Access Statistics for Christopher Baum

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency 0 0 1 484 0 0 10 2,032
A general approach to testing for autocorrelation 1 9 37 79 7 23 101 171
A general approach to testing for autocorrelation 1 1 9 55 3 6 46 77
A little bit of Stata programming goes a long way 3 8 24 2,010 4 14 58 3,392
A little bit of Stata programming goes a long way 4 11 56 5,381 9 32 142 9,559
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 1 386 0 2 14 1,465
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 2 352 0 2 8 1,314
A review of Stata 8.1 and its time series capabilities 0 1 8 1,729 2 5 21 3,617
A simple alternative to the linear probability model for binary choice models with endogenous regressors 0 3 32 148 4 11 73 336
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates 0 0 0 214 1 1 7 1,851
An interpretation and implementation of the Theil-Goldberger 'mixed' estimator 3 5 18 133 6 16 66 314
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests 0 0 0 0 11 15 65 1,175
Binary choice models with endogenous regressors 3 11 56 210 6 17 105 326
Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? 6 13 46 104 10 29 116 242
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 58 1 3 6 633
Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes 0 0 1 93 4 6 27 448
Corporate Liquidity Management and Future Investment Expenditures 1 4 16 100 3 7 45 337
Credible Disinflation Policy in a Dynamic Setting 0 0 0 167 0 0 3 1,392
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises 0 0 18 20 0 5 68 74
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis 4 10 33 50 14 29 94 97
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 3 6 43 79 8 25 107 122
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 1 72 74 74 14 29 32 32
Credit rating agency downgrades and the Eurozone sovereign debt crises 1 6 34 34 5 11 17 17
Does Regular Economic News from Emerging Countries Move Markets? Evidence from Chinese Macro Announcements 0 2 9 15 4 11 36 45
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 1 1 2 81 1 2 20 108
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 0 0 0 0 0 0
Does the tenure of Private Equity investment improve the performance of European firms? 0 0 3 65 1 1 15 169
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 60 0 1 5 307
Dynamics of Intra-EMS Interest Rate Linkages 1 1 1 187 1 2 8 953
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 1 1 8 314 2 3 32 867
Efficient Management of Multi-Frequency Panel Data with Stata 1 2 6 697 2 4 16 1,753
Efficient management of multi-frequency panel data with Stata 2 5 25 501 4 10 67 1,226
Enhanced routines for instrumental variables/GMM estimation and testing 1 3 18 523 2 8 55 1,073
Enhanced routines for instrumental variables/GMM estimation and testing 10 31 132 1,973 25 68 319 3,755
Evaluating one-way and two-way cluster-robust covariance matrix estimates 3 5 34 377 7 15 84 866
Evaluating one-way and two-way cluster-robust covariance matrix estimates 2 4 14 155 4 9 41 384
Evaluating one-way and two-way cluster–robust covariance matrix estimates 3 6 37 178 8 19 117 545
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 4 981 0 3 24 3,113
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 2 3 17 1,577
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 1 1 7 811 3 3 48 2,277
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 0 4 682 2 6 19 1,719
Exchange Rate Uncertainty and Firm Profitability 1 5 27 662 7 19 89 2,302
Extending Stata's capabilities for asymptotic covariance matrix estimation 5 13 13 13 17 28 28 28
Facilitating Applied Economic Research with Stata 4 17 51 854 18 50 142 2,003
Firm Investment and Financial Frictions 0 2 2 173 0 2 11 433
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 0 0 3 549 0 1 16 2,050
Fractional Cointegration Analysis of Long Term International Interest Rates 1 1 4 787 4 5 18 2,857
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 3 378 0 2 30 2,126
Fractional Dynamics in Japanese Financial Time Series 0 0 1 326 0 1 18 1,478
Fractional Monetary Dynamics 0 0 0 213 1 1 11 1,141
Implementing econometric estimators with Mata 2 3 8 234 2 7 19 378
Implementing econometric estimators with Mata 2 3 3 146 2 3 17 262
Implementing new econometric tools in Stata 9 12 80 155 12 22 148 271
Instrumental variables and GMM: Estimation and testing 8 27 143 4,383 25 74 330 8,469
Instrumental variables and GMM: Estimation and testing 2 3 6 599 2 5 29 1,410
Instrumental variables and GMM: Estimation and testing 1 4 12 1,233 3 14 60 2,356
