Access Statistics for Christopher Baum

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 3 17 127 127 6 32 139 139
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 0 2 97 97 2 5 51 51
A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency 0 1 3 487 0 2 8 2,046
A general approach to testing for autocorrelation 1 2 4 63 5 6 20 107
A general approach to testing for autocorrelation 1 5 21 111 7 12 39 234
A large-scale application of Stata's forecast suite: challenges and potential 3 9 51 51 4 12 40 40
A little bit of Stata programming goes a long way 3 11 24 2,040 5 17 44 3,453
A little bit of Stata programming goes a long way 2 4 27 5,415 7 20 92 9,673
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 0 352 1 3 12 1,329
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 2 389 0 1 16 1,483
A review of Stata 8.1 and its time series capabilities 0 0 5 1,735 2 4 23 3,649
A simple alternative to the linear probability model for binary choice models with endogenous regressors 0 1 13 171 1 3 21 384
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates 0 0 0 214 0 1 8 1,861
An interpretation and implementation of the Theil-Goldberger 'mixed' estimator 2 5 22 163 3 13 50 383
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests 0 0 0 0 1 4 20 1,230
Binary choice models with endogenous regressors 0 8 21 255 2 15 44 411
Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? 0 7 25 137 3 15 55 316
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 58 1 3 8 648
Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes 0 1 3 97 0 2 11 465
Corporate Liquidity Management and Future Investment Expenditures 0 1 6 110 3 6 23 370
Credible Disinflation Policy in a Dynamic Setting 0 0 0 167 0 0 6 1,405
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises 0 0 3 24 2 2 22 100
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis 1 4 13 66 4 8 51 170
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 1 1 13 104 3 7 56 218
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 0 1 14 98 0 5 52 120
Credit rating agency downgrades and the Eurozone sovereign debt crises 0 0 4 53 1 3 34 77
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 2 84 0 1 8 121
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 0 1 1 2 9 13
Does the tenure of Private Equity investment improve the performance of European firms? 0 0 1 68 0 4 9 182
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 60 0 2 3 311
Dynamics of Intra-EMS Interest Rate Linkages 0 0 2 191 2 5 11 966
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 0 0 2 318 1 2 13 886
Efficient Management of Multi-Frequency Panel Data with Stata 0 0 0 699 1 1 5 1,765
Efficient management of multi-frequency panel data with Stata 3 10 25 535 9 23 58 1,305
Enhanced routines for instrumental variables/GMM estimation and testing 0 5 13 539 3 15 41 1,125
Enhanced routines for instrumental variables/GMM estimation and testing 6 19 75 2,100 22 65 213 4,088
Evaluating one-way and two-way cluster-robust covariance matrix estimates 2 6 23 408 6 13 68 952
Evaluating one-way and two-way cluster-robust covariance matrix estimates 1 3 9 166 1 4 19 410
Evaluating one-way and two-way cluster–robust covariance matrix estimates 3 13 32 218 14 90 177 747
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 0 2 8 1,592
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 3 4 987 1 6 21 3,146
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 1 2 687 1 3 11 1,747
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 1 3 819 3 8 21 2,310
Exchange Rate Uncertainty and Firm Profitability 3 6 18 685 8 27 75 2,407
Extending Stata's capabilities for asymptotic covariance matrix estimation 0 4 23 56 2 14 70 157
Facilitating Applied Economic Research with Stata 1 1 8 873 3 7 20 2,067
Firm Investment and Financial Frictions 1 3 6 181 4 8 22 460
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 1 1 1 551 1 2 9 2,068
Fractional Cointegration Analysis of Long Term International Interest Rates 0 0 1 788 2 4 13 2,871
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 3 381 2 3 10 2,138
