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 New Approach to Estimation of the R&D-Innovation-Productivity Relationship 0 0 9 111 0 5 24 82
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 2 6 22 166 4 12 49 223
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 0 3 60 60 1 6 22 22
A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency 0 0 0 487 0 2 6 2,057
A general approach to testing for autocorrelation 0 3 9 129 3 7 23 275
A general approach to testing for autocorrelation 0 0 4 70 0 1 13 134
A large-scale application of Stata's forecast suite: challenges and potential 1 2 14 72 3 5 26 83
A little bit of Stata programming goes a long way 3 6 15 5,441 6 14 58 9,763
A little bit of Stata programming goes a long way 1 3 6 2,054 1 5 26 3,498
A re-evaluation of empirical tests of the Fisher hypothesis 1 1 2 354 2 3 12 1,347
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 0 389 1 2 5 1,491
A review of Stata 8.1 and its time series capabilities 0 1 5 1,743 0 2 19 3,687
A simple alternative to the linear probability model for binary choice models with endogenous regressors 0 1 12 192 0 2 20 419
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates 0 0 0 214 0 2 11 1,878
An interpretation and implementation of the Theil-Goldberger 'mixed' estimator 0 2 10 182 0 4 21 428
Analyzing volatility shocks to Eurozone CDS spreads with a multicountry GMM model in Stata 2 5 30 40 3 6 52 55
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests 0 0 0 0 0 1 11 1,245
Binary choice models with endogenous regressors 1 3 19 284 2 7 45 477
Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? 0 0 12 156 5 10 44 380
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 58 0 0 4 653
Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes 0 0 0 99 1 2 5 479
Corporate Financial Policy and the Value of Cash under Uncertainty 1 2 44 45 2 10 73 75
Corporate Liquidity Management and Future Investment Expenditures 0 0 3 115 1 3 17 399
Credible Disinflation Policy in a Dynamic Setting 0 0 0 167 0 0 3 1,411
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises 0 0 4 28 1 4 15 118
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis 0 0 3 70 0 3 16 203
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 0 0 4 103 0 2 11 144
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 0 3 9 115 1 7 35 266
Credit rating agency downgrades and the Eurozone sovereign debt crises 0 0 6 62 0 3 25 115
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 0 1 0 0 9 25
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 1 2 86 0 1 15 143
Does the tenure of Private Equity investment improve the performance of European firms? 1 1 2 70 3 3 14 202
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 60 0 0 4 320
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 191 0 0 5 981
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 3 4 9 332 3 5 22 914
Efficient Management of Multi-Frequency Panel Data with Stata 0 0 1 704 0 0 9 1,780
Efficient management of multi-frequency panel data with Stata 2 7 35 582 7 21 90 1,422
Enhanced routines for instrumental variables/GMM estimation and testing 5 20 98 2,235 16 55 260 4,461
Enhanced routines for instrumental variables/GMM estimation and testing 1 4 16 560 1 6 42 1,182
Estimating a dose-response function with heterogeneous response to confounders when treatment is continuous and endogenous 0 1 4 4 4 8 14 14
Evaluating one-way and two-way cluster-robust covariance matrix estimates 0 1 7 175 1 2 18 437
Evaluating one-way and two-way cluster-robust covariance matrix estimates 0 1 27 447 5 10 76 1,047
Evaluating one-way and two-way cluster–robust covariance matrix estimates 1 4 22 249 3 16 68 840
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 0 1 12 1,609
Exchange Rate Effects on the Volume and Variability of Trade Flows 1 3 8 995 1 4 17 3,171
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 1 1 6 694 3 6 22 1,776
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 1 1 2 823 2 3 15 2,330
Exchange Rate Uncertainty and Firm Profitability 2 4 11 704 2 10 43 2,475
Extending Stata's capabilities for asymptotic covariance matrix estimation 1 2 4 69 3 5 35 212
Facilitating Applied Economic Research with Stata 2 3 6 882 2 3 11 2,086
Firm Investment and Financial Frictions 0 0 4 188 0 4 16 487
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 0 2 2 554 1 4 9 2,085
