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 0 11 2,032
A general approach to testing for autocorrelation 4 8 47 70 9 18 114 148
A general approach to testing for autocorrelation 0 2 54 54 1 3 71 71
A little bit of Stata programming goes a long way 1 3 21 2,002 3 7 60 3,378
A little bit of Stata programming goes a long way 4 15 79 5,370 8 29 186 9,527
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 2 386 0 2 19 1,463
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 3 352 0 1 12 1,312
A review of Stata 8.1 and its time series capabilities 1 3 10 1,728 3 8 24 3,612
A simple alternative to the linear probability model for binary choice models with endogenous regressors 4 10 41 145 4 13 85 325
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates 0 0 0 214 3 4 7 1,850
An interpretation and implementation of the Theil-Goldberger 'mixed' estimator 1 4 19 128 6 14 67 298
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests 0 0 0 0 1 5 75 1,160
Binary choice models with endogenous regressors 2 8 60 199 2 13 116 309
Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? 0 8 54 91 0 20 135 213
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 58 0 1 7 630
Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes 0 0 2 93 2 4 30 442
Corporate Liquidity Management and Future Investment Expenditures 1 2 14 96 2 6 48 330
Credible Disinflation Policy in a Dynamic Setting 0 0 0 167 1 2 6 1,392
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises 2 5 20 20 3 10 69 69
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis 2 5 40 40 3 15 68 68
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 4 10 73 73 6 18 97 97
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 2 2 2 2 3 3 3 3
Credit rating agency downgrades and the Eurozone sovereign debt crises 4 28 28 28 4 6 6 6
Does Regular Economic News from Emerging Countries Move Markets? Evidence from Chinese Macro Announcements 1 1 13 13 3 7 34 34
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 1 80 2 5 23 106
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 0 0 0 0 0 0
Does the tenure of Private Equity investment improve the performance of European firms? 0 0 3 65 0 6 15 168
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 60 0 2 7 306
Dynamics of Intra-EMS Interest Rate Linkages 0 0 2 186 0 0 12 951
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 0 3 12 313 1 7 41 864
Efficient Management of Multi-Frequency Panel Data with Stata 1 3 7 695 2 4 19 1,749
Efficient management of multi-frequency panel data with Stata 2 9 31 496 3 20 86 1,216
Enhanced routines for instrumental variables/GMM estimation and testing 1 2 21 520 3 7 68 1,065
Enhanced routines for instrumental variables/GMM estimation and testing 10 28 133 1,942 24 63 348 3,687
Evaluating one-way and two-way cluster-robust covariance matrix estimates 2 11 34 372 9 21 96 851
Evaluating one-way and two-way cluster-robust covariance matrix estimates 1 2 12 151 3 5 43 375
Evaluating one-way and two-way cluster–robust covariance matrix estimates 2 11 37 172 8 28 128 526
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 1 5 981 1 4 33 3,110
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 0 2 18 1,574
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 2 11 810 1 13 73 2,274
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 2 8 682 1 4 19 1,713
Exchange Rate Uncertainty and Firm Profitability 2 3 29 657 8 15 99 2,283
Facilitating Applied Economic Research with Stata 2 11 50 837 9 30 142 1,953
Firm Investment and Financial Frictions 0 0 0 171 1 3 12 431
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 1 1 4 549 1 2 19 2,049
Fractional Cointegration Analysis of Long Term International Interest Rates 0 0 4 786 1 3 14 2,852
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 3 378 2 6 32 2,124
Fractional Dynamics in Japanese Financial Time Series 0 1 1 326 1 4 22 1,477
Fractional Monetary Dynamics 0 0 2 213 0 0 16 1,140
Implementing econometric estimators with Mata 0 1 8 231 0 2 17 371
Implementing econometric estimators with Mata 0 0 1 143 1 5 15 259
Implementing new econometric tools in Stata 6 15 90 143 11 30 168 249
Instrumental variables and GMM: Estimation and testing 8 34 158 4,356 23 71 360 8,395
Instrumental variables and GMM: Estimation and testing 0 0 6 596 0 7 34 1,405
Instrumental variables and GMM: Estimation and testing 2 4 14 1,229 8 15 68 2,342
Instrumental variables estimation using heteroskedasticity-based instruments 3 6 32 54 3 18 80 112
