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 6 9 2,038
A general approach to testing for autocorrelation 1 2 7 57 1 6 31 83
A general approach to testing for autocorrelation 2 4 31 83 7 14 84 185
A little bit of Stata programming goes a long way 1 6 45 5,387 5 16 111 9,575
A little bit of Stata programming goes a long way 1 3 22 2,013 3 8 50 3,400
A re-evaluation of empirical tests of the Fisher hypothesis 1 1 1 387 1 1 6 1,466
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 1 352 1 3 9 1,317
A review of Stata 8.1 and its time series capabilities 0 0 5 1,729 0 2 17 3,619
A simple alternative to the linear probability model for binary choice models with endogenous regressors 4 5 28 153 4 14 63 350
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates 0 0 0 214 0 0 6 1,851
An interpretation and implementation of the Theil-Goldberger 'mixed' estimator 1 3 17 136 2 10 63 324
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests 0 0 0 0 1 18 52 1,193
Binary choice models with endogenous regressors 3 17 55 227 5 26 96 352
Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? 3 5 38 109 3 11 89 253
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 58 2 7 11 640
Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes 1 1 2 94 2 3 22 451
Corporate Liquidity Management and Future Investment Expenditures 1 2 14 102 3 5 33 342
Credible Disinflation Policy in a Dynamic Setting 0 0 0 167 3 5 8 1,397
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises 0 0 11 20 0 2 40 76
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis 0 3 29 53 3 17 89 114
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 3 5 79 79 10 26 58 58
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 2 6 40 85 5 21 103 143
Credit rating agency downgrades and the Eurozone sovereign debt crises 6 9 43 43 7 16 33 33
Does Regular Economic News from Emerging Countries Move Markets? Evidence from Chinese Macro Announcements 1 1 8 16 2 3 34 48
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 1 81 0 4 16 112
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 0 0 3 3 3 3
Does the tenure of Private Equity investment improve the performance of European firms? 0 1 3 66 0 3 16 172
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 60 0 1 4 308
Dynamics of Intra-EMS Interest Rate Linkages 0 1 2 188 0 1 4 954
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 1 1 7 315 1 2 24 869
Efficient Management of Multi-Frequency Panel Data with Stata 1 1 7 698 2 5 16 1,758
Efficient management of multi-frequency panel data with Stata 1 4 22 505 1 12 59 1,238
Enhanced routines for instrumental variables/GMM estimation and testing 9 24 118 1,997 17 54 283 3,809
Enhanced routines for instrumental variables/GMM estimation and testing 0 1 12 524 0 6 40 1,079
Evaluating one-way and two-way cluster-robust covariance matrix estimates 1 2 13 157 2 7 31 391
Evaluating one-way and two-way cluster-robust covariance matrix estimates 1 3 27 380 1 7 64 873
Evaluating one-way and two-way cluster–robust covariance matrix estimates 3 6 32 184 4 16 96 561
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 2 3 15 1,580
Exchange Rate Effects on the Volume and Variability of Trade Flows 1 1 4 982 5 7 22 3,120
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 4 10 815 0 10 49 2,287
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 1 1 5 683 5 13 28 1,732
Exchange Rate Uncertainty and Firm Profitability 1 3 20 665 4 16 77 2,318
Extending Stata's capabilities for asymptotic covariance matrix estimation 3 10 23 23 15 34 62 62
Facilitating Applied Economic Research with Stata 1 7 45 861 1 39 151 2,042
Firm Investment and Financial Frictions 0 2 4 175 0 3 11 436
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 0 0 2 549 0 3 12 2,053
Fractional Cointegration Analysis of Long Term International Interest Rates 0 0 3 787 1 1 15 2,858
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 2 378 1 2 22 2,128
Fractional Dynamics in Japanese Financial Time Series 0 0 1 326 0 2 14 1,480
Fractional Monetary Dynamics 0 0 0 213 0 2 6 1,143
Implementing econometric estimators with Mata 1 1 7 235 2 6 20 384
Implementing econometric estimators with Mata 1 3 6 149 1 5 17 267
Implementing new econometric tools in Stata 5 17 66 172 6 25 113 296
Instrumental variables and GMM: Estimation and testing 1 3 8 602 2 8 26 1,418
