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 Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency |
0 |
0 |
1 |
484 |
0 |
3 |
13 |
2,032 |
| A general approach to testing for autocorrelation |
2 |
9 |
64 |
64 |
4 |
21 |
134 |
134 |
| A general approach to testing for autocorrelation |
0 |
1 |
52 |
52 |
0 |
9 |
68 |
68 |
| A little bit of Stata programming goes a long way |
1 |
9 |
25 |
2,000 |
2 |
19 |
68 |
3,373 |
| A little bit of Stata programming goes a long way |
8 |
18 |
94 |
5,363 |
15 |
41 |
218 |
9,513 |
| A re-evaluation of empirical tests of the Fisher hypothesis |
0 |
0 |
2 |
386 |
1 |
2 |
18 |
1,462 |
| A re-evaluation of empirical tests of the Fisher hypothesis |
0 |
1 |
3 |
352 |
1 |
4 |
13 |
1,312 |
| A review of Stata 8.1 and its time series capabilities |
0 |
0 |
8 |
1,725 |
2 |
3 |
26 |
3,606 |
| A simple alternative to the linear probability model for binary choice models with endogenous regressors |
2 |
11 |
40 |
137 |
4 |
20 |
92 |
316 |
| An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates |
0 |
0 |
0 |
214 |
1 |
2 |
4 |
1,847 |
| An interpretation and implementation of the Theil-Goldberger 'mixed' estimator |
2 |
6 |
20 |
126 |
4 |
19 |
69 |
288 |
| Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests |
0 |
0 |
0 |
0 |
1 |
10 |
84 |
1,156 |
| Binary choice models with endogenous regressors |
4 |
16 |
65 |
195 |
7 |
33 |
130 |
303 |
| Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? |
2 |
8 |
64 |
85 |
7 |
23 |
152 |
200 |
| Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 |
0 |
0 |
0 |
58 |
1 |
1 |
7 |
630 |
| Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes |
0 |
1 |
2 |
93 |
2 |
8 |
36 |
440 |
| Corporate Liquidity Management and Future Investment Expenditures |
0 |
4 |
15 |
94 |
0 |
11 |
51 |
324 |
| Credible Disinflation Policy in a Dynamic Setting |
0 |
0 |
0 |
167 |
1 |
2 |
5 |
1,391 |
| Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises |
1 |
3 |
16 |
16 |
3 |
14 |
62 |
62 |
| Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis |
2 |
9 |
37 |
37 |
8 |
23 |
61 |
61 |
| Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises |
4 |
14 |
67 |
67 |
7 |
31 |
86 |
86 |
| Does Regular Economic News from Emerging Countries Move Markets? Evidence from Chinese Macro Announcements |
0 |
2 |
12 |
12 |
3 |
10 |
30 |
30 |
| Does the Tenure of Private Equity Investment Improve the Performance of European Firms? |
0 |
0 |
2 |
80 |
3 |
5 |
23 |
104 |
| Does the tenure of Private Equity investment improve the performance of European firms? |
0 |
2 |
3 |
65 |
4 |
8 |
15 |
166 |
| Dynamics of Intra-EMS Interest Rate Linkages |
0 |
0 |
0 |
60 |
1 |
1 |
7 |
305 |
| Dynamics of Intra-EMS Interest Rate Linkages |
0 |
0 |
2 |
186 |
0 |
1 |
13 |
951 |
| Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports |
2 |
3 |
14 |
312 |
4 |
10 |
46 |
861 |
| Efficient Management of Multi-Frequency Panel Data with Stata |
1 |
2 |
6 |
693 |
1 |
3 |
19 |
1,746 |
| Efficient management of multi-frequency panel data with Stata |
2 |
2 |
30 |
489 |
6 |
15 |
89 |
1,202 |
| Enhanced routines for instrumental variables/GMM estimation and testing |
1 |
6 |
28 |
519 |
2 |
19 |
78 |
1,060 |
| Enhanced routines for instrumental variables/GMM estimation and testing |
9 |
35 |
138 |
1,923 |
20 |
96 |
361 |
3,644 |
| Evaluating one-way and two-way cluster-robust covariance matrix estimates |
3 |
8 |
35 |
364 |
3 |
17 |
97 |
833 |
| Evaluating one-way and two-way cluster-robust covariance matrix estimates |
0 |
3 |
16 |
149 |
1 |
6 |
52 |
371 |
| Evaluating one-way and two-way cluster–robust covariance matrix estimates |
3 |
10 |
38 |
164 |
11 |
33 |
127 |
509 |
| Exchange Rate Effects on the Volume and Variability of Trade Flows |
1 |
2 |
7 |
981 |
1 |
5 |
36 |
3,107 |
| Exchange Rate Effects on the Volume and Variability of Trade Flows |
0 |
0 |
0 |
3 |
0 |
4 |
20 |
1,572 |
| Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data |
1 |
4 |
12 |
809 |
9 |
18 |
89 |
2,270 |
| Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data |
1 |
3 |
10 |
681 |
1 |
4 |
20 |
1,710 |
| Exchange Rate Uncertainty and Firm Profitability |
1 |
5 |
32 |
655 |
3 |
17 |
105 |
2,271 |
| Facilitating Applied Economic Research with Stata |
4 |
11 |
50 |
830 |
10 |
32 |
143 |
1,933 |