Fractional Dynamics in Japanese Financial Time Series 0 1 1 328 3 5 7 1,489
Fractional Monetary Dynamics 0 1 2 215 1 2 5 1,148
Implementing econometric estimators with Mata 0 1 7 247 0 1 16 407
Implementing econometric estimators with Mata 0 0 3 153 1 2 12 282
Implementing new econometric tools in Stata 3 7 38 230 7 15 82 406
Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach 2 15 112 112 10 29 56 56
Instrumental variables and GMM: Estimation and testing 0 3 4 608 0 6 15 1,437
Instrumental variables and GMM: Estimation and testing 5 16 73 4,500 12 38 161 8,727
Instrumental variables and GMM: Estimation and testing 2 2 8 1,250 4 10 43 2,416
Instrumental variables estimation using heteroskedasticity-based instruments 0 3 19 198 1 8 37 345
Instrumental variables estimation using heteroskedasticity-based instruments 0 4 15 83 0 5 30 175
Instrumental variables: Overview and advances 0 1 21 861 1 4 36 1,474
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 1 5 22 55 3 11 50 97
Long Memory and Forecasting in Euroyen Deposit Rates 0 1 2 303 0 2 5 1,903
Long Memory in the Greek Stock Market 0 0 4 976 2 2 9 5,347
Long Term Dependence in Stock Returns 0 0 1 612 0 1 5 1,770
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 0 0 3 522 0 1 9 2,314
Long-Memory Forecasting of U.S. Monetary Indices 0 0 0 256 2 4 12 674
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance 0 0 1 90 0 2 6 441
Macroeconomic Uncertainty and Credit Default Swap Spreads 0 1 13 210 8 16 54 541
Macroeconomic Uncertainty and Firm Leverage 0 1 7 162 1 5 30 636
Macroeconomics Uncertainty and Firm Leverage 0 0 1 88 4 6 12 443
Modeling Returns on the Term Structure of Treasury Interest Rates 0 1 2 821 0 5 8 3,407
Modeling fixed income excess returns 1 1 2 427 1 4 13 2,378
Modelling Federal Reserve Discount Policy 0 0 2 180 2 4 15 1,750
Monetary Policy in the Transition to a Zero Federal Deficit 0 0 0 202 0 1 2 2,106
Nearest-Neighbor Forecasts of U.S. Interest Rates 1 1 1 827 2 3 5 3,991
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 0 2 5 875 3 7 29 4,776
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports 0 1 2 744 0 2 13 2,075
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 0 0 735 4 9 19 7,375
On the Investment Sensitivity of Debt under Uncertainty 1 1 2 165 3 3 9 365
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty 0 0 5 446 11 20 41 1,241
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty 0 1 6 268 3 9 31 772
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 0 27 2 4 19 122
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 4 35 3 6 27 170
Parliamentary Election Cycles and the Turkish Banking Sector 0 1 2 165 0 4 20 491
Persistence in International Inflation Rates 0 0 0 551 0 1 6 4,968
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 1 2 368 3 7 17 2,196
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms 0 0 0 1,256 0 3 7 5,854
Political patronage in Ukranian banking 0 1 2 136 2 5 18 647
Powerful new tools for time series analysis 1 1 4 508 2 3 12 885
Q, Cash Flow and Investment: An Econometric Critique 0 2 3 374 0 3 15 1,671
R&D Expenditures and Geographical Sales Diversification 1 2 9 142 3 9 34 349
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say 0 1 3 161 1 5 11 412
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money 0 0 1 255 0 1 6 1,946
Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey 0 0 4 52 0 1 12 42
Rolling Regressions with Stata 1 1 21 1,565 2 12 59 3,643
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 90 4 5 19 569
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 111 0 1 4 794
Should you become a Stata programmer? 0 2 13 1,066 0 3 22 1,522
Stata: The language of choice for time series analysis? 0 4 12 1,905 3 14 43 3,785
Stochastic Long Memory in Traded Goods Prices 1 2 2 137 1 3 10 818
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 3 9 200 1 14 54 574
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 1 4 34 1 4 24 240
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 0 0 139 2 4 11 725
