Access Statistics for Christopher Baum

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency 0 0 1 484 0 3 13 2,032
A general approach to testing for autocorrelation 2 9 64 64 4 21 134 134
A general approach to testing for autocorrelation 0 1 52 52 0 9 68 68
A little bit of Stata programming goes a long way 1 9 25 2,000 2 19 68 3,373
A little bit of Stata programming goes a long way 8 18 94 5,363 15 41 218 9,513
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 2 386 1 2 18 1,462
A re-evaluation of empirical tests of the Fisher hypothesis 0 1 3 352 1 4 13 1,312
A review of Stata 8.1 and its time series capabilities 0 0 8 1,725 2 3 26 3,606
A simple alternative to the linear probability model for binary choice models with endogenous regressors 2 11 40 137 4 20 92 316
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates 0 0 0 214 1 2 4 1,847
An interpretation and implementation of the Theil-Goldberger 'mixed' estimator 2 6 20 126 4 19 69 288
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests 0 0 0 0 1 10 84 1,156
Binary choice models with endogenous regressors 4 16 65 195 7 33 130 303
Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? 2 8 64 85 7 23 152 200
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 58 1 1 7 630
Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes 0 1 2 93 2 8 36 440
Corporate Liquidity Management and Future Investment Expenditures 0 4 15 94 0 11 51 324
Credible Disinflation Policy in a Dynamic Setting 0 0 0 167 1 2 5 1,391
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises 1 3 16 16 3 14 62 62
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis 2 9 37 37 8 23 61 61
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 4 14 67 67 7 31 86 86
Does Regular Economic News from Emerging Countries Move Markets? Evidence from Chinese Macro Announcements 0 2 12 12 3 10 30 30
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 2 80 3 5 23 104
Does the tenure of Private Equity investment improve the performance of European firms? 0 2 3 65 4 8 15 166
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 60 1 1 7 305
Dynamics of Intra-EMS Interest Rate Linkages 0 0 2 186 0 1 13 951
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 2 3 14 312 4 10 46 861
Efficient Management of Multi-Frequency Panel Data with Stata 1 2 6 693 1 3 19 1,746
Efficient management of multi-frequency panel data with Stata 2 2 30 489 6 15 89 1,202
Enhanced routines for instrumental variables/GMM estimation and testing 1 6 28 519 2 19 78 1,060
Enhanced routines for instrumental variables/GMM estimation and testing 9 35 138 1,923 20 96 361 3,644
Evaluating one-way and two-way cluster-robust covariance matrix estimates 3 8 35 364 3 17 97 833
Evaluating one-way and two-way cluster-robust covariance matrix estimates 0 3 16 149 1 6 52 371
Evaluating one-way and two-way cluster–robust covariance matrix estimates 3 10 38 164 11 33 127 509
Exchange Rate Effects on the Volume and Variability of Trade Flows 1 2 7 981 1 5 36 3,107
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 0 4 20 1,572
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 1 4 12 809 9 18 89 2,270
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 1 3 10 681 1 4 20 1,710
Exchange Rate Uncertainty and Firm Profitability 1 5 32 655 3 17 105 2,271
Facilitating Applied Economic Research with Stata 4 11 50 830 10 32 143 1,933
Firm Investment and Financial Frictions 0 0 1 171 0 2 12 428
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 0 0 5 548 0 1 51 2,047
Fractional Cointegration Analysis of Long Term International Interest Rates 0 1 4 786 1 2 14 2,850
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 2 3 378 4 13 34 2,122
Fractional Dynamics in Japanese Financial Time Series 0 0 2 325 1 6 23 1,474
Fractional Monetary Dynamics 0 0 2 213 0 0 17 1,140
Implementing econometric estimators with Mata 0 0 9 230 0 0 19 369
Implementing econometric estimators with Mata 0 0 2 143 0 1 13 254
Implementing new econometric tools in Stata 5 20 112 133 9 28 197 228
Instrumental variables and GMM: Estimation and testing 15 40 165 4,337 28 93 389 8,352
Instrumental variables and GMM: Estimation and testing 0 2 8 596 3 8 38 1,401
Instrumental variables and GMM: Estimation and testing 1 1 14 1,226 4 16 68 2,331
Instrumental variables estimation using heteroskedasticity-based instruments 1 2 49 49 7 12 101 101
Instrumental variables estimation using heteroskedasticity-based instruments 2 13 58 154 4 20 99 266
Instrumental variables: Overview and advances 3 8 20 819 5 13 41 1,403
