Access Statistics for Christopher Baum
Author contact details at EconPapers.
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A New Approach to Estimation of the R&D-Innovation-Productivity Relationship |
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0 |
0 |
67 |
0 |
0 |
1 |
130 |
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship |
0 |
0 |
1 |
132 |
1 |
1 |
3 |
177 |
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship |
0 |
0 |
1 |
207 |
1 |
2 |
8 |
403 |
A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency |
0 |
0 |
0 |
489 |
0 |
0 |
1 |
2,085 |
A general approach to testing for autocorrelation |
0 |
1 |
4 |
172 |
2 |
3 |
18 |
400 |
A general approach to testing for autocorrelation |
0 |
0 |
1 |
102 |
0 |
1 |
8 |
288 |
A large-scale application of Stata's forecast suite: challenges and potential |
0 |
0 |
2 |
113 |
0 |
0 |
3 |
185 |
A little bit of Stata programming goes a long way |
1 |
2 |
5 |
5,600 |
1 |
3 |
20 |
10,202 |
A little bit of Stata programming goes a long way |
0 |
0 |
0 |
2,092 |
0 |
1 |
2 |
3,616 |
A re-evaluation of empirical tests of the Fisher hypothesis |
0 |
0 |
0 |
360 |
1 |
1 |
3 |
1,388 |
A re-evaluation of empirical tests of the Fisher hypothesis |
0 |
0 |
0 |
391 |
0 |
0 |
1 |
1,512 |
A review of Stata 8.1 and its time series capabilities |
0 |
0 |
0 |
1,751 |
0 |
1 |
2 |
3,762 |
A simple alternative to the linear probability model for binary choice models with endogenous regressors |
0 |
0 |
3 |
223 |
0 |
0 |
4 |
526 |
Advice on using heteroscedasticity based identification |
0 |
1 |
5 |
162 |
1 |
3 |
19 |
376 |
An Alternative Nonlinear General Equilibrium Model of the Term Structure of Interest Rates |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
11 |
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates |
0 |
0 |
0 |
217 |
1 |
1 |
1 |
1,928 |
An Examination of Postwar U.S Stabilization Policy: Monetary and Fiscal Policy in an Accelerationist World |
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0 |
0 |
1 |
0 |
0 |
0 |
12 |
An interpretation and implementation of the Theil-Goldberger 'mixed' estimator |
1 |
3 |
7 |
253 |
1 |
3 |
14 |
601 |
Analyzing volatility shocks to Eurozone CDS spreads with a multicountry GMM model in Stata |
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0 |
0 |
68 |
1 |
1 |
2 |
129 |
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests |
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0 |
1 |
4 |
0 |
0 |
2 |
1,283 |
Binary choice models with endogenous regressors |
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1 |
4 |
351 |
0 |
1 |
12 |
656 |
Bounded-Influence Estimation Techniques for the Analysis of Structural Macroeconometric Models |
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0 |
0 |
1 |
0 |
0 |
0 |
20 |
Bounded-Influence Instrumental Variable Estimation Techniques for the Diagnosis of Time-Series Regression Equations |
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0 |
0 |
2 |
0 |
0 |
0 |
20 |
Capital Flows and Financial Stability in Emerging Economies |
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2 |
3 |
111 |
0 |
3 |
10 |
224 |
Capital Flows and Financial Stability in Emerging Economies |
0 |
0 |
0 |
50 |
0 |
2 |
2 |
90 |
Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? |
0 |
0 |
0 |
203 |
0 |
2 |
2 |
578 |
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 |
0 |
0 |
0 |
60 |
0 |
0 |
1 |
673 |
Comparing Alternative Models of the Term Structure of Interest Rates |
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0 |
0 |
4 |
0 |
0 |
1 |
22 |
Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes |
0 |
0 |
2 |
102 |
0 |
0 |
7 |
524 |
Corporate Financial Policy and the Value of Cash under Uncertainty |
0 |
0 |
0 |
70 |
0 |
2 |
8 |
201 |
Corporate Liquidity Management and Future Investment Expenditures |
0 |
0 |
0 |
121 |
0 |
0 |
5 |
454 |
Credible Disinflation Policy in a Dynamic Setting |
0 |
0 |
0 |
167 |
0 |
0 |
2 |
1,526 |
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises |
0 |
0 |
0 |
29 |
0 |
0 |
2 |
157 |
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis |
0 |
0 |
0 |
77 |
0 |
0 |
0 |
251 |
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises |
0 |
0 |
0 |
109 |
0 |
0 |
1 |
215 |
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises |
0 |
0 |
1 |
126 |
3 |
4 |
11 |
351 |
Credit rating agency downgrades and the Eurozone sovereign debt crises |
0 |
0 |
0 |
67 |
0 |
1 |
4 |
181 |
Directed Technical Change in Clean Energy: Evidence from the Solar Industry |
0 |
0 |
1 |
136 |
0 |
0 |
3 |
231 |
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? |
0 |
0 |
0 |
98 |
0 |
0 |
2 |
228 |
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
41 |
Does the tenure of Private Equity investment improve the performance of European firms? |
0 |
0 |
0 |
74 |
0 |
0 |
3 |
238 |
Drivers of COVID-19 Outcomes: Evidence from a Heterogeneous SAR Panel Data Model |
1 |
1 |
4 |
50 |
1 |
1 |
4 |
66 |
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
11 |
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach |
0 |
0 |
0 |
25 |
0 |
0 |
3 |
76 |
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
6 |
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach |
0 |
1 |
2 |
14 |
0 |
1 |
4 |
21 |
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach |
0 |
0 |
0 |
36 |
1 |
2 |
5 |
50 |
Drivers of COVID-19 in U.S. counties: A wave-level analysis |
1 |
2 |
5 |
15 |
2 |
6 |
20 |
48 |
Drivers of COVID-19 outcomes: Evidence from a heterogeneous SAR panel-data model |
1 |
1 |
1 |
38 |
1 |
1 |
2 |
82 |
Dynamic Adjustment of Firms' Capital Structures in a Varying-Risk Environment |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
15 |
Dynamics of Intra-EMS Interest Rate Linkages |
0 |
0 |
0 |
192 |
0 |
0 |
0 |
1,037 |
Dynamics of Intra-EMS Interest Rate Linkages |
0 |
0 |
0 |
67 |
0 |
0 |
0 |
343 |
Economic impact of STEM immigrant workers |
0 |
0 |
0 |
34 |
1 |
1 |
3 |
94 |
Economic impact of STEM immigrant workers |
0 |
0 |
0 |
22 |
0 |
1 |
7 |
90 |
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports |
0 |
