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 2 4 15 457 3 18 45 1,932
A little bit of Stata programming goes a long way 24 65 219 1,555 32 92 371 2,563
A little bit of Stata programming goes a long way 89 262 987 3,029 159 461 1,679 5,048
A re-evaluation of empirical tests of the Fisher hypothesis 3 7 15 345 10 23 70 1,296
A re-evaluation of empirical tests of the Fisher hypothesis 1 1 8 330 2 9 38 1,222
A review of Stata 8.1 and its time series capabilities 12 32 153 1,569 31 113 401 3,166
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates 0 2 7 192 3 13 53 1,756
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests 0 0 0 0 15 64 135 628
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926- 1977 1 4 10 55 5 16 65 580
Credible Disinflation Policy in a Dynamic Setting 0 1 3 163 4 12 32 1,288
Dynamics of Intra-EMS Interest Rate Linkages 0 0 3 56 2 5 22 237
Dynamics of Intra-EMS Interest Rate Linkages 0 2 7 175 4 17 66 848
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 3 12 47 130 10 45 147 310
Efficient Management of Multi-Frequency Panel Data with Stata 4 14 41 580 8 29 101 1,450
Efficient management of multi-frequency panel data with Stata 3 7 37 232 6 20 101 654
Enhanced routines for instrumental variables/GMM estimation and testing 7 24 82 201 13 50 151 336
Enhanced routines for instrumental variables/GMM estimation and testing 30 101 358 744 44 168 606 1,414
Exchange Rate Effects on the Volume and Variability of Trade Flows 3 11 49 913 8 31 126 2,864
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 3 15 72 1,393
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 3 11 38 619 15 61 191 1,531
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 2 6 27 606 4 27 113 1,465
Exchange Rate Uncertainty and Firm Profitability 4 15 41 431 11 49 143 1,514
Facilitating Applied Economic Research with Stata 7 12 55 499 16 32 136 1,083
Firm Investment and Financial Frictions 0 5 64 115 1 16 131 265
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 2 6 25 507 9 24 94 1,858
Fractional Cointegration Analysis of Long Term International Interest Rates 3 12 28 750 8 27 77 2,727
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 1 3 9 345 9 22 59 1,949
Fractional Dynamics in Japanese Financial Time Series 0 3 12 304 6 16 51 1,353
Fractional Monetary Dynamics 0 1 6 195 1 10 37 1,054
Instrumental variables and GMM: Estimation and testing 48 125 467 2,757 73 211 805 5,257
Instrumental variables and GMM: Estimation and testing 3 9 27 508 7 25 72 1,144
Instrumental variables and GMM: Estimation and testing 12 29 96 1,019 17 54 173 1,867
Instrumental variables: Overview and advances 17 39 186 529 27 81 314 836
Long Memory and Forecasting in Euroyen Deposit Rates 0 2 6 288 2 13 42 1,814
Long Memory in the Greek Stock Market 5 6 19 918 21 45 151 5,055
Long Term Dependence in Stock Returns 0 3 20 569 1 13 53 1,630
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 1 5 26 466 2 16 75 2,132
Long-Memory Forecasting of U.S. Monetary Indices 1 3 9 229 5 12 43 568
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance 0 2 9 76 3 15 53 336
Macroeconomic Uncertainty and Firm Leverage 1 7 23 75 2 16 81 235
Macroeconomics Uncertainty and Firm Leverage 0 4 12 48 0 20 63 207
Modeling Returns on the Term Structure of Treasury Interest Rates 1 4 13 801 4 12 42 3,270
Modeling fixed income excess returns 0 1 10 404 3 11 87 2,214
Modelling Federal Reserve Discount Policy 0 4 7 170 5 21 63 1,593
Monetary Policy in the Transition to a Zero Federal Deficit 0 0 1 198 1 7 33 2,048
Nearest-Neighbor Forecasts of U.S. Interest Rates 4 11 34 771 12 40 131 3,800
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 2 8 20 838 7 38 93 4,519
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports 6 15 44 630 12 52 143 1,724
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 3 11 49 646 23 78 413 6,915
On the Investment Sensitivity of Debt under Uncertainty 5 15 71 76 8 31 154 155
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty 5 20 107 295 13 49 223 793
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty 0 3 29 205 4 21 88 556
Parliamentary Election Cycles and the Turkish Banking Sector 6 25 39 39 16 61 93 93
Persistence in International Inflation Rates 1 2 19 517 4 20 124 4,769
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 1 13 347 1 9 53 2,091
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms 2 3 11 1,227 15 30 111 5,369
Political patronage in Ukranian banking 4 12 31 93 9 35 152 450
Powerful new tools for time series analysis 8 26 113 341 11 45 203 579