Long Memory and Forecasting in Euroyen Deposit Rates 0 0 0 301 1 2 8 1,895
Long Memory in the Greek Stock Market 0 0 2 969 3 5 21 5,331
Long Term Dependence in Stock Returns 0 1 2 611 0 5 12 1,763
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 1 1 3 515 2 7 26 2,289
Long-Memory Forecasting of U.S. Monetary Indices 0 2 2 256 0 6 15 658
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance 0 0 1 88 0 0 2 433
Macroeconomic Uncertainty and Credit Default Swap Spreads 0 4 10 187 1 11 33 452
Macroeconomic Uncertainty and Firm Leverage 0 1 7 146 0 12 58 553
Macroeconomics Uncertainty and Firm Leverage 0 1 2 84 0 3 20 415
Modeling Returns on the Term Structure of Treasury Interest Rates 0 2 2 817 1 5 14 3,390
Modeling fixed income excess returns 0 0 1 425 1 2 18 2,358
Modelling Federal Reserve Discount Policy 0 0 1 178 1 6 27 1,724
Monetary Policy in the Transition to a Zero Federal Deficit 0 0 0 201 0 0 6 2,100
Nearest-Neighbor Forecasts of U.S. Interest Rates 1 1 4 825 3 4 14 3,979
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 0 0 5 867 1 5 29 4,732
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports 1 3 14 741 2 10 32 2,042
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 0 5 733 1 6 30 7,332
On the Investment Sensitivity of Debt under Uncertainty 0 0 5 160 2 3 18 347
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty 0 0 7 433 1 5 52 1,167
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty 1 1 4 260 2 3 23 729
Parliamentary Election Cycles and the Turkish Banking Sector 1 1 3 29 1 2 19 132
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 0 27 1 3 19 100
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 3 158 2 6 34 456
Persistence in International Inflation Rates 0 0 3 550 1 3 15 4,953
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 2 3 366 0 2 14 2,175
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms 0 0 2 1,254 1 3 10 5,835
Political patronage in Ukranian banking 0 0 1 131 0 1 16 623
Powerful new tools for time series analysis 1 1 9 495 2 6 28 855
Q, Cash Flow and Investment: An Econometric Critique 0 0 2 369 0 2 9 1,647
R&D Expenditures and Geographical Sales Diversification 1 3 23 118 4 15 65 276
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say 0 1 3 156 0 2 10 388
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money 0 0 1 254 0 2 5 1,939
Rolling Regressions with Stata 1 15 47 1,516 10 46 148 3,493
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 2 111 0 0 14 788
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 1 90 2 3 14 540
Should you become a Stata programmer? 1 3 12 1,038 1 5 32 1,480
Stata: The language of choice for time series analysis? 1 4 14 1,880 8 16 63 3,704
Stochastic Long Memory in Traded Goods Prices 1 2 2 135 1 3 13 803
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 3 8 185 2 8 41 479
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 0 3 133 3 4 20 699
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 0 3 26 2 3 17 195
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms 0 3 10 273 2 10 44 1,352
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 0 4 94 1 3 20 451
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 4 14 125 1 14 80 619
The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity 0 2 8 99 6 11 47 284
The Effects of Uncertainty on the Leverage of Non-Financial Firms 0 0 1 268 1 3 11 1,002
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 46 0 1 6 350
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 1 2 815 1 3 19 2,915
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 0 3 978 0 3 20 3,972
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 6 90 1 3 21 230
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 2 6 92 1 6 43 284
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 0 8 400 1 3 32 1,072
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 0 4 203 1 3 21 591
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 1 3 11 111 4 10 64 481
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 1 5 212 0 2 19 559
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 2 43 0 4 26 255
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms 0 3 7 128 1 11 33 515
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage 0 2 4 184 0 4 18 494
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity 1 2 13 375 3 8 53 1,644
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms 0 0 0 167 1 2 12 631
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity 0 1 1 36 0 1 11 182
The Impact of the Financial System's Structure on Firms' Financial Constraints 0 0 5 195 2 5 44 550
