Access Statistics for Christopher Baum

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 0 1 10 102 0 4 20 60
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 2 6 49 148 2 14 100 183
A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency 0 0 2 487 0 1 11 2,052
A general approach to testing for autocorrelation 1 1 7 67 2 3 27 124
A general approach to testing for autocorrelation 2 6 22 124 5 9 41 259
A large-scale application of Stata's forecast suite: challenges and potential 1 4 20 59 1 7 38 60
A little bit of Stata programming goes a long way 1 1 21 2,049 2 4 41 3,476
A little bit of Stata programming goes a long way 1 4 22 5,428 3 13 72 9,711
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 0 389 1 2 11 1,488
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 0 352 2 6 17 1,339
A review of Stata 8.1 and its time series capabilities 1 1 5 1,739 4 6 33 3,674
A simple alternative to the linear probability model for binary choice models with endogenous regressors 1 4 13 181 2 7 25 403
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates 0 0 0 214 1 5 12 1,871
An interpretation and implementation of the Theil-Goldberger 'mixed' estimator 1 2 20 174 2 11 49 412
Analyzing volatility shocks to Eurozone CDS spreads with a multicountry GMM model in Stata 1 19 19 19 1 19 19 19
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests 0 0 0 0 0 0 11 1,234
Binary choice models with endogenous regressors 4 9 27 272 6 20 62 450
Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? 2 7 24 146 6 17 56 346
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 58 0 1 6 650
Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes 0 1 3 99 0 3 13 474
Corporate Financial Policy and the Value of Cash under Uncertainty 2 25 25 25 5 25 25 25
Corporate Liquidity Management and Future Investment Expenditures 0 1 4 112 0 2 23 382
Credible Disinflation Policy in a Dynamic Setting 0 0 0 167 1 1 5 1,409
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises 2 2 4 26 3 3 17 106
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis 0 0 7 67 3 7 43 192
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 0 1 7 99 0 5 31 135
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 2 4 7 109 3 10 36 238
Credit rating agency downgrades and the Eurozone sovereign debt crises 1 1 5 57 4 8 27 95
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 0 1 1 2 9 18
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 0 84 2 5 15 133
Does the tenure of Private Equity investment improve the performance of European firms? 0 0 0 68 1 2 14 190
Dynamics of Intra-EMS Interest Rate Linkages 0 0 1 191 0 4 19 978
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 60 0 1 8 317
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 1 1 6 324 5 5 16 897
Efficient Management of Multi-Frequency Panel Data with Stata 0 0 4 703 1 1 8 1,772
Efficient management of multi-frequency panel data with Stata 3 6 27 551 7 16 67 1,342
Enhanced routines for instrumental variables/GMM estimation and testing 1 4 14 546 3 11 44 1,149
Enhanced routines for instrumental variables/GMM estimation and testing 7 19 82 2,151 20 60 245 4,238
Evaluating one-way and two-way cluster-robust covariance matrix estimates 3 12 31 429 7 25 60 989
Evaluating one-way and two-way cluster-robust covariance matrix estimates 1 2 7 169 1 5 18 422
Evaluating one-way and two-way cluster–robust covariance matrix estimates 2 6 32 233 5 16 141 786
Exchange Rate Effects on the Volume and Variability of Trade Flows 1 2 5 989 1 4 25 3,157
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 1 6 16 1,602
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 0 2 688 2 5 14 1,757
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 1 4 821 2 5 22 2,319
Exchange Rate Uncertainty and Firm Profitability 0 1 15 693 3 14 75 2,441
Extending Stata's capabilities for asymptotic covariance matrix estimation 1 6 15 66 4 18 49 186
Facilitating Applied Economic Research with Stata 0 0 5 876 0 2 18 2,076
Firm Investment and Financial Frictions 0 0 8 184 3 3 26 474
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 0 0 2 552 2 4 16 2,080
Fractional Cointegration Analysis of Long Term International Interest Rates 0 0 0 788 0 1 15 2,881