Fractional Cointegration Analysis of Long Term International Interest Rates 0 0 2 790 1 1 9 2,889
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 381 1 1 8 2,150
Fractional Dynamics in Japanese Financial Time Series 0 0 0 328 0 0 5 1,499
Fractional Monetary Dynamics 0 0 0 215 0 0 8 1,160
Implementing econometric estimators with Mata 0 0 3 158 0 0 13 300
Implementing econometric estimators with Mata 1 1 3 252 1 2 10 422
Implementing new econometric tools in Stata 0 3 24 266 2 5 39 469
Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach 1 6 63 63 1 4 18 18
Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach 0 3 28 158 2 6 52 142
Instrumental variables and GMM: Estimation and testing 0 1 12 1,271 3 10 60 2,504
Instrumental variables and GMM: Estimation and testing 0 0 2 611 4 8 25 1,470
Instrumental variables and GMM: Estimation and testing 3 13 75 4,597 9 36 214 8,997
Instrumental variables estimation using heteroskedasticity-based instruments 0 1 20 109 0 3 54 243
Instrumental variables estimation using heteroskedasticity-based instruments 2 3 16 222 2 6 34 395
Instrumental variables: Overview and advances 1 1 11 881 1 2 25 1,517
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 1 1 16 79 1 1 36 145
Long Memory and Forecasting in Euroyen Deposit Rates 0 0 0 304 1 2 5 1,918
Long Memory in the Greek Stock Market 0 0 1 978 0 3 13 5,367
Long Term Dependence in Stock Returns 1 3 4 616 1 3 11 1,787
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 0 0 1 524 0 1 14 2,333
Long-Memory Forecasting of U.S. Monetary Indices 0 0 0 256 0 0 5 684
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance 0 0 0 90 1 3 6 447
Macroeconomic Uncertainty and Credit Default Swap Spreads 1 1 9 225 1 8 58 643
Macroeconomic Uncertainty and Firm Leverage 0 1 6 173 3 7 17 662
Macroeconomics Uncertainty and Firm Leverage 0 0 0 89 0 1 4 452
Modeling Rating Transition Matrices for Wholesale Loan Portfolios 2 4 29 84 4 9 55 70
Modeling Returns on the Term Structure of Treasury Interest Rates 0 0 1 822 0 1 3 3,412
Modeling fixed income excess returns 0 1 1 428 0 2 8 2,390
Modelling Federal Reserve Discount Policy 0 0 0 180 0 0 6 1,759
Monetary Policy in the Transition to a Zero Federal Deficit 0 0 0 202 0 2 4 2,113
Nearest-Neighbor Forecasts of U.S. Interest Rates 1 1 1 828 1 2 8 4,006
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 0 0 1 877 0 1 16 4,800
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports 2 4 11 759 2 6 33 2,120
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 1 1 1 736 1 3 7 7,387
On the Investment Sensitivity of Debt under Uncertainty 1 1 5 170 2 3 14 385
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty 1 1 8 456 1 6 33 1,298
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty 1 3 11 279 4 10 42 830
Openness and financial stability 1 4 11 11 5 11 26 26
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 0 28 0 2 9 135
Parliamentary Election Cycles and the Turkish Banking Sector 1 1 2 169 1 3 18 515
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 0 35 0 2 9 183
Persistence in International Inflation Rates 0 0 1 552 0 1 12 4,983
Persistent Dependence in Foreign Exchange Rates? A Reexamination 1 1 1 369 1 2 15 2,226
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms 0 0 0 1,256 1 2 10 5,870
Political patronage in Ukranian banking 0 0 0 136 2 7 20 671
Powerful new tools for time series analysis 0 0 4 514 0 0 8 899
Q, Cash Flow and Investment: An Econometric Critique 0 1 3 379 0 1 12 1,691
R&D Expenditures and Geographical Sales Diversification 1 2 4 152 2 5 23 386
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say 0 0 3 166 1 1 10 431
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money 0 0 1 256 0 1 7 1,955
Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey 0 0 6 59 1 3 16 63
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 6 53 53 53 9 19 19 19
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 3 3 3 3 7 7 7 7
Rolling Regressions with Stata 2 3 11 1,583 2 4 36 3,692
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 90 1 1 6 584
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 1 1 4 115 2 2 10 807
Should you become a Stata programmer? 3 4 14 1,082 3 5 23 1,555
Stata: The language of choice for time series analysis? 1 4 11 1,922 3 8 30 3,834
Stochastic Long Memory in Traded Goods Prices 0 0 0 137 0 1 5 827