Instrumental variables and GMM: Estimation and testing 0 4 14 1,237 0 10 56 2,366
Instrumental variables and GMM: Estimation and testing 9 25 129 4,408 22 59 303 8,528
Instrumental variables estimation using heteroskedasticity-based instruments 1 7 20 66 4 20 57 142
Instrumental variables estimation using heteroskedasticity-based instruments 1 6 39 173 2 11 64 300
Instrumental variables: Overview and advances 0 2 23 833 2 7 42 1,428
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 1 9 32 32 8 26 38 38
Long Memory and Forecasting in Euroyen Deposit Rates 0 0 0 301 0 2 4 1,897
Long Memory in the Greek Stock Market 0 0 4 972 0 1 13 5,338
Long Term Dependence in Stock Returns 0 0 1 611 0 2 7 1,765
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 0 1 5 519 1 8 23 2,304
Long-Memory Forecasting of U.S. Monetary Indices 0 0 2 256 2 3 11 661
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 2 4 11 194 3 14 39 479
Macroeconomic Uncertainty and Firm Leverage 1 5 7 152 2 31 55 593
Macroeconomics Uncertainty and Firm Leverage 0 0 2 85 2 6 15 427
Modeling Returns on the Term Structure of Treasury Interest Rates 0 1 4 819 2 6 15 3,399
Modeling fixed income excess returns 0 0 0 425 0 5 9 2,365
Modelling Federal Reserve Discount Policy 0 0 0 178 0 7 19 1,733
Monetary Policy in the Transition to a Zero Federal Deficit 0 0 1 202 0 1 5 2,104
Nearest-Neighbor Forecasts of U.S. Interest Rates 0 0 1 825 2 5 9 3,984
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 2 3 3 870 3 8 21 4,745
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports 0 0 6 742 3 10 33 2,061
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 1 2 735 5 11 29 7,355
On the Investment Sensitivity of Debt under Uncertainty 0 1 3 163 2 4 14 356
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty 0 2 8 440 4 14 35 1,193
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty 0 0 3 262 0 2 13 739
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 0 27 0 0 8 103
Parliamentary Election Cycles and the Turkish Banking Sector 0 1 4 161 2 6 20 468
Parliamentary Election Cycles and the Turkish Banking Sector 0 1 4 31 0 4 11 139
Persistence in International Inflation Rates 0 0 1 550 0 1 11 4,959
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 1 1 2 1,256 2 8 14 5,846
Political patronage in Ukranian banking 0 0 2 133 2 3 6 628
Powerful new tools for time series analysis 2 4 9 502 3 9 24 871
Q, Cash Flow and Investment: An Econometric Critique 0 0 1 370 2 4 8 1,653
R&D Expenditures and Geographical Sales Diversification 2 2 14 128 3 12 47 305
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say 1 1 3 158 4 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 0 9 43 43 2 8 24 24
Rolling Regressions with Stata 1 5 43 1,538 4 24 146 3,567
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 90 1 4 11 548
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 111 0 0 3 790
Should you become a Stata programmer? 0 2 12 1,047 0 3 17 1,492
Stata: The language of choice for time series analysis? 2 2 14 1,890 6 9 45 3,730
Stochastic Long Memory in Traded Goods Prices 0 0 2 135 1 5 9 808
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 2 6 188 13 19 35 505
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 0 3 28 1 3 19 210
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 1 3 3 136 4 7 17 710
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms 0 0 5 275 3 6 27 1,368
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 1 2 6 100 3 5 19 464
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 1 4 17 135 3 23 88 683
The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity 0 0 3 100 2 6 27 295
The Effects of Uncertainty on the Leverage of Non-Financial Firms 1 1 2 270 1 4 9 1,008
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 1 815 4 6 12 2,923
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 46 0 1 2 351
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 0 0 978 4 8 18 3,987
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 3 92 0 1 10 236
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 2 5 94 1 4 25 299
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 1 4 14 411 4 10 34 1,098
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 1 4 8 210 5 13 22 608
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 3 46 0 2 19 266
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 3 9 116 1 11 42 504