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms 4 12 18 298 7 25 106 1,493
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 1 5 18 157 13 35 116 815
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 0 4 104 2 5 23 488
The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity 0 0 3 103 2 10 28 327
The Effects of Uncertainty on the Leverage of Non-Financial Firms 0 1 6 277 4 11 29 1,043
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 815 0 1 7 2,931
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 46 1 4 7 358
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 0 0 978 7 18 51 4,047
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 0 92 2 4 14 250
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 4 99 0 2 19 323
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 4 5 10 221 4 9 27 639
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 1 2 5 417 3 8 27 1,130
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 0 213 3 4 8 572
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 2 48 1 5 8 274
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 4 122 1 2 16 526
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms 1 1 4 133 3 4 14 547
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage 1 2 6 192 2 5 20 533
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity 0 2 7 391 11 21 56 1,743
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms 1 1 5 174 1 2 11 657
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity 0 0 3 41 3 6 15 205
The Impact of the Financial System's Structure on Firms' Financial Constraints 0 1 2 202 0 4 24 588
The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility 2 3 9 30 5 15 44 79
The Volatility of International Trade Flows and Exchange Rate Uncertainty 1 1 4 204 1 3 15 515
The contextual effects of social capital on health: a cross-national instrumental variable analysis 0 0 1 89 0 3 11 173
The role of uncertainty in the transmission of monetary policy effects on bank lending 0 0 5 323 0 3 23 1,014
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 1 4 525 1 3 22 1,514
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 1 1 8 206 1 3 23 767
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 1 5 151 1 3 13 484
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty 0 0 0 70 0 1 10 230
Time series filtering techniques in Stata 1 6 10 433 4 13 36 939
Time series filtering techniques in Stata 10 29 102 1,089 28 85 293 2,461
Time-Varying Risk Premia in the Foreign Currency Futures Basis 0 0 0 657 3 8 24 3,249
Tobin's Q And Financial Policy Revisited 0 0 0 0 0 3 5 861
Topics in time series regression modeling 8 15 43 1,507 40 113 301 4,025
Uncertainty Determinants of Corporate Liquidity 0 1 1 170 3 5 16 643
Uncertainty Determinants of Corporate Liquidity 0 0 1 47 0 3 9 300
Uncertainty Determinants of Corporate Liquidity 0 0 0 63 0 1 6 305
Uncertainty Determinants of Corporate Liquidity 0 2 5 55 0 6 14 241
Uncertainty Determinants of Firm Investment 0 2 7 284 0 5 19 681
Using Mata to work more effectively with Stata: A tutorial 0 0 1 416 2 5 10 764
Using Mata to work more effectively with Stata: A tutorial 2 5 25 560 2 5 42 985
Using Mata to work more effectively with Stata: A tutorial 3 10 49 2,405 5 17 85 3,874
Using Stata for Applied Research: Reviewing its Capabilities 1 3 19 723 5 9 34 986
Using instrumental variables techniques in economics and finance 0 0 11 543 1 2 25 861
Waves and Persistence in Merger and Acquisition Activity 1 1 6 2,047 5 8 35 8,651
What do Chinese Macro Announcements Tell Us About the World Economy? 0 3 14 31 3 8 46 98
cron, perl and Stata: automated production and presentation of a business-daily index 0 0 1 236 0 0 13 795
Total Working Papers 101 364 1,662 68,995 449 1,381 4,986 214,367


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Logit Analysis of the Factor Content of West German Foreign Trade 0 0 0 0 0 0 1 175
A logit analysis of the factor content of West German foreign trade 0 0 1 13 0 1 3 78
A nonparametric investigation of the 90-day t-bill rate 0 1 1 39 2 3 11 543
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency 0 1 1 48 3 4 7 401
