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 3 3 95 95 5 8 46 46
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 6 15 110 110 9 30 107 107
A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency 1 1 2 486 2 3 6 2,044
A general approach to testing for autocorrelation 0 6 25 106 0 7 44 222
A general approach to testing for autocorrelation 1 1 5 61 3 6 19 101
A large-scale application of Stata's forecast suite: challenges and potential 1 6 42 42 3 12 28 28
A little bit of Stata programming goes a long way 0 3 17 2,029 0 4 39 3,436
A little bit of Stata programming goes a long way 3 8 25 5,411 8 23 83 9,653
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 0 352 3 4 10 1,326
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 3 389 1 6 17 1,482
A review of Stata 8.1 and its time series capabilities 0 1 6 1,735 3 5 26 3,645
A simple alternative to the linear probability model for binary choice models with endogenous regressors 0 6 21 170 0 8 35 381
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates 0 0 0 214 0 2 9 1,860
An interpretation and implementation of the Theil-Goldberger 'mixed' estimator 2 5 23 158 4 10 48 370
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests 0 0 0 0 1 3 34 1,226
Binary choice models with endogenous regressors 2 4 23 247 5 11 49 396
Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? 4 10 24 130 4 21 51 301
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 58 0 1 7 645
Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes 0 0 3 96 1 2 14 463
Corporate Liquidity Management and Future Investment Expenditures 0 1 8 109 2 6 25 364
Credible Disinflation Policy in a Dynamic Setting 0 0 0 167 1 2 11 1,405
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises 1 3 4 24 4 12 22 98
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis 1 4 9 62 6 19 51 162
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 0 1 20 103 2 14 73 211
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 4 5 21 97 7 15 67 115
Credit rating agency downgrades and the Eurozone sovereign debt crises 0 2 16 53 2 11 48 74
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 1 1 0 2 11 11
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 3 84 0 2 8 120
Does the tenure of Private Equity investment improve the performance of European firms? 0 0 2 68 1 2 6 178
Dynamics of Intra-EMS Interest Rate Linkages 1 1 3 191 1 3 7 961
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 60 0 0 1 309
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 0 0 4 318 2 4 16 884
Efficient Management of Multi-Frequency Panel Data with Stata 0 0 2 699 0 0 8 1,764
Efficient management of multi-frequency panel data with Stata 0 4 21 525 1 15 45 1,282
Enhanced routines for instrumental variables/GMM estimation and testing 2 2 10 534 3 7 31 1,110
Enhanced routines for instrumental variables/GMM estimation and testing 6 16 93 2,081 16 44 231 4,023
Evaluating one-way and two-way cluster-robust covariance matrix estimates 2 7 23 402 6 17 67 939
Evaluating one-way and two-way cluster-robust covariance matrix estimates 1 1 7 163 1 3 17 406
Evaluating one-way and two-way cluster–robust covariance matrix estimates 2 7 24 205 6 17 100 657
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 0 4 12 1,590
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 3 984 1 9 25 3,140
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 0 4 686 0 3 17 1,744
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 1 3 818 1 5 15 2,302
Exchange Rate Uncertainty and Firm Profitability 1 4 15 679 7 20 66 2,380
Extending Stata's capabilities for asymptotic covariance matrix estimation 0 3 32 52 1 13 96 143
Facilitating Applied Economic Research with Stata 0 2 12 872 0 3 19 2,060
Firm Investment and Financial Frictions 2 2 3 178 2 6 16 452
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 0 0 1 550 1 2 13 2,066
Fractional Cointegration Analysis of Long Term International Interest Rates 0 0 1 788 0 1 10 2,867
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 1 1 3 381 1 1 8 2,135
Fractional Dynamics in Japanese Financial Time Series 0 0 1 327 0 0 4 1,484
Fractional Monetary Dynamics 0 0 1 214 0 0 3 1,146