Q, Cash Flow and Investment: An Econometric Critique 1 4 18 333 4 18 69 1,485
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say 2 8 21 99 4 18 44 259
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money 0 0 2 248 1 5 15 1,895
Rolling Regressions with Stata 19 72 205 838 41 133 404 1,697
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 1 2 5 100 4 18 38 726
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 2 86 2 8 29 499
Securities Fraud Class Actions and Corporate Governance: New Evidence on the Role of Merit 0 3 21 56 5 24 89 255
Should you become a Stata programmer? 15 42 162 848 19 56 227 1,146
Stata: The language of choice for time series analysis? 21 73 218 1,508 39 154 474 2,698
Stochastic Long Memory in Traded Goods Prices 0 0 2 131 0 7 14 765
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 3 8 16 96 12 38 129 460
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 0 3 9 1 8 30 82
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms 1 5 37 183 18 64 234 896
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 1 5 18 61 7 22 112 274
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 8 25 63 4 33 96 241
The Effects of Uncertainty on the Leverage of Non-Financial Firms 4 10 29 214 12 37 145 838
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 45 0 2 15 314
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 2 11 800 4 11 44 2,821
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 6 28 84 827 21 96 323 3,216
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 6 24 81 81 13 65 181 181
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 1 22 31 31 0 24 31 31
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 4 20 352 2 12 62 918
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 4 11 24 111 8 26 58 363
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 1 3 9 59 2 13 35 266
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 3 4 14 182 4 11 39 456
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 1 2 6 19 4 10 33 104
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms 0 5 16 101 5 17 59 378
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage 5 20 85 85 13 48 166 166
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity 1 13 38 233 10 51 142 1,103
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms 1 4 14 138 4 16 56 505
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity 0 2 17 21 2 10 48 87
The Volatility of International Trade Flows and Exchange Rate Uncertainty 8 29 71 71 19 67 131 131
The role of uncertainty in the transmission of monetary policy effects on bank lending 0 4 33 223 1 17 82 695
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 4 30 493 1 16 83 1,367
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 4 17 116 4 20 64 478
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 1 3 7 105 4 18 35 310
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty 1 2 17 33 3 10 40 92
Time series filtering techniques in Stata 10 32 106 450 19 54 205 827
Time series filtering techniques in Stata 3 19 68 268 8 43 131 534
Time-Varying Risk Premia in the Foreign Currency Futures Basis 1 3 35 604 6 26 119 2,962
Tobin's Q And Financial Policy Revisited 0 0 0 0 4 18 64 760
Topics in time series regression modeling 15 48 159 1,048 30 120 426 2,232
Uncertainty Determinants of Corporate Liquidity 0 1 8 21 0 7 40 100
Uncertainty Determinants of Corporate Liquidity 0 0 1 32 3 11 37 145
Uncertainty Determinants of Corporate Liquidity 0 1 26 127 4 15 106 491
Uncertainty Determinants of Corporate Liquidity 1 2 16 44 2 10 59 188
Uncertainty Determinants of Firm Investment 2 12 50 183 3 21 93 429
Using Mata to work more effectively with Stata: A tutorial 10 46 243 243 18 78 358 358
Using Mata to work more effectively with Stata: A tutorial 57 163 565 565 77 232 763 763
Using instrumental variables techniques in economics and finance 11 41 245 245 19 70 337 337
Waves and Persistence in Merger and Acquisition Activity 5 20 80 1,822 37 97 422 7,583
cron, perl and Stata: automated production and presentation of a business-daily index 3 3 27 169 9 25 106 558
Total Working Papers 564 1,839 6,895 45,000 1,286 4,596 16,586 152,268

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 3 8 36 131
A Re-examination of the Fragility of Evidence from Cointegration-Based Tests of Foreign Exchange Market Efficiency 0 1 4 40 0 5 13 325
A logit analysis of the factor content of West German foreign trade 0 1 5 8 0 3 21 37
A nonparametric investigation of the 90-day t-bill rate 0 1 4 33 0 6 29 481