| Firm Investment and Financial Frictions |
0 |
0 |
1 |
171 |
0 |
2 |
12 |
428 |
| Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums |
0 |
0 |
5 |
548 |
0 |
1 |
51 |
2,047 |
| Fractional Cointegration Analysis of Long Term International Interest Rates |
0 |
1 |
4 |
786 |
1 |
2 |
14 |
2,850 |
| Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates |
0 |
2 |
3 |
378 |
4 |
13 |
34 |
2,122 |
| Fractional Dynamics in Japanese Financial Time Series |
0 |
0 |
2 |
325 |
1 |
6 |
23 |
1,474 |
| Fractional Monetary Dynamics |
0 |
0 |
2 |
213 |
0 |
0 |
17 |
1,140 |
| Implementing econometric estimators with Mata |
0 |
0 |
9 |
230 |
0 |
0 |
19 |
369 |
| Implementing econometric estimators with Mata |
0 |
0 |
2 |
143 |
0 |
1 |
13 |
254 |
| Implementing new econometric tools in Stata |
5 |
20 |
112 |
133 |
9 |
28 |
197 |
228 |
| Instrumental variables and GMM: Estimation and testing |
15 |
40 |
165 |
4,337 |
28 |
93 |
389 |
8,352 |
| Instrumental variables and GMM: Estimation and testing |
0 |
2 |
8 |
596 |
3 |
8 |
38 |
1,401 |
| Instrumental variables and GMM: Estimation and testing |
1 |
1 |
14 |
1,226 |
4 |
16 |
68 |
2,331 |
| Instrumental variables estimation using heteroskedasticity-based instruments |
1 |
2 |
49 |
49 |
7 |
12 |
101 |
101 |
| Instrumental variables estimation using heteroskedasticity-based instruments |
2 |
13 |
58 |
154 |
4 |
20 |
99 |
266 |
| Instrumental variables: Overview and advances |
3 |
8 |
20 |
819 |
5 |
13 |
41 |
1,403 |
| Long Memory and Forecasting in Euroyen Deposit Rates |
0 |
0 |
0 |
301 |
1 |
2 |
8 |
1,895 |
| Long Memory in the Greek Stock Market |
0 |
0 |
2 |
969 |
3 |
5 |
21 |
5,331 |
| Long Term Dependence in Stock Returns |
0 |
1 |
2 |
611 |
0 |
5 |
12 |
1,763 |
| Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? |
1 |
1 |
3 |
515 |
2 |
7 |
26 |
2,289 |
| Long-Memory Forecasting of U.S. Monetary Indices |
0 |
2 |
2 |
256 |
0 |
6 |
15 |
658 |
| Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance |
0 |
0 |
1 |
88 |
0 |
0 |
2 |
433 |
| Macroeconomic Uncertainty and Credit Default Swap Spreads |
0 |
4 |
10 |
187 |
1 |
11 |
33 |
452 |
| Macroeconomic Uncertainty and Firm Leverage |
0 |
1 |
7 |
146 |
0 |
12 |
58 |
553 |
| Macroeconomics Uncertainty and Firm Leverage |
0 |
1 |
2 |
84 |
0 |
3 |
20 |
415 |
| Modeling Returns on the Term Structure of Treasury Interest Rates |
0 |
2 |
2 |
817 |
1 |
5 |
14 |
3,390 |
| Modeling fixed income excess returns |
0 |
0 |
1 |
425 |
1 |
2 |
18 |
2,358 |
| Modelling Federal Reserve Discount Policy |
0 |
0 |
1 |
178 |
1 |
6 |
27 |
1,724 |
| Monetary Policy in the Transition to a Zero Federal Deficit |
0 |
0 |
0 |
201 |
0 |
0 |
6 |
2,100 |
| Nearest-Neighbor Forecasts of U.S. Interest Rates |
1 |
1 |
4 |
825 |
3 |
4 |
14 |
3,979 |
| Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era |
0 |
0 |
5 |
867 |
1 |
5 |
29 |
4,732 |
| Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports |
1 |
3 |
14 |
741 |
2 |
10 |
32 |
2,042 |
| Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate |
0 |
0 |
5 |
733 |
1 |
6 |
30 |
7,332 |
| On the Investment Sensitivity of Debt under Uncertainty |
0 |
0 |
5 |
160 |
2 |
3 |
18 |
347 |
| On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty |
0 |
0 |
7 |
433 |
1 |
5 |
52 |
1,167 |
| On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty |
1 |
1 |
4 |
260 |
2 |
3 |
23 |
729 |
| Parliamentary Election Cycles and the Turkish Banking Sector |
1 |
1 |
3 |
29 |
1 |
2 |
19 |
132 |
| Parliamentary Election Cycles and the Turkish Banking Sector |
0 |
0 |
0 |
27 |
1 |
3 |
19 |
100 |
| Parliamentary Election Cycles and the Turkish Banking Sector |
0 |
0 |
3 |
158 |
2 |
6 |
34 |
456 |
| Persistence in International Inflation Rates |
0 |
0 |
3 |
550 |
1 |
3 |
15 |
4,953 |
| Persistent Dependence in Foreign Exchange Rates? A Reexamination |
0 |
2 |
3 |
366 |
0 |
2 |
14 |
2,175 |
| Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms |
0 |
0 |
2 |
1,254 |
1 |
3 |
10 |
5,835 |
| Political patronage in Ukranian banking |
0 |
0 |
1 |
131 |
0 |
1 |
16 |
623 |
| Powerful new tools for time series analysis |
1 |
1 |
9 |
495 |
2 |
6 |
28 |
855 |
| Q, Cash Flow and Investment: An Econometric Critique |
0 |
0 |
2 |
369 |
0 |
2 |
9 |
1,647 |
| R&D Expenditures and Geographical Sales Diversification |
1 |
3 |
23 |
118 |
4 |
15 |
65 |
276 |
| Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say |
0 |
1 |
3 |
156 |
0 |
2 |
10 |
388 |
| Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money |
0 |
0 |
1 |
254 |
0 |
2 |
5 |
1,939 |
| Rolling Regressions with Stata |
1 |
15 |
47 |
1,516 |
10 |
46 |
148 |
3,493 |
| Sectoral Fluctuations in U.K. Firms' Investment Expenditures |
0 |
0 |
2 |
111 |
0 |
0 |
14 |
788 |
| Sectoral Fluctuations in U.K. Firms' Investment Expenditures |
0 |
0 |
1 |
90 |
2 |
3 |
14 |
540 |
| Should you become a Stata programmer? |
1 |
3 |
12 |
1,038 |
1 |
5 |
32 |
1,480 |
| Stata: The language of choice for time series analysis? |
1 |
4 |
14 |
1,880 |
8 |
16 |
63 |
3,704 |
| Stochastic Long Memory in Traded Goods Prices |
1 |
2 |
2 |
135 |
1 |
3 |
13 |
803 |
| The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity |
0 |
3 |
8 |
185 |
2 |
8 |
41 |
479 |
| The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany |
0 |
0 |
3 |
133 |
3 |
4 |
20 |
699 |
| The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany |
0 |
0 |
3 |
26 |
2 |
3 |
17 |
195 |
| The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms |
0 |
3 |
10 |
273 |
2 |
10 |
44 |
1,352 |
| The Effects of Short-Term Liabilities on Profitability: The Case of Germany |
0 |
0 |
4 |
94 |
1 |
3 |
20 |
451 |
| The Effects of Short-Term Liabilities on Profitability: The Case of Germany |
0 |
4 |
14 |
125 |
1 |
14 |
80 |
619 |
| The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity |
0 |
2 |
8 |
99 |
6 |
11 |
47 |
284 |
| The Effects of Uncertainty on the Leverage of Non-Financial Firms |
0 |
0 |
1 |
268 |
1 |
3 |
11 |
1,002 |
| The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates |
0 |
0 |
0 |
46 |
0 |
1 |
6 |
350 |
| The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates |
0 |
1 |
2 |
815 |
1 |
3 |
19 |
2,915 |
| The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test |
0 |
0 |
3 |
978 |
0 |
3 |
20 |
3,972 |
| The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis |
0 |
0 |
6 |
90 |
1 |
3 |
21 |
230 |
| The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis |
0 |
2 |
6 |
92 |
1 |
6 |
43 |
284 |
| The Impact of Macroeconomic Uncertainty on Bank Lending Behavior |
0 |
0 |
8 |
400 |
1 |
3 |
32 |
1,072 |
| The Impact of Macroeconomic Uncertainty on Bank Lending Behavior |
0 |
0 |
4 |
203 |
1 |
3 |
21 |
591 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms |
1 |
3 |
11 |
111 |
4 |
10 |
64 |
481 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms |
0 |
1 |
5 |
212 |
0 |
2 |
19 |
559 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms |
0 |
0 |
2 |
43 |
0 |
4 |
26 |
255 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms |
0 |
3 |
7 |
128 |
1 |
11 |
33 |
515 |
| The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage |
0 |
2 |
4 |
184 |
0 |
4 |
18 |
494 |
| The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity |
1 |
2 |
13 |
375 |
3 |
8 |
53 |
1,644 |
| The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms |
0 |
0 |
0 |
167 |
1 |
2 |
12 |
631 |
| The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity |
0 |
1 |
1 |
36 |
0 |
1 |
11 |
182 |
| The Impact of the Financial System's Structure on Firms' Financial Constraints |
0 |
0 |
5 |
195 |
2 |
5 |
44 |
550 |
| The Volatility of International Trade Flows and Exchange Rate Uncertainty |
1 |
1 |
7 |
193 |
3 |
4 |
27 |
486 |
| The contextual effects of social capital on health: a cross-national instrumental variable analysis |
0 |
1 |
7 |
87 |
0 |
2 |
32 |
156 |
| The role of uncertainty in the transmission of monetary policy effects on bank lending |
0 |
0 |
6 |
314 |
1 |
7 |
29 |
973 |
| The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds |
0 |
0 |
3 |
517 |
1 |
6 |
24 |
1,471 |
| The second moments matter: The response of bank lending behavior to macroeconomic uncertainty |
0 |
2 |
9 |
183 |
2 |
14 |
54 |
682 |
| The second moments matter: The response of bank lending behavior to macroeconomic uncertainty |
0 |
1 |
5 |
144 |
0 |
2 |
17 |
465 |
| The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty |
0 |
0 |
0 |
68 |
1 |
1 |
16 |
211 |
| Time series filtering techniques in Stata |
8 |
37 |
112 |
913 |
22 |
98 |
311 |
1,908 |
| Time series filtering techniques in Stata |
3 |
7 |
23 |
409 |
4 |
18 |
69 |
872 |
| Time-Varying Risk Premia in the Foreign Currency Futures Basis |