A review of Stata 8.1 and its time series capabilities 0 0 0 195 0 0 3 554
A test for long-range dependence in a time series 0 0 1 36 0 1 5 101
Activist policy and macroeconomic instability 0 0 0 15 0 0 2 121
An empirical analysis of the composition of manufacturing employment in the industrialized countries 1 1 2 17 3 3 8 71
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 1 110 0 0 2 602
Compacting time series data 1 1 1 37 2 4 8 99
Coordination of large macroeconomies'policies and the stability of small economies 0 0 1 7 1 1 4 62
Cumulative author index, volumes 1-15 0 1 11 11 1 6 22 22
Dynamic adjustment of firms' capital structures in a varying-risk environment 0 0 1 16 2 2 4 66
Dynamics of Intra-EMS Interest Rate Linkages 0 0 2 37 2 2 6 212
Enhanced routines for instrumental variables/generalized method of moments estimation and testing 9 38 139 1,240 21 73 239 2,071
Evaluating concavity for production and cost functions 0 0 0 89 1 6 18 233
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports 0 2 3 97 0 3 10 446
Exchange Rate Uncertainty and Firm Profitability 0 0 5 68 0 4 19 350
Exchange rate effects on the volume and variability of trade flows 0 2 14 244 2 13 50 831
FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES 0 0 0 0 0 0 8 9
Foreword 0 0 0 0 1 1 5 34
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 0 0 1 81 1 2 18 379
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 0 2 4 14 82
Fractional dynamics in Japanese financial time series 0 0 0 28 1 1 6 206
Fractional monetary dynamics 0 0 0 30 1 1 11 362
Happily Ever After? Pre-and-Post Disaster Determinants of Happiness Among Survivors of Hurricane Katrina 0 0 6 7 0 2 22 25
Instrumental variables and GMM: Estimation and testing 8 18 65 3,099 13 43 148 6,981
Long memory in the Greek stock market 0 0 0 96 0 0 4 525
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 0 0 49 1 3 11 320
Long-memory forecasting of US monetary indices 0 0 1 34 1 3 8 189
Long-term dependence in stock returns 0 0 2 81 1 1 9 380
Macroeconomic uncertainty and credit default swap spreads 0 0 1 69 1 1 12 250
Metadata for user-written contributions to the Stata programming language 0 0 1 15 0 0 6 73
Metadata for user-written contributions to the Stata programming language: extensions 0 0 0 21 0 0 2 59
Modelling Federal Reserve Discount Policy 0 0 1 81 0 0 7 899
Multivariate portmanteau (Q) test for white noise 1 1 8 219 3 6 23 730
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 0 0 2 85 1 7 17 455
Nonlinear effects of exchange rate volatility on the volume of bilateral exports 0 0 5 371 1 3 21 1,147
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 0 0 0 0 0 5 5 540
On the investment sensitivity of debt under uncertainty 1 1 3 63 3 3 21 230
On the sensitivity of firms' investment to cash flow and uncertainty 0 0 6 96 0 2 15 312
On the sensitivity of optimal control solutions 0 0 0 23 2 2 4 90
On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty 1 3 15 114 4 9 47 351
Parliamentary election cycles and the Turkish banking sector 0 1 7 61 2 5 22 266
Persistence in International Inflation Rates 0 0 0 0 2 2 8 88
Political patronage in Ukrainian banking 0 0 0 39 1 2 13 266
Q, Cash Flow and Investment: An Econometric Critique 0 0 0 44 0 0 3 280
Reexamining the term structure of interest rates and the interwar demand for money 0 0 1 1 0 1 5 6
Residual diagnostics for cross-section time series regression models 0 1 5 915 2 7 27 2,565
Richard Sperling (1961-2011) 0 0 0 0 3 4 12 131
Sectoral fluctuations in U.K. firms' investment expenditures 0 0 0 1 1 2 6 16
Stata tip 37: And the last shall be first 0 0 2 41 0 0 7 128
Stata tip 38: Testing for groupwise heteroskedasticity 0 2 10 552 1 8 32 1,108
Stata tip 40: Taking care of business 35 89 248 1,038 78 188 515 2,045
Stata tip 45: Getting those data into shape 0 1 2 171 1 5 16 461
Stata tip 63: Modeling proportions 0 1 10 280 3 7 29 475
Stata tip 73: append with care! 0 0 0 153 0 0 4 370
Stata tip 88: Efficiently evaluating elasticities with the margins command 0 0 0 0 0 1 7 294