0 |
1 |
354 |
0 |
0 |
5 |
1,024 |
Efficient Management of Multi-Frequency Panel Data with Stata |
0 |
0 |
0 |
712 |
0 |
0 |
1 |
1,827 |
Efficient management of multi-frequency panel data with Stata |
0 |
0 |
1 |
642 |
1 |
1 |
3 |
1,617 |
Enhanced routines for instrumental variables/GMM estimation and testing |
0 |
0 |
3 |
2,521 |
4 |
6 |
34 |
5,559 |
Enhanced routines for instrumental variables/GMM estimation and testing |
0 |
0 |
2 |
618 |
1 |
1 |
5 |
1,378 |
Estimating a dose-response function with heterogeneous response to confounders when treatment is continuous and endogenous |
1 |
1 |
4 |
62 |
3 |
3 |
8 |
185 |
Estimating the Wage Premia of Refugee Immigrants: Lessons from Sweden |
0 |
0 |
0 |
3 |
0 |
0 |
6 |
11 |
Estimating the wage premia of refugee immigrants |
3 |
3 |
13 |
13 |
3 |
4 |
31 |
31 |
Estimating the wage premia of refugee immigrants |
0 |
1 |
10 |
20 |
3 |
4 |
28 |
58 |
Estimating the wage premia of refugee immigrants with coarsened exact matching and recentered influence function quantile regressions |
1 |
1 |
15 |
15 |
1 |
1 |
23 |
23 |
Estimating the wage premia of refugee immigrants: Lessons from Sweden |
0 |
0 |
0 |
53 |
0 |
0 |
3 |
194 |
Estimating the wage premia of refugee immigrants: Lessons from Sweden |
0 |
0 |
1 |
14 |
0 |
0 |
5 |
19 |
Estimating the wage premia of refugee immigrants: Lessons from Sweden |
0 |
0 |
0 |
15 |
1 |
2 |
6 |
23 |
Evaluating one-way and two-way cluster-robust covariance matrix estimates |
0 |
0 |
2 |
188 |
0 |
0 |
3 |
520 |
Evaluating one-way and two-way cluster-robust covariance matrix estimates |
1 |
1 |
3 |
501 |
1 |
3 |
8 |
1,370 |
Evaluating one-way and two-way cluster–robust covariance matrix estimates |
1 |
1 |
3 |
280 |
1 |
1 |
5 |
1,109 |
Exchange Rate Effects on the Volume and Variability of Trade Flows |
0 |
0 |
0 |
1,007 |
0 |
0 |
1 |
3,235 |
Exchange Rate Effects on the Volume and Variability of Trade Flows |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
1,705 |
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data |
0 |
0 |
0 |
835 |
0 |
1 |
7 |
2,407 |
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data |
0 |
0 |
1 |
715 |
1 |
3 |
6 |
1,847 |
Exchange Rate Uncertainty and Firm Profitability |
0 |
0 |
1 |
717 |
0 |
0 |
1 |
2,579 |
Extending Stata's capabilities for asymptotic covariance matrix estimation |
0 |
0 |
1 |
101 |
0 |
0 |
4 |
355 |
Facilitating Applied Economic Research with Stata |
0 |
0 |
1 |
897 |
0 |
0 |
1 |
2,138 |
Firm Investment and Financial Frictions |
0 |
0 |
0 |
204 |
0 |
0 |
1 |
557 |
Firms in (Green) Public Procurement: Financial Strength Indicators’ Impact on Contract Awards and Its Repercussion on Financial Strength |
0 |
0 |
0 |
16 |
0 |
0 |
6 |
27 |
Firms in (Green) Public Procurement: Financial strength indicators’ impact on contract awards and its repercussion on financial strength |
0 |
0 |
1 |
19 |
1 |
1 |
8 |
57 |
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums |
0 |
0 |
0 |
569 |
0 |
0 |
0 |
2,158 |
Fractional Cointegration Analysis of Long Term International Interest Rates |
0 |
0 |
1 |
803 |
0 |
0 |
3 |
2,941 |
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates |
0 |
0 |
0 |
385 |
0 |
0 |
0 |
2,205 |
Fractional Dynamics in Japanese Financial Time Series |
0 |
0 |
0 |
331 |
1 |
1 |
2 |
1,537 |
Fractional Monetary Dynamics |
0 |
0 |
0 |
217 |
0 |
0 |
0 |
1,196 |
INNOVATION STRATEGIES, EXTERNAL KNOWLEDGE AND PRODUCTIVITY GROWTH |
0 |
0 |
0 |
71 |
0 |
0 |
2 |
101 |
Impact of proximity to gas production activity on birth outcomes across the US |
1 |
1 |
1 |
20 |
1 |
1 |
4 |
62 |
Implementing econometric estimators with Mata |
0 |
0 |
0 |
162 |
0 |
0 |
2 |
336 |
Implementing econometric estimators with Mata |
0 |
1 |
1 |
269 |
0 |
1 |
4 |
477 |
Implementing new econometric tools in Stata |
0 |
0 |
3 |
308 |
0 |
1 |
7 |
569 |
Implementing the Leybourne-Taylor test for seasonal unit roots in Stata |
0 |
0 |
1 |
30 |
1 |
2 |
4 |
109 |
Innovation Strategies, External Knowledge and Productivity Growth |
0 |
0 |
0 |
170 |
0 |
0 |
3 |
204 |
Innovation by start-up firms: The influence of the board of directors |
0 |
1 |
3 |
54 |
1 |
3 |
7 |
124 |
Innovation by start-up firms: The influence of the board of directors for knowledge spillovers |
0 |
0 |
0 |
52 |
0 |
0 |
2 |
120 |
Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach |
0 |
0 |
2 |
101 |
0 |
0 |
2 |
119 |
Institutional Diversity in Domestic Banking Sectors and Bank Stability: A Cross-Country Study |
0 |
1 |
3 |
36 |
0 |
1 |
5 |
88 |
Institutional diversity in domestic banking sectors and bank stability: A cross-country study |
0 |
0 |
1 |
42 |
1 |
1 |
5 |
109 |
Instrumental variables and GMM: Estimation and testing |
1 |
3 |
3 |
633 |
1 |
8 |
19 |
1,647 |
Instrumental variables and GMM: Estimation and testing |
1 |
3 |
8 |
4,858 |
7 |
14 |
43 |
10,179 |
Instrumental variables and GMM: Estimation and testing |
0 |
0 |
4 |
1,320 |
1 |
2 |
11 |
2,732 |
Instrumental variables estimation using heteroskedasticity-based instruments |
0 |
1 |
8 |
190 |
0 |
2 |
16 |
509 |
Instrumental variables estimation using heteroskedasticity-based instruments |
0 |
7 |
19 |
317 |
8 |
28 |
86 |
731 |
Instrumental variables: Overview and advances |
0 |
0 |
0 |
927 |
0 |
0 |
3 |
1,663 |
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility |
0 |
0 |
0 |
94 |
0 |
0 |
1 |
217 |
Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications |
0 |
0 |
0 |
67 |
0 |
0 |
0 |
181 |
Long Memory and Forecasting in Euroyen Deposit Rates |
0 |
0 |
0 |
308 |
0 |
0 |
0 |
1,944 |
Long Memory in the Greek Stock Market |
0 |
0 |
0 |
982 |
0 |
0 |
4 |
5,419 |
Long Term Dependence in Stock Returns |
0 |
0 |
0 |
631 |
0 |
0 |
2 |
1,855 |
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? |
0 |
0 |
0 |
529 |
0 |
0 |
1 |
2,391 |
Long-Memory Forecasting of U.S. Monetary Indices |
0 |
0 |
0 |
256 |
0 |
1 |
3 |
721 |
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance |
0 |
0 |
0 |
92 |
0 |
1 |
1 |
468 |
Macroeconomic Uncertainty and Credit Default Swap Spreads |
1 |
1 |
1 |
243 |
1 |
2 |
4 |
747 |
Macroeconomic Uncertainty and Firm Leverage |