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 0 5 206 1 2 23 607
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 1 5 41 2 7 17 262
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 0 4 144 2 4 15 745
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms 2 7 15 322 9 20 67 1,601
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 3 7 32 193 13 28 186 1,042
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 1 7 116 2 5 24 522
The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity 0 1 7 112 1 5 21 360
The Effects of Uncertainty on the Leverage of Non-Financial Firms 2 4 8 287 6 13 30 1,092
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 816 1 1 5 2,940
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 46 0 0 6 371
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 0 0 978 1 2 26 4,100
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 1 4 96 1 4 19 271
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 1 1 6 105 3 5 20 351
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 2 4 422 0 3 15 1,156
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 2 4 13 234 4 13 45 690
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 1 214 1 2 9 583
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 1 1 9 58 1 3 37 320
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 2 126 0 1 16 554
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms 1 1 2 135 2 4 12 563
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage 1 2 8 200 3 9 24 563
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity 1 5 15 415 5 13 58 1,841
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms 0 1 10 191 1 3 23 691
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity 3 3 10 52 5 6 29 240
The Impact of the Financial System's Structure on Firms' Financial Constraints 1 1 5 208 3 11 33 639
The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility 0 0 1 33 2 2 21 113
The Volatility of International Trade Flows and Exchange Rate Uncertainty 0 1 4 208 2 8 24 545
The contextual effects of social capital on health: a cross-national instrumental variable analysis 0 0 1 91 0 1 14 194
The role of uncertainty in the transmission of monetary policy effects on bank lending 0 1 5 331 2 7 23 1,047
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 0 5 530 0 4 30 1,552
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 1 2 6 158 3 6 16 507
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 0 5 211 2 6 20 800
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty 2 3 4 77 5 8 15 258
Time series filtering techniques in Stata 0 5 18 454 0 9 44 996
Time series filtering techniques in Stata 5 24 90 1,225 16 58 256 2,840
Time-Varying Risk Premia in the Foreign Currency Futures Basis 0 0 7 664 0 0 24 3,288
Tobin's Q And Financial Policy Revisited 0 0 0 0 0 0 6 874
Topics in time series regression modeling 1 5 36 1,551 11 39 265 4,375
Uncertainty Determinants of Corporate Liquidity 0 0 1 49 0 1 18 324
Uncertainty Determinants of Corporate Liquidity 0 0 3 59 3 4 11 261
Uncertainty Determinants of Corporate Liquidity 1 1 3 174 2 6 14 662
Uncertainty Determinants of Corporate Liquidity 0 0 1 64 1 2 9 317
Uncertainty Determinants of Firm Investment 0 0 1 288 1 4 14 710
Using Mata to work more effectively with Stata: A tutorial 2 7 22 2,444 3 12 51 3,951
Using Mata to work more effectively with Stata: A tutorial 0 0 3 419 0 2 14 782
Using Mata to work more effectively with Stata: A tutorial 0 3 19 581 0 7 44 1,041
Using Stata for Applied Research: Reviewing its Capabilities 2 5 21 756 4 8 40 1,049
Using instrumental variables techniques in economics and finance 0 4 12 565 0 7 30 909
Waves and Persistence in Merger and Acquisition Activity 1 3 11 2,059 1 4 33 8,694
What do Chinese Macro Announcements Tell Us About the World Economy? 0 0 8 49 0 2 22 141
cron, perl and Stata: automated production and presentation of a business-daily index 0 0 0 237 0 0 5 804
Total Working Papers 106 339 1,524 71,132 310 914 4,643 221,086


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 2 179
A logit analysis of the factor content of West German foreign trade 0 1 1 14 1 2 7 89
A nonparametric investigation of the 90-day t-bill rate 0 0 0 39 0 0 2 551
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency 0 0 0 48 0 1 4 413
A review of Stata 8.1 and its time series capabilities 0 0 2 199 2 2 8 567
