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 |
4 |
24 |
159 |
3 |
12 |
56 |
208 |
| A New Approach to Estimation of the R&D-Innovation-Productivity Relationship |
0 |
3 |
11 |
109 |
0 |
5 |
20 |
72 |
| A New Approach to Estimation of the R&D-Innovation-Productivity Relationship |
1 |
56 |
56 |
56 |
1 |
14 |
14 |
14 |
| A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency |
0 |
0 |
0 |
487 |
0 |
2 |
6 |
2,054 |
| A general approach to testing for autocorrelation |
2 |
2 |
6 |
70 |
4 |
6 |
19 |
132 |
| A general approach to testing for autocorrelation |
1 |
1 |
13 |
126 |
3 |
5 |
26 |
267 |
| A large-scale application of Stata's forecast suite: challenges and potential |
1 |
7 |
17 |
70 |
0 |
10 |
31 |
78 |
| A little bit of Stata programming goes a long way |
3 |
4 |
18 |
5,435 |
8 |
21 |
66 |
9,747 |
| A little bit of Stata programming goes a long way |
0 |
1 |
9 |
2,051 |
0 |
7 |
33 |
3,490 |
| A re-evaluation of empirical tests of the Fisher hypothesis |
0 |
0 |
0 |
389 |
0 |
1 |
4 |
1,489 |
| A re-evaluation of empirical tests of the Fisher hypothesis |
0 |
1 |
1 |
353 |
0 |
4 |
12 |
1,344 |
| A review of Stata 8.1 and its time series capabilities |
0 |
1 |
5 |
1,741 |
1 |
5 |
25 |
3,684 |
| A simple alternative to the linear probability model for binary choice models with endogenous regressors |
2 |
4 |
19 |
190 |
2 |
6 |
31 |
416 |
| An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates |
0 |
0 |
0 |
214 |
0 |
2 |
14 |
1,876 |
| An interpretation and implementation of the Theil-Goldberger 'mixed' estimator |
0 |
3 |
12 |
179 |
0 |
5 |
34 |
422 |
| Analyzing volatility shocks to Eurozone CDS spreads with a multicountry GMM model in Stata |
3 |
7 |
33 |
33 |
4 |
11 |
47 |
47 |
| Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests |
0 |
0 |
0 |
0 |
2 |
8 |
11 |
1,243 |
| Binary choice models with endogenous regressors |
2 |
4 |
23 |
280 |
3 |
10 |
55 |
468 |
| Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? |
1 |
6 |
16 |
155 |
3 |
13 |
49 |
369 |
| Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 |
0 |
0 |
0 |
58 |
0 |
1 |
5 |
653 |
| Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes |
0 |
0 |
2 |
99 |
0 |
2 |
12 |
477 |
| Corporate Financial Policy and the Value of Cash under Uncertainty |
1 |
7 |
40 |
40 |
4 |
19 |
60 |
60 |
| Corporate Liquidity Management and Future Investment Expenditures |
0 |
2 |
5 |
115 |
0 |
7 |
18 |
394 |
| Credible Disinflation Policy in a Dynamic Setting |
0 |
0 |
0 |
167 |
0 |
2 |
6 |
1,411 |
| Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises |
2 |
2 |
4 |
28 |
3 |
4 |
13 |
114 |
| Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis |
2 |
2 |
3 |
70 |
5 |
6 |
24 |
199 |
| Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises |
0 |
3 |
5 |
103 |
0 |
6 |
19 |
142 |
| Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises |
1 |
3 |
8 |
112 |
4 |
14 |
32 |
256 |
| Credit rating agency downgrades and the Eurozone sovereign debt crises |
2 |
4 |
8 |
62 |
2 |
12 |
29 |
109 |
| Does the Tenure of Private Equity Investment Improve the Performance of European Firms? |
0 |
0 |
1 |
85 |
1 |
4 |
18 |
141 |
| Does the Tenure of Private Equity Investment Improve the Performance of European Firms? |
0 |
0 |
0 |
1 |
1 |
3 |
10 |
24 |
| Does the tenure of Private Equity investment improve the performance of European firms? |
1 |
1 |
1 |
69 |
2 |
6 |
14 |
199 |
| Dynamics of Intra-EMS Interest Rate Linkages |
0 |
0 |
0 |
191 |
0 |
2 |
14 |
981 |
| Dynamics of Intra-EMS Interest Rate Linkages |
0 |
0 |
0 |
60 |
0 |
1 |
8 |
320 |
| Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports |
1 |
4 |
9 |
328 |
2 |
6 |
20 |
908 |
| Efficient Management of Multi-Frequency Panel Data with Stata |
0 |
1 |
5 |
704 |
1 |
4 |
13 |
1,779 |
| Efficient management of multi-frequency panel data with Stata |
4 |
11 |
34 |
571 |
9 |
27 |
81 |
1,391 |
| Enhanced routines for instrumental variables/GMM estimation and testing |
0 |
7 |
16 |
556 |
1 |
13 |
49 |
1,175 |
| Enhanced routines for instrumental variables/GMM estimation and testing |
14 |
39 |
103 |
2,207 |
36 |
92 |
281 |
4,386 |
| Estimating a dose-response function with heterogeneous response to confounders when treatment is continuous and endogenous |
2 |
2 |
2 |
2 |
3 |
4 |
4 |
4 |
| Evaluating one-way and two-way cluster-robust covariance matrix estimates |
2 |
8 |
32 |
444 |
4 |
22 |
75 |
1,032 |
| Evaluating one-way and two-way cluster-robust covariance matrix estimates |
0 |
1 |
7 |
173 |
1 |
3 |
14 |
429 |
| Evaluating one-way and two-way cluster–robust covariance matrix estimates |
1 |
2 |
22 |
243 |
11 |
18 |
66 |
820 |
| Exchange Rate Effects on the Volume and Variability of Trade Flows |
0 |
0 |
0 |
3 |