0 |
0 |
2 |
233 |
0 |
0 |
6 |
740 |
Macroeconomics Uncertainty and Firm Leverage |
0 |
0 |
0 |
95 |
0 |
0 |
1 |
517 |
Migrant STEM Entrepreneurs |
0 |
0 |
2 |
38 |
0 |
0 |
4 |
83 |
Migrant STEM Entrepreneurs |
0 |
0 |
0 |
31 |
0 |
0 |
2 |
73 |
Modeling Rating Transition Matrices for Wholesale Loan Portfolios |
0 |
0 |
5 |
146 |
1 |
1 |
12 |
241 |
Modeling Returns on the Term Structure of Treasury Interest Rates |
0 |
0 |
0 |
823 |
0 |
0 |
1 |
3,435 |
Modeling fixed income excess returns |
0 |
0 |
0 |
428 |
0 |
0 |
0 |
2,419 |
Modelling Federal Reserve Discount Policy |
0 |
0 |
0 |
182 |
0 |
0 |
0 |
1,792 |
Monetary Policy in the Transition to a Zero Federal Deficit |
0 |
0 |
0 |
202 |
0 |
0 |
1 |
2,126 |
Nearest-Neighbor Forecasts of U.S. Interest Rates |
0 |
0 |
0 |
834 |
0 |
0 |
2 |
4,051 |
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era |
0 |
0 |
0 |
886 |
0 |
0 |
0 |
4,858 |
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports |
0 |
0 |
1 |
782 |
1 |
1 |
5 |
2,208 |
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate |
0 |
0 |
0 |
738 |
0 |
0 |
1 |
7,414 |
Occupational Sorting and Wage Gaps of Refugees |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
40 |
Occupational Sorting and Wage Gaps of Refugees |
0 |
0 |
1 |
28 |
0 |
0 |
3 |
89 |
Occupational Sorting and Wage Gaps of Refugees |
0 |
0 |
0 |
14 |
0 |
0 |
3 |
35 |
Occupational sorting and wage gaps of refugees |
0 |
1 |
1 |
14 |
0 |
1 |
1 |
32 |
Occupational sorting and wage gaps of refugees |
0 |
0 |
0 |
22 |
0 |
0 |
2 |
43 |
Offshoring and Innovation Capabilities: Evidence from Swedish Manufacturing |
0 |
0 |
0 |
55 |
0 |
0 |
1 |
124 |
On Construction of Monthly Term Structures of U.S. Interest Rates 1910-1930 |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
10 |
On the Investment Sensitivity of Debt under Uncertainty |
0 |
0 |
0 |
176 |
0 |
0 |
0 |
418 |
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty |
0 |
0 |
1 |
474 |
1 |
1 |
4 |
1,383 |
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty |
0 |
0 |
0 |
298 |
0 |
0 |
2 |
905 |
Openness and financial stability |
0 |
0 |
1 |
54 |
0 |
1 |
10 |
205 |
Outside Board Directors and Start-Up Firms’ Innovation |
0 |
0 |
0 |
62 |
0 |
1 |
5 |
155 |
Parliamentary Election Cycles and the Turkish Banking Sector |
0 |
0 |
0 |
176 |
2 |
2 |
4 |
610 |
Parliamentary Election Cycles and the Turkish Banking Sector |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
210 |
Persistence in International Inflation Rates |
0 |
0 |
0 |
560 |
0 |
0 |
1 |
5,037 |
Persistent Dependence in Foreign Exchange Rates? A Reexamination |
0 |
0 |
0 |
372 |
0 |
2 |
2 |
2,274 |
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms |
0 |
0 |
0 |
1,259 |
0 |
0 |
1 |
5,903 |
Political patronage in Ukranian banking |
0 |
0 |
0 |
141 |
0 |
2 |
3 |
815 |
Powerful new tools for time series analysis |
0 |
0 |
0 |
528 |
0 |
0 |
2 |
940 |
Productivity of refugee workers and implications for innovation and growth |
0 |
1 |
2 |
32 |
0 |
2 |
7 |
73 |
Q, Cash Flow and Investment: An Econometric Critique |
0 |
0 |
0 |
380 |
0 |
0 |
1 |
1,732 |
R&D Expenditures and Geographical Sales Diversification |
0 |
0 |
0 |
163 |
0 |
0 |
5 |
467 |
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say |
0 |
0 |
0 |
173 |
0 |
0 |
0 |
556 |
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money |
0 |
0 |
1 |
259 |
0 |
0 |
2 |
1,987 |
Refugee immigrants, occupational sorting and wage gaps |
0 |
0 |
0 |
40 |
0 |
0 |
9 |
180 |
Refugees in Sweden: Economic integration and wage convergence |
0 |
0 |
0 |
6 |
0 |
0 |
3 |
35 |
Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey |
0 |
0 |
1 |
64 |
0 |
0 |
3 |
107 |
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
70 |
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test |
0 |
0 |
1 |
97 |
1 |
2 |
7 |
182 |
Rolling Regressions with Stata |
0 |
0 |
1 |
1,644 |
1 |
4 |
8 |
3,914 |
Sectoral Fluctuations in U.K. Firms' Investment Expenditures |
0 |
0 |
0 |
92 |
0 |
1 |
2 |
616 |
Sectoral Fluctuations in U.K. Firms' Investment Expenditures |
0 |
0 |
0 |
117 |
0 |
0 |
0 |
847 |
Should you become a Stata programmer? |
0 |
0 |
0 |
1,099 |
0 |
0 |
2 |
1,592 |
Socioeconomic Factors influencing the Spatial Spread of COVID-19 in the United States |
0 |
1 |
2 |
104 |
1 |
3 |
4 |
167 |
Socioeconomic Factors influencing the Spatial Spread of COVID-19 in the United States |
0 |
0 |
0 |
186 |
1 |
1 |
13 |
526 |
Stata: The language of choice for time series analysis? |
0 |
0 |
0 |
1,939 |
2 |
2 |
3 |
3,938 |
State-level gun policy changes and rate of workplace homicide in the United States |
0 |
0 |
1 |
8 |
0 |
0 |
8 |
88 |
State-level gun policy changes and rate of workplace homicide in the United States |
0 |
0 |
0 |
80 |
0 |
1 |
4 |
239 |
Stochastic Long Memory in Traded Goods Prices |
0 |
0 |
0 |
137 |
0 |
0 |
1 |
851 |
Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data |
1 |
1 |
1 |
104 |
1 |
1 |
2 |
204 |
Testing for time-varying Granger causality |
2 |
2 |
19 |
152 |
2 |
6 |
42 |
270 |
The Economic Determinants of Crime: an Approach through Responsiveness Scores |
1 |
2 |
14 |
168 |
4 |
12 |
60 |
670 |
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity |
0 |
0 |
0 |
213 |
0 |
0 |
4 |
674 |
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany |
0 |
0 |
0 |
50 |
0 |
0 |
1 |
307 |
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany |
0 |
0 |
0 |
146 |
1 |
1 |
3 |
819 |
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms |
0 |
0 |
0 |
375 |
0 |
0 |
2 |
1,952 |
The Effects of Short-Term Liabilities on Profitability: The Case of Germany |
0 |
0 |
2 |
151 |
0 |
2 |
8 |
672 |
The Effects of Short-Term Liabilities on Profitability: The Case of Germany |
0 |
0 |
0 |
242 |
0 |
0 |
9 |
1,634 |
The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity |
0 |
1 |
1 |
124 |
0 |
1 |
4 |
462 |
The Effects of Uncertainty on the Leverage of Non-Financial Firms |
0 |
0 |
0 |
303 |
0 |
1 |
4 |
1,190 |
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates |
0 |
0 |
0 |
816 |
0 |
0 |
0 |
2,957 |