Instrumental variables estimation using heteroskedasticity-based instruments 2 6 50 158 2 14 88 276
Instrumental variables: Overview and advances 2 5 19 821 4 12 41 1,410
Long Memory and Forecasting in Euroyen Deposit Rates 0 0 0 301 0 1 7 1,895
Long Memory in the Greek Stock Market 0 1 2 970 0 4 18 5,332
Long Term Dependence in Stock Returns 0 0 2 611 0 0 11 1,763
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 1 2 3 516 2 5 23 2,292
Long-Memory Forecasting of U.S. Monetary Indices 0 0 2 256 0 0 13 658
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance 1 1 1 89 1 1 2 434
Macroeconomic Uncertainty and Credit Default Swap Spreads 0 1 8 188 2 5 28 456
Macroeconomic Uncertainty and Firm Leverage 0 1 6 147 0 2 50 555
Macroeconomics Uncertainty and Firm Leverage 0 0 2 84 1 1 15 416
Modeling Returns on the Term Structure of Treasury Interest Rates 1 1 3 818 1 2 14 3,391
Modeling fixed income excess returns 0 0 1 425 0 2 17 2,359
Modelling Federal Reserve Discount Policy 0 0 1 178 1 2 26 1,725
Monetary Policy in the Transition to a Zero Federal Deficit 1 1 1 202 2 2 6 2,102
Nearest-Neighbor Forecasts of U.S. Interest Rates 0 1 4 825 0 3 13 3,979
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 0 0 3 867 1 3 23 4,734
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports 0 1 12 741 0 4 29 2,044
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 0 4 733 2 5 29 7,336
On the Investment Sensitivity of Debt under Uncertainty 0 0 3 160 0 2 15 347
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty 0 2 8 435 2 7 48 1,173
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty 0 1 3 260 2 4 20 731
Parliamentary Election Cycles and the Turkish Banking Sector 0 1 3 29 0 1 13 132
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 0 27 1 4 18 103
Parliamentary Election Cycles and the Turkish Banking Sector 1 1 3 159 1 4 29 458
Persistence in International Inflation Rates 0 0 3 550 2 3 16 4,955
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 0 3 366 1 1 9 2,176
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms 0 1 2 1,255 0 2 8 5,836
Political patronage in Ukranian banking 2 2 3 133 2 2 16 625
Powerful new tools for time series analysis 1 2 9 496 2 4 23 857
Q, Cash Flow and Investment: An Econometric Critique 0 1 3 370 0 1 8 1,648
R&D Expenditures and Geographical Sales Diversification 1 4 21 121 2 11 62 283
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say 0 1 4 157 0 1 9 389
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money 0 0 1 254 0 0 5 1,939
Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey 0 0 0 0 1 1 1 1
Rolling Regressions with Stata 2 5 45 1,520 7 20 137 3,503
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 1 111 0 1 12 789
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 1 90 1 3 14 541
Should you become a Stata programmer? 0 3 12 1,040 0 4 29 1,483
Stata: The language of choice for time series analysis? 1 2 11 1,881 1 13 51 3,709
Stochastic Long Memory in Traded Goods Prices 0 1 2 135 0 1 13 803
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 0 8 185 1 6 36 483
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 0 1 133 1 4 17 700
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 1 3 27 2 6 18 199
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms 0 0 9 273 2 6 37 1,356
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 1 3 5 97 2 5 21 455
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 1 1 15 126 6 9 72 627
The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity 0 0 7 99 0 7 40 285
The Effects of Uncertainty on the Leverage of Non-Financial Firms 0 0 1 268 0 2 9 1,003
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 46 0 0 6 350
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 2 815 0 1 19 2,915
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 0 2 978 1 2 15 3,974
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 4 90 0 1 17 230
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 4 92 2 3 36 286
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 1 2 10 402 2 8 36 1,079
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 1 2 6 205 1 3 21 593
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 1 7 111 0 5 51 482
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 5 212 0 1 14 560
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 1 43 0 2 23 257
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms 0 0 5 128 2 4 29 518
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage 0 0 3 184 0 1 15 495