Instrumental variables estimation using heteroskedasticity-based instruments 2 5 22 59 4 10 57 122
Instrumental variables estimation using heteroskedasticity-based instruments 3 9 46 167 5 13 76 289
Instrumental variables: Overview and advances 6 10 27 831 6 11 48 1,421
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 22 23 23 23 10 12 12 12
Long Memory and Forecasting in Euroyen Deposit Rates 0 0 0 301 0 0 5 1,895
Long Memory in the Greek Stock Market 0 2 4 972 1 5 18 5,337
Long Term Dependence in Stock Returns 0 0 2 611 0 0 10 1,763
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 1 2 5 518 1 4 18 2,296
Long-Memory Forecasting of U.S. Monetary Indices 0 0 2 256 0 0 11 658
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance 0 0 1 89 1 1 3 435
Macroeconomic Uncertainty and Credit Default Swap Spreads 1 2 9 190 5 9 30 465
Macroeconomic Uncertainty and Firm Leverage 0 0 3 147 4 7 43 562
Macroeconomics Uncertainty and Firm Leverage 0 1 2 85 1 5 16 421
Modeling Returns on the Term Structure of Treasury Interest Rates 0 0 3 818 1 2 12 3,393
Modeling fixed income excess returns 0 0 0 425 0 1 10 2,360
Modelling Federal Reserve Discount Policy 0 0 1 178 1 1 19 1,726
Monetary Policy in the Transition to a Zero Federal Deficit 0 0 1 202 0 1 7 2,103
Nearest-Neighbor Forecasts of U.S. Interest Rates 0 0 2 825 0 0 9 3,979
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 0 0 1 867 1 3 18 4,737
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports 0 1 9 742 1 7 30 2,051
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 1 4 734 1 8 31 7,344
On the Investment Sensitivity of Debt under Uncertainty 1 2 2 162 2 5 11 352
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty 1 3 7 438 2 6 32 1,179
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty 0 2 4 262 2 6 21 737
Parliamentary Election Cycles and the Turkish Banking Sector 1 1 3 30 1 3 11 135
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 0 27 0 0 14 103
Parliamentary Election Cycles and the Turkish Banking Sector 0 1 3 160 0 4 24 462
Persistence in International Inflation Rates 0 0 2 550 1 3 14 4,958
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 0 3 366 0 1 7 2,177
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms 0 0 2 1,255 1 2 8 5,838
Political patronage in Ukranian banking 0 0 3 133 0 0 6 625
Powerful new tools for time series analysis 2 2 7 498 4 5 23 862
Q, Cash Flow and Investment: An Econometric Critique 0 0 1 370 0 1 6 1,649
R&D Expenditures and Geographical Sales Diversification 2 5 17 126 4 10 51 293
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say 0 0 3 157 0 0 6 389
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money 0 0 0 254 0 0 4 1,939
Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey 1 34 34 34 5 15 16 16
Rolling Regressions with Stata 7 13 47 1,533 19 40 147 3,543
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 111 1 1 7 790
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 90 1 3 13 544
Should you become a Stata programmer? 3 5 15 1,045 3 6 27 1,489
Stata: The language of choice for time series analysis? 3 7 15 1,888 4 12 50 3,721
Stochastic Long Memory in Traded Goods Prices 0 0 2 135 0 0 8 803
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 1 1 6 186 1 3 29 486
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 0 1 133 1 3 15 703
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 1 3 28 3 8 24 207
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms 1 2 7 275 1 6 32 1,362
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 1 6 98 1 4 22 459
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 3 5 13 131 14 33 80 660
The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity 1 1 4 100 1 4 29 289
The Effects of Uncertainty on the Leverage of Non-Financial Firms 0 1 1 269 0 1 8 1,004
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 46 0 0 5 350
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 2 815 1 2 18 2,917
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 0 2 978 2 5 15 3,979
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 1 2 6 92 1 5 16 235
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 4 92 4 9 38 295
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 2 5 14 407 4 9 34 1,088
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 1 1 6 206 1 2 17 595
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 1 2 8 113 4 11 48 493
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 4 212 1 2 13 562
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 3 3 46 2 7 24 264
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms 0 0 3 128 2 5 26 523