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 1 381 0 2 10 2,144
Fractional Dynamics in Japanese Financial Time Series 0 0 1 328 0 2 12 1,496
Fractional Monetary Dynamics 0 0 1 215 0 1 7 1,153
Implementing econometric estimators with Mata 0 2 6 250 0 4 12 414
Implementing econometric estimators with Mata 1 2 6 157 2 6 17 293
Implementing new econometric tools in Stata 3 8 30 248 4 10 62 438
Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach 5 12 96 139 4 15 95 100
Instrumental variables and GMM: Estimation and testing 3 5 16 1,263 10 19 56 2,459
Instrumental variables and GMM: Estimation and testing 8 21 61 4,537 21 55 158 8,824
Instrumental variables and GMM: Estimation and testing 1 1 6 610 1 5 19 1,449
Instrumental variables estimation using heteroskedasticity-based instruments 5 8 22 96 8 15 38 202
Instrumental variables estimation using heteroskedasticity-based instruments 2 3 18 208 5 7 39 367
Instrumental variables: Overview and advances 2 5 19 874 2 8 34 1,497
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 0 4 20 67 1 7 41 116
Long Memory and Forecasting in Euroyen Deposit Rates 0 0 2 304 0 2 13 1,913
Long Memory in the Greek Stock Market 1 1 3 978 1 4 13 5,357
Long Term Dependence in Stock Returns 1 1 1 613 1 3 11 1,779
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 0 0 2 523 1 4 10 2,322
Long-Memory Forecasting of U.S. Monetary Indices 0 0 0 256 1 3 13 682
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance 0 0 0 90 0 1 4 442
Macroeconomic Uncertainty and Credit Default Swap Spreads 0 1 9 216 6 27 89 603
Macroeconomic Uncertainty and Firm Leverage 0 4 8 168 0 8 28 649
Macroeconomics Uncertainty and Firm Leverage 0 0 1 89 0 2 13 449
Modeling Rating Transition Matrices for Wholesale Loan Portfolios 1 7 59 59 5 14 24 24
Modeling Returns on the Term Structure of Treasury Interest Rates 0 0 2 821 0 0 8 3,409
Modeling fixed income excess returns 0 0 1 427 0 2 11 2,383
Modelling Federal Reserve Discount Policy 0 0 0 180 0 4 12 1,756
Monetary Policy in the Transition to a Zero Federal Deficit 0 0 0 202 0 0 4 2,109
Nearest-Neighbor Forecasts of U.S. Interest Rates 0 0 1 827 0 5 12 4,000
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 0 0 3 876 0 2 20 4,786
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports 2 2 7 750 6 12 23 2,094
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 0 0 735 0 2 18 7,381
On the Investment Sensitivity of Debt under Uncertainty 0 0 2 165 0 1 11 372
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty 1 2 8 450 4 10 59 1,272
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty 2 2 4 270 7 16 41 798
Parliamentary Election Cycles and the Turkish Banking Sector 0 1 1 28 1 3 14 128
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 2 35 0 2 20 175
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 3 167 0 1 20 498
Persistence in International Inflation Rates 0 0 0 551 0 3 9 4,974
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 0 2 368 2 8 29 2,215
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms 0 0 0 1,256 2 4 15 5,864
Political patronage in Ukranian banking 0 0 1 136 2 5 13 654
Powerful new tools for time series analysis 0 1 4 511 0 1 12 892
Q, Cash Flow and Investment: An Econometric Critique 0 0 4 376 1 6 17 1,684
R&D Expenditures and Geographical Sales Diversification 1 2 12 149 2 6 32 365
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say 1 1 4 164 3 3 17 424
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money 0 0 1 255 0 2 7 1,950
Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey 1 1 3 54 1 3 9 49
Rolling Regressions with Stata 2 3 11 1,574 5 9 41 3,664
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 111 1 2 7 799
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 90 0 3 20 580
Should you become a Stata programmer? 1 2 10 1,070 1 6 23 1,537
Stata: The language of choice for time series analysis? 1 2 15 1,912 4 12 49 3,811
Stochastic Long Memory in Traded Goods Prices 0 0 2 137 0 2 9 824
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 2 2 6 203 5 10 40 592
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 0 1 140 0 1 13 731
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 0 4 36 0 2 16 247