0 |
2 |
13 |
1,607 |
| Exchange Rate Effects on the Volume and Variability of Trade Flows |
0 |
1 |
4 |
991 |
0 |
4 |
17 |
3,164 |
| Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data |
2 |
4 |
5 |
693 |
3 |
9 |
19 |
1,769 |
| Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data |
0 |
1 |
2 |
822 |
2 |
4 |
14 |
2,326 |
| Exchange Rate Uncertainty and Firm Profitability |
0 |
4 |
13 |
700 |
1 |
9 |
52 |
2,463 |
| Extending Stata's capabilities for asymptotic covariance matrix estimation |
0 |
0 |
10 |
67 |
2 |
7 |
45 |
204 |
| Facilitating Applied Economic Research with Stata |
0 |
3 |
4 |
879 |
0 |
5 |
13 |
2,083 |
| Firm Investment and Financial Frictions |
1 |
3 |
6 |
188 |
1 |
5 |
22 |
483 |
| Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums |
0 |
0 |
1 |
552 |
0 |
2 |
12 |
2,081 |
| Fractional Cointegration Analysis of Long Term International Interest Rates |
0 |
1 |
1 |
789 |
0 |
4 |
13 |
2,887 |
| Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates |
0 |
0 |
0 |
381 |
0 |
3 |
11 |
2,149 |
| Fractional Dynamics in Japanese Financial Time Series |
0 |
0 |
0 |
328 |
0 |
3 |
9 |
1,499 |
| Fractional Monetary Dynamics |
0 |
0 |
0 |
215 |
0 |
3 |
11 |
1,160 |
| Implementing econometric estimators with Mata |
0 |
0 |
5 |
158 |
2 |
4 |
16 |
299 |
| Implementing econometric estimators with Mata |
0 |
1 |
4 |
251 |
0 |
5 |
12 |
420 |
| Implementing new econometric tools in Stata |
1 |
6 |
31 |
262 |
2 |
12 |
54 |
462 |
| Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach |
2 |
6 |
35 |
154 |
5 |
15 |
61 |
133 |
| Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach |
1 |
56 |
56 |
56 |
0 |
12 |
12 |
12 |
| Instrumental variables and GMM: Estimation and testing |
1 |
4 |
18 |
1,270 |
7 |
22 |
69 |
2,491 |
| Instrumental variables and GMM: Estimation and testing |
8 |
23 |
72 |
4,575 |
14 |
61 |
203 |
8,936 |
| Instrumental variables and GMM: Estimation and testing |
0 |
1 |
3 |
611 |
1 |
5 |
23 |
1,461 |
| Instrumental variables estimation using heteroskedasticity-based instruments |
1 |
4 |
18 |
219 |
6 |
12 |
41 |
389 |
| Instrumental variables estimation using heteroskedasticity-based instruments |
0 |
5 |
22 |
106 |
2 |
20 |
56 |
235 |
| Instrumental variables: Overview and advances |
1 |
3 |
15 |
879 |
1 |
8 |
33 |
1,513 |
| Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility |
2 |
2 |
16 |
74 |
3 |
7 |
36 |
138 |
| Long Memory and Forecasting in Euroyen Deposit Rates |
0 |
0 |
1 |
304 |
0 |
2 |
11 |
1,915 |
| Long Memory in the Greek Stock Market |
0 |
0 |
2 |
978 |
0 |
4 |
16 |
5,364 |
| Long Term Dependence in Stock Returns |
0 |
0 |
1 |
613 |
0 |
3 |
13 |
1,784 |
| Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? |
0 |
1 |
1 |
524 |
0 |
5 |
14 |
2,330 |
| Long-Memory Forecasting of U.S. Monetary Indices |
0 |
0 |
0 |
256 |
0 |
2 |
9 |
684 |
| Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance |
0 |
0 |
0 |
90 |
0 |
1 |
3 |
444 |
| Macroeconomic Uncertainty and Credit Default Swap Spreads |
2 |
4 |
12 |
222 |
3 |
12 |
90 |
633 |
| Macroeconomic Uncertainty and Firm Leverage |
0 |
0 |
6 |
170 |
0 |
1 |
13 |
653 |
| Macroeconomics Uncertainty and Firm Leverage |
0 |
0 |
1 |
89 |
0 |
1 |
7 |
451 |
| Modeling Rating Transition Matrices for Wholesale Loan Portfolios |
2 |
7 |
77 |
77 |
2 |
12 |
56 |
56 |
| Modeling Returns on the Term Structure of Treasury Interest Rates |
0 |
0 |
1 |
822 |
0 |
1 |
3 |
3,411 |
| Modeling fixed income excess returns |
0 |
0 |
0 |
427 |
0 |
3 |
9 |
2,388 |
| Modelling Federal Reserve Discount Policy |
0 |
0 |
0 |
180 |
0 |
2 |
8 |
1,759 |
| Monetary Policy in the Transition to a Zero Federal Deficit |
0 |
0 |
0 |
202 |
0 |
2 |
4 |
2,111 |
| Nearest-Neighbor Forecasts of U.S. Interest Rates |
0 |
0 |
0 |
827 |
0 |
2 |
13 |
4,004 |
| Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era |
1 |
1 |
2 |
877 |
2 |
5 |
22 |
4,798 |
| Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports |
3 |
3 |
10 |
755 |
3 |
11 |
36 |
2,113 |
| Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate |
0 |
0 |
0 |
735 |
0 |
3 |
8 |
7,384 |
| On the Investment Sensitivity of Debt under Uncertainty |
2 |
2 |
3 |
168 |
2 |
6 |
15 |
381 |
| On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty |
0 |
3 |
8 |
455 |
2 |
7 |
46 |
1,290 |
| On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty |
1 |
3 |
8 |
276 |
3 |
10 |
46 |
819 |
| Openness and financial stability |
2 |
4 |
4 |
4 |
4 |
9 |
9 |
9 |
| Parliamentary Election Cycles and the Turkish Banking Sector |
0 |
0 |
0 |
35 |
1 |
2 |
11 |
181 |
| Parliamentary Election Cycles and the Turkish Banking Sector |
0 |
0 |
3 |
168 |
0 |
6 |
19 |
510 |
| Parliamentary Election Cycles and the Turkish Banking Sector |
0 |