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage 0 1 4 185 0 2 13 497
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity 0 0 7 376 5 11 37 1,657
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms 1 1 1 168 1 2 9 633
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity 0 1 2 37 0 2 9 184
The Impact of the Financial System's Structure on Firms' Financial Constraints 1 3 5 198 1 3 29 555
The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility 0 0 0 0 5 5 5 5
The Volatility of International Trade Flows and Exchange Rate Uncertainty 1 3 4 196 1 4 17 491
The contextual effects of social capital on health: a cross-national instrumental variable analysis 0 0 2 87 1 1 14 158
The role of uncertainty in the transmission of monetary policy effects on bank lending 0 2 5 316 0 5 29 982
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 1 1 2 518 1 3 20 1,475
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 4 10 15 193 9 20 53 705
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 0 4 144 0 0 10 465
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty 1 1 1 69 1 3 10 215
Time series filtering techniques in Stata 10 23 111 947 29 83 336 2,034
Time series filtering techniques in Stata 3 4 23 417 6 12 64 891
Time-Varying Risk Premia in the Foreign Currency Futures Basis 0 2 4 653 0 4 25 3,211
Tobin's Q And Financial Policy Revisited 0 0 0 0 0 1 9 853
Topics in time series regression modeling 3 7 21 1,448 16 47 154 3,623
Uncertainty Determinants of Corporate Liquidity 0 0 0 50 0 1 9 222
Uncertainty Determinants of Corporate Liquidity 0 0 1 45 2 3 17 285
Uncertainty Determinants of Corporate Liquidity 0 0 0 167 1 2 12 622
Uncertainty Determinants of Corporate Liquidity 0 0 0 63 0 1 13 298
Uncertainty Determinants of Firm Investment 2 2 4 273 4 4 21 656
Using Mata to work more effectively with Stata: A tutorial 4 7 31 521 8 20 74 908
Using Mata to work more effectively with Stata: A tutorial 1 3 5 413 1 7 28 747
Using Mata to work more effectively with Stata: A tutorial 7 14 70 2,322 13 33 154 3,729
Using Stata for Applied Research: Reviewing its Capabilities 7 10 41 687 7 14 67 917
Using instrumental variables techniques in economics and finance 2 3 15 526 3 6 36 820
Waves and Persistence in Merger and Acquisition Activity 0 1 9 2,038 3 9 52 8,601
cron, perl and Stata: automated production and presentation of a business-daily index 3 3 8 234 5 7 29 778
Total Working Papers 210 570 1,994 66,578 533 1,347 5,957 206,985


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 1 1 3 174
A logit analysis of the factor content of West German foreign trade 0 0 1 12 0 0 3 74
A nonparametric investigation of the 90-day t-bill rate 0 0 0 38 1 2 12 532
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency 0 0 0 45 1 2 7 391
A review of Stata 8.1 and its time series capabilities 0 3 8 194 0 10 21 550
A test for long-range dependence in a time series 0 0 0 34 0 0 2 95
Activist policy and macroeconomic instability 0 0 0 15 0 0 0 118
An empirical analysis of the composition of manufacturing employment in the industrialized countries 2 2 3 15 2 2 5 61
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 0 109 0 0 6 597
Compacting time series data 0 0 0 34 0 1 4 88
Coordination of large macroeconomies'policies and the stability of small economies 0 0 0 6 0 0 1 58
Cumulative author index, volumes 1-13 0 1 5 5 1 3 21 21
Dynamic adjustment of firms' capital structures in a varying-risk environment 0 0 0 15 0 1 4 61
Dynamics of Intra-EMS Interest Rate Linkages 0 0 1 35 1 3 17 203
Enhanced routines for instrumental variables/generalized method of moments estimation and testing 9 33 132 1,059 24 59 232 1,758
Evaluating concavity for production and cost functions 0 0 1 88 0 4 14 207
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports 1 1 2 94 1 3 8 436
Exchange Rate Uncertainty and Firm Profitability 1 1 3 63 1 4 13 329
Exchange rate effects on the volume and variability of trade flows 0 2 17 224 5 15 54 763
FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES 0 0 0 0 0 1 1 1
Foreword 0 0 0 0 0 0 0 29
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 0 0 2 79 0 1 10 360
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 0 0 4 11 68
Fractional dynamics in Japanese financial time series 0 0 1 28 0 5 13 197
Fractional monetary dynamics 0 0 2 29 3 12 39 342
Instrumental variables and GMM: Estimation and testing 6 21 95 3,009 19 51 219 6,760
Long memory in the Greek stock market 0 0 0 96 0 1 10 520
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 1 3 49 1 5 16 305
Long-memory forecasting of US monetary indices 0 0 2 32 1 4 11 180