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity 0 2 13 376 0 5 40 1,646
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms 0 0 0 167 0 1 11 631
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity 0 0 1 36 0 0 8 182
The Impact of the Financial System's Structure on Firms' Financial Constraints 0 0 3 195 1 4 40 552
The Volatility of International Trade Flows and Exchange Rate Uncertainty 0 1 4 193 0 4 21 487
The contextual effects of social capital on health: a cross-national instrumental variable analysis 0 0 6 87 1 1 26 157
The role of uncertainty in the transmission of monetary policy effects on bank lending 0 0 6 314 3 5 29 977
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 0 1 517 0 2 21 1,472
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 0 9 183 3 5 50 685
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 0 5 144 0 0 12 465
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty 0 0 0 68 1 2 10 212
Time series filtering techniques in Stata 4 19 105 924 13 65 311 1,951
Time series filtering techniques in Stata 1 7 25 413 3 11 65 879
Time-Varying Risk Premia in the Foreign Currency Futures Basis 0 0 4 651 0 2 30 3,207
Tobin's Q And Financial Policy Revisited 0 0 0 0 1 3 12 852
Topics in time series regression modeling 0 3 30 1,441 1 13 146 3,576
Uncertainty Determinants of Corporate Liquidity 0 0 2 50 1 3 12 221
Uncertainty Determinants of Corporate Liquidity 1 1 1 45 2 5 19 282
Uncertainty Determinants of Corporate Liquidity 0 0 1 167 0 4 13 620
Uncertainty Determinants of Corporate Liquidity 0 0 0 63 0 2 15 297
Uncertainty Determinants of Firm Investment 0 0 4 271 3 6 22 652
Using Mata to work more effectively with Stata: A tutorial 3 6 40 514 5 10 82 888
Using Mata to work more effectively with Stata: A tutorial 0 2 5 410 2 7 25 740
Using Mata to work more effectively with Stata: A tutorial 6 11 78 2,308 14 33 165 3,696
Using Stata for Applied Research: Reviewing its Capabilities 1 8 46 677 1 11 79 903
Using instrumental variables techniques in economics and finance 0 2 20 523 1 5 41 814
Waves and Persistence in Merger and Acquisition Activity 1 2 11 2,037 5 10 62 8,592
cron, perl and Stata: automated production and presentation of a business-daily index 0 1 5 231 3 9 26 771
Total Working Papers 113 387 2,090 66,008 324 1,073 6,411 205,638
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 1 4 173
A logit analysis of the factor content of West German foreign trade 0 1 1 12 0 1 7 74
A nonparametric investigation of the 90-day t-bill rate 0 0 0 38 2 3 12 530
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency 0 0 0 45 1 2 9 389
A review of Stata 8.1 and its time series capabilities 1 2 5 191 1 4 12 540
A test for long-range dependence in a time series 0 0 0 34 0 0 3 95
Activist policy and macroeconomic instability 0 0 0 15 0 0 0 118
An empirical analysis of the composition of manufacturing employment in the industrialized countries 0 0 1 13 0 0 3 59
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 0 109 1 1 6 597
Compacting time series data 0 0 2 34 0 0 8 87
Coordination of large macroeconomies'policies and the stability of small economies 0 0 0 6 0 0 1 58
Cumulative author index, volumes 1-13 1 1 4 4 1 4 18 18
Dynamic adjustment of firms' capital structures in a varying-risk environment 0 0 0 15 0 1 3 60
Dynamics of Intra-EMS Interest Rate Linkages 0 0 3 35 0 0 22 200
Enhanced routines for instrumental variables/generalized method of moments estimation and testing 14 38 130 1,026 27 75 232 1,699
Evaluating concavity for production and cost functions 0 1 1 88 0 3 14 203
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports 0 0 1 93 0 1 8 433
Exchange Rate Uncertainty and Firm Profitability 0 1 4 62 0 3 12 325
Exchange rate effects on the volume and variability of trade flows 2 3 21 222 3 6 52 748
FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES 0 0 0 0 0 0 0 0
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 1 1 2 79 1 1 14 359
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 0 1 2 11 64
Fractional dynamics in Japanese financial time series 0 0 1 28 0 1 9 192
Fractional monetary dynamics 0 1 2 29 3 22 31 330
Instrumental variables and GMM: Estimation and testing 3 17 101 2,988 8 41 233 6,709
Long memory in the Greek stock market 0 0 0 96 0 0 13 519
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 0 2 48 0 1 14 300
Long-memory forecasting of US monetary indices 0 1 2 32 1 2 10 176
Long-term dependence in stock returns 0 1 3 79 0 1 8 367
