Access Statistics for Christopher Baum

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency 0 0 0 484 0 4 9 2,038
A general approach to testing for autocorrelation 2 5 30 85 4 13 76 189
A general approach to testing for autocorrelation 1 3 7 58 1 6 25 84
A little bit of Stata programming goes a long way 1 4 23 2,014 4 9 50 3,404
A little bit of Stata programming goes a long way 0 3 42 5,387 3 14 106 9,578
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 1 352 0 3 9 1,317
A re-evaluation of empirical tests of the Fisher hypothesis 0 1 1 387 1 2 7 1,467
A review of Stata 8.1 and its time series capabilities 0 0 4 1,729 2 3 18 3,621
A simple alternative to the linear probability model for binary choice models with endogenous regressors 0 4 27 153 7 17 61 357
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates 0 0 0 214 1 1 7 1,852
An interpretation and implementation of the Theil-Goldberger 'mixed' estimator 1 4 17 137 3 12 58 327
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests 0 0 0 0 4 11 51 1,197
Binary choice models with endogenous regressors 0 10 48 227 6 21 88 358
Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? 2 5 34 111 6 14 82 259
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 58 0 7 11 640
Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes 0 1 2 94 3 5 22 454
Corporate Liquidity Management and Future Investment Expenditures 1 2 13 103 2 6 31 344
Credible Disinflation Policy in a Dynamic Setting 0 0 0 167 2 6 10 1,399
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises 0 0 7 20 1 3 29 77
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis 0 1 25 53 2 12 78 116
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 2 7 81 81 2 19 60 60
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 4 8 36 89 12 26 100 155
Credit rating agency downgrades and the Eurozone sovereign debt crises 4 12 47 47 4 18 37 37
Does Regular Economic News from Emerging Countries Move Markets? Evidence from Chinese Macro Announcements 1 2 7 17 2 5 30 50
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 1 1 2 82 1 2 14 113
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 1 1 1 1 1 4 4 4
Does the tenure of Private Equity investment improve the performance of European firms? 0 0 3 66 0 1 14 172
Dynamics of Intra-EMS Interest Rate Linkages 0 1 2 188 0 1 4 954
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 60 0 0 4 308
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 1 2 7 316 2 3 20 871
Efficient Management of Multi-Frequency Panel Data with Stata 0 1 7 698 1 6 16 1,759
Efficient management of multi-frequency panel data with Stata 2 5 20 507 3 11 54 1,241
Enhanced routines for instrumental variables/GMM estimation and testing 16 34 125 2,013 45 81 306 3,854
Enhanced routines for instrumental variables/GMM estimation and testing 1 1 12 525 4 5 42 1,083
Evaluating one-way and two-way cluster-robust covariance matrix estimates 1 3 25 381 2 7 59 875
Evaluating one-way and two-way cluster-robust covariance matrix estimates 0 2 11 157 0 6 26 391
Evaluating one-way and two-way cluster–robust covariance matrix estimates 1 5 31 185 6 18 91 567
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 1 4 13 1,581
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 1 3 982 1 8 19 3,121
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 1 2 6 684 2 12 28 1,734
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 1 10 815 1 4 36 2,288
Exchange Rate Uncertainty and Firm Profitability 1 2 16 666 8 17 72 2,326
Extending Stata's capabilities for asymptotic covariance matrix estimation 1 8 24 24 8 33 70 70
Facilitating Applied Economic Research with Stata 2 4 44 863 2 19 143 2,044
Firm Investment and Financial Frictions 0 1 4 175 1 2 11 437
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 1 1 2 550 3 6 10 2,056
Fractional Cointegration Analysis of Long Term International Interest Rates 0 0 2 787 0 1 10 2,858
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 2 378 0 2 19 2,128