Implementing econometric estimators with Mata 1 2 5 153 3 5 14 280
Implementing econometric estimators with Mata 2 2 12 246 3 5 24 406
Implementing new econometric tools in Stata 2 10 56 223 7 22 101 391
Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach 6 97 97 97 4 27 27 27
Instrumental variables and GMM: Estimation and testing 0 1 4 605 0 2 15 1,431
Instrumental variables and GMM: Estimation and testing 0 2 11 1,248 1 9 40 2,406
Instrumental variables and GMM: Estimation and testing 4 14 85 4,484 11 36 183 8,689
Instrumental variables estimation using heteroskedasticity-based instruments 3 7 14 79 4 10 32 170
Instrumental variables estimation using heteroskedasticity-based instruments 2 6 23 195 3 11 39 337
Instrumental variables: Overview and advances 1 5 27 860 3 7 44 1,470
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 1 3 19 50 4 12 56 86
Long Memory and Forecasting in Euroyen Deposit Rates 0 0 1 302 1 1 4 1,901
Long Memory in the Greek Stock Market 0 2 4 976 0 2 7 5,345
Long Term Dependence in Stock Returns 0 0 1 612 0 1 4 1,769
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 0 1 3 522 0 3 10 2,313
Long-Memory Forecasting of U.S. Monetary Indices 0 0 0 256 1 2 11 670
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance 0 0 1 90 1 1 4 439
Macroeconomic Uncertainty and Credit Default Swap Spreads 1 4 17 209 6 14 49 525
Macroeconomic Uncertainty and Firm Leverage 1 1 10 161 9 11 40 631
Macroeconomics Uncertainty and Firm Leverage 0 0 3 88 0 1 12 437
Modeling Returns on the Term Structure of Treasury Interest Rates 1 1 1 820 1 1 5 3,402
Modeling fixed income excess returns 0 0 1 426 2 2 9 2,374
Modelling Federal Reserve Discount Policy 0 0 2 180 1 2 13 1,746
Monetary Policy in the Transition to a Zero Federal Deficit 0 0 0 202 0 0 1 2,105
Nearest-Neighbor Forecasts of U.S. Interest Rates 0 0 1 826 0 0 6 3,988
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 0 0 5 873 1 4 27 4,769
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports 0 1 1 743 1 4 15 2,073
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 0 0 735 1 3 16 7,366
On the Investment Sensitivity of Debt under Uncertainty 1 1 1 164 1 2 8 362
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty 4 4 6 446 7 10 32 1,221
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty 1 2 5 267 5 7 24 763
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 0 27 2 5 15 118
Parliamentary Election Cycles and the Turkish Banking Sector 2 2 4 35 3 10 25 164
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 3 164 5 9 21 487
Persistence in International Inflation Rates 0 0 1 551 1 2 8 4,967
Persistent Dependence in Foreign Exchange Rates? A Reexamination 1 1 1 367 2 5 11 2,189
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms 0 0 1 1,256 0 2 7 5,851
Political patronage in Ukranian banking 0 0 2 135 1 4 16 642
Powerful new tools for time series analysis 0 0 7 507 1 2 14 882
Q, Cash Flow and Investment: An Econometric Critique 0 0 2 372 0 2 17 1,668
R&D Expenditures and Geographical Sales Diversification 1 3 14 140 1 9 38 340
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say 0 1 3 160 0 1 10 407
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money 1 1 1 255 1 3 6 1,945
Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey 0 1 9 52 0 2 19 41
Rolling Regressions with Stata 0 5 27 1,564 5 14 68 3,631
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 90 1 5 17 564
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 111 0 2 3 793
Should you become a Stata programmer? 2 6 17 1,064 3 8 27 1,519
Stata: The language of choice for time series analysis? 2 4 13 1,901 4 11 47 3,771
Stochastic Long Memory in Traded Goods Prices 0 0 0 135 0 2 8 815
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 0 9 197 2 13 68 560
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 1 2 5 33 3 6 27 236
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 0 4 139 1 3 15 721
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms 2 4 11 286 6 24 103 1,468
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 1 5 104 1 4 22 483
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 2 5 18 152 9 25 100 780