0 |
0 |
5 |
651 |
1 |
6 |
36 |
3,206 |
| Tobin's Q And Financial Policy Revisited |
0 |
0 |
0 |
0 |
2 |
5 |
12 |
851 |
| Topics in time series regression modeling |
2 |
4 |
31 |
1,440 |
6 |
36 |
155 |
3,569 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
0 |
3 |
50 |
0 |
3 |
16 |
218 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
0 |
0 |
44 |
2 |
5 |
17 |
279 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
0 |
3 |
167 |
4 |
5 |
17 |
620 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
0 |
0 |
63 |
1 |
3 |
19 |
296 |
| Uncertainty Determinants of Firm Investment |
0 |
2 |
5 |
271 |
2 |
5 |
30 |
648 |
| Using Mata to work more effectively with Stata: A tutorial |
1 |
5 |
50 |
509 |
2 |
8 |
97 |
880 |
| Using Mata to work more effectively with Stata: A tutorial |
1 |
1 |
6 |
409 |
3 |
4 |
25 |
736 |
| Using Mata to work more effectively with Stata: A tutorial |
1 |
14 |
89 |
2,298 |
7 |
33 |
175 |
3,670 |
| Using Stata for Applied Research: Reviewing its Capabilities |
6 |
14 |
54 |
675 |
7 |
20 |
93 |
899 |
| Using instrumental variables techniques in economics and finance |
1 |
4 |
24 |
522 |
2 |
10 |
43 |
811 |
| Waves and Persistence in Merger and Acquisition Activity |
0 |
5 |
11 |
2,035 |
2 |
14 |
60 |
8,584 |
| cron, perl and Stata: automated production and presentation of a business-daily index |
0 |
1 |
4 |
230 |
3 |
7 |
24 |
765 |
| Total Working Papers |
121 |
472 |
2,257 |
65,742 |
388 |
1,479 |
6,989 |
204,953 |
1 registered items for which data could not be found
| 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 |
4 |
172 |
| A logit analysis of the factor content of West German foreign trade |
0 |
0 |
0 |
11 |
0 |
1 |
7 |
73 |
| A nonparametric investigation of the 90-day t-bill rate |
0 |
0 |
0 |
38 |
0 |
2 |
9 |
527 |
| A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency |
0 |
0 |
0 |
45 |
0 |
0 |
8 |
387 |
| A review of Stata 8.1 and its time series capabilities |
1 |
2 |
4 |
190 |
2 |
5 |
14 |
538 |
| A test for long-range dependence in a time series |
0 |
0 |
2 |
34 |
0 |
1 |
6 |
95 |
| Activist policy and macroeconomic instability |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
118 |
| An empirical analysis of the composition of manufacturing employment in the industrialized countries |
0 |
1 |
1 |
13 |
0 |
2 |
3 |
59 |
| Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques |
0 |
0 |
0 |
109 |
0 |
3 |
5 |
596 |
| Compacting time series data |
0 |
0 |
2 |
34 |
0 |
1 |
10 |
87 |
| Coordination of large macroeconomies'policies and the stability of small economies |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
58 |
| Cumulative author index, volumes 1-13 |
0 |
2 |
3 |
3 |
1 |
8 |
15 |
15 |
| Dynamic adjustment of firms' capital structures in a varying-risk environment |
0 |
0 |
0 |
15 |
1 |
1 |
4 |
60 |
| Dynamics of Intra-EMS Interest Rate Linkages |
0 |
0 |
3 |
35 |
0 |
0 |
24 |
200 |
| Enhanced routines for instrumental variables/generalized method of moments estimation and testing |
15 |
39 |
130 |
1,003 |
24 |
61 |
218 |
1,648 |
| Evaluating concavity for production and cost functions |
0 |
0 |
0 |
87 |
0 |
4 |
18 |
200 |
| Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports |
0 |
0 |
1 |
93 |
1 |
2 |
8 |
433 |
| Exchange Rate Uncertainty and Firm Profitability |
0 |
0 |
3 |
61 |
2 |
3 |
17 |
324 |
| Exchange rate effects on the volume and variability of trade flows |
0 |
7 |
21 |
219 |
0 |
14 |
57 |
742 |
| Foreword |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
29 |
| Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums |
0 |
0 |
1 |
78 |
0 |
0 |
20 |
358 |
| Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
62 |
| Fractional dynamics in Japanese financial time series |
0 |
0 |
1 |
28 |
1 |
1 |
9 |
192 |
| Fractional monetary dynamics |
0 |
0 |
1 |
28 |
6 |
8 |
17 |
314 |
| Instrumental variables and GMM: Estimation and testing |
4 |
24 |
106 |
2,975 |
12 |
60 |
258 |
6,680 |
| Long memory in the Greek stock market |
0 |
0 |
1 |
96 |
0 |
2 |
15 |
519 |
| Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? |
0 |
0 |
2 |
48 |
0 |
3 |
15 |
299 |
| Long-memory forecasting of US monetary indices |
1 |
2 |
2 |
32 |
1 |
4 |
10 |
175 |
| Long-term dependence in stock returns |
1 |
1 |
3 |
79 |
1 |