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 2 212 0 1 8 563
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms 1 1 4 129 5 7 26 530
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage 0 1 4 186 6 12 20 509
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity 2 5 9 381 11 18 46 1,675
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms 0 0 1 168 5 12 16 645
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity 0 0 2 37 0 2 5 186
The Impact of the Financial System's Structure on Firms' Financial Constraints 1 1 4 199 3 6 22 561
The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility 0 19 19 19 6 19 24 24
The Volatility of International Trade Flows and Exchange Rate Uncertainty 0 0 4 196 0 2 14 493
The contextual effects of social capital on health: a cross-national instrumental variable analysis 0 0 1 87 0 2 10 160
The role of uncertainty in the transmission of monetary policy effects on bank lending 0 0 2 316 2 3 21 985
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 3 4 521 7 14 29 1,489
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 1 1 2 145 1 2 5 467
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 5 20 198 9 27 73 732
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty 0 1 2 70 0 3 10 218
Time series filtering techniques in Stata 3 17 98 964 23 64 325 2,098
Time series filtering techniques in Stata 0 3 19 420 0 9 53 900
Time-Varying Risk Premia in the Foreign Currency Futures Basis 0 3 5 656 0 6 22 3,217
Tobin's Q And Financial Policy Revisited 0 0 0 0 0 2 9 855
Topics in time series regression modeling 5 6 22 1,454 30 44 157 3,667
Uncertainty Determinants of Corporate Liquidity 0 0 0 167 1 2 10 624
Uncertainty Determinants of Corporate Liquidity 0 1 2 46 1 5 18 290
Uncertainty Determinants of Corporate Liquidity 0 0 0 63 0 0 7 298
Uncertainty Determinants of Corporate Liquidity 0 0 0 50 0 3 10 225
Uncertainty Determinants of Firm Investment 0 2 6 275 1 3 16 659
Using Mata to work more effectively with Stata: A tutorial 0 2 7 415 1 4 22 751
Using Mata to work more effectively with Stata: A tutorial 6 18 64 2,340 13 32 141 3,761
Using Mata to work more effectively with Stata: A tutorial 2 9 30 530 10 27 73 935
Using Stata for Applied Research: Reviewing its Capabilities 3 7 35 694 6 20 63 937
Using instrumental variables techniques in economics and finance 0 2 12 528 2 9 33 829
Waves and Persistence in Merger and Acquisition Activity 1 1 9 2,039 3 9 48 8,610
cron, perl and Stata: automated production and presentation of a business-daily index 0 1 7 235 1 3 25 781
Total Working Papers 120 402 1,887 66,980 443 1,427 5,576 208,412


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 1 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 1 1 46 0 1 5 392
A review of Stata 8.1 and its time series capabilities 1 1 7 195 1 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 1 1 1 119
An empirical analysis of the composition of manufacturing employment in the industrialized countries 0 0 3 15 0 1 6 62
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 0 109 0 2 6 599
Compacting time series data 0 0 0 34 1 1 4 89
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 27 27 27 3 40 40 40
Dynamic adjustment of firms' capital structures in a varying-risk environment 0 0 0 15 0 1 4 62
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 35 0 1 6 204
Enhanced routines for instrumental variables/generalized method of moments estimation and testing 4 20 129 1,079 9 35 224 1,793
Evaluating concavity for production and cost functions 0 0 1 88 1 1 12 208
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 1 1 9 330
Exchange rate effects on the volume and variability of trade flows 1 1 15 225 3 9 54 772
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 3 80 0 1 6 361
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 1 28 0 1 8 198
Fractional monetary dynamics 0 0 1 29 1 8 46 350
Instrumental variables and GMM: Estimation and testing 5 11 78 3,020 10 38 199 6,798
Long memory in the Greek stock market 0 0 0 96 0 1 5 521
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 0 1 49 0 1 13 306
Long-memory forecasting of US monetary indices 1 1 3 33 1 1 10 181
Long-term dependence in stock returns 0 0 3 79 0 1 7 371
Macroeconomic uncertainty and credit default swap spreads 0 0 8 67 0 2 56 232