Stata: The language of choice for time-series analysis? 1 5 9 367 1 6 26 958
Stochastic long memory in traded goods prices 1 1 1 22 2 2 6 177
THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS 0 1 5 69 1 5 37 312
THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING 0 1 3 12 0 1 9 36
Test for autoregressive conditional heteroskedasticity in regression error distribution 1 1 1 55 3 4 8 157
Tests for heteroskedasticity in regression error distribution 0 0 1 49 2 5 11 145
Tests for long memory in a time series 0 0 3 105 1 3 15 184
Tests for serial correlation in regression error distribution 0 0 0 39 1 1 6 114
Tests for stationarity of a time series 0 0 6 216 1 2 12 400
Tests for stationarity of a time series: update 1 1 3 59 2 4 9 120
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 16 30 48 5 75 128 190
The contextual effects of social capital on health: A cross-national instrumental variable analysis 0 0 2 14 2 3 12 63
The effects of price- and output-stabilising policies in an interdependent world economy 0 0 1 9 2 2 4 58
The effects of uncertainty and corporate governance on firms’ demand for liquidity 1 1 3 25 1 1 7 99
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 0 2 5 82 2 4 18 365
The impact of macroeconomic uncertainty on firms' changes in financial leverage 1 1 4 85 6 9 26 273
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity 1 1 6 129 2 5 23 423
The impact of the financial system's structure on firms' financial constraints 0 8 17 108 7 30 112 765
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 1 1 56 0 3 18 179
Time‐varying risk premia in the foreign currency futures basis 0 0 0 0 0 0 5 5
Tobin's Q, intangible capital, and financial policy 0 0 1 91 1 1 8 302
Tobin's q and measurement error: Caveat investigator 0 0 0 89 0 0 2 298
USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES 0 0 0 0 2 4 23 235
Ukrainische Banken: politische Patronage von Bedeutung 0 0 0 30 2 6 25 401
Uncertainty determinants of corporate liquidity 1 5 18 129 2 17 62 437
Uncertainty determinants of firm investment 1 3 7 100 5 8 20 330
Utility for time series data 1 5 11 182 10 19 60 955
Waves and persistence in merger and acquisition activity 0 0 0 168 1 1 9 648
What do Chinese macro announcements tell us about the world economy? 0 4 8 8 4 14 24 24
Total Journal Articles 67 222 732 12,623 239 692 2,297 38,818


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 40 98 484 3,673 86 224 1,233 8,900
An Introduction to Stata Programming, Second Edition 8 20 96 1,064 17 42 216 2,413
Total Books 48 118 580 4,737 103 266 1,449 11,313


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 1 2 42
Total Chapters 0 0 0 7 0 1 2 42


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 6 17 74 153 32 87 290 684
ARCH: MATLAB function to compute ARCH test 1 4 30 1,697 10 24 138 5,504
ARCHLM: Stata module to calculate LM test for ARCH effects 11 23 55 1,489 77 166 441 7,422
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries 0 0 2 645 0 2 9 1,841
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model 5 9 34 1,601 31 72 290 7,222
ARRANGEDAR: RATS procedures to calculate arranged autoregressions 0 1 2 266 0 2 13 876
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 3 6 39 92 15 43 195 487
AVPLOT3: Stata module to generate partial regression plots for subsamples 0 0 2 163 5 9 31 2,005
BCUSE: Stata module to access instructional datasets on Boston College server 10 33 80 261 27 113 323 1,111
BETACOEF: Stata module to calculate beta coefficients from regression 2 6 38 1,511 21 71 264 10,281
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation 5 11 31 1,722 30 93 289 10,780
BIDENSITY: Stata module to produce and graph bivariate density estimates 2 9 38 154 14 41 166 702
BKING: Stata module to implement Baxter-King filter for timeseries data 0 3 16 1,228 7 42 133 4,296
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity 4 8 30 2,599 22 60 169 10,002
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data 1 2 4 202 4 9 26 967
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data 1 4 18 447 2 10 52 1,205
