 158 2 3 15 295
Implementing new econometric tools in Stata 2 8 30 256 6 12 54 450
Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach 6 11 44 148 9 18 81 118
Instrumental variables and GMM: Estimation and testing 0 0 4 610 3 7 23 1,456
Instrumental variables and GMM: Estimation and testing 0 3 18 1,266 4 14 60 2,469
Instrumental variables and GMM: Estimation and testing 7 15 64 4,552 24 51 175 8,875
Instrumental variables estimation using heteroskedasticity-based instruments 2 7 19 215 4 10 37 377
Instrumental variables estimation using heteroskedasticity-based instruments 4 5 19 101 9 13 41 215
Instrumental variables: Overview and advances 1 2 15 876 4 8 32 1,505
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 2 5 19 72 7 15 38 131
Long Memory and Forecasting in Euroyen Deposit Rates 0 0 1 304 0 0 10 1,913
Long Memory in the Greek Stock Market 0 0 2 978 0 3 15 5,360
Long Term Dependence in Stock Returns 0 0 1 613 0 2 11 1,781
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 0 0 1 523 0 3 11 2,325
Long-Memory Forecasting of U.S. Monetary Indices 0 0 0 256 0 1 11 682
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance 0 0 0 90 1 1 2 443
Macroeconomic Uncertainty and Credit Default Swap Spreads 1 2 9 218 2 19 94 621
Macroeconomic Uncertainty and Firm Leverage 0 2 9 170 1 3 19 652
Macroeconomics Uncertainty and Firm Leverage 0 0 1 89 0 1 11 450
Modeling Rating Transition Matrices for Wholesale Loan Portfolios 6 11 70 70 8 20 44 44
Modeling Returns on the Term Structure of Treasury Interest Rates 0 1 1 822 0 1 6 3,410
Modeling fixed income excess returns 0 0 1 427 1 2 10 2,385
Modelling Federal Reserve Discount Policy 0 0 0 180 0 1 10 1,757
Monetary Policy in the Transition to a Zero Federal Deficit 0 0 0 202 0 0 3 2,109
Nearest-Neighbor Forecasts of U.S. Interest Rates 0 0 1 827 1 2 13 4,002
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 0 0 3 876 1 7 24 4,793
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports 1 2 8 752 5 8 27 2,102
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 0 0 735 0 0 11 7,381
On the Investment Sensitivity of Debt under Uncertainty 0 1 2 166 0 3 13 375
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty 0 2 6 452 3 11 59 1,283
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty 0 3 5 273 0 11 43 809
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 1 28 1 3 13 131
Parliamentary Election Cycles and the Turkish Banking Sector 0 1 3 168 3 6 14 504
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 0 35 1 4 13 179
Persistence in International Inflation Rates 1 1 1 552 2 5 11 4,979
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 0 1 368 0 4 27 2,219
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms 0 0 0 1,256 1 1 12 5,865
Political patronage in Ukranian banking 0 0 1 136 5 7 18 661
Powerful new tools for time series analysis 1 2 6 513 2 4 13 896
Q, Cash Flow and Investment: An Econometric Critique 0 1 5 377 2 3 18 1,687
R&D Expenditures and Geographical Sales Diversification 0 1 10 150 3 9 30 374
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say 1 2 6 166 2 3 18 427
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money 0 0 0 255 1 1 5 1,951
Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey 2 4 6 58 3 8 16 57
Rolling Regressions with Stata 1 1 11 1,575 3 5 32 3,669
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 1 1 112 0 2 7 801
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 90 0 2 18 582
Should you become a Stata programmer? 0 3 8 1,073 1 5 21 1,542
Stata: The language of choice for time series analysis? 0 2 10 1,914 1 7 40 3,818
Stochastic Long Memory in Traded Goods Prices 0 0 1 137 0 0 8 824
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 1 5 204 1 7 28 598
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 1 2 141 0 3 11 734
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 1 4 37 0 1 11 248
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms 1 3 25 313 7 13 90 1,563
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 4 8 18 171 41 62 167 953
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 0 8 112 3 3 24 509
The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity 2 4 6 109 3 9 26 350