1 |
10 |
367 |
| Macroeconomic uncertainty and credit default swap spreads |
0 |
3 |
6 |
62 |
5 |
35 |
56 |
212 |
| Metadata for user-written contributions to the Stata programming language |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
63 |
| Metadata for user-written contributions to the Stata programming language: extensions |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
53 |
| Modelling Federal Reserve Discount Policy |
0 |
0 |
1 |
80 |
1 |
1 |
6 |
890 |
| Multivariate portmanteau (Q) test for white noise |
0 |
3 |
8 |
207 |
1 |
15 |
32 |
687 |
| Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era |
0 |
0 |
4 |
83 |
0 |
2 |
21 |
429 |
| Nonlinear effects of exchange rate volatility on the volume of bilateral exports |
0 |
1 |
18 |
359 |
2 |
9 |
52 |
1,100 |
| On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 |
0 |
0 |
0 |
0 |
1 |
1 |
11 |
531 |
| On the investment sensitivity of debt under uncertainty |
0 |
1 |
9 |
54 |
0 |
2 |
22 |
189 |
| On the sensitivity of firms' investment to cash flow and uncertainty |
0 |
0 |
8 |
80 |
2 |
4 |
34 |
264 |
| On the sensitivity of optimal control solutions |
0 |
0 |
0 |
22 |
1 |
2 |
4 |
85 |
| On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty |
1 |
2 |
17 |
81 |
3 |
10 |
61 |
254 |
| Parliamentary election cycles and the Turkish banking sector |
0 |
2 |
19 |
44 |
9 |
30 |
79 |
188 |
| Persistence in International Inflation Rates |
0 |
0 |
0 |
0 |
1 |
2 |
8 |
72 |
| Political patronage in Ukrainian banking |
0 |
0 |
4 |
38 |
0 |
4 |
30 |
244 |
| Q, Cash Flow and Investment: An Econometric Critique |
0 |
0 |
0 |
44 |
0 |
5 |
15 |
274 |
| Reexamining the term structure of interest rates and the interwar demand for money |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Residual diagnostics for cross-section time series regression models |
1 |
6 |
11 |
908 |
2 |
11 |
30 |
2,524 |
| Richard Sperling (1961-2011) |
0 |
0 |
0 |
0 |
5 |
9 |
23 |
115 |
| Sectoral fluctuations in U.K. firms' investment expenditures |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
8 |
| Stata tip 37: And the last shall be first |
0 |
0 |
0 |
38 |
0 |
0 |
2 |
120 |
| Stata tip 38: Testing for groupwise heteroskedasticity |
1 |
11 |
44 |
510 |
3 |
27 |
87 |
1,021 |
| Stata tip 40: Taking care of business |
13 |
54 |
173 |
640 |
26 |
90 |
351 |
1,242 |
| Stata tip 45: Getting those data into shape |
2 |
2 |
7 |
163 |
3 |
7 |
18 |
431 |
| Stata tip 63: Modeling proportions |
1 |
7 |
16 |
262 |
2 |
9 |
24 |
426 |
| Stata tip 73: append with care! |
0 |
1 |
3 |
153 |
1 |
2 |
7 |
361 |
| Stata tip 88: Efficiently evaluating elasticities with the margins command |
0 |
0 |
0 |
0 |
0 |
5 |
25 |
271 |
| Stata: The language of choice for time-series analysis? |
1 |
2 |
8 |
352 |
2 |
7 |
27 |
915 |
| Stochastic long memory in traded goods prices |
0 |
0 |
0 |
21 |
0 |
2 |
6 |
170 |
| THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS |
0 |
3 |
7 |
62 |
2 |
6 |
25 |
258 |
| THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING |
0 |
2 |
6 |
6 |
1 |
8 |
19 |
19 |
| Test for autoregressive conditional heteroskedasticity in regression error distribution |
1 |
1 |
4 |
53 |
2 |
2 |
9 |
148 |
| Tests for heteroskedasticity in regression error distribution |
1 |
2 |
4 |
46 |
1 |
2 |
6 |
129 |
| Tests for long memory in a time series |
0 |
1 |
9 |
99 |
0 |
2 |
18 |
163 |
| Tests for serial correlation in regression error distribution |
0 |
0 |
1 |
37 |
0 |
1 |
3 |
106 |
| Tests for stationarity of a time series |
1 |
4 |
13 |
202 |
3 |
8 |
25 |
375 |
| Tests for stationarity of a time series: update |
0 |
0 |
1 |
56 |
1 |
1 |
7 |
108 |
| The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity |
0 |
4 |
8 |
8 |
1 |
7 |
26 |
26 |
| The contextual effects of social capital on health: A cross-national instrumental variable analysis |
0 |
0 |
3 |
11 |
2 |
3 |
18 |
42 |
| The effects of price- and output-stabilising policies in an interdependent world economy |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
54 |
| The effects of uncertainty and corporate governance on firms’ demand for liquidity |
0 |
1 |
6 |
22 |
1 |
5 |
28 |
89 |
| The forward rate unbiasedness hypothesis reexamined: evidence from a new test |
0 |
0 |
4 |
75 |
1 |
12 |
43 |
325 |