Fractional Dynamics in Japanese Financial Time Series 0 0 1 326 1 3 13 1,481
Fractional Monetary Dynamics 0 0 0 213 0 2 3 1,143
Implementing econometric estimators with Mata 0 1 5 235 2 8 17 386
Implementing econometric estimators with Mata 1 3 7 150 1 3 15 268
Implementing new econometric tools in Stata 7 17 66 179 13 29 109 309
Instrumental variables and GMM: Estimation and testing 2 3 10 604 3 8 28 1,421
Instrumental variables and GMM: Estimation and testing 9 25 120 4,417 21 62 290 8,549
Instrumental variables and GMM: Estimation and testing 1 1 13 1,238 2 5 53 2,368
Instrumental variables estimation using heteroskedasticity-based instruments 0 3 19 66 1 12 54 143
Instrumental variables estimation using heteroskedasticity-based instruments 2 4 34 175 4 10 58 304
Instrumental variables: Overview and advances 2 2 24 835 4 8 42 1,432
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 1 4 33 33 5 22 43 43
Long Memory and Forecasting in Euroyen Deposit Rates 0 0 0 301 1 3 5 1,898
Long Memory in the Greek Stock Market 0 0 3 972 0 1 12 5,338
Long Term Dependence in Stock Returns 0 0 1 611 0 1 7 1,765
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 0 1 5 519 0 7 22 2,304
Long-Memory Forecasting of U.S. Monetary Indices 0 0 2 256 0 2 9 661
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance 0 0 1 89 0 0 2 435
Macroeconomic Uncertainty and Credit Default Swap Spreads 1 3 12 195 4 9 42 483
Macroeconomic Uncertainty and Firm Leverage 2 7 9 154 6 34 58 599
Macroeconomics Uncertainty and Firm Leverage 1 1 3 86 2 8 17 429
Modeling Returns on the Term Structure of Treasury Interest Rates 0 0 4 819 0 4 14 3,399
Modeling fixed income excess returns 0 0 0 425 0 4 9 2,365
Modelling Federal Reserve Discount Policy 0 0 0 178 1 6 16 1,734
Monetary Policy in the Transition to a Zero Federal Deficit 0 0 1 202 0 1 4 2,104
Nearest-Neighbor Forecasts of U.S. Interest Rates 0 0 1 825 1 6 10 3,985
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 0 3 3 870 0 7 18 4,745
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports 0 0 4 742 1 11 30 2,062
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 0 2 735 0 8 29 7,355
On the Investment Sensitivity of Debt under Uncertainty 0 1 3 163 0 4 12 356
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty 0 0 7 440 5 14 36 1,198
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty 0 0 3 262 1 3 14 740
Parliamentary Election Cycles and the Turkish Banking Sector 0 1 3 161 0 5 18 468
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 3 31 3 5 12 142
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 0 27 0 0 6 103
Persistence in International Inflation Rates 0 0 0 550 1 2 10 4,960
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 0 2 366 0 1 5 2,178
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms 0 1 2 1,256 1 9 15 5,847
Political patronage in Ukranian banking 1 1 3 134 1 3 7 629
Powerful new tools for time series analysis 0 4 8 502 0 9 22 871
Q, Cash Flow and Investment: An Econometric Critique 0 0 1 370 1 5 9 1,654
R&D Expenditures and Geographical Sales Diversification 1 3 14 129 5 13 49 310
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say 0 1 3 158 0 12 15 401
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money 0 0 0 254 0 0 2 1,939
Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey 1 10 44 44 2 8 26 26
Rolling Regressions with Stata 3 5 40 1,541 9 24 129 3,576
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 90 1 4 12 549
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 111 0 0 2 790
Should you become a Stata programmer? 0 2 12 1,047 2 5 19 1,494
Stata: The language of choice for time series analysis? 0 2 14 1,890 5 13 47 3,735
Stochastic Long Memory in Traded Goods Prices 0 0 2 135 0 5 8 808
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 1 3 7 189 8 25 42 513
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 1 1 3 29 5 7 23 215
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 2 5 5 138 2 9 17 712
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms 3 3 8 278 11 17 37 1,379