0 |
1 |
28 |
0 |
1 |
9 |
132 |
| Persistence in International Inflation Rates |
0 |
0 |
1 |
552 |
0 |
3 |
12 |
4,982 |
| Persistent Dependence in Foreign Exchange Rates? A Reexamination |
0 |
0 |
0 |
368 |
0 |
5 |
26 |
2,224 |
| Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms |
0 |
0 |
0 |
1,256 |
0 |
3 |
14 |
5,868 |
| Political patronage in Ukranian banking |
0 |
0 |
0 |
136 |
0 |
2 |
16 |
663 |
| Powerful new tools for time series analysis |
0 |
1 |
6 |
514 |
0 |
3 |
14 |
899 |
| Q, Cash Flow and Investment: An Econometric Critique |
0 |
1 |
4 |
378 |
0 |
3 |
17 |
1,690 |
| R&D Expenditures and Geographical Sales Diversification |
0 |
0 |
8 |
150 |
0 |
5 |
29 |
379 |
| Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say |
0 |
0 |
5 |
166 |
0 |
2 |
15 |
429 |
| Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money |
0 |
0 |
0 |
255 |
0 |
2 |
6 |
1,953 |
| Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey |
0 |
1 |
7 |
59 |
0 |
3 |
16 |
60 |
| Rolling Regressions with Stata |
0 |
2 |
10 |
1,577 |
1 |
13 |
35 |
3,682 |
| Sectoral Fluctuations in U.K. Firms' Investment Expenditures |
0 |
0 |
0 |
90 |
0 |
1 |
11 |
583 |
| Sectoral Fluctuations in U.K. Firms' Investment Expenditures |
0 |
2 |
3 |
114 |
0 |
4 |
9 |
805 |
| Should you become a Stata programmer? |
1 |
4 |
11 |
1,077 |
1 |
6 |
25 |
1,548 |
| Stata: The language of choice for time series analysis? |
2 |
2 |
8 |
1,916 |
3 |
6 |
33 |
3,824 |
| Stochastic Long Memory in Traded Goods Prices |
0 |
0 |
0 |
137 |
0 |
2 |
7 |
826 |
| The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity |
0 |
1 |
4 |
205 |
1 |
5 |
26 |
603 |
| The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany |
1 |
3 |
6 |
40 |
1 |
6 |
14 |
254 |
| The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany |
2 |
3 |
5 |
144 |
2 |
7 |
14 |
741 |
| The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms |
0 |
2 |
15 |
315 |
0 |
15 |
72 |
1,578 |
| The Effects of Short-Term Liabilities on Profitability: The Case of Germany |
1 |
13 |
27 |
184 |
10 |
54 |
183 |
1,007 |
| The Effects of Short-Term Liabilities on Profitability: The Case of Germany |
1 |
3 |
10 |
115 |
2 |
8 |
27 |
517 |
| The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity |
0 |
1 |
7 |
110 |
0 |
4 |
24 |
354 |
| The Effects of Uncertainty on the Leverage of Non-Financial Firms |
0 |
2 |
6 |
283 |
6 |
11 |
35 |
1,079 |
| The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates |
0 |
0 |
0 |
46 |
0 |
1 |
12 |
371 |
| The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates |
0 |
0 |
0 |
816 |
0 |
1 |
7 |
2,939 |
| The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test |
0 |
0 |
0 |
978 |
0 |
5 |
44 |
4,095 |
| The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis |
0 |
1 |
3 |
95 |
1 |
3 |
16 |
267 |
| The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis |
1 |
1 |
3 |
102 |
1 |
4 |
18 |
344 |
| The Impact of Macroeconomic Uncertainty on Bank Lending Behavior |
2 |
4 |
9 |
230 |
8 |
18 |
36 |
676 |
| The Impact of Macroeconomic Uncertainty on Bank Lending Behavior |
1 |
1 |
3 |
420 |
2 |
4 |
21 |
1,153 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms |
0 |
6 |
8 |
57 |
1 |
18 |
40 |
316 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms |
0 |
0 |
3 |
126 |
1 |
5 |
21 |
551 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms |
0 |
0 |
1 |
214 |
0 |
3 |
9 |
581 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms |
0 |
1 |
1 |
134 |
1 |
3 |
12 |
559 |
| The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage |
0 |
1 |
3 |
195 |
0 |
5 |
16 |
551 |
| The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity |
2 |
5 |
15 |
408 |
4 |
18 |
76 |
1,825 |
| The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms |
0 |
1 |
14 |
190 |
1 |
5 |
27 |
688 |
| The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity |
1 |
2 |
8 |
49 |
2 |
9 |
29 |
234 |
| The Impact of the Financial System's Structure on Firms' Financial Constraints |
0 |
0 |
3 |
205 |
1 |
4 |
35 |
626 |
| The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility |
0 |
1 |
2 |
33 |
2 |
6 |
27 |
110 |
| The Volatility of International Trade Flows and Exchange Rate Uncertainty |
0 |
1 |
2 |
206 |
0 |
6 |
18 |
536 |
| The contextual effects of social capital on health: a cross-national instrumental variable analysis |
0 |
1 |
2 |
91 |
1 |
5 |
18 |
192 |
| The role of uncertainty in the transmission of monetary policy effects on bank lending |
0 |
0 |
5 |
328 |
1 |
8 |
21 |
1,037 |
| The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds |
1 |
2 |
5 |
530 |
3 |
11 |
32 |
1,547 |
| The second moments matter: The response of bank lending behavior to macroeconomic uncertainty |
0 |
1 |
4 |
156 |