Metadata for user-written contributions to the Stata programming language 0 0 0 14 0 1 2 65
Metadata for user-written contributions to the Stata programming language: extensions 0 0 0 21 1 1 3 56
Modelling Federal Reserve Discount Policy 0 0 0 80 0 1 3 891
Multivariate portmanteau (Q) test for white noise 0 2 6 210 0 4 31 703
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 0 1 6 362 1 6 36 1,117
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 0 0 0 0 0 1 6 535
On the investment sensitivity of debt under uncertainty 2 2 10 59 2 5 24 206
On the sensitivity of firms' investment to cash flow and uncertainty 1 4 12 88 2 16 34 290
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 0 4 19 94 1 12 65 298
Parliamentary election cycles and the Turkish banking sector 0 0 10 51 0 7 81 237
Persistence in International Inflation Rates 0 0 0 0 1 2 8 78
Political patronage in Ukrainian banking 0 0 0 38 1 1 9 248
Q, Cash Flow and Investment: An Econometric Critique 0 0 0 44 0 0 6 275
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 9 910 0 1 25 2,534
Richard Sperling (1961-2011) 0 0 0 0 0 2 15 117
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 0 0 0 38 0 0 0 120
Stata tip 38: Testing for groupwise heteroskedasticity 3 9 37 534 5 16 77 1,065
Stata tip 40: Taking care of business 12 27 172 739 17 52 316 1,429
Stata tip 45: Getting those data into shape 0 1 7 167 1 3 14 437
Stata tip 63: Modeling proportions 0 2 17 268 0 4 29 441
Stata tip 73: append with care! 0 0 1 153 1 1 6 365
Stata tip 88: Efficiently evaluating elasticities with the margins command 0 0 0 0 1 3 20 285
Stata: The language of choice for time-series analysis? 2 2 7 357 2 3 23 930
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 6 64 2 3 20 271
THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING 1 1 5 8 1 1 16 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 1 1 5 48 1 1 7 133
Tests for long memory in a time series 0 1 5 101 2 3 11 168
Tests for serial correlation in regression error distribution 0 0 1 38 0 0 2 107
Tests for stationarity of a time series 1 3 12 209 1 3 22 387
Tests for stationarity of a time series: update 0 0 0 56 0 1 3 110
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 0 6 9 0 9 25 38
The contextual effects of social capital on health: A cross-national instrumental variable analysis 0 0 1 12 0 1 14 49
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 0 2 8 91
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 0 0 1 76 0 2 44 343
The impact of macroeconomic uncertainty on firms' changes in financial leverage 0 2 5 80 0 6 30 240
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity 2 2 10 122 6 9 24 395
The impact of the financial system's structure on firms' financial constraints 1 3 20 87 10 26 135 620
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 1 1 6 53 1 3 23 159
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 3 4 26 209
Ukrainische Banken: politische Patronage von Bedeutung 0 0 0 30 1 3 29 374
Uncertainty determinants of corporate liquidity 2 4 8 110 4 8 31 367
Uncertainty determinants of firm investment 2 2 5 92 3 7 20 308
Utility for time series data 1 1 6 171 3 18 84 885
Waves and persistence in merger and acquisition activity 0 1 2 167 0 1 10 637
Total Journal Articles 45 140 706 11,760 106 406 2,206 36,140
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 41 107 436 3,110 99 362 1,305 7,443
An Introduction to Stata Programming 6 13 87 956 15 47 258 2,156
Total Books 47 120 523 4,066 114 409 1,563 9,599


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 1 1 2 40
Total Chapters 0 0 0 7 1 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 6 12 51 74 24 65 224 350
ARCH: MATLAB function to compute ARCH test 1 9 39 1,662 7 43 246 5,339
ARCHLM: Stata module to calculate LM test for ARCH effects 6 14 51 1,425 46 116 405 6,884
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries 0 0 2 642 2 2 15 1,829
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model 4 13 60 1,558 30 77 375 6,839
ARRANGEDAR: RATS procedures to calculate arranged autoregressions 0 0 3 264 0 2 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 3 7 33 48 17 46 159 264
AVPLOT3: Stata module to generate partial regression plots for subsamples 0 0 3 161 6 23 72 1,971
BCUSE: Stata module to access instructional datasets on Boston College server 9 18 72 162 33 83 324 707