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms 2 6 26 310 6 29 94 1,550
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 2 14 163 19 43 131 891
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 2 5 9 112 4 10 27 506
The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity 0 1 2 105 0 3 31 341
The Effects of Uncertainty on the Leverage of Non-Financial Firms 1 2 5 280 0 8 35 1,065
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 46 0 5 16 370
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 1 816 1 2 8 2,937
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 0 0 978 2 12 59 4,080
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 0 92 3 4 17 256
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 0 99 0 3 13 332
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 0 3 418 1 7 26 1,145
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 1 7 222 2 6 25 650
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 1 1 4 125 1 6 20 543
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 1 2 50 2 6 20 289
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 0 213 0 1 9 575
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms 0 0 1 133 3 4 14 555
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage 0 0 2 192 1 3 15 542
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity 0 1 11 400 4 16 83 1,792
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms 5 9 16 188 7 13 25 678
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity 4 5 7 47 8 10 23 221
The Impact of the Financial System's Structure on Firms' Financial Constraints 1 1 3 204 3 12 38 614
The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility 0 0 6 32 3 8 41 99
The Volatility of International Trade Flows and Exchange Rate Uncertainty 0 0 2 204 3 5 15 525
The contextual effects of social capital on health: a cross-national instrumental variable analysis 0 1 1 90 1 9 19 186
The role of uncertainty in the transmission of monetary policy effects on bank lending 0 2 5 327 0 5 21 1,027
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 2 2 3 527 4 10 22 1,530
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 2 4 154 1 3 14 494
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 1 2 207 1 6 25 785
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty 0 0 3 73 0 1 16 244
Time series filtering techniques in Stata 8 23 97 1,148 23 79 284 2,635
Time series filtering techniques in Stata 2 5 13 439 3 12 37 960
Time-Varying Risk Premia in the Foreign Currency Futures Basis 0 1 1 658 1 13 38 3,274
Tobin's Q And Financial Policy Revisited 0 0 0 0 1 4 13 871
Topics in time series regression modeling 4 7 37 1,522 32 83 305 4,172
Uncertainty Determinants of Corporate Liquidity 1 2 6 57 1 5 20 252
Uncertainty Determinants of Corporate Liquidity 0 0 0 63 1 4 8 311
Uncertainty Determinants of Corporate Liquidity 0 0 2 171 0 2 14 650
Uncertainty Determinants of Corporate Liquidity 0 0 1 48 0 5 13 309
Uncertainty Determinants of Firm Investment 0 2 9 287 0 6 30 699
Using Mata to work more effectively with Stata: A tutorial 1 3 38 2,425 5 13 68 3,912
Using Mata to work more effectively with Stata: A tutorial 2 7 15 567 7 17 35 1,010
Using Mata to work more effectively with Stata: A tutorial 0 0 0 416 1 2 11 770
Using Stata for Applied Research: Reviewing its Capabilities 1 3 21 738 2 9 45 1,017
Using instrumental variables techniques in economics and finance 0 2 11 554 2 6 28 883
Waves and Persistence in Merger and Acquisition Activity 3 3 6 2,051 4 8 29 8,668
What do Chinese Macro Announcements Tell Us About the World Economy? 0 1 17 42 0 5 41 123
cron, perl and Stata: automated production and presentation of a business-daily index 0 0 1 237 1 2 9 800
Total Working Papers 132 368 1,499 69,864 414 1,325 5,210 217,398


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 3 178
A logit analysis of the factor content of West German foreign trade 0 0 1 13 0 3 9 84
A nonparametric investigation of the 90-day t-bill rate 0 0 1 39 0 3 11 550
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency 0 0 1 48 0 1 13 410
A review of Stata 8.1 and its time series capabilities 0 0 2 197 0 1 6 560