1 |
5 |
14 |
501 |
| The second moments matter: The response of bank lending behavior to macroeconomic uncertainty |
0 |
3 |
5 |
211 |
0 |
4 |
23 |
794 |
| The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty |
0 |
1 |
4 |
74 |
0 |
4 |
18 |
250 |
| Time series filtering techniques in Stata |
11 |
30 |
95 |
1,195 |
36 |
80 |
275 |
2,770 |
| Time series filtering techniques in Stata |
0 |
6 |
15 |
448 |
2 |
13 |
43 |
984 |
| Time-Varying Risk Premia in the Foreign Currency Futures Basis |
1 |
2 |
7 |
664 |
1 |
4 |
37 |
3,288 |
| Tobin's Q And Financial Policy Revisited |
0 |
0 |
0 |
0 |
0 |
3 |
12 |
874 |
| Topics in time series regression modeling |
5 |
11 |
33 |
1,544 |
20 |
75 |
263 |
4,319 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
1 |
1 |
64 |
0 |
3 |
8 |
315 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
1 |
2 |
49 |
1 |
6 |
20 |
320 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
2 |
3 |
173 |
0 |
4 |
12 |
656 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
1 |
4 |
59 |
0 |
2 |
14 |
257 |
| Uncertainty Determinants of Firm Investment |
0 |
1 |
4 |
288 |
1 |
4 |
25 |
706 |
| Using Mata to work more effectively with Stata: A tutorial |
3 |
3 |
24 |
2,435 |
3 |
9 |
54 |
3,936 |
| Using Mata to work more effectively with Stata: A tutorial |
1 |
2 |
3 |
419 |
1 |
4 |
13 |
778 |
| Using Mata to work more effectively with Stata: A tutorial |
1 |
4 |
17 |
577 |
3 |
10 |
44 |
1,031 |
| Using Stata for Applied Research: Reviewing its Capabilities |
1 |
7 |
26 |
751 |
4 |
11 |
50 |
1,040 |
| Using instrumental variables techniques in economics and finance |
2 |
3 |
14 |
560 |
2 |
8 |
34 |
900 |
| Waves and Persistence in Merger and Acquisition Activity |
0 |
1 |
9 |
2,056 |
2 |
6 |
36 |
8,690 |
| What do Chinese Macro Announcements Tell Us About the World Economy? |
0 |
4 |
15 |
49 |
0 |
8 |
38 |
139 |
| cron, perl and Stata: automated production and presentation of a business-daily index |
0 |
0 |
0 |
237 |
0 |
2 |
7 |
803 |
| Total Working Papers |
123 |
512 |
1,570 |
70,693 |
332 |
1,361 |
5,050 |
219,889 |
| 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 |
3 |
178 |
| A logit analysis of the factor content of West German foreign trade |
0 |
0 |
0 |
13 |
0 |
1 |
7 |
87 |
| A nonparametric investigation of the 90-day t-bill rate |
0 |
0 |
0 |
39 |
0 |
0 |
7 |
551 |
| A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency |
0 |
0 |
0 |
48 |
1 |
2 |
9 |
412 |
| A review of Stata 8.1 and its time series capabilities |
1 |
2 |
3 |
199 |
1 |
4 |
10 |
565 |
| A test for long-range dependence in a time series |
0 |
0 |
1 |
37 |
1 |
1 |
5 |
107 |
| Activist policy and macroeconomic instability |
0 |
0 |
0 |
15 |
0 |
0 |
2 |
124 |
| An empirical analysis of the composition of manufacturing employment in the industrialized countries |
0 |
0 |
1 |
18 |
0 |
0 |
7 |
78 |
| Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques |
0 |
0 |
0 |
110 |
0 |
1 |
4 |
607 |
| Compacting time series data |
0 |
0 |
0 |
37 |
0 |
0 |
4 |
103 |
| Coordination of large macroeconomies'policies and the stability of small economies |
0 |
0 |
0 |
7 |
0 |
0 |
4 |
67 |
| Credit rating agency downgrades and the Eurozone sovereign debt crises |
1 |
4 |
9 |
9 |
2 |
11 |
36 |
36 |
| Cumulative author index, volumes 1-16 |
1 |
4 |
24 |
24 |
1 |
5 |
36 |
36 |
| Dynamic adjustment of firms' capital structures in a varying-risk environment |
0 |
1 |
1 |
17 |
0 |
1 |
3 |
70 |
| Dynamics of Intra-EMS Interest Rate Linkages |
0 |
1 |
1 |
38 |
0 |
2 |
9 |
225 |
| Enhanced routines for instrumental variables/generalized method of moments estimation and testing |
13 |
42 |
146 |
1,395 |
30 |
85 |
283 |
2,373 |
| Evaluating concavity for production and cost functions |
0 |
1 |
3 |
93 |
3 |
5 |
11 |
246 |
| Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports |
0 |
0 |
1 |
98 |
0 |
0 |
4 |
452 |
| Exchange Rate Uncertainty and Firm Profitability |
0 |
3 |
4 |
73 |
0 |
4 |
14 |
368 |
| Exchange rate effects on the volume and variability of trade flows |
1 |
3 |
9 |
254 |
3 |
12 |
52 |
889 |
| FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES |
0 |
0 |
2 |
2 |
0 |
1 |
6 |
16 |
| Foreword |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
37 |
| Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums |
0 |
1 |
3 |
84 |
0 |
2 |
13 |
394 |
| Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
88 |
| Fractional dynamics in Japanese financial time series |
0 |
0 |
0 |
28 |
0 |
1 |
8 |
216 |
| Fractional monetary dynamics |
0 |
0 |
0 |
30 |
0 |
1 |
9 |
374 |
| Happily Ever After? Pre-and-Post Disaster Determinants of Happiness Among Survivors of Hurricane Katrina |
0 |
0 |
1 |
8 |
0 |
1 |
10 |
36 |