Macroeconomic uncertainty and credit default swap spreads 1 2 6 64 2 11 59 218
Metadata for user-written contributions to the Stata programming language 0 0 0 14 1 1 2 64
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 0 1 6 890
Multivariate portmanteau (Q) test for white noise 0 1 9 208 4 8 34 694
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 0 0 1 83 0 2 15 431
Nonlinear effects of exchange rate volatility on the volume of bilateral exports 0 0 13 359 1 5 48 1,103
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 0 0 0 0 1 3 12 533
On the investment sensitivity of debt under uncertainty 1 2 8 56 2 5 21 194
On the sensitivity of firms' investment to cash flow and uncertainty 3 3 10 83 3 6 27 268
On the sensitivity of optimal control solutions 0 0 0 22 0 1 4 85
On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty 4 5 20 85 6 13 62 264
Parliamentary election cycles and the Turkish banking sector 1 4 21 48 11 34 89 213
Persistence in International Inflation Rates 0 0 0 0 0 1 7 72
Political patronage in Ukrainian banking 0 0 4 38 2 2 26 246
Q, Cash Flow and Investment: An Econometric Critique 0 0 0 44 0 0 14 274
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 2 12 909 2 6 33 2,528
Richard Sperling (1961-2011) 0 0 0 0 0 5 20 115
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 1 120
Stata tip 38: Testing for groupwise heteroskedasticity 3 13 52 522 5 21 96 1,039
Stata tip 40: Taking care of business 10 39 180 666 24 75 350 1,291
Stata tip 45: Getting those data into shape 1 3 5 164 1 4 15 432
Stata tip 63: Modeling proportions 0 3 15 264 2 7 24 431
Stata tip 73: append with care! 0 0 3 153 0 1 7 361
Stata tip 88: Efficiently evaluating elasticities with the margins command 0 0 0 0 0 5 26 276
Stata: The language of choice for time-series analysis? 2 4 9 355 5 9 27 922
Stochastic long memory in traded goods prices 0 0 0 21 0 0 5 170
THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS 0 0 6 62 2 6 20 262
THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING 0 0 6 6 0 2 20 20
Test for autoregressive conditional heteroskedasticity in regression error distribution 0 1 1 53 0 2 6 148
Tests for heteroskedasticity in regression error distribution 0 2 4 47 0 3 6 131
Tests for long memory in a time series 0 0 6 99 1 1 16 164
Tests for serial correlation in regression error distribution 0 0 1 37 0 0 3 106
Tests for stationarity of a time series 1 3 13 204 1 6 22 378
Tests for stationarity of a time series: update 0 0 0 56 0 2 5 109
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 1 1 9 9 1 3 28 28
The contextual effects of social capital on health: A cross-national instrumental variable analysis 1 1 3 12 3 5 19 45
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 0 6 22 0 1 21 89
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 0 0 1 75 4 6 43 330
The impact of macroeconomic uncertainty on firms' changes in financial leverage 0 0 6 77 2 5 25 223
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity 0 3 8 118 1 6 23 382
The impact of the financial system's structure on firms' financial constraints 0 6 28 80 3 30 203 561
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 1 4 50 1 4 21 150
Tobin's Q, intangible capital, and financial policy 0 0 0 89 0 0 2 293
Tobin's q and measurement error: Caveat investigator 0 0 1 89 0 0 4 294
USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES 0 0 0 0 3 8 28 197
Ukrainische Banken: politische Patronage von Bedeutung 0 0 0 30 4 8 43 369
Uncertainty determinants of corporate liquidity 1 3 6 106 2 5 33 347
Uncertainty determinants of firm investment 1 1 11 90 3 8 27 300
Utility for time series data 0 2 7 170 4 9 94 843
Waves and persistence in merger and acquisition activity 0 0 2 166 0 1 13 634
Total Journal Articles 54 173 784 11,473 157 523 2,531 35,203


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 28 82 305 2,858 91 261 903 6,689
An Introduction to Stata Programming 9 19 76 910 19 58 230 2,008
Total Books 37 101 381 3,768 110 319 1,133 8,697


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 7 0 0 4 39
Total Chapters 0 0 0 7 0 0 4 39


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ACTEST: Stata module to perform Cumby-Huizinga general test for autocorrelation in time series 4 9 41 48 22 45 199 228
ARCH: MATLAB function to compute ARCH test 3 9 43 1,644 17 59 234 5,248
ARCHLM: Stata module to calculate LM test for ARCH effects 1 4 55 1,399 18 52 373 6,664
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries 0 0 1 641 1 3 25 1,825