A test for long-range dependence in a time series 0 0 1 37 0 2 7 106
Activist policy and macroeconomic instability 0 0 0 15 1 2 5 125
An empirical analysis of the composition of manufacturing employment in the industrialized countries 1 1 2 18 2 3 9 76
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 0 110 1 3 4 606
Compacting time series data 0 0 1 37 0 2 7 102
Coordination of large macroeconomies'policies and the stability of small economies 0 0 0 7 1 4 9 68
Credit rating agency downgrades and the Eurozone sovereign debt crises 2 3 4 4 4 10 20 20
Cumulative author index, volumes 1-15 0 0 11 11 1 3 28 28
Dynamic adjustment of firms' capital structures in a varying-risk environment 0 0 0 16 0 0 5 69
Dynamics of Intra-EMS Interest Rate Linkages 0 0 1 37 1 2 13 222
Enhanced routines for instrumental variables/generalized method of moments estimation and testing 18 49 147 1,327 28 79 273 2,237
Evaluating concavity for production and cost functions 0 1 3 92 1 3 16 240
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports 0 0 3 98 0 1 10 452
Exchange Rate Uncertainty and Firm Profitability 0 0 2 69 0 5 21 362
Exchange rate effects on the volume and variability of trade flows 0 0 11 249 4 15 58 866
FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES 0 0 1 1 0 1 6 14
Foreword 0 0 0 0 0 1 6 37
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 0 1 3 83 0 4 20 392
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 0 0 1 9 86
Fractional dynamics in Japanese financial time series 0 0 0 28 0 2 11 215
Fractional monetary dynamics 0 0 0 30 1 2 12 370
Happily Ever After? Pre-and-Post Disaster Determinants of Happiness Among Survivors of Hurricane Katrina 0 1 2 8 1 8 14 35
Instrumental variables and GMM: Estimation and testing 8 18 61 3,134 17 48 156 7,077
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 2 3 4 4 3 7 17 17
Long memory in the Greek stock market 0 0 0 96 0 3 10 534
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 2 2 51 1 11 26 342
Long-memory forecasting of US monetary indices 0 0 0 34 0 1 12 197
Long-term dependence in stock returns 0 1 3 83 0 5 20 396
Macroeconomic uncertainty and credit default swap spreads 0 0 2 71 0 3 11 258
Metadata for user-written contributions to the Stata programming language 0 0 1 16 0 0 5 78
Metadata for user-written contributions to the Stata programming language: extensions 0 0 0 21 1 1 4 63
Modelling Federal Reserve Discount Policy 0 0 0 81 0 3 8 905
Multivariate portmanteau (Q) test for white noise 0 0 4 220 1 3 22 742
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 0 0 0 85 0 2 17 463
Nonlinear effects of exchange rate volatility on the volume of bilateral exports 1 2 5 376 1 7 23 1,164
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 0 0 0 0 0 0 9 544
On the investment sensitivity of debt under uncertainty 0 0 2 63 1 5 22 241
On the sensitivity of firms' investment to cash flow and uncertainty 0 0 2 97 1 4 17 326
On the sensitivity of optimal control solutions 0 0 0 23 1 3 7 95
On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty 2 2 11 119 6 14 49 378
Parliamentary election cycles and the Turkish banking sector 1 2 5 65 2 6 21 279
Persistence in International Inflation Rates 0 0 0 0 1 2 11 94
Political patronage in Ukrainian banking 0 2 3 42 0 6 17 278
Q, Cash Flow and Investment: An Econometric Critique 0 0 0 44 0 1 4 284
Reexamining the term structure of interest rates and the interwar demand for money 0 0 0 1 0 2 5 10
Residual diagnostics for cross-section time series regression models 0 3 11 924 0 8 38 2,590
Richard Sperling (1961-2011) 0 0 0 0 1 2 9 136
Sectoral fluctuations in U.K. firms' investment expenditures 0 0 0 1 0 4 8 21
Stata tip 126: Handling irregularly spaced high-frequency transactions data 0 4 6 6 2 15 25 25
Stata tip 37: And the last shall be first 0 1 2 43 0 2 6 132
Stata tip 38: Testing for groupwise heteroskedasticity 2 6 19 568 3 11 36 1,133
Stata tip 40: Taking care of business 15 53 251 1,166 44 117 517 2,309
Stata tip 45: Getting those data into shape 0 2 4 174 0 3 13 466
Stata tip 63: Modeling proportions 6 11 17 294 9 17 36 500
Stata tip 73: append with care! 0 0 2 155 1 5 11 381
Stata tip 88: Efficiently evaluating elasticities with the margins command 0 0 0 0 0 1 7 300