| Instrumental variables and GMM: Estimation and testing |
8 |
24 |
63 |
3,169 |
21 |
63 |
183 |
7,181 |
| Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility |
0 |
2 |
8 |
9 |
0 |
5 |
23 |
28 |
| Long memory in the Greek stock market |
0 |
0 |
0 |
96 |
0 |
1 |
9 |
535 |
| Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? |
0 |
0 |
2 |
51 |
2 |
3 |
24 |
347 |
| Long-memory forecasting of US monetary indices |
0 |
1 |
1 |
35 |
0 |
3 |
9 |
200 |
| Long-term dependence in stock returns |
0 |
0 |
2 |
83 |
0 |
4 |
18 |
401 |
| Macroeconomic uncertainty and credit default swap spreads |
0 |
1 |
4 |
74 |
0 |
2 |
9 |
262 |
| Metadata for user-written contributions to the Stata programming language |
0 |
0 |
1 |
16 |
0 |
0 |
3 |
78 |
| Metadata for user-written contributions to the Stata programming language: extensions |
0 |
0 |
0 |
21 |
0 |
0 |
3 |
63 |
| Modelling Federal Reserve Discount Policy |
0 |
0 |
0 |
81 |
0 |
1 |
6 |
906 |
| Multivariate portmanteau (Q) test for white noise |
0 |
0 |
1 |
220 |
2 |
2 |
12 |
746 |
| Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era |
0 |
0 |
1 |
86 |
1 |
9 |
16 |
474 |
| Nonlinear effects of exchange rate volatility on the volume of bilateral exports |
0 |
1 |
4 |
377 |
2 |
5 |
20 |
1,173 |
| On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
546 |
| On the investment sensitivity of debt under uncertainty |
0 |
0 |
1 |
64 |
1 |
2 |
14 |
246 |
| On the sensitivity of firms' investment to cash flow and uncertainty |
0 |
0 |
1 |
98 |
1 |
5 |
18 |
336 |
| On the sensitivity of optimal control solutions |
0 |
0 |
0 |
23 |
0 |
0 |
4 |
95 |
| On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty |
2 |
3 |
9 |
125 |
9 |
20 |
53 |
409 |
| Parliamentary election cycles and the Turkish banking sector |
0 |
0 |
3 |
65 |
0 |
2 |
14 |
283 |
| Persistence in International Inflation Rates |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
96 |
| Political patronage in Ukrainian banking |
0 |
0 |
3 |
42 |
0 |
4 |
17 |
285 |
| Q, Cash Flow and Investment: An Econometric Critique |
0 |
0 |
1 |
45 |
0 |
1 |
4 |
286 |
| R&D Expenditures and Geographical Sales Diversification |
0 |
0 |
3 |
3 |
0 |
3 |
10 |
10 |
| Reexamining the term structure of interest rates and the interwar demand for money |
0 |
0 |
0 |
1 |
0 |
1 |
5 |
11 |
| Residual diagnostics for cross-section time series regression models |
2 |
3 |
11 |
929 |
3 |
7 |
32 |
2,605 |
| Richard Sperling (1961-2011) |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
137 |
| Sectoral fluctuations in U.K. firms' investment expenditures |
0 |
0 |
1 |
2 |
0 |
1 |
9 |
25 |
| Securities fraud and corporate board turnover: New evidence from lawsuit outcomes |
1 |
1 |
2 |
2 |
1 |
2 |
7 |
7 |
| Stata tip 126: Handling irregularly spaced high-frequency transactions data |
0 |
8 |
17 |
17 |
2 |
13 |
44 |
44 |
| Stata tip 37: And the last shall be first |
2 |
2 |
4 |
45 |
2 |
3 |
6 |
135 |
| Stata tip 38: Testing for groupwise heteroskedasticity |
3 |
7 |
25 |
580 |
5 |
11 |
40 |
1,154 |
| Stata tip 40: Taking care of business |
16 |
67 |
219 |
1,280 |
46 |
144 |
466 |
2,563 |
| Stata tip 45: Getting those data into shape |
1 |
1 |
4 |
176 |
1 |
1 |
5 |
468 |
| Stata tip 63: Modeling proportions |
0 |
4 |
21 |
302 |
4 |
15 |
45 |
522 |
| Stata tip 73: append with care! |
2 |
3 |
4 |
158 |
4 |
5 |
14 |
387 |
| Stata tip 88: Efficiently evaluating elasticities with the margins command |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
300 |
| Stata: The language of choice for time-series analysis? |
0 |
1 |
8 |
377 |
0 |
3 |
26 |
988 |
| Stochastic long memory in traded goods prices |
0 |
0 |
0 |
22 |
0 |
2 |
7 |
188 |
| THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS |
0 |
0 |
3 |
73 |
1 |
7 |
17 |
331 |
| THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING |
0 |
0 |
0 |
12 |
2 |
5 |
15 |
54 |
| Test for autoregressive conditional heteroskedasticity in regression error distribution |
0 |
0 |
3 |
58 |
0 |
0 |
6 |
164 |
| Tests for heteroskedasticity in regression error distribution |
0 |
0 |
2 |
51 |
0 |
0 |
5 |
152 |
| Tests for long memory in a time series |
0 |
0 |
3 |
109 |
1 |
2 |
10 |
196 |
| Tests for serial correlation in regression error distribution |
0 |
0 |
0 |
39 |
0 |
0 |
3 |
119 |
| Tests for stationarity of a time series |
1 |
2 |
7 |
224 |
1 |
2 |
13 |
415 |
| Tests for stationarity of a time series: update |
0 |
1 |
3 |
62 |
0 |
1 |
6 |
127 |
| The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity |
0 |
1 |
8 |
66 |
1 |
4 |
50 |
266 |
| The contextual effects of social capital on health: A cross-national instrumental variable analysis |
0 |
0 |
0 |
14 |
1 |
2 |
9 |
74 |