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates |
0 |
0 |
0 |
46 |
0 |
0 |
0 |
390 |
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test |
0 |
0 |
2 |
989 |
0 |
0 |
5 |
4,186 |
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis |
0 |
0 |
0 |
101 |
0 |
1 |
3 |
317 |
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis |
0 |
0 |
0 |
111 |
0 |
0 |
1 |
402 |
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior |
0 |
0 |
1 |
267 |
0 |
0 |
4 |
841 |
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior |
0 |
0 |
0 |
445 |
0 |
0 |
1 |
1,240 |
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms |
0 |
0 |
0 |
222 |
0 |
0 |
2 |
644 |
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms |
0 |
1 |
2 |
136 |
0 |
2 |
6 |
623 |
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms |
0 |
0 |
0 |
70 |
0 |
1 |
2 |
399 |
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms |
0 |
0 |
0 |
137 |
0 |
0 |
1 |
677 |
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage |
0 |
2 |
2 |
233 |
0 |
2 |
4 |
693 |
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity |
0 |
0 |
0 |
443 |
0 |
1 |
4 |
2,123 |
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms |
0 |
0 |
0 |
206 |
0 |
0 |
2 |
784 |
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity |
0 |
0 |
0 |
79 |
1 |
1 |
5 |
332 |
The Impact of Uncertainty on Financial Institutions |
0 |
0 |
2 |
191 |
0 |
0 |
7 |
840 |
The Impact of the Financial System's Structure on Firms' Financial Constraints |
0 |
1 |
1 |
216 |
0 |
1 |
2 |
752 |
The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility |
0 |
0 |
0 |
39 |
0 |
0 |
2 |
193 |
The Stata module for CUB models for rating data analysis |
0 |
0 |
2 |
37 |
0 |
0 |
4 |
73 |
The Term Structure of Interest Rates and the Demand for Money During the Great Depression |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
21 |
The Volatility of International Trade Flows and Exchange Rate Uncertainty |
0 |
0 |
1 |
230 |
0 |
2 |
6 |
686 |
The contextual effects of social capital on health: a cross-national instrumental variable analysis |
0 |
1 |
1 |
102 |
0 |
1 |
1 |
269 |
The contribution of foreign-born STEM workers to the knowledge-intensive economy: Evidence from Sweden |
0 |
0 |
0 |
67 |
0 |
0 |
3 |
111 |
The impact of offshoring on innovation and productivity: Evidence from Swedish manufacturing firms |
1 |
2 |
3 |
36 |
1 |
4 |
14 |
113 |
The impact of offshoring on productivity and innovation: Evidence from Swedish manufacturing firms |
0 |
0 |
1 |
32 |
2 |
3 |
8 |
91 |
The role of uncertainty in the transmission of monetary policy effects on bank lending |
0 |
0 |
0 |
350 |
3 |
3 |
6 |
1,162 |
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds |
0 |
0 |
0 |
549 |
0 |
3 |
6 |
1,642 |
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty |
0 |
0 |
0 |
228 |
1 |
1 |
2 |
952 |
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty |
0 |
0 |
0 |
167 |
1 |
4 |
8 |
586 |
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty |
0 |
0 |
2 |
98 |
0 |
0 |
3 |
341 |
Time series filtering techniques in Stata |
0 |
0 |
0 |
499 |
0 |
0 |
1 |
1,178 |
Time series filtering techniques in Stata |
0 |
2 |
9 |
1,540 |
1 |
6 |
44 |
3,864 |
Time-Varying Risk Premia in the Foreign Currency Futures Basis |
0 |
0 |
0 |
677 |
0 |
0 |
2 |
3,365 |
Tobin's Q And Financial Policy Revisited |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
899 |
Topics in time series regression modeling |
0 |
0 |
0 |
1,619 |
0 |
0 |
1 |
4,918 |
Uncertainty Determinants of Corporate Liquidity |
0 |
0 |
1 |
67 |
0 |
0 |
4 |
433 |
Uncertainty Determinants of Corporate Liquidity |
0 |
0 |
0 |
53 |
0 |
0 |
3 |
475 |
Uncertainty Determinants of Corporate Liquidity |
0 |
0 |
0 |
59 |
0 |
0 |
1 |
295 |
Uncertainty Determinants of Corporate Liquidity |
0 |
1 |
1 |
184 |
0 |
4 |
6 |
730 |
Uncertainty Determinants of Firm Investment |
0 |
0 |
0 |
300 |
0 |
0 |
0 |
768 |
Unit root tests for explosive behaviour |
0 |
0 |
4 |
94 |
0 |
1 |
11 |
211 |
Using Mata to work more effectively with Stata: A tutorial |
1 |
2 |
2 |
445 |
1 |
3 |
3 |
865 |
Using Mata to work more effectively with Stata: A tutorial |
0 |
0 |
0 |
2,525 |
0 |
2 |
4 |
4,327 |
Using Mata to work more effectively with Stata: A tutorial |
0 |
1 |
1 |
608 |
0 |
1 |
4 |
1,149 |
Using Stata for Applied Research: Reviewing its Capabilities |
0 |
0 |
0 |
798 |
0 |
0 |
1 |
1,169 |
Using instrumental variables techniques in economics and finance |
0 |
0 |
0 |
620 |
0 |
0 |
0 |
1,099 |
Waves and Persistence in Merger and Acquisition Activity |
0 |
0 |
1 |
2,068 |
0 |
0 |
2 |
8,743 |
What do Chinese Macro Announcements Tell Us About the World Economy? |
0 |
0 |
0 |
59 |
0 |
0 |
3 |
199 |
cron, perl and Stata: automated production and presentation of a business-daily index |
0 |
0 |
0 |
246 |
0 |
0 |
1 |
855 |
Total Working Papers |
22 |
64 |
274 |
77,936 |
93 |
250 |
1,203 |
247,736 |
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 |
1 |
195 |
A logit analysis of the factor content of West German foreign trade |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
113 |
A new approach to estimation of the R&D–innovation–productivity relationship |
0 |
0 |
1 |
22 |
0 |
0 |
5 |
104 |
A nonparametric investigation of the 90-day t-bill rate |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
571 |
A nonparametric investigation of the 90‐day t‐bill rate |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
431 |
A review of Stata 8.1 and its time series capabilities |
0 |
1 |
2 |
209 |
0 |
1 |
3 |
615 |
A test for long-range dependence in a time series |
0 |
0 |
0 |
42 |
0 |
0 |
1 |
127 |
Activist policy and macroeconomic instability |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
151 |
Advice on using heteroskedasticity-based identification |
1 |
1 |
8 |
61 |
1 |
7 |
33 |
246 |
An empirical analysis of the composition of manufacturing employment in the industrialized countries |
0 |
1 |
1 |
20 |
0 |
1 |
3 |
96 |
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques |
0 |
0 |
0 |
111 |
0 |
0 |
1 |
624 |