A review of Stata 8.1 and its time series capabilities 1 3 11 169 2 11 37 461
A test for long-range dependence in a time series 1 4 13 21 1 8 24 37
Activist policy and macroeconomic instability 1 2 3 9 1 6 20 60
An empirical analysis of the composition of manufacturing employment in the industrialized countries 0 0 0 5 0 2 4 32
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 1 10 99 0 11 59 543
Compacting time series data 1 2 10 15 1 5 16 26
Coordination of large macroeconomies'policies and the stability of small economies 0 0 1 3 0 2 6 36
Cumulative author index, volumes 1-8 0 0 31 31 1 8 45 45
Dynamic adjustment of firms' capital structures in a varying-risk environment 0 1 1 8 0 3 3 24
Dynamics of Intra-EMS Interest Rate Linkages 0 2 10 20 2 9 45 101
Enhanced routines for instrumental variables/generalized method of moments estimation and testing 4 10 85 146 8 23 144 263
Evaluating concavity for production and cost functions 5 14 15 15 9 24 26 26
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports 1 3 5 75 1 6 14 366
Exchange Rate Uncertainty and Firm Profitability 1 1 2 41 1 10 20 209
Exchange rate effects on the volume and variability of trade flows 2 5 15 153 2 12 50 537
Foreword 0 0 0 0 0 2 3 20
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 0 1 5 60 0 7 24 281
Fractional Monetary Dynamics 0 0 2 24 0 4 14 258
Fractional dynamics in Japanese financial time series 1 1 2 19 1 4 15 133
Instrumental variables and GMM: Estimation and testing 33 111 421 1,981 70 231 958 4,738
Long Memory in the Greek Stock Market 1 5 9 75 2 16 42 445
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 1 9 36 1 6 34 225
Long-memory forecasting of US monetary indices 0 1 7 22 0 6 22 94
Long-term dependence in stock returns 1 4 14 58 5 19 67 256
Metadata for user-written contributions to the Stata programming language 1 4 8 9 3 8 22 30
Metadata for user-written contributions to the Stata programming language: extensions 3 3 11 14 3 5 17 25
Modelling Federal Reserve Discount Policy 0 1 3 70 0 4 23 822
Multivariate portmanteau (Q) test for white noise 3 18 56 93 12 45 158 241
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 0 1 5 60 1 7 28 323
Nonlinear effects of exchange rate volatility on the volume of bilateral exports 0 7 38 234 1 19 84 734
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 0 0 0 0 1 8 26 473
On the sensitivity of optimal control solutions 0 0 1 11 0 2 9 47
Persistence in International Inflation Rates 0 0 0 0 1 4 5 5
Political patronage in Ukrainian banking 2 4 12 12 3 14 54 54
Q, Cash Flow and Investment: An Econometric Critique 0 0 5 34 0 5 24 203
Residual diagnostics for cross-section time series regression models 3 13 64 809 9 35 168 2,258
Sectoral fluctuations in U.K. firms' investment expenditures 0 1 3 27 1 9 24 256
Stata tip 37: And the last shall be first 0 1 6 19 0 3 18 65
Stata tip 38: Testing for groupwise heteroskedasticity 7 26 86 192 15 54 170 408
Stata tip 40: Taking care of business 1 6 24 97 2 14 53 206
Stata tip 45: Getting those data into shape 2 4 14 69 6 15 61 205
Stata tip 63: Modeling proportions 6 19 77 81 9 31 130 137
Stata tip 73: append with care! 12 23 25 25 23 53 55 55
Stata: The language of choice for time-series analysis? 5 13 52 268 11 31 105 702
Stochastic Long Memory in Traded Goods Prices 0 0 1 18 0 2 6 132
THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS 4 5 5 5 7 14 14 14
Test for autoregressive conditional heteroskedasticity in regression error distribution 4 7 23 28 4 11 39 59
Tests for heteroskedasticity in regression error distribution 1 1 12 23 1 6 35 58
Tests for long memory in a time series 1 2 17 22 1 5 25 36
Tests for serial correlation in regression error distribution 2 4 12 23 2 8 43 69
Tests for stationarity of a time series 6 17 58 77 7 30 98 140
Tests for stationarity of a time series: update 2 7 17 33 2 11 28 57
The effects of price- and output-stabilising policies in an interdependent world economy 0 0 1 6 0 3 7 38
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 0 4 7 61 0 6 15 235
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity 0 4 13 42 1 17 50 156
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 2 7 7 2 12 20 20
Tobin's Q, intangible capital, and financial policy 1 2 12 71 2 7 35 249
Tobin's q and measurement error: Caveat investigator 2 3 12 71 3 7 38 214
Ukrainische Banken: politische Patronage von Bedeutung 1 1 7 20 5 19 85 183
Uncertainty determinants of corporate liquidity 2 4 17 17 5 16 52 52
Uncertainty determinants of firm investment 2 8 23 23 6 24 80 81