A test for long-range dependence in a time series 0 0 0 37 0 1 3 108
Activist policy and macroeconomic instability 0 0 0 15 0 0 1 124
An empirical analysis of the composition of manufacturing employment in the industrialized countries 0 0 1 18 0 1 6 79
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 0 110 0 0 3 607
Compacting time series data 0 1 1 38 0 1 3 104
Coordination of large macroeconomies'policies and the stability of small economies 0 0 0 7 0 0 3 67
Corporate financial policy and the value of cash under uncertainty 0 1 1 1 0 4 4 4
Credit rating agency downgrades and the Eurozone sovereign debt crises 1 1 8 10 2 9 34 46
Cumulative author index, volumes 1-16 0 0 25 25 0 1 38 38
Dynamic adjustment of firms' capital structures in a varying-risk environment 0 0 1 17 2 3 4 73
Dynamics of Intra-EMS Interest Rate Linkages 0 2 4 41 1 3 9 229
Enhanced routines for instrumental variables/generalized method of moments estimation and testing 7 34 146 1,443 23 82 297 2,482
Evaluating concavity for production and cost functions 0 0 1 93 3 3 12 250
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports 0 0 0 98 0 1 2 453
Exchange Rate Uncertainty and Firm Profitability 1 2 6 75 1 2 12 370
Exchange rate effects on the volume and variability of trade flows 1 2 8 257 3 10 45 902
FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES 0 0 1 2 1 1 5 18
Foreword 0 0 0 0 0 0 1 37
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 0 0 1 84 0 0 4 394
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 0 0 1 5 90
Fractional dynamics in Japanese financial time series 0 0 0 28 0 0 3 216
Fractional monetary dynamics 0 0 0 30 0 0 6 374
Happily Ever After? Pre-and-Post Disaster Determinants of Happiness Among Survivors of Hurricane Katrina 0 0 0 8 0 2 9 38
Instrumental variables and GMM: Estimation and testing 5 22 75 3,194 15 44 198 7,239
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 0 0 8 9 0 2 20 32
Long memory in the Greek stock market 0 0 0 96 0 0 5 536
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 0 0 51 0 2 13 352
Long-memory forecasting of US monetary indices 0 0 1 35 0 1 5 201
Long-term dependence in stock returns 0 0 0 83 0 1 11 403
Macroeconomic uncertainty and credit default swap spreads 0 0 3 74 1 1 7 263
Metadata for user-written contributions to the Stata programming language 0 0 0 16 1 1 1 79
Metadata for user-written contributions to the Stata programming language: extensions 0 0 0 21 0 0 1 63
Modelling Federal Reserve Discount Policy 0 0 0 81 0 0 4 906
Multivariate portmanteau (Q) test for white noise 0 0 0 220 0 2 8 748
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 0 0 1 86 0 1 15 476
Nonlinear effects of exchange rate volatility on the volume of bilateral exports 2 4 6 381 3 6 21 1,181
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 0 0 0 0 0 0 2 546
On the investment sensitivity of debt under uncertainty 2 2 3 66 3 4 13 251
On the sensitivity of firms' investment to cash flow and uncertainty 3 3 5 102 3 7 21 344
On the sensitivity of optimal control solutions 0 0 0 23 0 0 2 95
On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty 4 8 17 134 12 26 75 443
Parliamentary election cycles and the Turkish banking sector 0 0 2 65 0 1 9 284
Persistence in International Inflation Rates 0 0 0 0 0 0 4 96
Political patronage in Ukrainian banking 0 0 0 42 0 0 9 285
Q, Cash Flow and Investment: An Econometric Critique 0 0 1 45 0 1 4 287
R&D Expenditures and Geographical Sales Diversification 0 1 4 4 0 2 12 12
Reexamining the term structure of interest rates and the interwar demand for money 0 0 0 1 0 0 2 11
Residual diagnostics for cross-section time series regression models 0 4 12 934 2 9 29 2,616
Richard Sperling (1961-2011) 0 0 0 0 2 2 5 140
Sectoral fluctuations in U.K. firms' investment expenditures 0 0 1 2 0 1 10 27
Securities fraud and corporate board turnover: New evidence from lawsuit outcomes 0 0 2 2 2 5 12 12
Stata tip 126: Handling irregularly spaced high-frequency transactions data 1 2 16 20 1 3 33 49
Stata tip 37: And the last shall be first 0 1 4 46 0 1 6 136
Stata tip 38: Testing for groupwise heteroskedasticity 2 5 23 587 3 11 43 1,169
Stata tip 40: Taking care of business 14 44 215 1,349 29 93 477 2,705
Stata tip 45: Getting those data into shape 0 0 3 176 0 5 10 474
Stata tip 63: Modeling proportions 8 20 42 325 12 27 70 554