The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity 0 0 3 103 2 9 24 317
The Effects of Uncertainty on the Leverage of Non-Financial Firms 1 2 7 276 2 5 25 1,032
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 815 1 2 11 2,930
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 46 0 0 3 354
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 0 0 978 2 10 46 4,029
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 5 99 0 2 23 321
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 0 92 3 7 10 246
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 2 7 216 0 8 27 630
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 0 5 415 2 6 28 1,122
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 2 48 0 0 3 269
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 1 1 6 122 1 2 21 524
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 1 213 1 3 5 568
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms 0 0 4 132 0 2 18 543
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage 0 0 4 190 0 3 25 528
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity 0 2 10 389 9 21 58 1,722
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms 0 3 5 173 0 4 15 655
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity 0 2 4 41 0 4 13 199
The Impact of the Financial System's Structure on Firms' Financial Constraints 0 0 3 201 3 10 26 584
The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility 0 2 8 27 2 7 46 64
The Volatility of International Trade Flows and Exchange Rate Uncertainty 1 2 7 203 2 3 19 512
The contextual effects of social capital on health: a cross-national instrumental variable analysis 0 0 2 89 0 3 10 170
The role of uncertainty in the transmission of monetary policy effects on bank lending 1 2 7 323 2 9 28 1,011
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 1 3 524 1 6 29 1,511
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 0 6 150 0 1 15 481
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 0 7 205 4 5 41 764
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty 0 0 0 70 1 2 11 229
Time series filtering techniques in Stata 7 18 99 1,060 13 49 301 2,376
Time series filtering techniques in Stata 1 2 7 427 2 8 26 926
Time-Varying Risk Premia in the Foreign Currency Futures Basis 0 0 1 657 4 5 24 3,241
Tobin's Q And Financial Policy Revisited 0 0 0 0 0 0 3 858
Topics in time series regression modeling 6 7 43 1,492 20 71 275 3,912
Uncertainty Determinants of Corporate Liquidity 0 2 3 53 1 3 10 235
Uncertainty Determinants of Corporate Liquidity 0 0 0 63 0 3 6 304
Uncertainty Determinants of Corporate Liquidity 0 0 1 47 0 2 8 297
Uncertainty Determinants of Corporate Liquidity 0 0 2 169 0 4 15 638
Uncertainty Determinants of Firm Investment 2 4 7 282 4 8 18 676
Using Mata to work more effectively with Stata: A tutorial 0 8 27 555 1 11 55 980
Using Mata to work more effectively with Stata: A tutorial 0 0 1 416 0 0 9 759
Using Mata to work more effectively with Stata: A tutorial 6 12 61 2,395 9 22 109 3,857
Using Stata for Applied Research: Reviewing its Capabilities 2 4 29 720 3 6 46 977
Using instrumental variables techniques in economics and finance 0 1 15 543 4 6 32 859
Waves and Persistence in Merger and Acquisition Activity 0 1 8 2,046 3 7 36 8,643
What do Chinese Macro Announcements Tell Us About the World Economy? 3 3 13 28 3 10 44 90
cron, perl and Stata: automated production and presentation of a business-daily index 0 0 1 236 3 5 15 795
Total Working Papers 123 419 1,771 68,631 368 1,172 5,017 212,986


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 1 1 13 1 2 2 77
A nonparametric investigation of the 90-day t-bill rate 0 0 0 38 1 2 8 540
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency 0 0 1 47 0 0 5 397
A review of Stata 8.1 and its time series capabilities 0 0 1 195 0 0 4 554
A test for long-range dependence in a time series 0 1 1 36 0 2 4 100
Activist policy and macroeconomic instability 0 0 0 15 1 2 3 121
An empirical analysis of the composition of manufacturing employment in the industrialized countries 0 0 1 16 1 2 6 68
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 1 110 0 0 3 602