Utility for time series data 2 7 42 51 4 18 125 156
Waves and persistence in merger and acquisition activity 1 2 10 147 2 9 51 538
Total Journal Articles 129 399 1,480 6,035 266 1,048 3,871 19,926

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 25 99 368 1,165 57 231 836 2,424
An Introduction to Stata Programming 22 69 97 97 46 142 195 195
Total Books 47 168 465 1,262 103 373 1,031 2,619

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 1 1 1 0 4 4 4
Total Chapters 0 1 1 1 0 4 4 4

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ARCH: MATLAB function to compute ARCH test 15 60 186 1,095 50 186 543 3,038
ARCHLM: Stata module to calculate LM test for ARCH effects 13 55 150 745 69 256 672 3,173
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries 4 9 28 576 7 26 78 1,614
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model 8 39 136 958 55 220 645 3,920
ARRANGEDAR: RATS procedures to calculate arranged autoregressions 1 3 10 238 3 10 49 734
AVPLOT3: Stata module to generate partial regression plots for subsamples 2 4 12 120 13 59 201 1,328
BETACOEF: Stata module to calculate beta coefficients from regression 8 38 147 1,074 77 275 963 7,292
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation 23 78 191 1,150 97 418 1,181 6,378
BKING: Stata module to implement Baxter-King filter for timeseries data 8 20 97 822 29 86 328 2,997
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity 22 107 345 1,886 91 418 1,209 6,619
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data 6 12 39 96 17 45 173 549
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data 4 21 66 185 6 46 157 534
CHECKREG3: Stata module to check identification status of simultaneous equations system 8 22 61 126 15 66 224 452
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks 12 35 141 557 35 111 372 1,593
CNSRSIG: Stata module to evaluate validity of restrictions on a regression 3 6 28 222 18 58 176 1,139
CUSUM6: Stata module to compute cusum, cusum^2 stability tests 11 28 105 684 27 76 248 2,357
DENTON: Stata module to interpolate a quarterly flow series from annual totals via proportional Denton method 18 51 162 662 41 136 446 2,009
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test 29 102 341 1,822 110 469 1,434 7,462
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy 10 28 122 709 26 71 308 1,753
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates 1 19 88 588 10 71 301 2,080
DURBINH: Stata module to calculate Durbin's h test for serial correlation 14 46 133 934 56 256 695 4,615
FRACDIFF: Stata module to generate fractionally-differenced timeseries 3 5 20 210 7 34 77 769
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries 8 27 76 514 35 121 319 1,978
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix 1 9 38 303 5 46 182 1,658
GHISTCUM: Stata module to graph histogram and cumulative distribution 10 28 82 378 40 124 421 2,395
GPHROB: RATS modules to perform tests for fractional integration of timeseries 3 13 28 549 3 23 69 1,433
GPHUDAK: Stata module to estimate long memory in a timeseries 2 7 27 313 2 13 49 828
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries 2 6 8 289 3 15 34 720
HADRILM: Stata module to perform Hadri panel unit root test 23 59 202 1,308 50 163 516 3,059
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test 5 23 75 364 8 47 143 1,095
HLP2PDF: Stata module to create PDF or PostScript from Stata help file 8 14 76 98 18 57 276 376
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data 58 234 728 2,399 109 430 1,324 4,311
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test 43 160 458 2,682 112 330 951 5,452
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation 6 14 41 103 20 60 218 571
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg 45 175 582 2,803 188 700 2,374 10,828
IVGMM0: Stata module to perform instrumental variables via GMM 5 15 81 1,169 20 73 287 3,530
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) 24 67 226 707 92 276 973 3,073
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation 131 421 1,402 6,725 394 1,391 4,607 19,513
KDENS2: Stata module to estimate bivariate kernel density 19 38 132 638 39 108 384 1,881
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity 21 76 260 1,427 43 218 687 4,080
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test 46 150 424 2,434 105 334 952 5,075
LEVPREDICT: Stata module to compute log-linear level predictions without retransformation bias 14 28 32 32 30 84 127 127
LOG2HTML: Stata module to produce HTML log files 3 10 43 367 23 72 281 1,766