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model 2 9 57 1,531 11 59 385 6,666
ARRANGEDAR: RATS procedures to calculate arranged autoregressions 0 1 3 262 4 7 16 859
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 4 8 31 31 7 30 174 174
AVPLOT3: Stata module to generate partial regression plots for subsamples 0 0 6 160 2 8 68 1,930
BCUSE: Stata module to access instructional datasets on Boston College server 3 7 67 118 9 30 287 528
BETACOEF: Stata module to calculate beta coefficients from regression 0 3 37 1,453 10 52 367 9,814
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation 4 11 31 1,668 17 57 321 10,275
BIDENSITY: Stata module to produce and graph bivariate density estimates 4 15 46 81 21 63 256 385
BKING: Stata module to implement Baxter-King filter for timeseries data 0 1 21 1,199 14 26 144 4,074
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity 0 3 28 2,552 3 27 226 9,725
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data 0 1 8 194 0 4 34 924
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data 0 2 12 420 5 11 53 1,119
CHECKREG3: Stata module to check identification status of simultaneous equations system 2 5 15 288 9 18 66 1,080
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks 14 83 258 1,662 56 200 766 4,713
CMAXUSE: Stata module to access Cmax instructional datasets 0 0 4 6 1 1 14 35
CNSRSIG: Stata module to evaluate validity of restrictions on a regression 0 1 14 367 3 10 90 1,929
CUSUM6: Stata module to compute cusum, cusum^2 stability tests 5 17 118 1,335 33 95 402 4,395
DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method 12 42 194 1,759 59 173 690 5,600
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test 6 13 65 2,905 26 66 359 12,327
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy 8 38 125 1,482 19 80 383 3,651
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates 3 11 75 1,012 20 60 380 3,789
DURBINH: Stata module to calculate Durbin's h test for serial correlation 5 9 37 1,366 8 40 338 7,287
FRACDIFF: Stata module to generate fractionally-differenced timeseries 1 3 30 353 4 12 74 1,204
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries 2 9 32 875 13 35 140 3,538
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix 0 0 19 432 4 20 186 2,411
GHISTCUM: Stata module to graph histogram and cumulative distribution 0 3 26 710 8 33 211 4,365
GPHROB: RATS modules to perform tests for fractional integration of timeseries 1 2 12 654 1 3 43 1,708
GPHUDAK: Stata module to estimate long memory in a timeseries 1 4 23 440 2 11 59 1,177
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries 0 0 2 313 0 2 26 889
HADRILM: Stata module to perform Hadri panel unit root test 2 11 37 1,764 11 30 132 4,501
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test 3 14 54 661 9 32 143 1,810
HLP2PDF: Stata module to create PDF or PostScript from Stata help file 3 3 17 207 11 15 64 938
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data 25 80 439 6,743 67 198 1,099 13,570
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test 6 30 136 4,379 16 84 430 9,646
ITSP_ADO: Stata module to accompany Introduction to Stata Programming book 1 1 11 95 3 6 40 335
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation 0 4 13 211 4 13 54 990
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg 20 47 281 5,314 98 244 1,951 23,792
IVGMM0: Stata module to perform instrumental variables via GMM 0 3 14 1,343 4 13 60 4,140
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) 0 7 40 1,195 7 29 132 4,906
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) 3 16 86 671 9 56 330 2,265
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation 62 235 1,155 14,813 229 807 4,037 47,212
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments 12 47 212 386 62 201 1,165 1,950
KDENS2: Stata module to estimate bivariate kernel density 2 15 67 1,082 21 66 342 3,570
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity 21 55 238 2,799 56 152 754 7,978
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test 8 20 126 3,883 49 120 563 9,478
LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias 1 4 30 274 5 25 170 1,163
LOG2HTML: Stata module to produce HTML log files 1 10 26 535 9 29 132 2,647
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test 6 12 73 1,093 23 44 226 2,789
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries 2 3 29 613 5 17 117 1,962
MADFULLER: Stata module to perform Dickey-Fuller test on panel data 3 6 37 1,904 10 23 177 6,189