The Effects of Uncertainty on the Leverage of Non-Financial Firms 0 1 5 281 2 3 32 1,068
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 46 0 0 14 370
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 1 816 0 1 7 2,938
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 0 0 978 0 10 56 4,090
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 1 2 2 94 2 8 16 264
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 1 2 2 101 4 8 18 340
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 2 4 9 226 4 8 23 658
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 1 1 3 419 3 4 23 1,149
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 1 4 126 0 3 21 546
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 1 1 3 51 2 9 25 298
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 1 1 214 1 3 9 578
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms 0 0 1 133 1 1 12 556
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage 1 2 3 194 1 5 16 546
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity 2 3 13 403 5 15 78 1,807
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms 0 1 16 189 3 5 27 683
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity 0 0 6 47 3 4 23 225
The Impact of the Financial System's Structure on Firms' Financial Constraints 0 1 3 205 2 8 35 622
The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility 0 0 4 32 0 5 32 104
The Volatility of International Trade Flows and Exchange Rate Uncertainty 0 1 2 205 1 5 17 530
The contextual effects of social capital on health: a cross-national instrumental variable analysis 0 0 1 90 0 2 15 187
The role of uncertainty in the transmission of monetary policy effects on bank lending 0 1 5 328 0 2 16 1,029
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 1 4 528 3 6 24 1,536
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 1 3 208 2 5 24 790
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 1 4 155 1 2 13 496
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty 0 0 3 73 2 2 16 246
Time series filtering techniques in Stata 0 3 12 442 3 11 39 971
Time series filtering techniques in Stata 8 17 94 1,165 27 55 285 2,690
Time-Varying Risk Premia in the Foreign Currency Futures Basis 2 4 5 662 2 10 40 3,284
Tobin's Q And Financial Policy Revisited 0 0 0 0 0 0 11 871
Topics in time series regression modeling 5 11 36 1,533 34 72 290 4,244
Uncertainty Determinants of Corporate Liquidity 0 0 1 48 1 5 15 314
Uncertainty Determinants of Corporate Liquidity 0 0 0 63 1 2 7 312
Uncertainty Determinants of Corporate Liquidity 0 0 2 171 1 2 13 652
Uncertainty Determinants of Corporate Liquidity 0 1 5 58 2 3 18 255
Uncertainty Determinants of Firm Investment 0 0 3 287 2 3 22 702
Using Mata to work more effectively with Stata: A tutorial 0 1 1 417 1 4 12 774
Using Mata to work more effectively with Stata: A tutorial 1 6 17 573 4 11 40 1,021
Using Mata to work more effectively with Stata: A tutorial 4 7 36 2,432 5 15 67 3,927
Using Stata for Applied Research: Reviewing its Capabilities 3 6 24 744 3 12 50 1,029
Using instrumental variables techniques in economics and finance 1 3 14 557 4 9 33 892
Waves and Persistence in Merger and Acquisition Activity 2 4 9 2,055 4 16 38 8,684
What do Chinese Macro Announcements Tell Us About the World Economy? 0 3 15 45 3 8 37 131
cron, perl and Stata: automated production and presentation of a business-daily index 0 0 1 237 0 2 6 801
Total Working Papers 118 319 1,412 70,181 455 1,149 4,973 218,528


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 3 178
A logit analysis of the factor content of West German foreign trade 0 0 0 13 0 2 9 86
A nonparametric investigation of the 90-day t-bill rate 0 0 1 39 0 1 11 551
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency 0 0 1 48 0 0 13 410
A review of Stata 8.1 and its time series capabilities 0 0 2 197 1 1 7 561
A test for long-range dependence in a time series 0 0 1 37 0 0 5 106
Activist policy and macroeconomic instability 0 0 0 15 0 0 3 124
An empirical analysis of the composition of manufacturing employment in the industrialized countries 0 0 2 18 0 2 10 78
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 0 110 0 0 4 606