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 2 6 100 1 6 17 465
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 3 4 17 138 13 27 91 696
The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity 0 0 3 100 3 9 25 298
The Effects of Uncertainty on the Leverage of Non-Financial Firms 1 2 3 271 3 5 12 1,011
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 46 0 1 2 351
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 1 815 1 7 12 2,924
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 0 0 978 3 10 21 3,990
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 2 4 94 1 5 22 300
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 2 92 0 0 9 236
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 1 4 12 412 3 10 32 1,101
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 1 5 8 211 3 15 23 611
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 2 2 10 118 6 11 39 510
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 3 46 0 0 15 266
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 1 1 2 213 1 2 7 564
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms 0 1 4 129 2 8 28 532
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage 0 1 4 186 1 12 20 510
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity 0 3 8 381 5 20 44 1,680
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms 0 0 1 168 0 12 16 645
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity 1 1 3 38 3 5 8 189
The Impact of the Financial System's Structure on Firms' Financial Constraints 1 2 5 200 2 7 18 563
The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility 1 3 20 20 7 23 31 31
The Volatility of International Trade Flows and Exchange Rate Uncertainty 2 2 6 198 4 5 15 497
The contextual effects of social capital on health: a cross-national instrumental variable analysis 0 0 1 87 0 1 6 160
The role of uncertainty in the transmission of monetary policy effects on bank lending 1 1 3 317 3 6 22 988
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 2 4 521 3 16 27 1,492
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 1 2 3 146 4 6 8 471
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 0 17 198 5 20 69 737
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty 0 1 2 70 2 4 10 220
Time series filtering techniques in Stata 2 2 20 422 2 6 48 902
Time series filtering techniques in Stata 10 21 98 974 29 74 317 2,127
Time-Varying Risk Premia in the Foreign Currency Futures Basis 0 0 5 656 5 8 22 3,222
Tobin's Q And Financial Policy Revisited 0 0 0 0 1 3 10 856
Topics in time series regression modeling 7 13 25 1,461 37 78 171 3,704
Uncertainty Determinants of Corporate Liquidity 0 0 0 63 1 1 6 299
Uncertainty Determinants of Corporate Liquidity 0 0 0 50 1 3 11 226
Uncertainty Determinants of Corporate Liquidity 1 1 1 168 1 2 10 625
Uncertainty Determinants of Corporate Liquidity 0 1 2 46 1 5 17 291
Uncertainty Determinants of Firm Investment 2 2 8 277 2 3 18 661
Using Mata to work more effectively with Stata: A tutorial 2 7 28 532 2 23 65 937
Using Mata to work more effectively with Stata: A tutorial 0 2 7 415 1 4 20 752
Using Mata to work more effectively with Stata: A tutorial 7 18 63 2,347 15 38 139 3,776
Using Stata for Applied Research: Reviewing its Capabilities 5 11 38 699 6 24 64 943
Using instrumental variables techniques in economics and finance 2 3 12 530 3 8 31 832
Waves and Persistence in Merger and Acquisition Activity 2 3 11 2,041 4 9 44 8,614
cron, perl and Stata: automated production and presentation of a business-daily index 0 1 6 235 1 4 24 782
Total Working Papers 147 395 1,857 67,127 491 1,522 5,429 208,903


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Logit Analysis of the Factor Content of West German Foreign Trade 0 0 0 0 0 0 2 174
A logit analysis of the factor content of West German foreign trade 0 0 1 12 0 0 3 75
A nonparametric investigation of the 90-day t-bill rate 0 0 0 38 0 0 7 532
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency 0 0 1 46 0 0 5 392
A review of Stata 8.1 and its time series capabilities 0 1 7 195 0 1 18 551