MATIN4-MATOUT4: Stata module to import and export matrices 1 5 41 403 5 29 225 1,648
MODLPR: Stata module to estimate long memory in a timeseries 0 2 16 399 3 11 66 1,231
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel 7 9 52 633 18 42 256 2,518
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel 6 19 121 968 39 134 622 4,112
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating 8 29 116 656 30 111 514 2,698
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends 4 6 26 989 13 30 110 3,309
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality 0 1 19 428 3 15 135 2,529
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise 1 2 13 156 5 6 46 947
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit 0 1 10 177 2 7 57 889
OUTSERIES: Stata module to write timeseries to text files 0 0 1 76 1 2 8 468
OUTTABLE: Stata module to write matrix to LaTeX table 11 36 198 2,213 80 221 1,082 15,602
OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg, ivreg2, ivreg29, ivprobit, ivtobit, reg3 18 56 274 5,265 51 164 1,104 17,131
PANELAUTO: Stata module to support tests for autocorrelation on panel data 13 26 121 1,657 61 126 535 6,089
PANELUNIT: Stata module to support unit root tests on panel data 3 8 27 1,188 4 14 98 3,288
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit 6 19 79 1,557 29 75 359 5,365
PWCORR2: Stata module to compute pairwise correlations and return results 1 4 29 170 16 39 172 1,079
PWCOV: Stata module to compute pairwise covariances 1 1 5 90 3 7 45 489
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients 3 7 30 330 14 29 163 1,301
QSTAT2: MATLAB function to compute Ljung-Box Q statistic 7 14 72 2,279 15 49 260 7,483
ROBLPR: Stata module to estimate long memory in a set of timeseries 3 7 25 416 12 27 99 1,373
ROLLING2: Stata module to perform rolling window and recursive estimation 4 10 65 654 14 55 315 2,722
ROLLREG: Stata module to perform rolling regression estimation 6 35 137 1,861 30 110 509 5,465
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) 5 10 48 511 23 76 474 4,391
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended 3 6 24 557 25 85 355 4,060
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users 2 7 17 715 4 12 40 2,181
SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method 9 25 118 253 30 78 364 738
STATICFC: Stata module to compute static forecasts for a recursive rolling regression 3 10 63 110 17 50 256 417
STATSMAT: Stata module to place descriptive statistics in matrix 3 8 33 641 13 38 168 3,025
TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation 0 0 3 28 3 8 36 172
TORATS: Stata module to facilitate transfer of data to RATS 1 1 6 152 2 3 32 956
TOSQL: Stata module to transfer data to SQL database 2 3 9 362 7 16 90 2,673
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values 12 21 71 490 22 60 271 2,323
TSGRAPH: Stata module to produce time series line graph 0 3 11 739 6 20 117 4,328
TSLIST: Stata module to list time series data 0 0 2 203 0 3 53 6,303
TSMKTIM: Stata module to generate time-series calendar variable 3 11 52 885 8 33 229 3,172
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates 0 0 11 174 3 5 35 606
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) 0 0 5 789 1 1 24 2,571
VECAR: Stata module to estimate vector autoregressive (VAR) models 1 6 45 1,930 11 24 216 7,039
WHITETST: Stata module to perform White's test for heteroskedasticity 8 39 291 5,594 45 160 1,613 21,968
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test 2 6 40 880 7 30 219 4,578
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model 14 38 202 3,388 43 155 986 13,262
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity 18 65 341 2,955 73 243 1,283 8,888
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break 23 81 351 3,705 55 198 972 8,206
aer.pl, a script converting XML data to ReDIF 0 0 6 144 1 6 57 1,088
bejeap.pl, a script converting OAI data to ReDIF 0 1 3 67 1 3 24 719
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support 0 1 8 93 1 11 39 720
cdl-ciders.pl, a script converting XML data to ReDIF 0 1 6 58 1 6 34 793
dspace2redif.pl, a script converting DSpace metadata to ReDIF 1 2 21 137 3 13 96 790
ectj.pl, a script converting html data to ReDIF 0 1 2 73 1 4 20 874
imfocpcvt.pl, a script converting html data to ReDIF 0 0 1 49 0 1 10 735
rjeyr.pl, a script converting html data to ReDIF 0 0 0 43 0 1 17 798
Total Software Items 479 1,589 7,924 127,615 1,989 6,242 34,417 468,477


Statistics updated 2014-09-03