Stata tip 73: append with care! 0 0 3 158 0 0 10 388
Stata tip 88: Efficiently evaluating elasticities with the margins command 0 0 0 0 0 0 2 301
Stata: The language of choice for time-series analysis? 0 8 15 385 2 16 36 1,005
Stochastic long memory in traded goods prices 0 0 0 22 0 0 4 189
THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS 0 0 1 73 2 6 19 338
THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING 0 1 2 14 1 4 19 59
Test for autoregressive conditional heteroskedasticity in regression error distribution 0 0 1 58 0 2 4 166
Tests for heteroskedasticity in regression error distribution 0 1 1 52 0 1 4 153
Tests for long memory in a time series 1 1 4 110 1 2 10 198
Tests for serial correlation in regression error distribution 0 0 0 39 0 0 4 120
Tests for stationarity of a time series 1 3 6 227 1 3 11 418
Tests for stationarity of a time series: update 0 1 2 63 0 1 3 128
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 1 1 5 67 2 2 30 268
The contextual effects of social capital on health: A cross-national instrumental variable analysis 0 1 1 15 1 2 8 76
The effects of price- and output-stabilising policies in an interdependent world economy 0 0 0 9 0 0 1 60
The effects of uncertainty and corporate governance on firms’ demand for liquidity 1 2 3 28 1 4 18 128
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 0 0 1 83 0 2 10 383
The impact of macroeconomic uncertainty on firms' changes in financial leverage 0 0 1 86 0 0 13 291
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity 0 1 5 137 1 5 29 460
The impact of the financial system's structure on firms' financial constraints 0 0 1 118 0 0 16 809
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 0 5 62 0 5 18 203
The self-medication hypothesis: Evidence from terrorism and cigarette accessibility 0 0 3 3 1 1 15 17
Time‐varying risk premia in the foreign currency futures basis 0 0 0 0 0 1 4 10
Tobin's Q, intangible capital, and financial policy 0 0 1 92 0 0 5 311
Tobin's q and measurement error: Caveat investigator 0 0 0 89 1 1 1 301
USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES 0 0 0 0 0 2 12 256
Ukrainische Banken: politische Patronage von Bedeutung 0 0 0 30 2 7 12 419
Uncertainty determinants of corporate liquidity 1 2 8 154 1 3 33 520
Uncertainty determinants of firm investment 2 2 6 109 3 6 24 365
Utility for time series data 0 0 1 185 1 2 20 984
Waves and persistence in merger and acquisition activity 0 0 2 170 0 1 12 669
What do Chinese macro announcements tell us about the world economy? 0 2 5 19 1 8 23 56
Total Journal Articles 58 186 734 13,664 151 477 2,119 41,966


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 34 80 308 4,088 72 210 884 10,133
An Introduction to Stata Programming, Second Edition 6 14 58 1,140 8 27 122 2,589
Total Books 40 94 366 5,228 80 237 1,006 12,722


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 9 0 1 4 50
Total Chapters 0 1 1 9 0 1 4 50


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 4 20 83 258 22 96 340 1,140
ADFMAXUR: Stata module to calculate Leybourne (1995) ADFmax unit root test statistic along with 1, 5 and 10% finite-sample critical values and associated p-values 1 2 8 8 7 19 49 49
ARCH: MATLAB function to compute ARCH test 1 3 22 1,727 2 7 94 5,638
ARCHLM: Stata module to calculate LM test for ARCH effects 2 9 32 1,535 13 49 246 7,780
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries 0 0 1 647 0 0 5 1,854
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model 1 6 39 1,658 11 55 313 7,657
ARRANGEDAR: RATS procedures to calculate arranged autoregressions 0 0 0 266 0 0 1 884
AVAR: Stata module to perform asymptotic covariance estimation for iid and non-iid data robust to heteroskedasticity, autocorrelation, 1- and 2-way clustering, and common cross-panel autocorrelated disturbances 1 9 60 166 19 61 267 841
AVPLOT3: Stata module to generate partial regression plots for subsamples 0 0 0 164 0 3 16 2,032
BCUSE: Stata module to access instructional datasets on Boston College server 13 18 102 394 45 64 420 1,662
BETACOEF: Stata module to calculate beta coefficients from regression 3 5 28 1,550 16 44 234 10,583
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation 2 7 37 1,780 17 55 367 11,261
BIDENSITY: Stata module to produce and graph bivariate density estimates 2 10 43 214 12 44 185 987
BKING: Stata module to implement Baxter-King filter for timeseries data 1 1 11 1,246 11 31 233 4,601