A test for long-range dependence in a time series 0 1 1 35 0 1 2 96
Activist policy and macroeconomic instability 0 0 0 15 0 1 1 119
An empirical analysis of the composition of manufacturing employment in the industrialized countries 0 0 3 15 1 2 6 63
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 0 109 1 1 7 600
Compacting time series data 1 1 1 35 1 2 4 90
Coordination of large macroeconomies'policies and the stability of small economies 0 0 0 6 0 0 0 58
Cumulative author index, volumes 1-14 1 28 28 28 3 43 43 43
Dynamic adjustment of firms' capital structures in a varying-risk environment 0 0 0 15 0 0 3 62
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 35 1 1 5 205
Enhanced routines for instrumental variables/generalized method of moments estimation and testing 13 24 128 1,092 26 48 232 1,819
Evaluating concavity for production and cost functions 1 1 2 89 7 8 19 215
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports 0 0 1 94 0 0 5 436
Exchange Rate Uncertainty and Firm Profitability 0 0 2 63 0 1 9 330
Exchange rate effects on the volume and variability of trade flows 4 5 17 229 6 10 50 778
FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES 0 0 0 0 0 0 1 1
Foreword 0 0 0 0 0 0 0 29
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 0 1 2 80 0 1 3 361
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 0 0 0 8 68
Fractional dynamics in Japanese financial time series 0 0 0 28 2 2 9 200
Fractional monetary dynamics 1 1 2 30 1 3 45 351
Instrumental variables and GMM: Estimation and testing 7 13 76 3,027 23 42 201 6,821
Long memory in the Greek stock market 0 0 0 96 0 1 4 521
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 0 1 49 0 1 10 306
Long-memory forecasting of US monetary indices 0 1 3 33 0 1 10 181
Long-term dependence in stock returns 0 0 1 79 0 1 5 371
Macroeconomic uncertainty and credit default swap spreads 1 1 9 68 3 3 58 235
Metadata for user-written contributions to the Stata programming language 0 0 0 14 1 2 3 66
Metadata for user-written contributions to the Stata programming language: extensions 0 0 0 21 0 1 3 56
Modelling Federal Reserve Discount Policy 0 0 0 80 0 0 2 891
Multivariate portmanteau (Q) test for white noise 0 2 6 210 2 6 33 705
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 0 0 0 83 0 1 10 437
Nonlinear effects of exchange rate volatility on the volume of bilateral exports 3 4 7 365 4 7 30 1,121
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 0 0 0 0 0 0 5 535
On the investment sensitivity of debt under uncertainty 1 3 7 60 2 6 21 208
On the sensitivity of firms' investment to cash flow and uncertainty 1 4 9 89 4 14 34 294
On the sensitivity of optimal control solutions 0 0 0 22 0 0 2 85
On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty 3 6 18 97 3 9 57 301
Parliamentary election cycles and the Turkish banking sector 2 2 11 53 5 8 84 242
Persistence in International Inflation Rates 0 0 0 0 2 3 10 80
Political patronage in Ukrainian banking 1 1 1 39 4 5 12 252
Q, Cash Flow and Investment: An Econometric Critique 0 0 0 44 1 1 7 276
Reexamining the term structure of interest rates and the interwar demand for money 0 0 0 0 0 0 1 1
Residual diagnostics for cross-section time series regression models 0 0 8 910 1 2 22 2,535
Richard Sperling (1961-2011) 0 0 0 0 0 0 11 117
Sectoral fluctuations in U.K. firms' investment expenditures 0 0 0 0 0 0 1 9
Stata tip 37: And the last shall be first 1 1 1 39 1 1 1 121
Stata tip 38: Testing for groupwise heteroskedasticity 6 12 41 540 8 17 79 1,073
Stata tip 40: Taking care of business 21 40 174 760 45 79 322 1,474
Stata tip 45: Getting those data into shape 1 1 7 168 3 5 16 440
Stata tip 63: Modeling proportions 1 2 14 269 1 3 25 442
Stata tip 73: append with care! 0 0 1 153 1 2 7 366
Stata tip 88: Efficiently evaluating elasticities with the margins command 0 0 0 0 1 3 20 286
Stata: The language of choice for time-series analysis? 0 2 7 357 1 3 23 931
Stochastic long memory in traded goods prices 0 0 0 21 0 0 3 171
THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS 0 0 5 64 3 6 22 274
THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING 0 1 4 8 0 1 13 24
Test for autoregressive conditional heteroskedasticity in regression error distribution 0 0 1 53 0 0 2 148
Tests for heteroskedasticity in regression error distribution 0 1 4 48 0 1 6 133
Tests for long memory in a time series 1 1 4 102 1 3 8 169
Tests for serial correlation in regression error distribution 0 0 1 38 0 0 2 107
Tests for stationarity of a time series 0 1 11 209 0 1 20 387
Tests for stationarity of a time series: update 0 0 0 56 0 0 3 110
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 0 5 9 1 4 20 39
The contextual effects of social capital on health: A cross-national instrumental variable analysis 0 0 1 12 1 2 11 50
The effects of price- and output-stabilising policies in an interdependent world economy 0 0 0 8 0 0 0 54
The effects of uncertainty and corporate governance on firms’ demand for liquidity 0 0 1 22 1 2 8 92
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 1 1 2 77 2 2 32 345
The impact of macroeconomic uncertainty on firms' changes in financial leverage 0 1 5 80 2 5 30 242
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity 0 2 10 122 3 11 27 398
The impact of the financial system's structure on firms' financial constraints 3 6 19 90 21 42 137 641
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 1 2 7 54 1 3 22 160
Tobin's Q, intangible capital, and financial policy 0 0 1 90 0 0 1 294
Tobin's q and measurement error: Caveat investigator 0 0 0 89 0 1 2 296
USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES 0 0 0 0 1 4 26 210
Ukrainische Banken: politische Patronage von Bedeutung 0 0 0 30 1 4 20 375
Uncertainty determinants of corporate liquidity 0 3 8 110 2 9 32 369
Uncertainty determinants of firm investment 0 2 5 92 1 6 21 309
Utility for time series data 0 1 5 171 6 16 77 891
Waves and persistence in merger and acquisition activity 0 0 1 167 0 0 6 637
Total Journal Articles 76 180 698 11,836 212 475 2,167 36,352
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 44 116 453 3,154 115 400 1,334 7,558
An Introduction to Stata Programming 9 19 92 965 31 68 273 2,187
Total Books 53 135 545 4,119 146 468 1,607 9,745


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 7 0 1 2 40
Total Chapters 0 0 0 7 0 1 2 40


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ACTEST: Stata module to perform Cumby-Huizinga general test for autocorrelation in time series 3 11 46 77 22 65 226 372
ARCH: MATLAB function to compute ARCH test 2 3 41 1,664 9 33 233 5,348
ARCHLM: Stata module to calculate LM test for ARCH effects 6 15 48 1,431 41 121 410 6,925
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries 1 1 3 643 3 5 15 1,832
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model 4 10 57 1,562 45 91 372 6,884
ARRANGEDAR: RATS procedures to calculate arranged autoregressions 0 0 3 264 0 1 12 863
AVAR: Stata module to perform asymptotic covariance estimation for iid and non-iid data robust to heteroskedasticity, autocorrelation, 1- and 2-way clustering, and common cross-panel autocorrelated disturbances 4 8 35 52 14 47 161 278
AVPLOT3: Stata module to generate partial regression plots for subsamples 0 0 2 161 3 17 63 1,974
BCUSE: Stata module to access instructional datasets on Boston College server 15 28 78 177 57 108 337 764
BETACOEF: Stata module to calculate beta coefficients from regression 3 9 24 1,467 28 92 295 9,985
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation 9 13 37 1,689 29 81 306 10,452
BIDENSITY: Stata module to produce and graph bivariate density estimates 9 17 51 111 25 61 232 519
BKING: Stata module to implement Baxter-King filter for timeseries data 2 7 17 1,212 13 40 127 4,150
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity 3 7 25 2,566 8 25 175 9,813
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data 1 4 8 198 2 8 22 938
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data 1 3 13 428 4 14 50 1,151