Long-term dependence in stock returns 0 0 3 79 1 3 8 370
Macroeconomic uncertainty and credit default swap spreads 3 3 8 67 7 12 58 230
Metadata for user-written contributions to the Stata programming language 0 0 0 14 0 0 2 64
Metadata for user-written contributions to the Stata programming language: extensions 0 0 0 21 1 2 2 55
Modelling Federal Reserve Discount Policy 0 0 0 80 0 0 2 890
Multivariate portmanteau (Q) test for white noise 0 0 8 208 0 5 34 699
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 0 0 1 83 1 5 16 436
Nonlinear effects of exchange rate volatility on the volume of bilateral exports 0 2 9 361 2 8 42 1,111
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 0 0 0 0 0 1 8 534
On the investment sensitivity of debt under uncertainty 0 1 9 57 4 7 22 201
On the sensitivity of firms' investment to cash flow and uncertainty 0 1 10 84 3 6 25 274
On the sensitivity of optimal control solutions 0 0 0 22 0 0 4 85
On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty 2 5 19 90 10 22 64 286
Parliamentary election cycles and the Turkish banking sector 1 3 15 51 3 17 87 230
Persistence in International Inflation Rates 0 0 0 0 0 4 10 76
Political patronage in Ukrainian banking 0 0 3 38 0 1 18 247
Q, Cash Flow and Investment: An Econometric Critique 0 0 0 44 0 1 9 275
Reexamining the term structure of interest rates and the interwar demand for money 0 0 0 0 1 1 1 1
Residual diagnostics for cross-section time series regression models 1 1 11 910 2 5 29 2,533
Richard Sperling (1961-2011) 0 0 0 0 0 0 14 115
Sectoral fluctuations in U.K. firms' investment expenditures 0 0 0 0 1 1 5 9
Stata tip 37: And the last shall be first 0 0 0 38 0 0 1 120
Stata tip 38: Testing for groupwise heteroskedasticity 2 3 41 525 5 10 80 1,049
Stata tip 40: Taking care of business 15 46 182 712 34 86 335 1,377
Stata tip 45: Getting those data into shape 1 2 6 166 1 2 12 434
Stata tip 63: Modeling proportions 2 2 16 266 4 6 28 437
Stata tip 73: append with care! 0 0 3 153 0 3 10 364
Stata tip 88: Efficiently evaluating elasticities with the margins command 0 0 0 0 4 6 21 282
Stata: The language of choice for time-series analysis? 0 0 8 355 2 5 27 927
Stochastic long memory in traded goods prices 0 0 0 21 0 1 3 171
THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS 1 2 8 64 2 6 23 268
THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING 0 1 6 7 2 3 21 23
Test for autoregressive conditional heteroskedasticity in regression error distribution 0 0 1 53 0 0 4 148
Tests for heteroskedasticity in regression error distribution 0 0 4 47 1 1 7 132
Tests for long memory in a time series 0 1 5 100 0 1 12 165
Tests for serial correlation in regression error distribution 0 1 1 38 0 1 3 107
Tests for stationarity of a time series 1 2 12 206 2 6 25 384
Tests for stationarity of a time series: update 0 0 0 56 0 0 5 109
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 0 7 9 0 1 23 29
The contextual effects of social capital on health: A cross-national instrumental variable analysis 0 0 2 12 1 3 17 48
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 0 4 22 0 0 12 89
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 1 1 2 76 3 11 48 341
The impact of macroeconomic uncertainty on firms' changes in financial leverage 1 1 5 78 6 11 29 234
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity 1 2 10 120 1 4 21 386
The impact of the financial system's structure on firms' financial constraints 1 4 26 84 15 33 154 594
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 2 6 52 0 6 24 156
Tobin's Q, intangible capital, and financial policy 1 1 1 90 1 1 3 294
Tobin's q and measurement error: Caveat investigator 0 0 0 89 0 1 4 295
USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES 0 0 0 0 5 8 28 205
Ukrainische Banken: politische Patronage von Bedeutung 0 0 0 30 2 2 33 371
Uncertainty determinants of corporate liquidity 0 0 4 106 3 12 34 359
Uncertainty determinants of firm investment 0 0 7 90 1 1 19 301
Utility for time series data 0 0 7 170 12 24 98 867
Waves and persistence in merger and acquisition activity 0 0 1 166 0 2 11 636
Total Journal Articles 53 152 749 11,625 205 552 2,393 35,755


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 44 145 399 3,003 125 392 1,129 7,081
An Introduction to Stata Programming 6 33 90 943 28 101 273 2,109
Total Books 50 178 489 3,946 153 493 1,402 9,190


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 7 0 0 2 39
Total Chapters 0 0 0 7 0 0 2 39


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 8 14 50 62 21 57 219 285
ARCH: MATLAB function to compute ARCH test 4 9 43 1,653 19 48 256 5,296