Compacting time series data 0 0 1 37 0 1 6 103
Coordination of large macroeconomies'policies and the stability of small economies 0 0 0 7 0 0 6 67
Credit rating agency downgrades and the Eurozone sovereign debt crises 0 1 5 5 1 5 25 25
Cumulative author index, volumes 1-16 1 20 20 20 1 31 31 31
Dynamic adjustment of firms' capital structures in a varying-risk environment 0 0 0 16 0 0 5 69
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 37 1 1 13 223
Enhanced routines for instrumental variables/generalized method of moments estimation and testing 9 26 140 1,353 17 52 267 2,288
Evaluating concavity for production and cost functions 0 0 3 92 0 2 12 241
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports 0 0 1 98 0 0 7 452
Exchange Rate Uncertainty and Firm Profitability 0 1 2 70 1 2 15 364
Exchange rate effects on the volume and variability of trade flows 0 2 8 251 3 12 53 877
FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES 0 1 2 2 0 1 6 15
Foreword 0 0 0 0 0 0 4 37
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 0 0 2 83 0 0 15 392
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 0 0 1 7 87
Fractional dynamics in Japanese financial time series 0 0 0 28 0 0 10 215
Fractional monetary dynamics 0 0 0 30 3 4 12 373
Happily Ever After? Pre-and-Post Disaster Determinants of Happiness Among Survivors of Hurricane Katrina 0 0 1 8 0 0 10 35
Instrumental variables and GMM: Estimation and testing 7 11 60 3,145 22 42 166 7,118
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 0 3 7 7 1 6 23 23
Long memory in the Greek stock market 0 0 0 96 0 0 9 534
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 0 2 51 1 3 26 344
Long-memory forecasting of US monetary indices 0 0 0 34 0 0 9 197
Long-term dependence in stock returns 0 0 2 83 1 1 18 397
Macroeconomic uncertainty and credit default swap spreads 2 2 4 73 2 2 11 260
Metadata for user-written contributions to the Stata programming language 0 0 1 16 0 0 5 78
Metadata for user-written contributions to the Stata programming language: extensions 0 0 0 21 0 1 4 63
Modelling Federal Reserve Discount Policy 0 0 0 81 0 0 6 905
Multivariate portmanteau (Q) test for white noise 0 0 2 220 1 2 18 744
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 0 1 1 86 0 2 16 465
Nonlinear effects of exchange rate volatility on the volume of bilateral exports 0 0 5 376 0 4 22 1,168
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 0 0 0 0 0 1 5 545
On the investment sensitivity of debt under uncertainty 0 1 2 64 1 3 17 244
On the sensitivity of firms' investment to cash flow and uncertainty 0 1 2 98 2 5 21 331
On the sensitivity of optimal control solutions 0 0 0 23 0 0 7 95
On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty 2 3 10 122 6 12 46 389
Parliamentary election cycles and the Turkish banking sector 0 0 5 65 1 2 19 281
Persistence in International Inflation Rates 0 0 0 0 1 2 9 95
Political patronage in Ukrainian banking 0 0 3 42 1 3 17 281
Q, Cash Flow and Investment: An Econometric Critique 0 1 1 45 0 1 5 285
R&D Expenditures and Geographical Sales Diversification 1 2 3 3 1 5 7 7
Reexamining the term structure of interest rates and the interwar demand for money 0 0 0 1 0 0 4 10
Residual diagnostics for cross-section time series regression models 0 2 12 926 3 8 38 2,598
Richard Sperling (1961-2011) 0 0 0 0 0 1 10 137
Sectoral fluctuations in U.K. firms' investment expenditures 0 1 1 2 1 3 9 24
Securities fraud and corporate board turnover: New evidence from lawsuit outcomes 1 1 1 1 2 5 5 5
Stata tip 126: Handling irregularly spaced high-frequency transactions data 0 3 9 9 1 6 31 31
Stata tip 37: And the last shall be first 0 0 2 43 0 0 4 132
Stata tip 38: Testing for groupwise heteroskedasticity 2 5 21 573 3 10 37 1,143
Stata tip 40: Taking care of business 20 47 244 1,213 38 110 515 2,419
Stata tip 45: Getting those data into shape 1 1 5 175 1 1 9 467
Stata tip 63: Modeling proportions 1 4 18 298 1 7 38 507
Stata tip 73: append with care! 0 0 2 155 0 1 12 382
Stata tip 88: Efficiently evaluating elasticities with the margins command 0 0 0 0 0 0 7 300
Stata: The language of choice for time-series analysis? 1 5 14 376 3 12 33 985