Compacting time series data 0 0 2 36 0 0 7 95
Coordination of large macroeconomies'policies and the stability of small economies 0 0 1 7 2 2 3 61
Cumulative author index, volumes 1-15 1 10 10 10 2 16 16 16
Dynamic adjustment of firms' capital structures in a varying-risk environment 0 0 1 16 0 0 2 64
Dynamics of Intra-EMS Interest Rate Linkages 1 1 2 37 1 1 6 210
Enhanced routines for instrumental variables/generalized method of moments estimation and testing 13 32 127 1,202 19 52 214 1,998
Evaluating concavity for production and cost functions 0 0 1 89 1 4 20 227
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports 0 0 1 95 1 4 7 443
Exchange Rate Uncertainty and Firm Profitability 1 2 5 68 3 7 17 346
Exchange rate effects on the volume and variability of trade flows 1 6 18 242 4 12 49 818
FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES 0 0 0 0 1 2 8 9
Foreword 0 0 0 0 2 2 4 33
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 1 1 1 81 3 7 16 377
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 0 0 2 10 78
Fractional dynamics in Japanese financial time series 0 0 0 28 0 1 7 205
Fractional monetary dynamics 0 0 1 30 1 4 12 361
Happily Ever After? Pre-and-Post Disaster Determinants of Happiness Among Survivors of Hurricane Katrina 0 2 7 7 0 3 23 23
Instrumental variables and GMM: Estimation and testing 3 16 66 3,081 9 36 150 6,938
Long memory in the Greek stock market 0 0 0 96 0 1 4 525
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 0 0 49 1 2 11 317
Long-memory forecasting of US monetary indices 0 0 2 34 0 1 6 186
Long-term dependence in stock returns 0 1 2 81 1 3 8 379
Macroeconomic uncertainty and credit default swap spreads 0 0 2 69 1 4 17 249
Metadata for user-written contributions to the Stata programming language 0 0 1 15 0 0 8 73
Metadata for user-written contributions to the Stata programming language: extensions 0 0 0 21 0 0 4 59
Modelling Federal Reserve Discount Policy 0 0 1 81 1 2 8 899
Multivariate portmanteau (Q) test for white noise 1 2 8 218 1 7 21 724
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 0 0 2 85 1 3 11 448
Nonlinear effects of exchange rate volatility on the volume of bilateral exports 0 0 9 371 2 4 28 1,144
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 0 0 0 0 0 0 0 535
On the investment sensitivity of debt under uncertainty 1 1 5 62 4 9 23 227
On the sensitivity of firms' investment to cash flow and uncertainty 0 2 9 96 0 2 22 310
On the sensitivity of optimal control solutions 0 0 1 23 0 0 3 88
On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty 0 5 17 111 4 15 45 342
Parliamentary election cycles and the Turkish banking sector 0 0 9 60 0 5 24 261
Persistence in International Inflation Rates 0 0 0 0 1 4 9 86
Political patronage in Ukrainian banking 0 0 1 39 3 4 17 264
Q, Cash Flow and Investment: An Econometric Critique 0 0 0 44 0 1 5 280
Reexamining the term structure of interest rates and the interwar demand for money 0 0 1 1 0 0 4 5
Residual diagnostics for cross-section time series regression models 0 1 4 914 1 7 24 2,558
Richard Sperling (1961-2011) 0 0 0 0 0 1 10 127
Sectoral fluctuations in U.K. firms' investment expenditures 0 0 1 1 1 1 5 14
Stata tip 37: And the last shall be first 0 0 3 41 1 2 8 128
Stata tip 38: Testing for groupwise heteroskedasticity 1 3 19 550 3 8 40 1,100
Stata tip 40: Taking care of business 22 56 222 949 41 112 445 1,857
Stata tip 45: Getting those data into shape 0 0 3 170 2 3 20 456
Stata tip 63: Modeling proportions 2 2 11 279 2 4 27 468
Stata tip 73: append with care! 0 0 0 153 0 0 6 370
Stata tip 88: Efficiently evaluating elasticities with the margins command 0 0 0 0 0 2 9 293
Stata: The language of choice for time-series analysis? 1 1 7 362 3 8 24 952
Stochastic long memory in traded goods prices 0 0 0 21 0 3 4 175
THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS 2 4 4 68 9 25 38 307
THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING 0 1 4 11 0 5 12 35
Test for autoregressive conditional heteroskedasticity in regression error distribution 0 0 1 54 0 0 5 153
Tests for heteroskedasticity in regression error distribution 1 1 2 49 1 2 8 140