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity 0 1 27 2,637 4 11 146 10,198
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data 0 0 5 210 1 3 18 998
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data 1 2 18 474 5 10 56 1,283
CHECKREG3: Stata module to check identification status of simultaneous equations system 0 3 13 339 2 13 78 1,290
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks 15 65 239 2,467 56 212 800 7,413
CMAXUSE: Stata module to access Cmax instructional datasets 0 0 0 9 1 2 7 93
CNSRSIG: Stata module to evaluate validity of restrictions on a regression 0 1 10 416 6 14 61 2,163
CUSUM6: Stata module to compute cusum, cusum^2 stability tests 7 21 95 1,624 38 105 427 5,632
DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method 18 55 232 2,394 52 182 830 8,245
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test 3 7 51 3,079 9 38 285 13,363
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy 12 39 147 1,942 24 88 428 5,027
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates 3 6 38 1,153 8 36 180 4,551
DURBINH: Stata module to calculate Durbin's h test for serial correlation 7 10 33 1,490 20 40 272 8,131
ERSUR: Stata module to calculate Elliott, Rothenberg & Stock DF-GLS unit root test statistic along with 1, 5 and 10% finite-sample critical values and associated p-values 2 3 8 8 5 20 55 55
FCSTATS: Stata module to compute time series forecast accuracy statistics 10 23 31 31 46 117 166 166
FRACDIFF: Stata module to generate fractionally-differenced timeseries 0 0 8 380 3 6 35 1,351
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries 0 1 6 916 3 8 38 3,790
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix 1 2 7 484 11 18 73 2,704
GHISTCUM: Stata module to graph histogram and cumulative distribution 2 10 40 834 15 53 234 5,193
GPHROB: RATS modules to perform tests for fractional integration of timeseries 1 3 5 675 1 5 12 1,774
GPHUDAK: Stata module to estimate long memory in a timeseries 3 3 33 515 8 15 86 1,446
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries 0 1 3 318 0 2 8 922
GRPDF: Stata module to produce PDFs from memory graphs 2 4 8 15 4 9 50 105
HADRILM: Stata module to perform Hadri panel unit root test 3 7 33 1,874 12 31 133 4,924
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test 4 8 38 781 10 27 142 2,300
HLP2PDF: Stata module to create PDF or PostScript from Stata help file 0 0 10 237 1 5 38 1,073
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data 19 36 175 7,520 55 126 609 16,037
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test 1 7 70 4,624 16 46 255 10,531
ITSP_ADO: Stata module to accompany Introduction to Stata Programming book 1 5 23 150 1 9 64 544
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation 2 4 12 248 4 13 46 1,155
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg 13 49 217 6,111 72 258 1,222 29,267
IVGMM0: Stata module to perform instrumental variables via GMM 1 3 8 1,365 2 4 15 4,233
IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10) 5 6 25 69 8 23 115 320
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) 1 3 15 1,253 9 25 89 5,191
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) 0 1 29 773 7 18 139 2,747
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation 51 166 761 17,833 227 673 3,102 60,701
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments 26 70 293 1,252 60 202 1,116 5,009
KDENS2: Stata module to estimate bivariate kernel density 5 14 69 1,284 26 82 353 4,642
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity 13 36 168 3,354 41 135 630 10,028
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test 1 10 54 4,072 10 52 282 10,505
LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias 3 7 32 345 9 20 103 1,481
LOG2HTML: Stata module to produce HTML log files 1 3 12 598 7 25 126 3,126
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test 4 11 74 1,355 13 37 191 3,457
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries 3 5 24 673 8 20 82 2,206
MADFULLER: Stata module to perform Dickey-Fuller test on panel data 0 1 13 1,955 2 7 56 6,479
MATIN4-MATOUT4: Stata module to import and export matrices 2 6 20 463 3 13 50 1,849
MODLPR: Stata module to estimate long memory in a timeseries 0 3 21 450 2 7 51 1,398
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel 1 11 45 839 13 56 257 3,391