| The impact of macroeconomic uncertainty on firms' changes in financial leverage |
0 |
2 |
6 |
77 |
1 |
7 |
26 |
219 |
| The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity |
1 |
4 |
9 |
116 |
3 |
8 |
30 |
379 |
| The impact of the financial system's structure on firms' financial constraints |
2 |
5 |
30 |
76 |
10 |
37 |
214 |
541 |
| The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds |
0 |
2 |
6 |
49 |
2 |
10 |
25 |
148 |
| Tobin's Q, intangible capital, and financial policy |
0 |
0 |
0 |
89 |
0 |
0 |
4 |
293 |
| Tobin's q and measurement error: Caveat investigator |
0 |
0 |
1 |
89 |
0 |
0 |
6 |
294 |
| USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES |
0 |
0 |
0 |
0 |
1 |
6 |
28 |
190 |
| Ukrainische Banken: politische Patronage von Bedeutung |
0 |
0 |
0 |
30 |
1 |
7 |
50 |
362 |
| Uncertainty determinants of corporate liquidity |
1 |
2 |
6 |
104 |
2 |
7 |
39 |
344 |
| Uncertainty determinants of firm investment |
0 |
2 |
10 |
89 |
1 |
5 |
24 |
293 |
| Utility for time series data |
0 |
2 |
6 |
168 |
1 |
21 |
89 |
835 |
| Waves and persistence in merger and acquisition activity |
0 |
0 |
2 |
166 |
0 |
2 |
15 |
633 |
| Total Journal Articles |
49 |
210 |
785 |
11,349 |
159 |
647 |
2,609 |
34,839 |
| 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 |
2 |
10 |
41 |
41 |
9 |
46 |
192 |
192 |
| ARCH: MATLAB function to compute ARCH test |
2 |
14 |
40 |
1,637 |
22 |
96 |
223 |
5,211 |
| ARCHLM: Stata module to calculate LM test for ARCH effects |
3 |
15 |
68 |
1,398 |
20 |
117 |
429 |
6,632 |
| ARFIMAFC: RATS modules to forecast fractionally differenced timeseries |
0 |
1 |
3 |
641 |
2 |
7 |
29 |
1,824 |
| ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model |
5 |
22 |
63 |
1,527 |
27 |
122 |
400 |
6,634 |
| ARRANGEDAR: RATS procedures to calculate arranged autoregressions |
0 |
0 |
3 |
261 |
2 |
3 |
12 |
854 |
| 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 |
2 |
8 |
25 |
25 |
11 |
38 |
155 |
155 |
| AVPLOT3: Stata module to generate partial regression plots for subsamples |
0 |
1 |
7 |
160 |
4 |
15 |
77 |
1,926 |
| BCUSE: Stata module to access instructional datasets on Boston College server |
0 |
12 |
65 |
111 |
11 |
82 |
285 |
509 |
| BETACOEF: Stata module to calculate beta coefficients from regression |
2 |
9 |
42 |
1,452 |
22 |
94 |
384 |
9,784 |
| BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation |
4 |
9 |
25 |
1,661 |
22 |
94 |
326 |
10,240 |
| BIDENSITY: Stata module to produce and graph bivariate density estimates |
6 |
12 |
53 |
72 |
18 |
53 |
253 |
340 |
| BKING: Stata module to implement Baxter-King filter for timeseries data |
1 |
4 |
25 |
1,199 |
4 |
29 |
146 |
4,052 |
| BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity |
2 |
10 |
31 |
2,551 |
11 |
71 |
231 |
9,709 |
| BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data |
1 |
4 |
9 |
194 |
2 |
6 |
41 |
922 |
| CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data |
1 |
4 |
17 |
419 |
2 |
9 |
60 |
1,110 |
| CHECKREG3: Stata module to check identification status of simultaneous equations system |
2 |
2 |
15 |
285 |
3 |
9 |
62 |
1,065 |
| CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks |
42 |
92 |
251 |
1,621 |
83 |
270 |
771 |
4,596 |
| CMAXUSE: Stata module to access Cmax instructional datasets |
0 |
1 |
4 |
6 |
0 |
2 |
19 |
34 |
| CNSRSIG: Stata module to evaluate validity of restrictions on a regression |
1 |
4 |
16 |
367 |
2 |
20 |
94 |
1,921 |
| CUSUM6: Stata module to compute cusum, cusum^2 stability tests |
7 |
31 |
129 |
1,325 |
36 |
105 |
415 |
4,336 |
| DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method |
12 |
51 |
220 |
1,729 |
50 |
158 |
758 |
5,477 |
| DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test |
3 |
12 |
64 |
2,895 |
18 |
103 |
368 |
12,279 |
| DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy |
16 |
43 |
141 |
1,460 |
34 |
133 |
404 |
3,605 |
| DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates |
4 |
16 |
88 |
1,005 |
18 |
85 |
400 |
3,747 |
| DURBINH: Stata module to calculate Durbin's h test for serial correlation |
3 |
14 |
42 |
1,360 |
23 |
135 |
371 |
7,270 |
| FRACDIFF: Stata module to generate fractionally-differenced timeseries |
1 |
7 |
31 |
351 |
4 |
14 |
76 |
1,196 |
| FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries |
5 |
8 |
36 |
871 |
9 |
31 |
168 |
3,512 |
| GENEIGEN: Stata module to calculate eigenvalues of a real general matrix |
0 |
2 |
24 |
432 |
8 |
42 |
214 |
2,399 |
| GHISTCUM: Stata module to graph histogram and cumulative distribution |
2 |
6 |
32 |
709 |
15 |
51 |
227 |
4,347 |
| GPHROB: RATS modules to perform tests for fractional integration of timeseries |
0 |
4 |
12 |
652 |
1 |
9 |
46 |
1,706 |
| GPHUDAK: Stata module to estimate long memory in a timeseries |
1 |
8 |
25 |
437 |
3 |
22 |
63 |
1,169 |
| GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries |
0 |
0 |
2 |
313 |
2 |
7 |
28 |
889 |
| HADRILM: Stata module to perform Hadri panel unit root test |
8 |
14 |
38 |
1,761 |
12 |
36 |
132 |
4,483 |
| HEGY4: Stata module to compute Hylleberg et al seasonal unit root test |
7 |
12 |
57 |
654 |
13 |
36 |
154 |
1,791 |
| HLP2PDF: Stata module to create PDF or PostScript from Stata help file |
0 |
3 |
15 |
204 |
1 |
15 |
63 |
924 |
| HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data |
32 |
113 |
485 |
6,695 |
63 |
257 |
1,208 |
13,435 |
| IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test |
13 |
46 |
159 |
4,362 |
41 |
141 |
492 |
9,603 |
| ITSP_ADO: Stata module to accompany Introduction to Stata Programming book |
0 |
2 |
11 |
94 |
0 |
9 |
42 |
329 |
| IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation |
4 |
7 |
21 |
211 |
7 |
15 |
65 |
984 |
| IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg |
14 |
46 |
314 |
5,281 |
80 |
308 |
2,216 |
23,628 |
| IVGMM0: Stata module to perform instrumental variables via GMM |
1 |
1 |
12 |
1,341 |
3 |
10 |
56 |
4,130 |
| IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) |
4 |
12 |
43 |
1,192 |
9 |
23 |
143 |
4,886 |
| IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) |
4 |
15 |
89 |
659 |
20 |
61 |
350 |
2,229 |
| IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation |
79 |
261 |
1,204 |
14,657 |
271 |
908 |
4,173 |
46,676 |
| IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments |
18 |
70 |
232 |
357 |
77 |
368 |
1,454 |
1,826 |
| KDENS2: Stata module to estimate bivariate kernel density |
2 |
11 |
69 |
1,069 |
15 |
63 |
344 |
3,519 |
| KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity |
20 |
66 |
239 |
2,764 |
54 |
212 |
773 |
7,880 |
| LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test |
6 |
28 |
135 |
3,869 |
35 |
119 |
590 |
9,393 |
| LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias |
1 |
9 |
28 |
271 |
11 |
54 |
178 |
1,149 |
| LOG2HTML: Stata module to produce HTML log files |
7 |
8 |
24 |
532 |
11 |
34 |
132 |
2,629 |
| LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test |
5 |
13 |
85 |
1,086 |
14 |
33 |
248 |
2,759 |
| LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries |
0 |
8 |
30 |
610 |
4 |
27 |
126 |
1,949 |
| MADFULLER: Stata module to perform Dickey-Fuller test on panel data |
1 |
14 |
48 |
1,899 |
5 |
42 |
229 |
6,171 |
| MATIN4-MATOUT4: Stata module to import and export matrices |
2 |
10 |
42 |
400 |
14 |
54 |
253 |
1,633 |
| MODLPR: Stata module to estimate long memory in a timeseries |
1 |
4 |
25 |
398 |
3 |
16 |
78 |
1,223 |
| MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel |
1 |
8 |
55 |
625 |
8 |
42 |
265 |
2,484 |
| MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel |
5 |
19 |
124 |
954 |
41 |
149 |
624 |
4,019 |
| NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating |
11 |
31 |
115 |
638 |
34 |
116 |
519 |
2,621 |
| NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends |
2 |
7 |
26 |
985 |
9 |
26 |
103 |
3,288 |
| OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality |
1 |
3 |
22 |
428 |
5 |
28 |
147 |
2,519 |
| ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise |
1 |
2 |
13 |
155 |
1 |
7 |
44 |
942 |
| ORSE: Stata module to save odds ratios and their standard errors after logit, ologit |
1 |
1 |
10 |
177 |
3 |
6 |
64 |
885 |
| OUTSERIES: Stata module to write timeseries to text files |
0 |
1 |
1 |
76 |
1 |
2 |
8 |
467 |
| OUTTABLE: Stata module to write matrix to LaTeX table |
11 |
43 |
209 |
2,188 |
69 |
248 |
1,191 |
15,450 |
| OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg, ivreg2, ivreg29, ivprobit, ivtobit, reg3 |
19 |
52 |
308 |
5,228 |
66 |
223 |
1,313 |
17,033 |