COVID-19 vaccinations and mental health among U.S. adults: Individual and spillover effects |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
1 |
Capital structure adjustments: Do macroeconomic and business risks matter? |
0 |
0 |
3 |
29 |
0 |
0 |
8 |
168 |
Compacting time series data |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
119 |
Coordination of large macroeconomies'policies and the stability of small economies |
0 |
0 |
0 |
7 |
1 |
1 |
2 |
79 |
Corporate financial policy and the value of cash under uncertainty |
0 |
1 |
1 |
8 |
0 |
1 |
2 |
56 |
Credit rating agency downgrades and the Eurozone sovereign debt crises |
0 |
1 |
2 |
42 |
0 |
1 |
5 |
232 |
Cumulative author index, volumes 1-24 |
0 |
1 |
3 |
3 |
1 |
2 |
5 |
5 |
Dynamic adjustment of firms' capital structures in a varying-risk environment |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
93 |
Dynamics of Intra-EMS Interest Rate Linkages |
0 |
0 |
0 |
42 |
0 |
1 |
2 |
284 |
Effect of the affordable care act on disparities in breastfeeding: The case of Maine |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
18 |
Enhanced routines for instrumental variables/generalized method of moments estimation and testing |
2 |
12 |
50 |
2,284 |
5 |
35 |
140 |
4,682 |
Erratum: Unit-root tests for explosive behavior |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
14 |
Estimating the Wage Premia of Refugee Immigrants: Lessons from Sweden |
0 |
1 |
1 |
1 |
0 |
2 |
5 |
5 |
Estimating treatment effects when program participation is misreported |
0 |
0 |
4 |
4 |
1 |
1 |
10 |
10 |
Evaluating concavity for production and cost functions |
0 |
0 |
0 |
103 |
1 |
1 |
2 |
297 |
Evaluating the impact of compliance with governance recommendations on firm performance: The case of Spain |
0 |
0 |
1 |
8 |
0 |
1 |
3 |
31 |
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports |
0 |
1 |
1 |
100 |
0 |
1 |
3 |
485 |
Exchange Rate Uncertainty and Firm Profitability |
0 |
0 |
0 |
90 |
0 |
0 |
4 |
461 |
Exchange rate effects on the volume and variability of trade flows |
0 |
0 |
2 |
287 |
1 |
1 |
10 |
1,048 |
FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
45 |
Firms in Green Public Procurement: Financial Strength Indicators’ Impact on Contract Awards and Its Repercussion on Financial Strength |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
17 |
Fitting mixture models for feeling and uncertainty for rating data analysis |
0 |
0 |
3 |
7 |
0 |
0 |
4 |
17 |
Foreword |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
57 |
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums |
0 |
0 |
0 |
87 |
0 |
0 |
3 |
428 |
Fractional dynamics in Japanese financial time series |
0 |
0 |
0 |
29 |
0 |
1 |
1 |
236 |
Fractional monetary dynamics |
0 |
0 |
0 |
30 |
0 |
0 |
5 |
409 |
Happily Ever After? Pre-and-Post Disaster Determinants of Happiness Among Survivors of Hurricane Katrina |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
80 |
Impact of state cigarette taxes on disparities in maternal smoking during pregnancy |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
49 |
Innovation by start-up firms: The role of the board of directors for knowledge spillovers |
0 |
0 |
1 |
7 |
0 |
1 |
12 |
62 |
Innovation strategies, external knowledge and productivity growth |
0 |
1 |
1 |
8 |
0 |
2 |
3 |
57 |
Instrumental variables and GMM: Estimation and testing |
1 |
5 |
19 |
3,648 |
6 |
26 |
125 |
9,067 |
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility |
0 |
0 |
1 |
21 |
0 |
0 |
3 |
105 |
Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
72 |
Local Whittle estimation of the long-memory parameter |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
37 |
Long memory in the Greek stock market |
0 |
0 |
0 |
101 |
0 |
0 |
1 |
577 |
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? |
0 |
0 |
0 |
53 |
0 |
0 |
2 |
425 |
Long-memory forecasting of US monetary indices |
0 |
0 |
0 |
35 |
0 |
0 |
2 |
232 |
Long-term dependence in stock returns |
0 |
0 |
1 |
93 |
0 |
0 |
4 |
447 |
Macroeconomic uncertainty and credit default swap spreads |
0 |
0 |
0 |
77 |
0 |
0 |
0 |
302 |
Metadata for user-written contributions to the Stata programming language |
0 |
0 |
0 |
20 |
0 |
0 |
2 |
104 |
Metadata for user-written contributions to the Stata programming language: extensions |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
76 |
Modelling Federal Reserve Discount Policy |
0 |
0 |
0 |
82 |
1 |
1 |
2 |
925 |
Multivariate portmanteau (Q) test for white noise |
0 |
0 |
1 |
229 |
0 |
0 |
9 |
808 |
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era |
0 |
0 |
0 |
101 |
2 |
2 |
3 |
541 |
Nonlinear effects of exchange rate volatility on the volume of bilateral exports |
0 |
0 |
3 |
413 |
1 |
1 |
15 |
1,281 |
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
564 |
On the investment sensitivity of debt under uncertainty |
0 |
0 |
0 |
71 |
0 |
1 |
2 |
346 |
On the sensitivity of firms' investment to cash flow and uncertainty |
0 |
0 |
2 |
121 |
0 |
1 |
10 |
446 |
On the sensitivity of optimal control solutions |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
108 |
On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty |
0 |
0 |
0 |
175 |
1 |
3 |
11 |
740 |
Parliamentary election cycles and the Turkish banking sector |
0 |
0 |
0 |
68 |
0 |
0 |
3 |
387 |
Persistence in International Inflation Rates |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
10 |
Policy Evaluation With Incomplete Data: Assessing the Affordable Care Act Breastfeeding Provision |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
22 |
Political patronage in Ukrainian banking1 |
0 |
0 |
0 |
45 |
0 |
0 |
2 |
329 |
Q, Cash Flow and Investment: An Econometric Critique |
0 |
0 |
0 |
46 |
0 |
0 |
0 |
310 |
R&D Expenditures and Geographical Sales Diversification |
0 |
0 |
0 |
10 |
1 |
1 |
2 |
90 |
Reexamining the term structure of interest rates and the interwar demand for money |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
29 |
Residual diagnostics for cross-section time series regression models |
0 |
2 |
3 |
1,030 |
0 |
8 |
19 |
2,980 |
Response surface models for the Elliott, Rothenberg, and Stock unit-root test |