| The effects of price- and output-stabilising policies in an interdependent world economy |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
60 |
| The effects of uncertainty and corporate governance on firms’ demand for liquidity |
0 |
0 |
0 |
25 |
0 |
4 |
21 |
123 |
| The forward rate unbiasedness hypothesis reexamined: evidence from a new test |
1 |
1 |
1 |
83 |
3 |
5 |
15 |
381 |
| The impact of macroeconomic uncertainty on firms' changes in financial leverage |
0 |
0 |
0 |
85 |
1 |
4 |
13 |
287 |
| The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity |
0 |
1 |
2 |
134 |
2 |
7 |
19 |
448 |
| The impact of the financial system's structure on firms' financial constraints |
0 |
0 |
8 |
118 |
0 |
2 |
38 |
809 |
| The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds |
2 |
4 |
6 |
62 |
4 |
7 |
17 |
198 |
| The self-medication hypothesis: Evidence from terrorism and cigarette accessibility |
0 |
1 |
2 |
2 |
1 |
4 |
13 |
13 |
| Time‐varying risk premia in the foreign currency futures basis |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
9 |
| Tobin's Q, intangible capital, and financial policy |
0 |
0 |
1 |
92 |
0 |
2 |
7 |
310 |
| Tobin's q and measurement error: Caveat investigator |
0 |
0 |
0 |
89 |
0 |
0 |
1 |
300 |
| USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES |
0 |
0 |
0 |
0 |
2 |
5 |
11 |
253 |
| Ukrainische Banken: politische Patronage von Bedeutung |
0 |
0 |
0 |
30 |
0 |
0 |
7 |
412 |
| Uncertainty determinants of corporate liquidity |
0 |
4 |
12 |
152 |
2 |
11 |
47 |
515 |
| Uncertainty determinants of firm investment |
2 |
4 |
7 |
107 |
7 |
13 |
27 |
359 |
| Utility for time series data |
0 |
0 |
2 |
185 |
2 |
6 |
24 |
982 |
| Waves and persistence in merger and acquisition activity |
0 |
0 |
2 |
170 |
0 |
2 |
15 |
668 |
| What do Chinese macro announcements tell us about the world economy? |
0 |
2 |
9 |
17 |
1 |
6 |
23 |
47 |
| Total Journal Articles |
60 |
212 |
714 |
13,418 |
181 |
588 |
2,196 |
41,327 |
| 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 |
14 |
34 |
78 |
236 |
43 |
126 |
302 |
1,020 |
| 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 |
1 |
3 |
3 |
3 |
8 |
24 |
24 |
24 |
| ARCH: MATLAB function to compute ARCH test |
5 |
6 |
23 |
1,723 |
16 |
36 |
115 |
5,626 |
| ARCHLM: Stata module to calculate LM test for ARCH effects |
2 |
11 |
32 |
1,524 |
19 |
89 |
258 |
7,716 |
| ARFIMAFC: RATS modules to forecast fractionally differenced timeseries |
1 |
1 |
2 |
647 |
1 |
2 |
10 |
1,853 |
| ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model |
1 |
11 |
43 |
1,649 |
37 |
104 |
321 |
7,582 |
| ARRANGEDAR: RATS procedures to calculate arranged autoregressions |
0 |
0 |
0 |
266 |
0 |
1 |
7 |
884 |
| 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 |
7 |
13 |
63 |
156 |
20 |
65 |
270 |
768 |
| AVPLOT3: Stata module to generate partial regression plots for subsamples |
0 |
0 |
1 |
164 |
0 |
4 |
21 |
2,028 |
| BCUSE: Stata module to access instructional datasets on Boston College server |
10 |
29 |
103 |
368 |
33 |
135 |
429 |
1,571 |
| BETACOEF: Stata module to calculate beta coefficients from regression |
3 |
8 |
30 |
1,542 |
34 |
77 |
220 |
10,516 |
| BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation |
4 |
12 |
36 |
1,767 |
32 |
101 |
363 |
11,170 |
| BIDENSITY: Stata module to produce and graph bivariate density estimates |
2 |
14 |
41 |
200 |
9 |
53 |
204 |
929 |
| BKING: Stata module to implement Baxter-King filter for timeseries data |
1 |
6 |
15 |
1,245 |
15 |
55 |
245 |
4,554 |
| BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity |
0 |
12 |
32 |
2,635 |
15 |
53 |
160 |
10,176 |
| BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data |
0 |
1 |
7 |
210 |
0 |
6 |
25 |
995 |
| CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data |
3 |
9 |
17 |
468 |
11 |
25 |
56 |
1,266 |
| CHECKREG3: Stata module to check identification status of simultaneous equations system |
1 |
2 |
19 |
335 |
8 |
20 |
85 |
1,271 |
| CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks |
18 |
60 |
225 |
2,382 |
52 |
205 |
765 |
7,133 |
| CMAXUSE: Stata module to access Cmax instructional datasets |
0 |
0 |
0 |
9 |
0 |
0 |
13 |
91 |
| CNSRSIG: Stata module to evaluate validity of restrictions on a regression |
0 |
3 |
15 |
415 |
6 |
19 |
67 |
2,148 |
| CUSUM6: Stata module to compute cusum, cusum^2 stability tests |
12 |
36 |
102 |
1,598 |
33 |
113 |
429 |
5,504 |
| DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method |
22 |
67 |
227 |
2,316 |
83 |
226 |
889 |
7,998 |
| DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test |
4 |
17 |
58 |
3,070 |
34 |
108 |
316 |
13,308 |
| DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy |
10 |
51 |
145 |
1,895 |
33 |
142 |
450 |
4,904 |
| DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates |
3 |
11 |
37 |
1,141 |
15 |
46 |
202 |
4,503 |
| DURBINH: Stata module to calculate Durbin's h test for serial correlation |
3 |
12 |
40 |
1,480 |
25 |
80 |
301 |
8,075 |
| 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 |
1 |
3 |
3 |
3 |
9 |
30 |
30 |
30 |
| FRACDIFF: Stata module to generate fractionally-differenced timeseries |
1 |
3 |
12 |
380 |
5 |
11 |
43 |
1,340 |
| FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries |
1 |
1 |
5 |
913 |
4 |
7 |
60 |
3,775 |
| GENEIGEN: Stata module to calculate eigenvalues of a real general matrix |
2 |
3 |
7 |
482 |
7 |
17 |
71 |
2,682 |
| GHISTCUM: Stata module to graph histogram and cumulative distribution |
2 |
13 |
40 |
823 |
15 |
63 |
266 |
5,125 |
| GPHROB: RATS modules to perform tests for fractional integration of timeseries |
0 |
0 |
2 |
671 |
0 |
2 |
11 |
1,768 |
| GPHUDAK: Stata module to estimate long memory in a timeseries |
7 |
11 |
36 |
508 |
15 |
25 |
114 |
1,424 |
| GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries |
0 |
0 |
3 |
317 |
0 |
0 |
10 |
920 |
| GRPDF: Stata module to produce PDFs from memory graphs |
0 |
2 |
10 |
11 |
2 |
9 |
83 |
93 |
| HADRILM: Stata module to perform Hadri panel unit root test |
4 |
11 |
38 |
1,866 |
14 |
42 |
139 |
4,887 |
| HEGY4: Stata module to compute Hylleberg et al seasonal unit root test |
3 |
9 |
34 |
770 |
11 |
41 |
157 |
2,266 |
| HLP2PDF: Stata module to create PDF or PostScript from Stata help file |
0 |
3 |
11 |
236 |
1 |
10 |
45 |
1,066 |
| HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data |
9 |
48 |
193 |
7,473 |
39 |
181 |
637 |
15,862 |
| IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test |
3 |
21 |
81 |
4,614 |
19 |
73 |
275 |
10,476 |
| ITSP_ADO: Stata module to accompany Introduction to Stata Programming book |
4 |
9 |
19 |
144 |
7 |
20 |
64 |
528 |
| IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation |
0 |
3 |
12 |
243 |
5 |
11 |
45 |
1,137 |
| IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg |
20 |
55 |
200 |
6,044 |
138 |
351 |
1,279 |
28,922 |
| IVGMM0: Stata module to perform instrumental variables via GMM |
0 |
1 |
7 |
1,362 |
2 |
3 |
19 |
4,229 |
| IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10) |
2 |
7 |
22 |
59 |
12 |
38 |
118 |
285 |
| IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) |
2 |
4 |
18 |
1,249 |
8 |
24 |
91 |
5,161 |
| IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) |
2 |
9 |
33 |
768 |
18 |
47 |
150 |
2,714 |
| IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation |
90 |
206 |
839 |
17,611 |
359 |
861 |
3,575 |
59,749 |
| IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments |
28 |
98 |
295 |
1,167 |
86 |
329 |
1,091 |
4,727 |
| KDENS2: Stata module to estimate bivariate kernel density |
10 |
17 |
66 |
1,262 |
38 |
101 |
346 |
4,525 |
| KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity |
14 |
55 |
180 |
3,309 |
57 |
205 |
634 |
9,846 |
| LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test |
6 |
20 |
58 |
4,061 |
36 |
114 |
314 |
10,434 |
| LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias |
2 |
9 |
29 |
335 |
7 |
33 |
103 |
1,453 |
| LOG2HTML: Stata module to produce HTML log files |
0 |
4 |
26 |
595 |
9 |
26 |
174 |
3,091 |
| LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test |
24 |
32 |
79 |
1,340 |
46 |
68 |
191 |
3,408 |
| LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries |
0 |
3 |
23 |
666 |
9 |
16 |
84 |
2,180 |
| MADFULLER: Stata module to perform Dickey-Fuller test on panel data |
1 |
5 |
11 |
1,952 |
5 |
20 |
62 |
6,469 |
| MATIN4-MATOUT4: Stata module to import and export matrices |
2 |
8 |
20 |
455 |
8 |
20 |
54 |
1,833 |
| MODLPR: Stata module to estimate long memory in a timeseries |
2 |
5 |
25 |
446 |
3 |
11 |
62 |
1,389 |
| MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel |
6 |
10 |
50 |
826 |
23 |
73 |
261 |
3,314 |
| MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel |
7 |
14 |
58 |
1,164 |
31 |
93 |
285 |
5,218 |
| NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating |
12 |
41 |
157 |
1,133 |
41 |
153 |
613 |
4,437 |
| NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends |
1 |
2 |
11 |
1,026 |
5 |
13 |
63 |
3,515 |
| OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality |
0 |
3 |
20 |
474 |
14 |
54 |
168 |
2,929 |
| ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise |
0 |
0 |
3 |
168 |
3 |
7 |
30 |
1,033 |
| ORSE: Stata module to save odds ratios and their standard errors after logit, ologit |
2 |
4 |
14 |
207 |
5 |
13 |
58 |
1,038 |
| OUTSERIES: Stata module to write timeseries to text files |
0 |
0 |
0 |
76 |
0 |
0 |
9 |
489 |