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test 12 47 144 414 27 101 334 1,027
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries 4 9 34 461 8 25 91 1,409
MADFULLER: Stata module to perform Dickey-Fuller test on panel data 15 55 186 1,330 39 179 536 4,102
MATIN4-MATOUT4: Stata module to import and export matrices 3 11 39 155 14 34 114 593
MODLPR: Stata module to estimate long memory in a timeseries 3 5 26 287 4 14 64 886
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel 5 25 79 333 19 77 276 1,314
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel 8 32 100 372 28 87 266 1,497
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating 5 15 49 159 19 49 179 645
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends 6 18 73 775 24 72 251 2,525
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality 2 7 30 292 12 64 171 1,749
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise 2 3 13 100 7 36 108 679
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit 3 7 34 101 12 39 183 521
OUTSERIES: Stata module to write timeseries to text files 1 2 5 69 2 10 28 404
OUTTABLE: Stata module to write matrix to LaTeX table 22 61 200 980 110 373 1,415 8,700
OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg, ivreg2, ivprobit, ivtobit, reg3 59 188 603 2,859 164 555 1,816 8,277
PANELAUTO: Stata module to support tests for autocorrelation on panel data 17 47 141 887 56 164 534 3,066
PANELUNIT: Stata module to support unit root tests on panel data 15 51 144 859 37 109 354 2,241
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit 14 37 131 1,024 35 112 406 3,469
PWCORR2: Stata module to compute pairwise correlations and return results 7 13 19 19 20 54 96 96
PWCOV: Stata module to compute pairwise covariances 2 6 10 41 4 18 47 218
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients 5 14 58 110 14 56 199 405
QSTAT2: MATLAB function to compute Ljung-Box Q statistic 23 85 270 1,618 48 215 703 5,373
ROBLPR: Stata module to estimate long memory in a set of timeseries 7 9 33 274 11 28 93 855
ROLLING2: Stata module to perform rolling window and recursive estimation 9 24 83 199 29 87 287 733
ROLLREG: Stata module to perform rolling regression estimation 18 63 224 841 38 148 520 2,274
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) 9 20 79 204 41 158 597 1,613
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended 4 26 73 288 27 122 422 1,718
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users 8 17 38 607 16 41 126 1,861
STATSMAT: Stata module to place descriptive statistics in matrix 11 21 73 371 25 88 345 1,824
TORATS: Stata module to facilitate transfer of data to RATS 4 5 9 121 12 29 77 732
TOSQL: Stata module to transfer data to SQL database 3 9 43 267 23 66 247 1,862
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values 2 14 45 228 16 51 138 1,097
TSGRAPH: Stata module to produce time series line graph 6 22 64 499 40 114 349 2,803
TSLIST: Stata module to list time series data 3 8 26 176 29 104 636 5,710
TSMKTIM: Stata module to generate time-series calendar variable 11 40 124 417 39 132 367 1,459
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates 3 8 33 87 8 42 138 315
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) 6 27 92 617 21 93 307 1,980
VECAR: Stata module to estimate vector autoregressive (VAR) models 17 73 273 1,227 74 260 921 4,251
WHITETST: Stata module to perform White's test for heteroskedasticity 61 239 710 3,396 213 866 2,432 10,945
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test 7 25 86 507 25 132 410 2,562
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model 27 99 319 1,946 107 412 1,221 7,145
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity 16 77 240 1,157 50 194 633 3,539
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break 34 125 384 1,453 54 244 770 2,946
aer.pl, a script converting XML data to ReDIF 1 3 9 100 4 19 87 780
bejeap.pl, a script converting OAI data to ReDIF 1 2 7 47 5 21 75 482
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support 3 5 14 60 7 24 98 482
cdl-ciders.pl, a script converting XML data to ReDIF 1 1 5 35 6 17 76 548
dspace2redif.pl, a script converting DSpace metadata to ReDIF 4 9 24 24 20 56 140 140
ectj.pl, a script converting html data to ReDIF 1 1 2 56 3 17 59 701
imfocpcvt.pl, a script converting html data to ReDIF 1 1 2 40 3 12 46 598
rjeyr.pl, a script converting html data to ReDIF 0 0 4 36 2 11 55 670
Total Software Items 1,211 4,073 13,135 69,586 3,849 14,109 45,497 247,975

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