CHECKREG3: Stata module to check identification status of simultaneous equations system 4 6 15 315 9 19 59 1,183
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks 25 80 275 2,138 95 259 867 6,297
CMAXUSE: Stata module to access Cmax instructional datasets 0 0 2 9 3 5 24 78
CNSRSIG: Stata module to evaluate validity of restrictions on a regression 0 6 17 398 8 19 82 2,075
CUSUM6: Stata module to compute cusum, cusum^2 stability tests 8 27 90 1,488 33 111 375 5,034
DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method 17 48 165 2,074 83 221 810 7,032
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test 9 18 59 3,007 40 100 403 12,961
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy 17 43 146 1,737 50 118 449 4,417
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates 4 13 47 1,101 36 74 278 4,274
DURBINH: Stata module to calculate Durbin's h test for serial correlation 3 14 45 1,434 26 68 257 7,750
FRACDIFF: Stata module to generate fractionally-differenced timeseries 1 2 9 365 11 19 59 1,290
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries 0 1 10 907 3 16 68 3,708
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix 0 6 32 474 6 21 121 2,605
GHISTCUM: Stata module to graph histogram and cumulative distribution 6 15 51 782 29 96 293 4,831
GPHROB: RATS modules to perform tests for fractional integration of timeseries 0 3 11 668 0 7 30 1,755
GPHUDAK: Stata module to estimate long memory in a timeseries 0 2 22 472 3 16 78 1,300
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries 0 1 1 314 1 7 17 909
HADRILM: Stata module to perform Hadri panel unit root test 4 7 30 1,821 15 28 136 4,731
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test 4 10 51 731 19 48 183 2,087
HLP2PDF: Stata module to create PDF or PostScript from Stata help file 1 4 10 225 3 12 49 1,017
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data 28 74 284 7,266 81 223 851 15,150
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test 4 11 69 4,526 30 72 290 10,178
ITSP_ADO: Stata module to accompany Introduction to Stata Programming book 0 6 20 124 6 16 73 455
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation 2 3 13 231 4 11 55 1,089
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg 25 68 274 5,816 176 496 2,038 27,492
IVGMM0: Stata module to perform instrumental variables via GMM 0 1 3 1,355 2 9 29 4,207
IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10) 2 4 21 37 6 17 105 158
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) 0 1 20 1,230 4 21 92 5,059
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) 5 13 32 733 15 50 159 2,543
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation 106 285 1,141 16,691 491 1,371 5,237 55,759
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments 21 77 295 838 77 244 1,000 3,553
KDENS2: Stata module to estimate bivariate kernel density 6 19 64 1,189 28 99 363 4,151
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity 17 55 193 3,112 76 205 675 9,142
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test 5 18 64 3,999 22 85 342 10,088
LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias 3 4 17 302 12 29 101 1,342
LOG2HTML: Stata module to produce HTML log files 3 9 19 567 14 53 174 2,902
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test 12 18 85 1,247 23 51 225 3,190
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries 0 2 11 643 2 8 52 2,090
MADFULLER: Stata module to perform Dickey-Fuller test on panel data 2 4 18 1,941 6 17 107 6,399
MATIN4-MATOUT4: Stata module to import and export matrices 2 6 16 435 9 21 65 1,777
MODLPR: Stata module to estimate long memory in a timeseries 2 3 8 419 6 13 40 1,320
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel 5 18 79 773 26 72 299 3,027
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel 9 18 74 1,104 28 88 405 4,908
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating 26 59 183 960 74 201 626 3,767
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends 0 5 11 1,015 6 28 75 3,443