0 |
0 |
0 |
7 |
1 |
2 |
3 |
43 |
Richard Sperling (1961-2011) |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
161 |
Sectoral fluctuations in U.K. firms' investment expenditures |
0 |
1 |
1 |
8 |
0 |
1 |
1 |
64 |
Securities fraud and corporate board turnover: New evidence from lawsuit outcomes |
0 |
1 |
1 |
8 |
0 |
3 |
5 |
83 |
Socio-economic and demographic factors influencing the spatial spread of COVID-19 in the USA |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
8 |
Stata tip 126: Handling irregularly spaced high-frequency transactions data |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
81 |
Stata tip 37: And the last shall be first |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
151 |
Stata tip 38: Testing for groupwise heteroskedasticity |
0 |
0 |
0 |
623 |
0 |
0 |
0 |
1,285 |
Stata tip 40: Taking care of business |
0 |
0 |
7 |
1,870 |
0 |
0 |
11 |
4,014 |
Stata tip 45: Getting those data into shape |
0 |
0 |
0 |
184 |
0 |
0 |
0 |
506 |
Stata tip 63: Modeling proportions |
0 |
1 |
2 |
452 |
0 |
1 |
10 |
864 |
Stata tip 73: append with care! |
0 |
0 |
0 |
168 |
0 |
0 |
0 |
426 |
Stata tip 88: Efficiently evaluating elasticities with the margins command |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
341 |
Stata: The language of choice for time-series analysis? |
0 |
1 |
1 |
406 |
0 |
2 |
11 |
1,198 |
Stochastic long memory in traded goods prices |
0 |
0 |
0 |
22 |
0 |
0 |
1 |
207 |
Stochastic volatility, jumps and leverage in energy and stock markets: Evidence from high frequency data |
0 |
0 |
1 |
7 |
0 |
1 |
5 |
41 |
THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS |
0 |
0 |
0 |
79 |
0 |
1 |
1 |
451 |
THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
137 |
Test for autoregressive conditional heteroskedasticity in regression error distribution |
0 |
0 |
0 |
63 |
0 |
0 |
0 |
181 |
Testing for time-varying Granger causality |
1 |
2 |
11 |
45 |
1 |
4 |
17 |
87 |
Tests for heteroskedasticity in regression error distribution |
0 |
0 |
0 |
56 |
0 |
0 |
0 |
169 |
Tests for long memory in a time series |
0 |
0 |
0 |
137 |
0 |
1 |
1 |
256 |
Tests for serial correlation in regression error distribution |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
135 |
Tests for stationarity of a time series |
0 |
0 |
2 |
249 |
0 |
0 |
2 |
475 |
Tests for stationarity of a time series: update |
0 |
0 |
0 |
70 |
0 |
0 |
1 |
160 |
The BDS test of independence |
0 |
0 |
7 |
67 |
0 |
1 |
20 |
163 |
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity |
0 |
0 |
0 |
68 |
0 |
1 |
1 |
332 |
The contextual effects of social capital on health: A cross-national instrumental variable analysis |
0 |
1 |
1 |
21 |
0 |
1 |
2 |
128 |
The dynamics of U.S. industrial production: A time-varying Granger causality perspective |
1 |
1 |
6 |
6 |
1 |
2 |
15 |
15 |
The effects of price- and output-stabilising policies in an interdependent world economy |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
70 |
The effects of uncertainty and corporate governance on firms’ demand for liquidity |
0 |
0 |
0 |
29 |
0 |
0 |
2 |
164 |
The forward rate unbiasedness hypothesis reexamined: evidence from a new test |
0 |
0 |
0 |
90 |
0 |
0 |
2 |
428 |
The impact of macroeconomic uncertainty on firms' changes in financial leverage |
0 |
0 |
0 |
98 |
0 |
0 |
2 |
359 |
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity |
0 |
0 |
1 |
170 |
0 |
2 |
10 |
631 |
The impact of macroeconomic uncertainty on non‐financial firms' demand for liquidity |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
23 |
The impact of offshoring on technical change: Evidence from Swedish manufacturing firms |
0 |
1 |
1 |
5 |
0 |
1 |
6 |
18 |
The impact of the financial system's structure on firms' financial constraints |
1 |
1 |
4 |
143 |
1 |
2 |
9 |
982 |
The impact of uncertainty on financial institutions: A cross‐country study |
1 |
1 |
3 |
13 |
1 |
1 |
7 |
38 |
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds |
0 |
0 |
0 |
88 |
0 |
0 |
6 |
359 |
The self-medication hypothesis: Evidence from terrorism and cigarette accessibility |
0 |
0 |
0 |
6 |
1 |
1 |
1 |
78 |
Time‐varying risk premia in the foreign currency futures basis |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
36 |
Tobin's Q, intangible capital, and financial policy |
0 |
0 |
0 |
94 |
0 |
0 |
2 |
339 |
Tobin's q and measurement error: Caveat investigator |
0 |
1 |
1 |
93 |
0 |
2 |
2 |
333 |
USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
313 |
Ukrainische Banken: politische Patronage von Bedeutung |
0 |
0 |
0 |
30 |
1 |
1 |
1 |
453 |
Uncertainty determinants of corporate liquidity |
1 |
1 |
1 |
173 |
1 |
3 |
9 |
609 |
Uncertainty determinants of firm investment |
0 |
0 |
0 |
135 |
0 |
2 |
10 |
480 |
Unit-root tests based on forward and reverse Dickey–Fuller regressions |
0 |
1 |
1 |
29 |
0 |
2 |
3 |
84 |
Unit-root tests for explosive behavior |
0 |
0 |
6 |
23 |
0 |
3 |
16 |
58 |
Utility for time series data |
0 |
0 |
0 |
193 |
0 |
0 |
1 |
1,015 |
Waves and persistence in merger and acquisition activity |
1 |
1 |
2 |
176 |
1 |
1 |
5 |
720 |
What do Chinese macro announcements tell us about the world economy? |
0 |
1 |
1 |
35 |
1 |
3 |
5 |
145 |
“What good is a volatility model?” A reexamination after 20 years |
0 |
0 |
2 |
24 |
0 |
0 |
8 |
48 |
Total Journal Articles |
10 |
44 |
179 |
16,772 |
34 |
152 |
736 |
54,132 |
3 registered items for which data could not be found
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 |
10 |
56 |
883 |
24 |
93 |
388 |
5,497 |
ADFMAXUR: Stata module to calculate Leybourne (1995) ADFmax unit root test statistic along with 1, 5 and 10% finite-sample critical values and associated p-values |
0 |
1 |
6 |
60 |
2 |
6 |
24 |
319 |
ARCH: MATLAB function to compute ARCH test |
0 |
0 |
2 |
1,794 |
0 |
0 |
2 |
6,083 |
ARCHLM: Stata module to calculate LM test for ARCH effects |
0 |
1 |
7 |
1,838 |
3 |
17 |
69 |
10,525 |
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries |
0 |
0 |
1 |
658 |
0 |
0 |
2 |
1,906 |
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model |