ARCHLM: Stata module to calculate LM test for ARCH effects 4 12 45 1,411 34 104 355 6,768
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries 1 1 2 642 2 2 21 1,827
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model 6 14 59 1,545 28 96 383 6,762
ARRANGEDAR: RATS procedures to calculate arranged autoregressions 0 2 3 264 0 2 14 861
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 4 10 37 41 15 44 165 218
AVPLOT3: Stata module to generate partial regression plots for subsamples 0 1 6 161 6 18 64 1,948
BCUSE: Stata module to access instructional datasets on Boston College server 13 26 74 144 51 96 311 624
BETACOEF: Stata module to calculate beta coefficients from regression 0 3 28 1,456 22 71 323 9,885
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation 3 6 34 1,674 29 69 308 10,344
BIDENSITY: Stata module to produce and graph bivariate density estimates 4 10 46 91 21 57 234 442
BKING: Stata module to implement Baxter-King filter for timeseries data 1 5 20 1,204 8 25 142 4,099
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity 2 5 24 2,557 22 42 208 9,767
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data 0 0 6 194 2 6 26 930
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data 0 4 12 424 5 16 48 1,135
CHECKREG3: Stata module to check identification status of simultaneous equations system 4 7 18 295 10 26 72 1,106
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks 34 81 290 1,743 95 270 890 4,983
CMAXUSE: Stata module to access Cmax instructional datasets 0 1 3 7 0 2 8 37
CNSRSIG: Stata module to evaluate validity of restrictions on a regression 3 5 12 372 8 21 75 1,950
CUSUM6: Stata module to compute cusum, cusum^2 stability tests 12 22 103 1,357 48 114 423 4,509
DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method 16 58 196 1,817 69 219 717 5,819
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test 2 9 51 2,914 27 80 330 12,407
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy 15 39 135 1,521 43 103 398 3,754
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates 3 11 65 1,023 31 84 344 3,873
DURBINH: Stata module to calculate Durbin's h test for serial correlation 0 6 39 1,372 22 46 328 7,333
FRACDIFF: Stata module to generate fractionally-differenced timeseries 0 0 17 353 4 9 55 1,213
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries 6 10 32 885 16 33 127 3,571
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix 1 1 11 433 12 26 145 2,437
GHISTCUM: Stata module to graph histogram and cumulative distribution 2 7 23 717 19 50 187 4,415
GPHROB: RATS modules to perform tests for fractional integration of timeseries 0 1 10 655 1 6 35 1,714
GPHUDAK: Stata module to estimate long memory in a timeseries 1 4 25 444 4 18 67 1,195
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries 0 0 0 313 0 1 17 890
HADRILM: Stata module to perform Hadri panel unit root test 6 11 40 1,775 13 25 128 4,526
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test 4 9 47 670 13 45 153 1,855
HLP2PDF: Stata module to create PDF or PostScript from Stata help file 0 1 13 208 2 9 54 947
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data 29 88 392 6,831 84 258 1,008 13,828
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test 3 20 125 4,399 25 74 388 9,720
ITSP_ADO: Stata module to accompany Introduction to Stata Programming book 0 4 11 99 4 16 47 351
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation 0 3 16 214 4 15 61 1,005
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg 28 77 258 5,391 201 541 1,737 24,333
IVGMM0: Stata module to perform instrumental variables via GMM 1 3 13 1,346 7 15 61 4,155
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) 2 8 38 1,203 7 28 115 4,934
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) 2 12 65 683 13 54 271 2,319
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation 80 226 1,056 15,039 317 860 3,667 48,072
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments 23 51 225 437 92 206 1,040 2,156
KDENS2: Stata module to estimate bivariate kernel density 4 17 67 1,099 25 82 321 3,652
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity 23 49 235 2,848 57 145 725 8,123
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test 8 20 112 3,903 34 100 495 9,578
LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias 0 3 24 277 6 26 148 1,189
LOG2HTML: Stata module to produce HTML log files 1 6 25 541 12 28 127 2,675
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test 8 19 60 1,112 19 55 189 2,844
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries 2 7 31 620 8 33 110 1,995