The Volatility of International Trade Flows and Exchange Rate Uncertainty 1 1 7 193 3 4 27 486
The contextual effects of social capital on health: a cross-national instrumental variable analysis 0 1 7 87 0 2 32 156
The role of uncertainty in the transmission of monetary policy effects on bank lending 0 0 6 314 1 7 29 973
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 0 3 517 1 6 24 1,471
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 2 9 183 2 14 54 682
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 1 5 144 0 2 17 465
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty 0 0 0 68 1 1 16 211
Time series filtering techniques in Stata 8 37 112 913 22 98 311 1,908
Time series filtering techniques in Stata 3 7 23 409 4 18 69 872
Time-Varying Risk Premia in the Foreign Currency Futures Basis 0 0 5 651 1 6 36 3,206
Tobin's Q And Financial Policy Revisited 0 0 0 0 2 5 12 851
Topics in time series regression modeling 2 4 31 1,440 6 36 155 3,569
Uncertainty Determinants of Corporate Liquidity 0 0 3 50 0 3 16 218
Uncertainty Determinants of Corporate Liquidity 0 0 0 44 2 5 17 279
Uncertainty Determinants of Corporate Liquidity 0 0 3 167 4 5 17 620
Uncertainty Determinants of Corporate Liquidity 0 0 0 63 1 3 19 296
Uncertainty Determinants of Firm Investment 0 2 5 271 2 5 30 648
Using Mata to work more effectively with Stata: A tutorial 1 5 50 509 2 8 97 880
Using Mata to work more effectively with Stata: A tutorial 1 1 6 409 3 4 25 736
Using Mata to work more effectively with Stata: A tutorial 1 14 89 2,298 7 33 175 3,670
Using Stata for Applied Research: Reviewing its Capabilities 6 14 54 675 7 20 93 899
Using instrumental variables techniques in economics and finance 1 4 24 522 2 10 43 811
Waves and Persistence in Merger and Acquisition Activity 0 5 11 2,035 2 14 60 8,584
cron, perl and Stata: automated production and presentation of a business-daily index 0 1 4 230 3 7 24 765
Total Working Papers 121 472 2,257 65,742 388 1,479 6,989 204,953
1 registered items for which data could not be found


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 4 172
A logit analysis of the factor content of West German foreign trade 0 0 0 11 0 1 7 73
A nonparametric investigation of the 90-day t-bill rate 0 0 0 38 0 2 9 527
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency 0 0 0 45 0 0 8 387
A review of Stata 8.1 and its time series capabilities 1 2 4 190 2 5 14 538
A test for long-range dependence in a time series 0 0 2 34 0 1 6 95
Activist policy and macroeconomic instability 0 0 0 15 0 0 1 118
An empirical analysis of the composition of manufacturing employment in the industrialized countries 0 1 1 13 0 2 3 59
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 0 109 0 3 5 596
Compacting time series data 0 0 2 34 0 1 10 87
Coordination of large macroeconomies'policies and the stability of small economies 0 0 0 6 0 0 2 58
Cumulative author index, volumes 1-13 0 2 3 3 1 8 15 15
Dynamic adjustment of firms' capital structures in a varying-risk environment 0 0 0 15 1 1 4 60
Dynamics of Intra-EMS Interest Rate Linkages 0 0 3 35 0 0 24 200
Enhanced routines for instrumental variables/generalized method of moments estimation and testing 15 39 130 1,003 24 61 218 1,648
Evaluating concavity for production and cost functions 0 0 0 87 0 4 18 200
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports 0 0 1 93 1 2 8 433
Exchange Rate Uncertainty and Firm Profitability 0 0 3 61 2 3 17 324
Exchange rate effects on the volume and variability of trade flows 0 7 21 219 0 14 57 742
Foreword 0 0 0 0 0 0 1 29
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 0 0 1 78 0 0 20 358
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 0 0 2 9 62
Fractional dynamics in Japanese financial time series 0 0 1 28 1 1 9 192
Fractional monetary dynamics 0 0 1 28 6 8 17 314
Instrumental variables and GMM: Estimation and testing 4 24 106 2,975 12 60 258 6,680
Long memory in the Greek stock market 0 0 1 96 0 2 15 519
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 0 2 48 0 3 15 299
Long-memory forecasting of US monetary indices 1 2 2 32 1 4 10 175
Long-term dependence in stock returns 1 1 3 79 1 1 10 367
Macroeconomic uncertainty and credit default swap spreads 0 3 6 62 5 35 56 212
Metadata for user-written contributions to the Stata programming language 0 0 0 14 0 0 1 63
Metadata for user-written contributions to the Stata programming language: extensions 0 0 0 21 0 0 0 53
Modelling Federal Reserve Discount Policy 0 0 1 80 1 1 6 890