CHECKREG3: Stata module to check identification status of simultaneous equations system 2 3 16 299 5 9 64 1,120
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks 24 74 303 1,832 109 283 1,014 5,340
CMAXUSE: Stata module to access Cmax instructional datasets 0 0 2 7 3 13 19 51
CNSRSIG: Stata module to evaluate validity of restrictions on a regression 0 7 17 380 1 26 81 1,982
CUSUM6: Stata module to compute cusum, cusum^2 stability tests 11 26 96 1,390 44 95 395 4,626
DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method 21 56 215 1,893 90 249 816 6,135
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test 9 17 54 2,937 48 87 349 12,525
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy 11 40 154 1,571 32 115 443 3,915
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates 5 16 55 1,044 21 65 295 3,957
DURBINH: Stata module to calculate Durbin's h test for serial correlation 5 10 37 1,383 42 83 304 7,439
FRACDIFF: Stata module to generate fractionally-differenced timeseries 2 2 12 356 4 12 46 1,228
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries 2 9 34 897 12 50 153 3,634
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix 2 6 10 440 12 30 116 2,473
GHISTCUM: Stata module to graph histogram and cumulative distribution 5 9 24 727 24 74 209 4,505
GPHROB: RATS modules to perform tests for fractional integration of timeseries 0 2 9 657 1 11 28 1,725
GPHUDAK: Stata module to estimate long memory in a timeseries 4 4 21 450 7 18 73 1,220
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries 0 0 0 313 0 1 9 891
HADRILM: Stata module to perform Hadri panel unit root test 4 9 40 1,787 18 45 133 4,580
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test 2 7 35 677 15 34 140 1,895
HLP2PDF: Stata module to create PDF or PostScript from Stata help file 2 5 13 214 4 15 57 966
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data 37 93 359 6,941 125 297 998 14,176
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test 13 37 126 4,442 37 86 374 9,836
ITSP_ADO: Stata module to accompany Introduction to Stata Programming book 3 4 11 103 10 23 57 377
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation 0 0 11 215 7 19 60 1,029
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg 41 96 275 5,510 307 678 1,868 25,188
IVGMM0: Stata module to perform instrumental variables via GMM 1 2 9 1,349 6 13 51 4,171
IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10) 4 13 13 13 16 45 45 45
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) 0 3 26 1,206 6 19 96 4,959
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) 2 14 54 698 12 45 205 2,373
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation 97 327 1,033 15,429 599 1,626 4,176 49,944
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments 22 55 229 516 72 201 1,030 2,488
KDENS2: Stata module to estimate bivariate kernel density 12 17 63 1,121 35 87 308 3,764
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity 20 40 203 2,901 99 212 728 8,396
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test 6 19 86 3,927 41 100 432 9,706
LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias 1 5 21 283 9 26 131 1,226
LOG2HTML: Stata module to produce HTML log files 3 4 23 547 11 30 121 2,716
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test 10 36 80 1,153 19 78 215 2,941
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries 2 7 29 631 8 27 110 2,032
MADFULLER: Stata module to perform Dickey-Fuller test on panel data 4 9 37 1,922 20 44 148 6,277
MATIN4-MATOUT4: Stata module to import and export matrices 3 11 29 419 8 29 127 1,706
MODLPR: Stata module to estimate long memory in a timeseries 5 7 15 409 10 30 66 1,273
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel 9 26 67 684 24 87 265 2,707
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel 10 29 87 1,022 54 162 589 4,459
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating 11 49 150 757 55 181 569 3,074
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends 1 4 26 1,004 5 23 94 3,356