Stata: The language of choice for time-series analysis? 1 2 10 371 1 7 29 973
Stochastic long memory in traded goods prices 0 0 1 22 0 1 13 186
THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS 1 3 9 73 1 6 33 322
THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING 1 1 3 13 6 8 16 48
Test for autoregressive conditional heteroskedasticity in regression error distribution 0 0 3 57 0 0 9 162
Tests for heteroskedasticity in regression error distribution 0 0 3 51 0 2 13 151
Tests for long memory in a time series 0 1 2 107 0 4 10 190
Tests for serial correlation in regression error distribution 0 0 0 39 1 2 7 118
Tests for stationarity of a time series 0 3 8 222 0 6 15 411
Tests for stationarity of a time series: update 0 0 4 61 0 1 12 126
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 1 30 62 5 16 140 250
The contextual effects of social capital on health: A cross-national instrumental variable analysis 0 0 0 14 0 2 10 70
The effects of price- and output-stabilising policies in an interdependent world economy 0 0 0 9 1 1 4 60
The effects of uncertainty and corporate governance on firms’ demand for liquidity 0 0 1 25 1 4 15 112
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 0 0 2 82 0 3 18 376
The impact of macroeconomic uncertainty on firms' changes in financial leverage 0 0 1 85 0 4 18 281
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity 1 1 7 133 2 4 22 435
The impact of the financial system's structure on firms' financial constraints 0 3 18 117 7 15 78 802
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 0 2 57 1 3 16 188
The self-medication hypothesis: Evidence from terrorism and cigarette accessibility 0 0 0 0 2 6 6 6
Time‐varying risk premia in the foreign currency futures basis 0 0 0 0 0 2 5 8
Tobin's Q, intangible capital, and financial policy 0 0 0 91 0 0 9 306
Tobin's q and measurement error: Caveat investigator 0 0 0 89 0 0 2 300
USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES 0 0 0 0 0 1 19 245
Ukrainische Banken: politische Patronage von Bedeutung 0 0 0 30 3 5 19 412
Uncertainty determinants of corporate liquidity 1 5 24 148 11 18 85 500
Uncertainty determinants of firm investment 0 1 7 103 1 4 25 344
Utility for time series data 0 0 10 184 2 6 42 967
Waves and persistence in merger and acquisition activity 1 1 1 169 3 7 18 663
What do Chinese macro announcements tell us about the world economy? 0 2 15 15 1 6 38 38
Total Journal Articles 64 192 775 13,060 191 628 2,550 40,318


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 16 67 322 3,823 64 214 911 9,389
An Introduction to Stata Programming, Second Edition 3 14 69 1,091 6 31 166 2,485
Total Books 19 81 391 4,914 70 245 1,077 11,874


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 1 8 0 1 6 47
Total Chapters 0 0 1 8 0 1 6 47


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 6 16 68 187 23 54 293 838
ARCH: MATLAB function to compute ARCH test 2 7 25 1,710 8 25 107 5,559
ARCHLM: Stata module to calculate LM test for ARCH effects 2 8 50 1,507 20 62 375 7,572
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries 0 1 1 646 0 3 13 1,850
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model 5 11 37 1,627 20 85 280 7,404
ARRANGEDAR: RATS procedures to calculate arranged autoregressions 0 0 1 266 0 0 12 883
AVAR: Stata module to perform asymptotic covariance estimation for iid and non-iid data robust to heteroskedasticity, autocorrelation, 1- and 2-way clustering, and common cross-panel autocorrelated disturbances 6 16 39 118 22 73 208 620
AVPLOT3: Stata module to generate partial regression plots for subsamples 0 0 1 164 1 5 29 2,020
BCUSE: Stata module to access instructional datasets on Boston College server 6 26 88 306 36 123 369 1,319
BETACOEF: Stata module to calculate beta coefficients from regression 5 10 28 1,528 21 61 212 10,395
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation 6 14 46 1,752 40 105 314 10,969
BIDENSITY: Stata module to produce and graph bivariate density estimates 1 8 39 177 11 46 206 833
BKING: Stata module to implement Baxter-King filter for timeseries data 0 1 11 1,235 8 46 164 4,402