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel 5 10 47 1,176 27 65 272 5,300
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating 16 31 152 1,168 48 125 560 4,587
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends 1 5 9 1,032 3 11 52 3,531
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality 0 1 19 477 10 37 180 2,977
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise 0 0 1 168 1 3 21 1,037
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit 1 3 12 211 5 16 51 1,057
OUTSERIES: Stata module to write timeseries to text files 0 0 0 76 1 2 4 491
OUTTABLE: Stata module to write matrix to LaTeX table 9 38 143 2,690 62 192 788 18,341
OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg2, ivreg29, ivregress, ivprobit, ivtobit, reg3 12 35 201 5,968 36 107 594 19,765
PANELAUTO: Stata module to support tests for autocorrelation on panel data 10 42 185 2,196 51 176 831 8,331
PANELUNIT: Stata module to support unit root tests on panel data 0 3 9 1,214 0 5 32 3,399
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit 3 12 54 1,764 6 39 174 6,175
PWCORR2: Stata module to compute pairwise correlations and return results 0 8 25 250 5 40 154 1,739
PWCOV: Stata module to compute pairwise covariances 0 0 4 108 3 6 29 606
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients 1 5 21 412 6 17 91 1,606
QSTAT2: MATLAB function to compute Ljung-Box Q statistic 6 11 54 2,551 15 28 173 8,278
ROBLPR: Stata module to estimate long memory in a set of timeseries 0 3 21 470 4 15 73 1,578
ROLLING2: Stata module to perform rolling window and recursive estimation 4 10 51 799 24 75 287 3,461
ROLLREG: Stata module to perform rolling regression estimation 8 24 117 2,367 32 105 542 7,777
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) 3 7 33 642 42 106 462 6,045
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended 2 5 22 619 15 47 174 4,690
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users 0 0 6 741 0 1 16 2,249
SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method 3 27 144 688 18 78 374 1,975
STATICFC: Stata module to compute static forecasts for a recursive rolling regression 4 15 40 278 8 32 132 948
STATSMAT: Stata module to place descriptive statistics in matrix 0 1 18 697 6 28 122 3,370
TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation 1 1 7 48 2 5 21 242
TORATS: Stata module to facilitate transfer of data to RATS 0 0 1 167 2 3 24 1,055
TOSQL: Stata module to transfer data to SQL database 2 5 15 398 7 35 128 3,019
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values 0 6 29 673 8 44 186 3,256
TSGRAPH: Stata module to produce time series line graph 1 5 26 811 7 36 164 4,874
TSLIST: Stata module to list time series data 0 0 1 204 1 6 66 6,439
TSMKTIM: Stata module to generate time-series calendar variable 3 16 71 1,083 18 46 328 4,014
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates 0 0 5 197 1 2 22 706
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) 0 0 3 806 0 1 12 2,641
VECAR: Stata module to estimate vector autoregressive (VAR) models 0 2 8 1,990 1 6 28 7,353
WHITETST: Stata module to perform White's test for heteroskedasticity 9 26 198 6,184 50 140 1,153 25,564
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test 3 9 31 972 18 78 306 5,273
XTILETEST: Stata module to test equality of percentiles across groups of observations 0 2 12 21 1 5 45 114
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model 11 28 174 3,970 52 149 845 16,077
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity 36 74 345 4,003 90 307 1,425 13,218
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break 23 59 362 4,905 60 188 1,068 11,659
aer.pl, a script converting XML data to ReDIF 0 0 2 161 2 6 22 1,177
bejeap.pl, a script converting OAI data to ReDIF 0 1 3 81 0 2 22 781
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support 0 0 2 112 0 1 8 791
cdl-ciders.pl, a script converting XML data to ReDIF 0 0 0 71 3 6 17 872
dspace2redif.pl, a script converting DSpace metadata to ReDIF 2 8 16 183 9 21 65 1,034
ectj.pl, a script converting html data to ReDIF 0 1 3 78 1 2 5 908
imfocpcvt.pl, a script converting html data to ReDIF 0 0 0 51 0 0 2 761
rjeyr.pl, a script converting html data to ReDIF 0 0 0 48 1 1 4 820
Total Software Items 457 1,361 6,466 149,480 1,877 5,895 28,535 567,417


Statistics updated 2017-10-05