0 |
0 |
2 |
1,839 |
0 |
2 |
13 |
9,272 |
ARIMASEL: Stata module to compute selection criteria for ARMA(p,q) models |
0 |
1 |
12 |
58 |
3 |
7 |
48 |
331 |
ARRANGEDAR: RATS procedures to calculate arranged autoregressions |
0 |
1 |
3 |
278 |
1 |
2 |
5 |
949 |
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 |
9 |
43 |
537 |
19 |
52 |
231 |
3,357 |
AVPLOT3: Stata module to generate partial regression plots for subsamples |
0 |
1 |
1 |
172 |
0 |
1 |
4 |
2,216 |
BCUSE: Stata module to access instructional datasets on Boston College server |
1 |
4 |
52 |
834 |
10 |
39 |
256 |
4,755 |
BETACOEF: Stata module to calculate beta coefficients from regression |
1 |
1 |
3 |
1,760 |
2 |
4 |
20 |
12,367 |
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation |
0 |
2 |
9 |
1,978 |
1 |
8 |
50 |
14,567 |
BIDENSITY: Stata module to produce and graph bivariate density estimates |
0 |
1 |
4 |
303 |
0 |
2 |
19 |
1,512 |
BKING: Stata module to implement Baxter-King filter for timeseries data |
1 |
1 |
3 |
1,292 |
2 |
9 |
44 |
5,018 |
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity |
0 |
1 |
7 |
2,789 |
1 |
5 |
34 |
11,659 |
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data |
0 |
0 |
1 |
228 |
0 |
0 |
1 |
1,087 |
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data |
0 |
0 |
3 |
536 |
1 |
4 |
14 |
1,546 |
CHECKREG3: Stata module to check identification status of simultaneous equations system |
0 |
0 |
2 |
441 |
1 |
4 |
21 |
1,774 |
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks |
2 |
5 |
42 |
3,259 |
5 |
23 |
128 |
10,413 |
CNSRSIG: Stata module to evaluate validity of restrictions on a regression |
0 |
0 |
0 |
462 |
0 |
1 |
11 |
2,576 |
CUSUM6: Stata module to compute cusum, cusum^2 stability tests |
1 |
10 |
44 |
2,215 |
13 |
40 |
192 |
8,628 |
CUSUM9: Stata module to compute cusum, cusum^2 stability tests |
5 |
12 |
52 |
133 |
17 |
55 |
202 |
675 |
DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method |
3 |
14 |
59 |
3,261 |
17 |
52 |
237 |
12,042 |
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test |
0 |
1 |
8 |
3,282 |
5 |
8 |
41 |
14,661 |
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy |
5 |
7 |
29 |
2,625 |
13 |
33 |
127 |
8,017 |
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates |
1 |
1 |
6 |
1,398 |
2 |
4 |
28 |
5,938 |
DURBINH: Stata module to calculate Durbin's h test for serial correlation |
0 |
0 |
8 |
1,701 |
0 |
6 |
42 |
10,025 |
ERSUR: Stata module to calculate Elliott, Rothenberg & Stock DF-GLS unit root test statistic along with 1, 5 and 10% finite-sample critical values and associated p-values |
0 |
2 |
9 |
84 |
0 |
4 |
30 |
528 |
FCSTATS: Stata module to compute time series forecast accuracy statistics |
0 |
1 |
17 |
1,004 |
4 |
35 |
261 |
5,450 |
FRACDIFF: Stata module to generate fractionally-differenced timeseries |
0 |
0 |
5 |
434 |
1 |
1 |
12 |
1,591 |
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries |
0 |
0 |
0 |
944 |
0 |
1 |
3 |
3,937 |
FREDUSEX: Stata module to import FRED (Federal Reserve Economic Database) data |
0 |
0 |
3 |
3 |
2 |
10 |
57 |
57 |
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix |
0 |
0 |
4 |
535 |
1 |
2 |
19 |
3,244 |
GHISTCUM: Stata module to graph histogram and cumulative distribution |
0 |
0 |
0 |
928 |
1 |
2 |
22 |
6,300 |
GPHROB: RATS modules to perform tests for fractional integration of timeseries |
0 |
0 |
1 |
692 |
0 |
2 |
3 |
1,840 |
GPHUDAK: Stata module to estimate long memory in a timeseries |
0 |
0 |
3 |
637 |
1 |
1 |
13 |
1,886 |
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries |
0 |
0 |
0 |
322 |
0 |
0 |
2 |
951 |
GRPDF: Stata module to produce PDFs from memory graphs |
0 |
0 |
0 |
19 |
1 |
3 |
14 |
204 |
HADRILM: Stata module to perform Hadri panel unit root test |
1 |
2 |
15 |
2,049 |
3 |
9 |
89 |
5,898 |
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test |
0 |
2 |
7 |
955 |
2 |
6 |
36 |
3,046 |
HLP2PDF: Stata module to create PDF or PostScript from Stata help file |
1 |
1 |
2 |
274 |
3 |
5 |
20 |
1,314 |
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data |
1 |
1 |
16 |
7,978 |
3 |
4 |
48 |
17,793 |
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test |
7 |
9 |
52 |
5,208 |
21 |
60 |
276 |
13,885 |
ITSP_ADO: Stata module to accompany Introduction to Stata Programming book |
0 |
0 |
3 |
214 |
0 |
0 |
11 |
808 |
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation |
1 |
2 |
5 |
325 |
3 |
10 |
34 |
1,707 |
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg |
1 |
10 |
64 |
7,558 |
25 |
76 |
463 |
40,035 |
IVGMM0: Stata module to perform instrumental variables via GMM |
1 |
1 |
2 |
1,413 |
1 |
3 |
12 |
4,448 |
IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10) |
1 |
4 |
18 |
299 |
11 |
28 |
120 |
2,051 |
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) |
1 |
2 |
10 |
1,359 |
4 |
13 |
46 |
5,847 |
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) |
2 |
2 |
11 |
997 |
5 |
10 |
42 |
4,153 |
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation |
47 |
150 |
528 |
22,467 |
210 |
834 |
3,195 |
94,904 |
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments |
33 |
93 |
359 |
3,832 |
90 |
293 |
1,040 |
12,927 |
IVREG2M: Stata module to identify treatment-effects estimates with potentially misreported and endogenous program participation |
0 |
0 |
5 |
32 |
4 |
7 |
35 |
153 |
KDENS2: Stata module to estimate bivariate kernel density |
1 |
2 |
17 |
1,576 |
6 |
14 |
92 |
6,649 |
KOENKER: Stata module to perform Koenker/White detailed test for heteroskedasticity |
0 |
2 |
2 |
2 |
7 |
19 |
19 |
19 |
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity |
5 |
38 |
102 |
4,385 |
23 |
108 |
449 |
16,243 |
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test |
3 |
6 |
29 |
4,585 |
12 |
37 |
171 |
13,779 |
LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias |
1 |
4 |
13 |
427 |
2 |
16 |
54 |
2,063 |
LOG2HTML: Stata module to produce HTML log files |
0 |
1 |
10 |
676 |
5 |
11 |
75 |
3,996 |
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test |
0 |
3 |
27 |
1,856 |
3 |
15 |
87 |