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity 3 8 30 2,617 15 43 163 10,083
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data 0 2 6 206 1 7 27 984
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data 0 2 17 457 3 11 53 1,235
CHECKREG3: Stata module to check identification status of simultaneous equations system 3 5 24 329 7 20 74 1,226
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks 23 67 255 2,278 66 209 838 6,757
CMAXUSE: Stata module to access Cmax instructional datasets 0 0 0 9 1 2 19 88
CNSRSIG: Stata module to evaluate validity of restrictions on a regression 0 4 19 409 9 24 76 2,120
CUSUM6: Stata module to compute cusum, cusum^2 stability tests 6 23 92 1,543 42 118 427 5,290
DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method 13 49 183 2,189 62 227 853 7,560
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test 3 13 57 3,035 23 72 320 13,127
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy 12 32 147 1,819 34 93 445 4,662
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates 4 9 42 1,122 15 47 258 4,403
DURBINH: Stata module to calculate Durbin's h test for serial correlation 5 12 49 1,465 48 98 290 7,934
FRACDIFF: Stata module to generate fractionally-differenced timeseries 2 4 13 374 5 15 62 1,324
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries 1 2 9 912 7 17 82 3,764
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix 0 0 14 477 6 22 86 2,644
GHISTCUM: Stata module to graph histogram and cumulative distribution 5 11 41 803 26 79 338 5,015
GPHROB: RATS modules to perform tests for fractional integration of timeseries 0 0 6 670 0 4 22 1,764
GPHUDAK: Stata module to estimate long memory in a timeseries 1 6 21 487 6 25 107 1,376
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries 0 1 3 316 0 3 16 916
GRPDF: Stata module to produce PDFs from memory graphs 1 1 8 8 7 19 70 70
HADRILM: Stata module to perform Hadri panel unit root test 1 7 36 1,844 11 29 128 4,807
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test 2 7 40 748 4 30 175 2,176
HLP2PDF: Stata module to create PDF or PostScript from Stata help file 1 3 12 229 3 14 51 1,044
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data 22 60 221 7,389 72 193 721 15,564
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test 10 18 66 4,568 38 65 266 10,327
ITSP_ADO: Stata module to accompany Introduction to Stata Programming book 3 3 17 130 8 14 69 491
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation 1 4 12 239 5 14 54 1,120
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg 26 53 230 5,935 122 312 1,534 28,261
IVGMM0: Stata module to perform instrumental variables via GMM 0 1 4 1,358 1 5 29 4,221
IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10) 2 4 16 48 10 25 101 225
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) 1 6 16 1,241 5 23 93 5,115
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) 2 8 33 748 14 36 165 2,632
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation 78 236 981 17,231 256 1,036 4,642 58,249
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments 16 63 273 997 66 221 871 4,043
KDENS2: Stata module to estimate bivariate kernel density 6 15 65 1,227 22 72 341 4,339
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity 15 38 183 3,213 42 122 641 9,482
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test 5 17 59 4,031 20 59 302 10,260
LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias 4 6 21 317 8 29 97 1,395
LOG2HTML: Stata module to produce HTML log files 3 7 31 589 22 71 222 3,041
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test 5 14 67 1,290 16 36 181 3,294
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries 1 6 12 653 4 22 64 2,139
MADFULLER: Stata module to perform Dickey-Fuller test on panel data 2 2 11 1,944 7 15 84 6,434
MATIN4-MATOUT4: Stata module to import and export matrices 1 5 17 446 3 12 59 1,808
MODLPR: Stata module to estimate long memory in a timeseries 1 8 19 435 6 23 60 1,362
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel 7 13 61 804 29 72 265 3,182
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel 5 15 69 1,140 18 64 307 5,071
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating 14 47 178 1,047 54 172 674 4,142