| OUTTABLE: Stata module to write matrix to LaTeX table |
11 |
37 |
121 |
2,634 |
71 |
248 |
727 |
18,088 |
| OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg2, ivreg29, ivregress, ivprobit, ivtobit, reg3 |
21 |
51 |
212 |
5,921 |
63 |
169 |
684 |
19,621 |
| PANELAUTO: Stata module to support tests for autocorrelation on panel data |
23 |
60 |
176 |
2,137 |
90 |
300 |
811 |
8,084 |
| PANELUNIT: Stata module to support unit root tests on panel data |
3 |
4 |
7 |
1,211 |
6 |
13 |
33 |
3,394 |
| PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit |
7 |
20 |
57 |
1,749 |
14 |
50 |
218 |
6,122 |
| PWCORR2: Stata module to compute pairwise correlations and return results |
1 |
7 |
23 |
241 |
12 |
44 |
161 |
1,686 |
| PWCOV: Stata module to compute pairwise covariances |
0 |
1 |
7 |
108 |
1 |
6 |
35 |
599 |
| QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients |
0 |
3 |
22 |
402 |
4 |
26 |
102 |
1,579 |
| QSTAT2: MATLAB function to compute Ljung-Box Q statistic |
3 |
15 |
57 |
2,539 |
11 |
52 |
194 |
8,243 |
| ROBLPR: Stata module to estimate long memory in a set of timeseries |
1 |
6 |
22 |
465 |
7 |
17 |
78 |
1,558 |
| ROLLING2: Stata module to perform rolling window and recursive estimation |
11 |
25 |
49 |
784 |
34 |
107 |
229 |
3,353 |
| ROLLREG: Stata module to perform rolling regression estimation |
13 |
42 |
129 |
2,332 |
57 |
184 |
606 |
7,628 |
| SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) |
1 |
9 |
32 |
631 |
27 |
95 |
474 |
5,895 |
| SPEARMAN2: Stata module to calculate Spearman rank correlations, extended |
3 |
6 |
21 |
613 |
14 |
38 |
156 |
4,624 |
| SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users |
0 |
1 |
6 |
740 |
2 |
4 |
15 |
2,245 |
| SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method |
14 |
41 |
142 |
644 |
35 |
108 |
379 |
1,858 |
| STATICFC: Stata module to compute static forecasts for a recursive rolling regression |
2 |
9 |
32 |
258 |
14 |
43 |
118 |
902 |
| STATSMAT: Stata module to place descriptive statistics in matrix |
1 |
5 |
21 |
695 |
8 |
30 |
118 |
3,334 |
| TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation |
0 |
3 |
9 |
47 |
2 |
7 |
25 |
236 |
| TORATS: Stata module to facilitate transfer of data to RATS |
0 |
0 |
1 |
167 |
2 |
4 |
30 |
1,051 |
| TOSQL: Stata module to transfer data to SQL database |
1 |
1 |
6 |
389 |
5 |
25 |
114 |
2,974 |
| TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values |
4 |
7 |
34 |
665 |
12 |
47 |
201 |
3,198 |
| TSGRAPH: Stata module to produce time series line graph |
3 |
7 |
24 |
804 |
17 |
53 |
168 |
4,830 |
| TSLIST: Stata module to list time series data |
0 |
1 |
1 |
204 |
8 |
37 |
75 |
6,431 |
| TSMKTIM: Stata module to generate time-series calendar variable |
5 |
20 |
63 |
1,063 |
22 |
93 |
339 |
3,950 |
| URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates |
0 |
1 |
5 |
196 |
0 |
5 |
27 |
702 |
| VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) |
0 |
1 |
5 |
805 |
0 |
3 |
17 |
2,637 |
| VECAR: Stata module to estimate vector autoregressive (VAR) models |
1 |
3 |
10 |
1,988 |
2 |
8 |
35 |
7,346 |
| WHITETST: Stata module to perform White's test for heteroskedasticity |
19 |
71 |
186 |
6,140 |
135 |
414 |
1,106 |
25,333 |
| WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test |
3 |
11 |
31 |
961 |
28 |
96 |
263 |
5,173 |
| XTILETEST: Stata module to test equality of percentiles across groups of observations |
0 |
2 |
11 |
16 |
2 |
12 |
61 |
105 |
| XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model |
18 |
56 |
187 |
3,927 |
80 |
248 |
900 |
15,864 |
| XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity |
45 |
122 |
327 |
3,898 |
187 |
501 |
1,362 |
12,785 |
| ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break |
38 |
117 |
390 |
4,812 |
104 |
325 |
1,112 |
11,379 |
| aer.pl, a script converting XML data to ReDIF |
0 |
2 |
5 |
161 |
2 |
10 |
26 |
1,171 |
| bejeap.pl, a script converting OAI data to ReDIF |
0 |
0 |
3 |
79 |
0 |
3 |
21 |
775 |
| bejeap2.pl, a script converting OAI data to ReDIF with Unicode support |
0 |
1 |
3 |
112 |
0 |
2 |
14 |
790 |
| cdl-ciders.pl, a script converting XML data to ReDIF |
0 |
0 |
2 |
71 |
0 |
2 |
27 |
866 |
| dspace2redif.pl, a script converting DSpace metadata to ReDIF |
0 |
1 |
9 |
174 |
1 |
12 |
75 |
1,009 |
| ectj.pl, a script converting html data to ReDIF |
0 |
0 |
2 |
77 |
0 |
1 |
6 |
906 |
| imfocpcvt.pl, a script converting html data to ReDIF |
0 |
0 |
1 |
51 |
0 |
0 |
12 |
761 |
| rjeyr.pl, a script converting html data to ReDIF |
0 |
0 |
0 |
48 |
0 |
0 |
3 |
819 |
| Total Software Items |
649 |
1,950 |
6,595 |
147,612 |
2,777 |
8,572 |
29,588 |
559,284 |
|
|
LogEc is hosted by the
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