MADFULLER: Stata module to perform Dickey-Fuller test on panel data 2 6 36 1,910 13 31 152 6,220
MATIN4-MATOUT4: Stata module to import and export matrices 1 4 34 407 4 20 177 1,668
MODLPR: Stata module to estimate long memory in a timeseries 0 1 14 400 2 5 51 1,236
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel 6 17 55 650 32 80 261 2,598
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel 8 21 111 989 52 142 599 4,254
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating 15 39 131 695 56 150 551 2,848
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends 3 9 29 998 7 20 109 3,329
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality 1 6 18 434 11 37 111 2,566
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise 0 2 11 158 0 6 41 953
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit 1 4 11 181 5 14 48 903
OUTSERIES: Stata module to write timeseries to text files 0 0 1 76 1 1 7 469
OUTTABLE: Stata module to write matrix to LaTeX table 20 71 205 2,284 123 388 1,147 15,990
OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg, ivreg2, ivreg29, ivprobit, ivtobit, reg3 24 61 234 5,326 75 215 916 17,346
PANELAUTO: Stata module to support tests for autocorrelation on panel data 16 32 126 1,689 52 141 555 6,230
PANELUNIT: Stata module to support unit root tests on panel data 2 5 23 1,193 5 21 82 3,309
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit 8 19 73 1,576 26 81 345 5,446
PWCORR2: Stata module to compute pairwise correlations and return results 1 3 17 173 22 46 151 1,125
PWCOV: Stata module to compute pairwise covariances 0 1 3 91 2 9 35 498
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients 5 14 33 344 11 31 135 1,332
QSTAT2: MATLAB function to compute Ljung-Box Q statistic 14 49 102 2,328 37 107 305 7,590
ROBLPR: Stata module to estimate long memory in a set of timeseries 3 5 25 421 8 16 95 1,389
ROLLING2: Stata module to perform rolling window and recursive estimation 6 21 73 675 33 78 320 2,800
ROLLREG: Stata module to perform rolling regression estimation 24 78 174 1,939 114 302 634 5,767
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) 2 11 43 522 49 128 462 4,519
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended 1 4 23 561 14 44 307 4,104
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users 1 2 17 717 5 8 39 2,189
SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method 11 37 117 290 36 88 351 826
STATICFC: Stata module to compute static forecasts for a recursive rolling regression 4 16 65 126 18 53 246 470
STATSMAT: Stata module to place descriptive statistics in matrix 1 3 30 644 8 28 154 3,053
TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation 0 0 2 28 0 5 27 177
TORATS: Stata module to facilitate transfer of data to RATS 1 4 7 156 1 7 24 963
TOSQL: Stata module to transfer data to SQL database 2 4 9 366 6 21 91 2,694
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values 5 13 59 503 36 84 273 2,407
TSGRAPH: Stata module to produce time series line graph 1 5 13 744 19 46 118 4,374
TSLIST: Stata module to list time series data 0 0 0 203 1 5 42 6,308
TSMKTIM: Stata module to generate time-series calendar variable 9 19 58 904 28 65 238 3,237
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates 1 3 7 177 4 10 30 616
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) 0 1 6 790 2 6 29 2,577
VECAR: Stata module to estimate vector autoregressive (VAR) models 4 10 44 1,940 22 58 206 7,097
WHITETST: Stata module to perform White's test for heteroskedasticity 25 62 267 5,656 177 370 1,493 22,338
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test 0 7 36 887 22 47 199 4,625
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model 14 40 192 3,428 72 198 935 13,460
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity 23 62 327 3,017 93 265 1,247 9,153
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break 34 105 351 3,810 110 289 972 8,495
aer.pl, a script converting XML data to ReDIF 1 1 5 145 4 10 54 1,098
bejeap.pl, a script converting OAI data to ReDIF 1 1 3 68 1 4 19 723
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support 1 1 8 94 4 9 37 729
cdl-ciders.pl, a script converting XML data to ReDIF 0 0 5 58 2 5 30 798
dspace2redif.pl, a script converting DSpace metadata to ReDIF 2 4 20 141 5 13 72 803
ectj.pl, a script converting html data to ReDIF 0 1 2 74 0 6 21 880
imfocpcvt.pl, a script converting html data to ReDIF 0 0 1 49 0 0 8 735
rjeyr.pl, a script converting html data to ReDIF 0 1 1 44 0 2 11 800
Total Software Items 677 1,903 7,629 129,518 3,067 8,291 32,702 476,768


Statistics updated 2014-12-03