Stochastic long memory in traded goods prices 0 0 1 22 0 0 11 186
THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS 0 0 4 73 1 2 15 324
THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING 0 0 0 12 1 2 13 49
Test for autoregressive conditional heteroskedasticity in regression error distribution 0 1 4 58 0 2 10 164
Tests for heteroskedasticity in regression error distribution 0 0 2 51 0 1 9 152
Tests for long memory in a time series 0 2 4 109 1 4 11 194
Tests for serial correlation in regression error distribution 0 0 0 39 0 1 6 119
Tests for stationarity of a time series 0 0 6 222 0 2 15 413
Tests for stationarity of a time series: update 0 0 3 61 0 0 8 126
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 1 3 33 65 2 12 145 262
The contextual effects of social capital on health: A cross-national instrumental variable analysis 0 0 0 14 0 2 12 72
The effects of price- and output-stabilising policies in an interdependent world economy 0 0 0 9 0 0 4 60
The effects of uncertainty and corporate governance on firms’ demand for liquidity 0 0 1 25 2 7 21 119
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 0 0 0 82 0 0 13 376
The impact of macroeconomic uncertainty on firms' changes in financial leverage 0 0 1 85 0 2 16 283
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity 0 0 5 133 2 6 20 441
The impact of the financial system's structure on firms' financial constraints 0 1 15 118 1 5 61 807
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 1 3 58 1 3 14 191
The self-medication hypothesis: Evidence from terrorism and cigarette accessibility 0 1 1 1 0 3 9 9
Time‐varying risk premia in the foreign currency futures basis 0 0 0 0 0 0 3 8
Tobin's Q, intangible capital, and financial policy 0 1 1 92 0 2 7 308
Tobin's q and measurement error: Caveat investigator 0 0 0 89 0 0 2 300
USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES 0 0 0 0 2 3 17 248
Ukrainische Banken: politische Patronage von Bedeutung 0 0 0 30 0 0 14 412
Uncertainty determinants of corporate liquidity 0 0 23 148 2 5 80 504
Uncertainty determinants of firm investment 0 0 5 103 0 2 23 346
Utility for time series data 1 1 4 185 5 9 33 976
Waves and persistence in merger and acquisition activity 0 1 2 170 0 3 19 666
What do Chinese macro announcements tell us about the world economy? 0 0 9 15 2 3 24 41
Total Journal Articles 50 157 758 13,206 144 460 2,442 40,739
1 registered items for which data could not be found


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 33 82 299 3,905 92 240 884 9,627
An Introduction to Stata Programming, Second Edition 2 15 57 1,106 10 31 132 2,516
Total Books 35 97 356 5,011 102 271 1,016 12,143


Chapter File Downloads Abstract Views
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Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 1 8 0 1 6 48
Total Chapters 0 0 1 8 0 1 6 48


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ACTEST: Stata module to perform Cumby-Huizinga general test for autocorrelation in time series 7 15 60 202 24 58 267 894
ARCH: MATLAB function to compute ARCH test 0 7 24 1,717 9 32 107 5,590
ARCHLM: Stata module to calculate LM test for ARCH effects 1 6 42 1,513 18 55 340 7,627
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries 0 0 1 646 1 1 10 1,851
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model 8 11 44 1,638 35 74 309 7,478
ARRANGEDAR: RATS procedures to calculate arranged autoregressions 0 0 0 266 0 0 7 883
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 10 25 55 143 37 84 235 703
AVPLOT3: Stata module to generate partial regression plots for subsamples 0 0 1 164 3 5 25 2,024
BCUSE: Stata module to access instructional datasets on Boston College server 21 33 99 339 48 118 397 1,436
BETACOEF: Stata module to calculate beta coefficients from regression 3 6 27 1,534 19 44 201 10,439
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation 3 3 40 1,755 63 101 345 11,069
BIDENSITY: Stata module to produce and graph bivariate density estimates 4 9 37 186 22 43 201 876
BKING: Stata module to implement Baxter-King filter for timeseries data 2 4 14 1,239 44 97 234 4,499
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity 2 6 30 2,623 15 41 161 10,123