BETACOEF: Stata module to calculate beta coefficients from regression 1 8 24 1,464 34 72 308 9,957
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation 2 6 33 1,680 32 79 311 10,423
BIDENSITY: Stata module to produce and graph bivariate density estimates 2 11 45 102 19 52 226 494
BKING: Stata module to implement Baxter-King filter for timeseries data 2 6 16 1,210 12 38 127 4,137
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity 1 6 27 2,563 5 38 190 9,805
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data 1 3 7 197 3 6 23 936
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data 1 3 13 427 3 12 51 1,147
CHECKREG3: Stata module to check identification status of simultaneous equations system 1 2 18 297 3 9 68 1,115
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks 26 65 310 1,808 89 248 994 5,231
CMAXUSE: Stata module to access Cmax instructional datasets 0 0 2 7 4 11 16 48
CNSRSIG: Stata module to evaluate validity of restrictions on a regression 4 8 18 380 15 31 87 1,981
CUSUM6: Stata module to compute cusum, cusum^2 stability tests 9 22 105 1,379 29 73 410 4,582
DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method 23 55 206 1,872 93 226 775 6,045
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test 6 14 48 2,928 16 70 322 12,477
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy 21 39 153 1,560 52 129 457 3,883
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates 5 16 54 1,039 25 63 314 3,936
DURBINH: Stata module to calculate Durbin's h test for serial correlation 2 6 37 1,378 24 64 318 7,397
FRACDIFF: Stata module to generate fractionally-differenced timeseries 0 1 12 354 3 11 47 1,224
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries 2 10 34 895 20 51 154 3,622
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix 3 5 8 438 12 24 120 2,461
GHISTCUM: Stata module to graph histogram and cumulative distribution 2 5 22 722 21 66 211 4,481
GPHROB: RATS modules to perform tests for fractional integration of timeseries 2 2 11 657 6 10 33 1,724
GPHUDAK: Stata module to estimate long memory in a timeseries 0 2 22 446 6 18 72 1,213
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries 0 0 0 313 0 1 11 891
HADRILM: Stata module to perform Hadri panel unit root test 1 8 39 1,783 10 36 129 4,562
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test 4 5 39 675 12 25 146 1,880
HLP2PDF: Stata module to create PDF or PostScript from Stata help file 0 4 13 212 2 15 59 962
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data 27 73 367 6,904 95 223 989 14,051
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test 13 30 128 4,429 24 79 387 9,799
ITSP_ADO: Stata module to accompany Introduction to Stata Programming book 0 1 9 100 7 16 53 367
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation 0 1 14 215 3 17 62 1,022
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg 29 78 251 5,469 182 548 1,713 24,881
IVGMM0: Stata module to perform instrumental variables via GMM 0 2 8 1,348 2 10 52 4,165
IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10) 5 9 9 9 18 29 29 29
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) 1 3 30 1,206 3 19 104 4,953
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) 4 13 64 696 16 42 231 2,361
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation 117 293 1,057 15,332 597 1,273 3,977 49,345
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments 15 57 233 494 73 260 1,049 2,416
KDENS2: Stata module to estimate bivariate kernel density 4 10 58 1,109 27 77 304 3,729
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity 14 33 215 2,881 70 174 723 8,297
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test 8 18 97 3,921 31 87 445 9,665
LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias 2 5 20 282 6 28 136 1,217
LOG2HTML: Stata module to produce HTML log files 1 3 23 544 11 30 122 2,705
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test 14 31 75 1,143 32 78 212 2,922
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries 1 9 30 629 10 29 112 2,024
MADFULLER: Stata module to perform Dickey-Fuller test on panel data 5 8 36 1,918 14 37 141 6,257
MATIN4-MATOUT4: Stata module to import and export matrices 5 9 29 416 10 30 136 1,698
MODLPR: Stata module to estimate long memory in a timeseries 0 4 14 404 7 27 67 1,263