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends 0 3 15 1,024 4 19 92 3,493
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality 4 11 19 468 18 53 145 2,843
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise 0 1 5 168 1 7 33 1,021
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit 1 4 13 202 6 21 70 1,019
OUTSERIES: Stata module to write timeseries to text files 0 0 0 76 1 3 14 489
OUTTABLE: Stata module to write matrix to LaTeX table 10 29 113 2,566 54 165 679 17,670
OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg2, ivreg29, ivregress, ivprobit, ivtobit, reg3 30 69 243 5,823 68 180 879 19,302
PANELAUTO: Stata module to support tests for autocorrelation on panel data 14 42 189 2,039 67 185 769 7,629
PANELUNIT: Stata module to support unit root tests on panel data 0 1 7 1,206 3 5 25 3,372
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit 3 9 61 1,715 9 48 273 6,034
PWCORR2: Stata module to compute pairwise correlations and return results 1 6 19 229 13 38 205 1,611
PWCOV: Stata module to compute pairwise covariances 0 1 4 104 6 20 41 587
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients 1 6 25 394 5 24 97 1,527
QSTAT2: MATLAB function to compute Ljung-Box Q statistic 4 11 77 2,506 17 60 242 8,148
ROBLPR: Stata module to estimate long memory in a set of timeseries 1 4 14 453 7 17 61 1,517
ROLLING2: Stata module to perform rolling window and recursive estimation 2 8 36 753 17 40 187 3,200
ROLLREG: Stata module to perform rolling regression estimation 13 30 163 2,270 60 163 750 7,334
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) 1 6 43 612 36 148 556 5,678
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended 5 6 18 602 21 39 189 4,545
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users 0 2 7 736 1 6 20 2,237
SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method 11 37 133 570 26 98 398 1,667
STATICFC: Stata module to compute static forecasts for a recursive rolling regression 6 10 40 246 17 27 145 839
STATSMAT: Stata module to place descriptive statistics in matrix 3 9 19 686 11 29 107 3,270
TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation 1 3 10 43 2 9 29 225
TORATS: Stata module to facilitate transfer of data to RATS 1 1 5 167 1 11 43 1,039
TOSQL: Stata module to transfer data to SQL database 0 1 5 384 9 26 90 2,909
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values 2 6 46 647 15 48 276 3,098
TSGRAPH: Stata module to produce time series line graph 4 4 23 789 17 37 176 4,737
TSLIST: Stata module to list time series data 0 0 0 203 5 15 49 6,381
TSMKTIM: Stata module to generate time-series calendar variable 5 13 57 1,024 26 78 268 3,737
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates 2 2 8 194 8 13 39 694
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) 1 1 7 804 3 4 21 2,632
VECAR: Stata module to estimate vector autoregressive (VAR) models 0 0 9 1,982 4 6 60 7,331
WHITETST: Stata module to perform White's test for heteroskedasticity 23 46 152 6,026 152 283 1,029 24,653
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test 2 5 32 944 18 51 211 5,002
XTILETEST: Stata module to test equality of percentiles across groups of observations 0 1 10 10 4 14 79 79
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model 15 48 193 3,830 75 225 913 15,381
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity 23 86 314 3,715 96 313 1,343 12,011
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break 30 94 382 4,610 102 283 1,104 10,793
aer.pl, a script converting XML data to ReDIF 0 0 8 159 3 7 31 1,160
bejeap.pl, a script converting OAI data to ReDIF 0 2 6 78 5 14 27 770
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support 1 2 6 111 5 10 24 790
cdl-ciders.pl, a script converting XML data to ReDIF 0 2 6 71 4 10 39 862
dspace2redif.pl, a script converting DSpace metadata to ReDIF 0 1 7 167 6 25 84 981
ectj.pl, a script converting html data to ReDIF 0 1 1 76 1 4 13 905
imfocpcvt.pl, a script converting html data to ReDIF 0 1 1 51 3 6 16 762
rjeyr.pl, a script converting html data to ReDIF 0 0 0 48 1 2 7 818
Total Software Items 575 1,660 6,771 144,170 2,492 7,518 31,352 544,012


Statistics updated 2016-12-03