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data 0 3 8 209 2 5 28 989
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data 0 2 14 459 2 7 42 1,241
CHECKREG3: Stata module to check identification status of simultaneous equations system 0 4 24 333 4 25 82 1,251
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks 12 44 236 2,322 58 171 822 6,928
CMAXUSE: Stata module to access Cmax instructional datasets 0 0 0 9 1 3 16 91
CNSRSIG: Stata module to evaluate validity of restrictions on a regression 1 3 16 412 2 9 65 2,129
CUSUM6: Stata module to compute cusum, cusum^2 stability tests 10 19 94 1,562 34 101 435 5,391
DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method 19 60 210 2,249 62 213 893 7,772
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test 8 18 57 3,053 34 73 306 13,200
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy 7 25 137 1,844 29 100 427 4,762
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates 0 8 39 1,130 13 54 243 4,457
DURBINH: Stata module to calculate Durbin's h test for serial correlation 1 3 43 1,468 17 62 293 7,995
FRACDIFF: Stata module to generate fractionally-differenced timeseries 1 3 13 377 1 5 53 1,329
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries 0 0 6 912 1 6 70 3,768
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix 1 2 9 479 7 22 75 2,665
GHISTCUM: Stata module to graph histogram and cumulative distribution 4 7 39 810 31 47 288 5,062
GPHROB: RATS modules to perform tests for fractional integration of timeseries 1 1 3 671 2 2 11 1,766
GPHUDAK: Stata module to estimate long memory in a timeseries 7 10 26 497 16 23 106 1,399
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries 0 1 4 317 1 4 13 920
GRPDF: Stata module to produce PDFs from memory graphs 1 1 9 9 1 15 84 84
HADRILM: Stata module to perform Hadri panel unit root test 3 11 39 1,855 10 39 135 4,845
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test 1 13 37 761 13 49 173 2,225
HLP2PDF: Stata module to create PDF or PostScript from Stata help file 1 4 11 233 2 12 46 1,056
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data 20 36 213 7,425 68 117 692 15,681
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test 8 25 76 4,593 27 76 283 10,403
ITSP_ADO: Stata module to accompany Introduction to Stata Programming book 1 5 13 135 9 17 62 508
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation 1 1 12 240 3 6 43 1,126
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg 20 54 222 5,989 115 310 1,431 28,571
IVGMM0: Stata module to perform instrumental variables via GMM 0 3 7 1,361 1 5 25 4,226
IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10) 2 4 17 52 6 22 100 247
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) 0 4 15 1,245 4 22 88 5,137
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) 4 11 35 759 11 35 159 2,667
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation 60 174 914 17,405 251 643 4,078 58,888
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments 30 72 277 1,069 123 357 1,014 4,398
KDENS2: Stata module to estimate bivariate kernel density 8 18 68 1,245 31 85 339 4,424
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity 14 41 181 3,254 60 160 645 9,641
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test 3 10 57 4,041 15 60 291 10,320
LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias 4 9 28 326 11 25 98 1,420
LOG2HTML: Stata module to produce HTML log files 1 2 28 591 11 26 195 3,065
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test 8 18 77 1,308 20 46 192 3,340
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries 6 10 20 663 13 25 76 2,164
MADFULLER: Stata module to perform Dickey-Fuller test on panel data 3 3 9 1,947 8 16 63 6,449
MATIN4-MATOUT4: Stata module to import and export matrices 1 1 17 447 3 5 54 1,813
MODLPR: Stata module to estimate long memory in a timeseries 2 6 25 441 8 17 67 1,378
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel 3 12 57 816 23 59 266 3,241
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel 3 9 59 1,150 19 53 279 5,125
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating 17 45 178 1,092 64 145 654 4,284