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel 9 25 67 675 38 85 276 2,683
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel 14 23 95 1,012 72 151 600 4,405
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating 26 51 151 746 76 171 570 3,019
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends 2 5 28 1,003 10 22 106 3,351
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality 0 1 12 435 13 34 118 2,600
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise 0 1 8 159 7 13 36 966
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit 1 1 8 182 6 12 45 915
OUTSERIES: Stata module to write timeseries to text files 0 0 1 76 1 3 8 472
OUTTABLE: Stata module to write matrix to LaTeX table 15 32 184 2,316 84 230 1,091 16,220
OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg, ivreg2, ivreg29, ivprobit, ivtobit, reg3 30 80 256 5,406 120 316 963 17,662
PANELAUTO: Stata module to support tests for autocorrelation on panel data 4 32 129 1,721 22 120 562 6,350
PANELUNIT: Stata module to support unit root tests on panel data 3 5 22 1,198 5 16 68 3,325
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit 6 23 72 1,599 44 106 356 5,552
PWCORR2: Stata module to compute pairwise correlations and return results 5 9 22 182 24 68 189 1,193
PWCOV: Stata module to compute pairwise covariances 2 2 5 93 11 20 46 518
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients 1 3 29 347 12 30 133 1,362
QSTAT2: MATLAB function to compute Ljung-Box Q statistic 7 26 109 2,354 33 108 344 7,698
ROBLPR: Stata module to estimate long memory in a set of timeseries 0 4 27 425 4 14 97 1,403
ROLLING2: Stata module to perform rolling window and recursive estimation 7 15 69 690 32 85 318 2,885
ROLLREG: Stata module to perform rolling regression estimation 15 36 187 1,975 82 226 773 5,993
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) 7 12 45 534 73 151 471 4,670
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended 3 5 23 566 33 69 310 4,173
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users 0 2 16 719 0 8 39 2,197
SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method 21 37 125 327 48 121 374 947
STATICFC: Stata module to compute static forecasts for a recursive rolling regression 10 19 72 145 22 60 248 530
STATSMAT: Stata module to place descriptive statistics in matrix 2 5 25 649 7 24 133 3,077
TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation 1 1 2 29 5 7 26 184
TORATS: Stata module to facilitate transfer of data to RATS 0 2 9 158 2 5 24 968
TOSQL: Stata module to transfer data to SQL database 0 1 10 367 7 25 86 2,719
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values 11 26 78 529 49 122 334 2,529
TSGRAPH: Stata module to produce time series line graph 0 2 12 746 15 45 144 4,419
TSLIST: Stata module to list time series data 0 0 0 203 4 8 37 6,316
TSMKTIM: Stata module to generate time-series calendar variable 9 16 61 920 29 71 240 3,308
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates 1 3 7 180 3 14 35 630
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) 2 3 8 793 3 6 28 2,583
VECAR: Stata module to estimate vector autoregressive (VAR) models 4 8 41 1,948 23 61 217 7,158
WHITETST: Stata module to perform White's test for heteroskedasticity 14 54 253 5,710 100 373 1,477 22,711
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test 0 5 33 892 19 49 196 4,674
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model 22 50 194 3,478 102 225 916 13,685
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity 27 88 337 3,105 114 314 1,282 9,467
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break 54 115 397 3,925 131 284 1,069 8,779
aer.pl, a script converting XML data to ReDIF 1 3 4 148 1 8 39 1,106
bejeap.pl, a script converting OAI data to ReDIF 0 1 3 69 0 3 17 726
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support 1 1 6 95 1 3 30 732
cdl-ciders.pl, a script converting XML data to ReDIF 0 3 4 61 1 5 21 803
dspace2redif.pl, a script converting DSpace metadata to ReDIF 0 6 20 147 4 16 61 819
ectj.pl, a script converting html data to ReDIF 0 0 2 74 0 1 16 881
imfocpcvt.pl, a script converting html data to ReDIF 0 0 1 49 0 0 4 735
rjeyr.pl, a script converting html data to ReDIF 1 1 2 45 1 1 8 801
Total Software Items 753 1,918 7,668 131,436 3,446 8,957 33,436 485,725


Statistics updated 2015-03-02