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality 3 5 16 454 18 39 132 2,754
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise 0 2 6 165 2 9 30 1,002
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit 1 4 9 193 3 14 50 975
OUTSERIES: Stata module to write timeseries to text files 0 0 0 76 1 2 4 478
OUTTABLE: Stata module to write matrix to LaTeX table 9 31 156 2,504 69 200 891 17,311
OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg, ivreg2, ivreg29, ivprobit, ivtobit, reg3 26 65 225 5,683 98 260 937 18,830
PANELAUTO: Stata module to support tests for autocorrelation on panel data 29 56 181 1,935 94 205 696 7,184
PANELUNIT: Stata module to support unit root tests on panel data 1 1 5 1,203 1 4 28 3,359
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit 7 22 76 1,688 28 71 255 5,871
PWCORR2: Stata module to compute pairwise correlations and return results 1 4 30 217 22 54 269 1,503
PWCOV: Stata module to compute pairwise covariances 1 1 5 101 1 12 38 563
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients 0 6 18 377 11 29 84 1,471
QSTAT2: MATLAB function to compute Ljung-Box Q statistic 6 25 101 2,475 18 77 286 8,030
ROBLPR: Stata module to estimate long memory in a set of timeseries 2 2 14 443 3 10 66 1,476
ROLLING2: Stata module to perform rolling window and recursive estimation 2 8 35 735 17 52 188 3,106
ROLLREG: Stata module to perform rolling regression estimation 24 47 174 2,187 104 252 779 6,948
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) 6 19 51 596 50 170 583 5,365
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended 0 2 24 592 17 57 245 4,457
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users 2 4 13 734 4 9 26 2,228
SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method 10 38 140 484 33 99 417 1,424
STATICFC: Stata module to compute static forecasts for a recursive rolling regression 4 10 58 222 18 46 177 763
STATSMAT: Stata module to place descriptive statistics in matrix 0 3 17 671 7 22 109 3,208
TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation 1 3 8 37 4 7 20 207
TORATS: Stata module to facilitate transfer of data to RATS 0 3 7 165 4 15 40 1,016
TOSQL: Stata module to transfer data to SQL database 1 3 13 383 6 20 111 2,851
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values 4 19 84 630 35 93 383 2,975
TSGRAPH: Stata module to produce time series line graph 1 4 23 774 17 51 189 4,636
TSLIST: Stata module to list time series data 0 0 0 203 2 14 33 6,352
TSMKTIM: Stata module to generate time-series calendar variable 9 15 62 995 27 71 233 3,590
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates 2 2 10 191 8 14 41 675
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) 0 0 5 799 1 2 30 2,618
VECAR: Stata module to estimate vector autoregressive (VAR) models 0 2 18 1,977 7 19 109 7,305
WHITETST: Stata module to perform White's test for heteroskedasticity 19 38 177 5,938 151 299 1,124 24,119
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test 4 9 28 927 32 63 175 4,887
XTILETEST: Stata module to test equality of percentiles across groups of observations 1 2 5 5 6 17 42 42
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model 16 54 203 3,719 123 290 957 14,877
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity 29 82 357 3,543 170 415 1,440 11,289
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break 40 110 371 4,388 105 299 1,086 10,153
aer.pl, a script converting XML data to ReDIF 1 2 7 156 2 6 33 1,142
bejeap.pl, a script converting OAI data to ReDIF 0 3 5 76 0 6 22 753
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support 0 3 11 109 1 6 37 776
cdl-ciders.pl, a script converting XML data to ReDIF 0 2 7 69 0 8 33 839
dspace2redif.pl, a script converting DSpace metadata to ReDIF 0 2 12 164 6 21 81 932
ectj.pl, a script converting html data to ReDIF 0 0 1 75 0 3 16 898
imfocpcvt.pl, a script converting html data to ReDIF 0 0 1 50 0 2 11 749
rjeyr.pl, a script converting html data to ReDIF 0 0 3 48 1 4 14 816
Total Software Items 701 1,936 7,367 140,399 3,321 9,046 33,495 526,711


Statistics updated 2016-05-03