5,192 |
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries |
0 |
1 |
5 |
788 |
2 |
3 |
18 |
2,922 |
MADFULLER: Stata module to perform Dickey-Fuller test on panel data |
1 |
2 |
6 |
2,054 |
2 |
5 |
17 |
7,016 |
MATIN4-MATOUT4: Stata module to import and export matrices |
3 |
4 |
8 |
536 |
3 |
6 |
26 |
2,247 |
MODLPR: Stata module to estimate long memory in a timeseries |
0 |
0 |
6 |
514 |
1 |
2 |
16 |
1,673 |
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel |
0 |
1 |
7 |
1,161 |
3 |
9 |
53 |
5,327 |
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel |
0 |
0 |
2 |
1,319 |
0 |
2 |
15 |
6,427 |
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating |
1 |
3 |
16 |
1,560 |
2 |
9 |
60 |
6,924 |
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends |
0 |
0 |
0 |
1,053 |
0 |
0 |
4 |
3,743 |
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality |
0 |
0 |
1 |
545 |
1 |
6 |
20 |
4,021 |
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise |
0 |
0 |
1 |
186 |
0 |
2 |
8 |
1,221 |
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit |
0 |
0 |
1 |
263 |
2 |
4 |
18 |
1,414 |
OUTSERIES: Stata module to write timeseries to text files |
0 |
0 |
0 |
77 |
0 |
0 |
2 |
549 |
OUTTABLE: Stata module to write matrix to LaTeX table |
0 |
4 |
21 |
3,186 |
8 |
29 |
118 |
22,067 |
OVERID: Stata module to conduct postestimation tests of overidentification |
3 |
9 |
36 |
6,628 |
15 |
44 |
227 |
23,879 |
PANELAUTO: Stata module to support tests for autocorrelation on panel data |
0 |
1 |
15 |
3,054 |
3 |
7 |
54 |
12,203 |
PANELUNIT: Stata module to support unit root tests on panel data |
0 |
1 |
1 |
1,225 |
2 |
3 |
4 |
3,489 |
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit |
0 |
0 |
6 |
2,007 |
0 |
2 |
35 |
7,514 |
PWCORR2: Stata module to compute pairwise correlations and return results |
1 |
4 |
14 |
366 |
2 |
7 |
35 |
2,212 |
PWCOV: Stata module to compute pairwise covariances |
0 |
0 |
2 |
133 |
0 |
1 |
9 |
766 |
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients |
0 |
1 |
4 |
480 |
1 |
8 |
23 |
2,220 |
QSTAT2: MATLAB function to compute Ljung-Box Q statistic |
1 |
2 |
3 |
2,788 |
2 |
4 |
16 |
9,345 |
RADF: Stata module to calculate unit root tests for explosive behaviour |
2 |
4 |
10 |
198 |
6 |
11 |
50 |
866 |
ROBLPR: Stata module to estimate long memory in a set of timeseries |
0 |
0 |
2 |
526 |
0 |
0 |
6 |
1,834 |
ROLLING2: Stata module to perform rolling window and recursive estimation |
0 |
3 |
7 |
1,074 |
1 |
10 |
60 |
5,055 |
ROLLREG: Stata module to perform rolling regression estimation |
1 |
1 |
2 |
2,536 |
1 |
3 |
10 |
8,674 |
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) |
0 |
0 |
9 |
907 |
9 |
29 |
217 |
11,823 |
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended |
0 |
0 |
2 |
772 |
1 |
5 |
50 |
7,031 |
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users |
0 |
0 |
6 |
786 |
0 |
0 |
12 |
2,388 |
SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method |
1 |
6 |
27 |
1,339 |
5 |
22 |
125 |
4,295 |
STATICFC: Stata module to compute static forecasts for a recursive rolling regression |
0 |
0 |
1 |
403 |
0 |
1 |
8 |
1,482 |
STATSMAT: Stata module to place descriptive statistics in matrix |
1 |
1 |
3 |
780 |
1 |
2 |
15 |
4,031 |
TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation |
1 |
1 |
2 |
79 |
1 |
2 |
3 |
366 |
TIMELEFT: Stata module to count the number of days |
0 |
0 |
0 |
0 |
5 |
23 |
23 |
23 |
TORATS: Stata module to facilitate transfer of data to RATS |
0 |
0 |
0 |
173 |
0 |
0 |
4 |
1,174 |
TOSQL: Stata module to transfer data to SQL database |
0 |
0 |
7 |
513 |
0 |
9 |
69 |
4,352 |
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values |
0 |
1 |
2 |
828 |
3 |
6 |
19 |
4,450 |
TSGRAPH: Stata module to produce time series line graph |
0 |
0 |
0 |
880 |
0 |
2 |
11 |
5,709 |
TSLIST: Stata module to list time series data |
0 |
0 |
1 |
207 |
0 |
0 |
9 |
6,588 |
TSMKTIM: Stata module to generate time-series calendar variable |
1 |
2 |
12 |
1,324 |
4 |
8 |
61 |
5,669 |
TVGC: Stata module to perform Time-Varying Granger Causality tests |
5 |
13 |
124 |
868 |
13 |
51 |
306 |
2,480 |
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates |
0 |
1 |
2 |
216 |
1 |
4 |
6 |
826 |
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) |
0 |
0 |
2 |
816 |
0 |
1 |
8 |
2,697 |
VECAR: Stata module to estimate vector autoregressive (VAR) models |
0 |
1 |
3 |
2,033 |
0 |
3 |
17 |
7,604 |
WHITETST: Stata module to perform White's test for heteroskedasticity |
0 |
2 |
25 |
6,771 |
8 |
41 |
175 |
30,002 |
WHITTLE: Stata module to compute long-memory parameter via Whittle method |
0 |
0 |
0 |
33 |
1 |
3 |
4 |
118 |
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test |
0 |
2 |
9 |
1,158 |
3 |
24 |
83 |
7,246 |
XTILETEST: Stata module to test equality of percentiles across groups of observations |
0 |
0 |
0 |
45 |
1 |
1 |
1 |
294 |
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in panel data model |
4 |
17 |
90 |
5,414 |
29 |
95 |
434 |
24,934 |
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity |
10 |
49 |
166 |
6,333 |
55 |
212 |
790 |
28,654 |
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break |
6 |
40 |
115 |
6,509 |
29 |
142 |
423 |
17,229 |
aer.pl, a script converting XML data to ReDIF |
0 |
0 |
5 |
192 |
0 |
0 |
6 |
1,379 |
bejeap.pl, a script converting OAI data to ReDIF |
1 |
3 |
4 |
132 |
2 |
4 |
7 |
940 |
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support |
0 |
0 |
1 |
137 |
0 |
0 |
6 |
884 |
cdl-ciders.pl, a script converting XML data to ReDIF |
1 |
1 |
3 |
99 |
5 |
6 |
14 |
1,054 |
dspace2redif.pl, a script converting DSpace metadata to ReDIF |
0 |
3 |
11 |
299 |
2 |
6 |
37 |
1,634 |
ectj.pl, a script converting html data to ReDIF |
0 |
0 |
2 |
84 |
0 |
1 |
5 |
979 |
imfocpcvt.pl, a script converting html data to ReDIF |
0 |
0 |
1 |
55 |
0 |
0 |
3 |
844 |
rjeyr.pl, a script converting html data to ReDIF |
0 |
0 |
0 |
49 |
0 |
1 |
6 |
898 |
Total Software Items |
178 |
606 |
2,615 |
185,174 |
831 |
2,997 |
12,964 |
784,298 |
1 registered items for which data could not be found
|
|