| PANELAUTO: Stata module to support tests for autocorrelation on panel data |
7 |
33 |
128 |
1,638 |
37 |
159 |
551 |
6,000 |
| PANELUNIT: Stata module to support unit root tests on panel data |
2 |
4 |
28 |
1,182 |
5 |
17 |
121 |
3,279 |
| PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit |
6 |
15 |
88 |
1,544 |
22 |
85 |
370 |
5,312 |
| PWCORR2: Stata module to compute pairwise correlations and return results |
0 |
4 |
29 |
166 |
10 |
35 |
195 |
1,050 |
| PWCOV: Stata module to compute pairwise covariances |
0 |
0 |
6 |
89 |
3 |
5 |
49 |
485 |
| QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients |
3 |
5 |
32 |
326 |
10 |
31 |
182 |
1,282 |
| QSTAT2: MATLAB function to compute Ljung-Box Q statistic |
3 |
18 |
72 |
2,268 |
18 |
79 |
259 |
7,452 |
| ROBLPR: Stata module to estimate long memory in a set of timeseries |
2 |
8 |
26 |
411 |
7 |
26 |
88 |
1,353 |
| ROLLING2: Stata module to perform rolling window and recursive estimation |
2 |
17 |
69 |
646 |
11 |
80 |
329 |
2,678 |
| ROLLREG: Stata module to perform rolling regression estimation |
14 |
37 |
154 |
1,840 |
39 |
126 |
609 |
5,394 |
| SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) |
2 |
11 |
43 |
503 |
26 |
105 |
483 |
4,341 |
| SPEARMAN2: Stata module to calculate Spearman rank correlations, extended |
0 |
4 |
33 |
551 |
22 |
90 |
390 |
3,997 |
| SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users |
3 |
5 |
13 |
711 |
4 |
12 |
38 |
2,173 |
| SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method |
11 |
28 |
125 |
239 |
23 |
80 |
371 |
683 |
| STATICFC: Stata module to compute static forecasts for a recursive rolling regression |
3 |
18 |
73 |
103 |
13 |
60 |
268 |
380 |
| STATSMAT: Stata module to place descriptive statistics in matrix |
4 |
10 |
32 |
637 |
16 |
46 |
177 |
3,003 |
| TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation |
0 |
1 |
3 |
28 |
3 |
7 |
35 |
167 |
| TORATS: Stata module to facilitate transfer of data to RATS |
0 |
2 |
7 |
151 |
1 |
7 |
36 |
954 |
| TOSQL: Stata module to transfer data to SQL database |
1 |
3 |
9 |
360 |
7 |
21 |
94 |
2,664 |
| TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values |
1 |
14 |
60 |
470 |
13 |
53 |
258 |
2,276 |
| TSGRAPH: Stata module to produce time series line graph |
1 |
1 |
17 |
737 |
5 |
23 |
132 |
4,313 |
| TSLIST: Stata module to list time series data |
0 |
0 |
2 |
203 |
3 |
18 |
65 |
6,303 |
| TSMKTIM: Stata module to generate time-series calendar variable |
2 |
13 |
49 |
876 |
11 |
65 |
235 |
3,150 |
| URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates |
0 |
1 |
11 |
174 |
2 |
7 |
38 |
603 |
| VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) |
0 |
3 |
6 |
789 |
0 |
11 |
26 |
2,570 |
| VECAR: Stata module to estimate vector autoregressive (VAR) models |
3 |
13 |
56 |
1,927 |
6 |
53 |
258 |
7,021 |
| WHITETST: Stata module to perform White's test for heteroskedasticity |
25 |
82 |
305 |
5,580 |
81 |
452 |
1,710 |
21,889 |
| WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test |
2 |
14 |
41 |
876 |
11 |
57 |
240 |
4,559 |
| XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model |
16 |
59 |
228 |
3,366 |
63 |
283 |
1,097 |
13,170 |
| XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity |
22 |
107 |
356 |
2,912 |
89 |
423 |
1,339 |
8,734 |
| ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break |
26 |
80 |
376 |
3,650 |
70 |
244 |
1,050 |
8,078 |
| aer.pl, a script converting XML data to ReDIF |
0 |
0 |
6 |
144 |
1 |
14 |
60 |
1,083 |
| bejeap.pl, a script converting OAI data to ReDIF |
1 |
1 |
3 |
67 |
1 |
5 |
26 |
717 |
| bejeap2.pl, a script converting OAI data to ReDIF with Unicode support |
0 |
0 |
7 |
92 |
5 |
9 |
40 |
714 |
| cdl-ciders.pl, a script converting XML data to ReDIF |
0 |
0 |
5 |
57 |
3 |
8 |
36 |
790 |
| dspace2redif.pl, a script converting DSpace metadata to ReDIF |
0 |
3 |
21 |
135 |
5 |
16 |
103 |
782 |
| ectj.pl, a script converting html data to ReDIF |
0 |
0 |
1 |
72 |
1 |
4 |
22 |
871 |
| imfocpcvt.pl, a script converting html data to ReDIF |
0 |
0 |
1 |
49 |
0 |
2 |
15 |
734 |
| rjeyr.pl, a script converting html data to ReDIF |
0 |
0 |
0 |
43 |
0 |
4 |
22 |
797 |
| Total Software Items |
573 |
1,990 |
8,458 |
126,599 |
2,145 |
8,588 |
36,921 |
464,380 |
|
|
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