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends 0 0 12 1,024 1 9 75 3,502
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality 2 3 21 471 21 33 152 2,875
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise 0 0 5 168 1 5 30 1,026
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit 0 1 12 203 1 6 58 1,025
OUTSERIES: Stata module to write timeseries to text files 0 0 0 76 0 0 12 489
OUTTABLE: Stata module to write matrix to LaTeX table 13 31 112 2,597 76 172 667 17,840
OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg2, ivreg29, ivregress, ivprobit, ivtobit, reg3 13 47 233 5,870 49 151 800 19,452
PANELAUTO: Stata module to support tests for autocorrelation on panel data 8 38 187 2,077 46 155 761 7,784
PANELUNIT: Stata module to support unit root tests on panel data 1 1 5 1,207 3 10 24 3,381
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit 6 14 57 1,729 18 40 247 6,072
PWCORR2: Stata module to compute pairwise correlations and return results 0 5 19 234 10 32 181 1,642
PWCOV: Stata module to compute pairwise covariances 1 3 7 107 2 6 37 593
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients 2 5 26 399 9 26 102 1,553
QSTAT2: MATLAB function to compute Ljung-Box Q statistic 8 18 67 2,524 18 44 217 8,191
ROBLPR: Stata module to estimate long memory in a set of timeseries 3 6 18 459 8 24 70 1,541
ROLLING2: Stata module to perform rolling window and recursive estimation 2 6 31 759 22 46 179 3,246
ROLLREG: Stata module to perform rolling regression estimation 8 19 141 2,290 44 110 690 7,444
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) 5 10 40 622 60 122 541 5,800
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended 2 5 16 607 16 41 164 4,586
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users 0 3 9 739 0 4 21 2,241
SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method 15 33 144 603 34 84 392 1,750
STATICFC: Stata module to compute static forecasts for a recursive rolling regression 2 3 35 249 10 20 130 859
STATSMAT: Stata module to place descriptive statistics in matrix 2 4 22 690 10 34 111 3,304
TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation 0 1 9 44 1 4 27 229
TORATS: Stata module to facilitate transfer of data to RATS 0 0 4 167 6 8 40 1,047
TOSQL: Stata module to transfer data to SQL database 0 4 8 388 11 40 111 2,949
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values 3 11 35 658 23 53 243 3,151
TSGRAPH: Stata module to produce time series line graph 4 8 27 797 17 41 173 4,777
TSLIST: Stata module to list time series data 0 0 0 203 7 14 51 6,394
TSMKTIM: Stata module to generate time-series calendar variable 8 19 61 1,043 51 120 317 3,857
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates 1 1 6 195 2 4 33 697
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) 0 0 5 804 0 2 17 2,634
VECAR: Stata module to estimate vector autoregressive (VAR) models 2 3 10 1,985 4 7 48 7,338
WHITETST: Stata module to perform White's test for heteroskedasticity 19 43 163 6,069 99 267 1,048 24,919
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test 4 6 30 950 35 76 244 5,077
XTILETEST: Stata module to test equality of percentiles across groups of observations 2 4 11 14 4 14 62 93
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model 13 41 186 3,871 85 236 959 15,616
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity 14 61 292 3,776 100 274 1,296 12,284
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break 37 85 389 4,695 115 263 1,109 11,054
aer.pl, a script converting XML data to ReDIF 0 0 4 159 1 1 21 1,161
bejeap.pl, a script converting OAI data to ReDIF 0 1 3 79 1 3 20 772
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support 0 0 3 111 0 0 16 788
cdl-ciders.pl, a script converting XML data to ReDIF 0 0 2 71 0 2 27 864
dspace2redif.pl, a script converting DSpace metadata to ReDIF 0 6 10 173 4 16 72 997
ectj.pl, a script converting html data to ReDIF 1 1 2 77 1 1 8 905
imfocpcvt.pl, a script converting html data to ReDIF 0 0 1 51 0 0 12 761
rjeyr.pl, a script converting html data to ReDIF 0 0 0 48 1 1 4 819
Total Software Items 559 1,490 6,633 145,662 2,612 6,753 30,358 550,712


Statistics updated 2017-03-07