Multivariate portmanteau (Q) test for white noise 0 3 8 207 1 15 32 687
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 0 0 4 83 0 2 21 429
Nonlinear effects of exchange rate volatility on the volume of bilateral exports 0 1 18 359 2 9 52 1,100
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 0 0 0 0 1 1 11 531
On the investment sensitivity of debt under uncertainty 0 1 9 54 0 2 22 189
On the sensitivity of firms' investment to cash flow and uncertainty 0 0 8 80 2 4 34 264
On the sensitivity of optimal control solutions 0 0 0 22 1 2 4 85
On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty 1 2 17 81 3 10 61 254
Parliamentary election cycles and the Turkish banking sector 0 2 19 44 9 30 79 188
Persistence in International Inflation Rates 0 0 0 0 1 2 8 72
Political patronage in Ukrainian banking 0 0 4 38 0 4 30 244
Q, Cash Flow and Investment: An Econometric Critique 0 0 0 44 0 5 15 274
Reexamining the term structure of interest rates and the interwar demand for money 0 0 0 0 0 0 0 0
Residual diagnostics for cross-section time series regression models 1 6 11 908 2 11 30 2,524
Richard Sperling (1961-2011) 0 0 0 0 5 9 23 115
Sectoral fluctuations in U.K. firms' investment expenditures 0 0 0 0 0 0 5 8
Stata tip 37: And the last shall be first 0 0 0 38 0 0 2 120
Stata tip 38: Testing for groupwise heteroskedasticity 1 11 44 510 3 27 87 1,021
Stata tip 40: Taking care of business 13 54 173 640 26 90 351 1,242
Stata tip 45: Getting those data into shape 2 2 7 163 3 7 18 431
Stata tip 63: Modeling proportions 1 7 16 262 2 9 24 426
Stata tip 73: append with care! 0 1 3 153 1 2 7 361
Stata tip 88: Efficiently evaluating elasticities with the margins command 0 0 0 0 0 5 25 271
Stata: The language of choice for time-series analysis? 1 2 8 352 2 7 27 915
Stochastic long memory in traded goods prices 0 0 0 21 0 2 6 170
THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS 0 3 7 62 2 6 25 258
THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING 0 2 6 6 1 8 19 19
Test for autoregressive conditional heteroskedasticity in regression error distribution 1 1 4 53 2 2 9 148
Tests for heteroskedasticity in regression error distribution 1 2 4 46 1 2 6 129
Tests for long memory in a time series 0 1 9 99 0 2 18 163
Tests for serial correlation in regression error distribution 0 0 1 37 0 1 3 106
Tests for stationarity of a time series 1 4 13 202 3 8 25 375
Tests for stationarity of a time series: update 0 0 1 56 1 1 7 108
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 4 8 8 1 7 26 26
The contextual effects of social capital on health: A cross-national instrumental variable analysis 0 0 3 11 2 3 18 42
The effects of price- and output-stabilising policies in an interdependent world economy 0 0 0 8 0 0 1 54
The effects of uncertainty and corporate governance on firms’ demand for liquidity 0 1 6 22 1 5 28 89
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 0 0 4 75 1 12 43 325
The impact of macroeconomic uncertainty on firms' changes in financial leverage 0 2 6 77 1 7 26 219
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity 1 4 9 116 3 8 30 379
The impact of the financial system's structure on firms' financial constraints 2 5 30 76 10 37 214 541
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 2 6 49 2 10 25 148
Tobin's Q, intangible capital, and financial policy 0 0 0 89 0 0 4 293
Tobin's q and measurement error: Caveat investigator 0 0 1 89 0 0 6 294
USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES 0 0 0 0 1 6 28 190
Ukrainische Banken: politische Patronage von Bedeutung 0 0 0 30 1 7 50 362
Uncertainty determinants of corporate liquidity 1 2 6 104 2 7 39 344
Uncertainty determinants of firm investment 0 2 10 89 1 5 24 293
Utility for time series data 0 2 6 168 1 21 89 835
Waves and persistence in merger and acquisition activity 0 0 2 166 0 2 15 633
Total Journal Articles 49 210 785 11,349 159 647 2,609 34,839


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 36 111 292 2,812 98 302 829 6,526
An Introduction to Stata Programming 7 25 72 898 16 52 218 1,966
Total Books 43 136 364 3,710 114 354 1,047 8,492


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 1 7 0 1 5 39
Total Chapters 0 0 1 7 0 1 5 39


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ACTEST: Stata module to perform Cumby-Huizinga general test for autocorrelation in time series 2 10 41 41 9 46 192 192
ARCH: MATLAB function to compute ARCH test 2 14 40 1,637 22 96 223 5,211
ARCHLM: Stata module to calculate LM test for ARCH effects 3 15 68 1,398 20 117 429 6,632