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality 3 4 13 438 13 40 122 2,613
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise 0 1 6 159 4 16 35 970
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit 2 3 8 184 7 17 43 922
OUTSERIES: Stata module to write timeseries to text files 0 0 1 76 0 2 7 472
OUTTABLE: Stata module to write matrix to LaTeX table 11 33 182 2,327 92 247 1,110 16,312
OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg, ivreg2, ivreg29, ivprobit, ivtobit, reg3 23 87 253 5,429 111 345 963 17,773
PANELAUTO: Stata module to support tests for autocorrelation on panel data 15 33 131 1,736 58 125 567 6,408
PANELUNIT: Stata module to support unit root tests on panel data 0 3 20 1,198 4 15 67 3,329
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit 8 28 78 1,607 37 127 362 5,589
PWCORR2: Stata module to compute pairwise correlations and return results 4 12 24 186 22 70 200 1,215
PWCOV: Stata module to compute pairwise covariances 3 5 7 96 5 18 43 523
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients 7 10 33 354 12 34 123 1,374
QSTAT2: MATLAB function to compute Ljung-Box Q statistic 12 30 116 2,366 27 93 352 7,725
ROBLPR: Stata module to estimate long memory in a set of timeseries 2 4 24 427 3 13 79 1,406
ROLLING2: Stata module to perform rolling window and recursive estimation 7 21 68 697 22 88 309 2,907
ROLLREG: Stata module to perform rolling regression estimation 17 39 189 1,992 83 227 808 6,076
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) 6 16 48 540 57 179 491 4,727
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended 1 4 20 567 14 68 280 4,187
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users 2 3 15 721 5 9 41 2,202
SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method 9 37 125 336 33 120 377 980
STATICFC: Stata module to compute static forecasts for a recursive rolling regression 9 25 69 154 30 68 240 560
STATSMAT: Stata module to place descriptive statistics in matrix 3 6 25 652 9 25 129 3,086
TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation 0 1 2 29 3 8 27 187
TORATS: Stata module to facilitate transfer of data to RATS 0 0 9 158 5 8 26 973
TOSQL: Stata module to transfer data to SQL database 2 2 12 369 11 30 87 2,730
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values 12 35 85 541 31 128 337 2,560
TSGRAPH: Stata module to produce time series line graph 0 1 10 746 9 41 138 4,428
TSLIST: Stata module to list time series data 0 0 0 203 0 7 31 6,316
TSMKTIM: Stata module to generate time-series calendar variable 7 22 64 927 16 71 239 3,324
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates 0 3 7 180 3 14 37 633
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) 1 4 8 794 3 7 27 2,586
VECAR: Stata module to estimate vector autoregressive (VAR) models 7 12 41 1,955 26 73 216 7,184
WHITETST: Stata module to perform White's test for heteroskedasticity 21 53 233 5,731 135 334 1,409 22,846
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test 1 4 31 893 14 45 186 4,688
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model 21 61 192 3,499 103 277 901 13,788
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity 34 96 334 3,139 178 392 1,334 9,645
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break 47 132 402 3,972 144 354 1,089 8,923
aer.pl, a script converting XML data to ReDIF 1 3 5 149 3 8 40 1,109
bejeap.pl, a script converting OAI data to ReDIF 1 1 4 70 2 3 16 728
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support 2 3 5 97 5 8 32 737
cdl-ciders.pl, a script converting XML data to ReDIF 1 3 5 62 2 5 23 805
dspace2redif.pl, a script converting DSpace metadata to ReDIF 2 4 17 149 17 26 70 836
ectj.pl, a script converting html data to ReDIF 0 0 2 74 0 0 14 881
imfocpcvt.pl, a script converting html data to ReDIF 0 0 0 49 2 2 5 737
rjeyr.pl, a script converting html data to ReDIF 0 1 2 45 0 1 8 801
Total Software Items 795 2,190 7,622 132,231 3,750 10,080 33,683 489,475


Statistics updated 2015-04-05