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries 0 1 3 641 2 7 29 1,824
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model 5 22 63 1,527 27 122 400 6,634
ARRANGEDAR: RATS procedures to calculate arranged autoregressions 0 0 3 261 2 3 12 854
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 2 8 25 25 11 38 155 155
AVPLOT3: Stata module to generate partial regression plots for subsamples 0 1 7 160 4 15 77 1,926
BCUSE: Stata module to access instructional datasets on Boston College server 0 12 65 111 11 82 285 509
BETACOEF: Stata module to calculate beta coefficients from regression 2 9 42 1,452 22 94 384 9,784
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation 4 9 25 1,661 22 94 326 10,240
BIDENSITY: Stata module to produce and graph bivariate density estimates 6 12 53 72 18 53 253 340
BKING: Stata module to implement Baxter-King filter for timeseries data 1 4 25 1,199 4 29 146 4,052
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity 2 10 31 2,551 11 71 231 9,709
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data 1 4 9 194 2 6 41 922
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data 1 4 17 419 2 9 60 1,110
CHECKREG3: Stata module to check identification status of simultaneous equations system 2 2 15 285 3 9 62 1,065
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks 42 92 251 1,621 83 270 771 4,596
CMAXUSE: Stata module to access Cmax instructional datasets 0 1 4 6 0 2 19 34
CNSRSIG: Stata module to evaluate validity of restrictions on a regression 1 4 16 367 2 20 94 1,921
CUSUM6: Stata module to compute cusum, cusum^2 stability tests 7 31 129 1,325 36 105 415 4,336
DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method 12 51 220 1,729 50 158 758 5,477
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test 3 12 64 2,895 18 103 368 12,279
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy 16 43 141 1,460 34 133 404 3,605
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates 4 16 88 1,005 18 85 400 3,747
DURBINH: Stata module to calculate Durbin's h test for serial correlation 3 14 42 1,360 23 135 371 7,270
FRACDIFF: Stata module to generate fractionally-differenced timeseries 1 7 31 351 4 14 76 1,196
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries 5 8 36 871 9 31 168 3,512
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix 0 2 24 432 8 42 214 2,399
GHISTCUM: Stata module to graph histogram and cumulative distribution 2 6 32 709 15 51 227 4,347
GPHROB: RATS modules to perform tests for fractional integration of timeseries 0 4 12 652 1 9 46 1,706
GPHUDAK: Stata module to estimate long memory in a timeseries 1 8 25 437 3 22 63 1,169
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries 0 0 2 313 2 7 28 889
HADRILM: Stata module to perform Hadri panel unit root test 8 14 38 1,761 12 36 132 4,483
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test 7 12 57 654 13 36 154 1,791
HLP2PDF: Stata module to create PDF or PostScript from Stata help file 0 3 15 204 1 15 63 924
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data 32 113 485 6,695 63 257 1,208 13,435
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test 13 46 159 4,362 41 141 492 9,603
ITSP_ADO: Stata module to accompany Introduction to Stata Programming book 0 2 11 94 0 9 42 329
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation 4 7 21 211 7 15 65 984
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg 14 46 314 5,281 80 308 2,216 23,628
IVGMM0: Stata module to perform instrumental variables via GMM 1 1 12 1,341 3 10 56 4,130
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) 4 12 43 1,192 9 23 143 4,886
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) 4 15 89 659 20 61 350 2,229
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation 79 261 1,204 14,657 271 908 4,173 46,676
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments 18 70 232 357 77 368 1,454 1,826
KDENS2: Stata module to estimate bivariate kernel density 2 11 69 1,069 15 63 344 3,519
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity 20 66 239 2,764 54 212 773 7,880
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test 6 28 135 3,869 35 119 590 9,393
LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias 1 9 28 271 11 54 178 1,149
LOG2HTML: Stata module to produce HTML log files 7 8 24 532 11 34 132 2,629
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test 5 13 85 1,086 14 33 248 2,759
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries 0 8 30 610 4 27 126 1,949
MADFULLER: Stata module to perform Dickey-Fuller test on panel data 1 14 48 1,899 5 42 229 6,171
MATIN4-MATOUT4: Stata module to import and export matrices 2 10 42 400 14 54 253 1,633
MODLPR: Stata module to estimate long memory in a timeseries 1 4 25 398 3 16 78 1,223
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel 1 8 55 625 8 42 265 2,484
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel 5 19 124 954 41 149 624 4,019
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating 11 31 115 638 34 116 519 2,621
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends 2 7 26 985 9 26 103 3,288
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality 1 3 22 428 5 28 147 2,519
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise 1 2 13 155 1 7 44 942
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit 1 1 10 177 3 6 64 885
OUTSERIES: Stata module to write timeseries to text files 0 1 1 76 1 2 8 467
OUTTABLE: Stata module to write matrix to LaTeX table 11 43 209 2,188 69 248 1,191 15,450
OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg, ivreg2, ivreg29, ivprobit, ivtobit, reg3 19 52 308 5,228 66 223 1,313 17,033
PANELAUTO: Stata module to support tests for autocorrelation on panel data 7 33 128 1,638 37 159 551 6,000
PANELUNIT: Stata module to support unit root tests on panel data 2 4 28 1,182 5 17 121 3,279
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit 6 15 88 1,544 22 85 370 5,312
PWCORR2: Stata module to compute pairwise correlations and return results 0 4 29 166 10 35 195 1,050
PWCOV: Stata module to compute pairwise covariances 0 0 6 89 3 5 49 485
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients 3 5 32 326 10 31 182 1,282
QSTAT2: MATLAB function to compute Ljung-Box Q statistic 3 18 72 2,268 18 79 259 7,452
ROBLPR: Stata module to estimate long memory in a set of timeseries 2 8 26 411 7 26 88 1,353
ROLLING2: Stata module to perform rolling window and recursive estimation 2 17 69 646 11 80 329 2,678
ROLLREG: Stata module to perform rolling regression estimation 14 37 154 1,840 39 126 609 5,394
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) 2 11 43 503 26 105 483 4,341
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended 0 4 33 551 22 90 390 3,997
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users 3 5 13 711 4 12 38 2,173
SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method 11 28 125 239 23 80 371 683
STATICFC: Stata module to compute static forecasts for a recursive rolling regression 3 18 73 103 13 60 268 380
STATSMAT: Stata module to place descriptive statistics in matrix 4 10 32 637 16 46 177 3,003
TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation 0 1 3 28 3 7 35 167
TORATS: Stata module to facilitate transfer of data to RATS 0 2 7 151 1 7 36 954
TOSQL: Stata module to transfer data to SQL database 1 3 9 360 7 21 94 2,664
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values 1 14 60 470 13 53 258 2,276
TSGRAPH: Stata module to produce time series line graph 1 1 17 737 5 23 132 4,313
TSLIST: Stata module to list time series data 0 0 2 203 3 18 65 6,303
TSMKTIM: Stata module to generate time-series calendar variable 2 13 49 876 11 65 235 3,150
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates 0 1 11 174 2 7 38 603
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) 0 3 6 789 0 11 26 2,570
VECAR: Stata module to estimate vector autoregressive (VAR) models 3 13 56 1,927 6 53 258 7,021
WHITETST: Stata module to perform White's test for heteroskedasticity 25 82 305 5,580 81 452 1,710 21,889
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test 2 14 41 876 11 57 240 4,559
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model 16 59 228 3,366 63 283 1,097 13,170
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity 22 107 356 2,912 89 423 1,339 8,734
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break 26 80 376 3,650 70 244 1,050 8,078
aer.pl, a script converting XML data to ReDIF 0 0 6 144 1 14 60 1,083
bejeap.pl, a script converting OAI data to ReDIF 1 1 3 67 1 5 26 717
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support 0 0 7 92 5 9 40 714
cdl-ciders.pl, a script converting XML data to ReDIF 0 0 5 57 3 8 36 790
dspace2redif.pl, a script converting DSpace metadata to ReDIF 0 3 21 135 5 16 103 782
ectj.pl, a script converting html data to ReDIF 0 0 1 72 1 4 22 871
imfocpcvt.pl, a script converting html data to ReDIF 0 0 1 49 0 2 15 734
rjeyr.pl, a script converting html data to ReDIF 0 0 0 43 0 4 22 797
Total Software Items 573 1,990 8,458 126,599 2,145 8,588 36,921 464,380


Statistics updated 2014-07-03