Tests for long memory in a time series 0 0 4 105 1 2 15 181
Tests for serial correlation in regression error distribution 0 0 1 39 0 2 6 113
Tests for stationarity of a time series 0 3 8 216 0 3 12 398
Tests for stationarity of a time series: update 1 1 2 58 2 2 6 116
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 1 23 32 3 10 77 115
The contextual effects of social capital on health: A cross-national instrumental variable analysis 0 1 2 14 0 4 11 60
The effects of price- and output-stabilising policies in an interdependent world economy 0 0 1 9 0 0 2 56
The effects of uncertainty and corporate governance on firms’ demand for liquidity 0 0 2 24 0 1 7 98
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 0 0 4 80 1 4 18 361
The impact of macroeconomic uncertainty on firms' changes in financial leverage 0 0 4 84 1 1 24 264
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity 1 2 8 128 3 5 29 418
The impact of the financial system's structure on firms' financial constraints 1 3 14 100 5 28 125 735
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 0 3 55 0 8 18 176
Time‐varying risk premia in the foreign currency futures basis 0 0 0 0 0 2 5 5
Tobin's Q, intangible capital, and financial policy 0 0 1 91 1 4 7 301
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 6 25 231
Ukrainische Banken: politische Patronage von Bedeutung 0 0 0 30 0 6 22 395
Uncertainty determinants of corporate liquidity 0 0 16 124 2 6 57 420
Uncertainty determinants of firm investment 1 1 7 97 2 3 17 322
Utility for time series data 1 3 7 177 6 14 54 936
Waves and persistence in merger and acquisition activity 0 0 1 168 1 2 10 647
What do Chinese macro announcements tell us about the world economy? 2 4 4 4 7 10 10 10
Total Journal Articles 59 171 712 12,401 174 538 2,129 38,126
1 registered items for which data could not be found


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 39 130 506 3,575 94 312 1,332 8,676
An Introduction to Stata Programming, Second Edition 9 33 94 1,044 17 71 230 2,371
Total Books 48 163 600 4,619 111 383 1,562 11,047


Chapter File Downloads Abstract Views
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Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 7 0 0 2 41
Total Chapters 0 0 0 7 0 0 2 41


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 10 22 68 136 29 73 271 597
ARCH: MATLAB function to compute ARCH test 4 11 32 1,693 18 42 148 5,480
ARCHLM: Stata module to calculate LM test for ARCH effects 6 16 47 1,466 28 91 418 7,256
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries 0 0 3 645 2 2 12 1,839
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model 1 5 38 1,592 12 56 341 7,150
ARRANGEDAR: RATS procedures to calculate arranged autoregressions 0 0 1 265 2 5 11 874
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 11 41 86 18 58 197 444
AVPLOT3: Stata module to generate partial regression plots for subsamples 0 0 2 163 2 7 31 1,996
BCUSE: Stata module to access instructional datasets on Boston College server 3 18 75 228 22 84 324 998
BETACOEF: Stata module to calculate beta coefficients from regression 1 8 42 1,505 11 52 287 10,210
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation 2 6 33 1,711 13 60 296 10,687
BIDENSITY: Stata module to produce and graph bivariate density estimates 1 9 45 145 15 50 186 661
BKING: Stata module to implement Baxter-King filter for timeseries data 1 3 17 1,225 8 29 129 4,254
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity 3 7 29 2,591 10 45 142 9,942
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data 0 0 4 200 1 3 25 958
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data 2 3 17 443 4 17 51 1,195
CHECKREG3: Stata module to check identification status of simultaneous equations system 2 5 13 309 3 17 52 1,164
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks 17 52 276 2,058 62 183 896 6,038
CMAXUSE: Stata module to access Cmax instructional datasets 0 0 2 9 3 6 29 73
CNSRSIG: Stata module to evaluate validity of restrictions on a regression 1 4 16 392 7 19 90 2,056
CUSUM6: Stata module to compute cusum, cusum^2 stability tests 6 21 91 1,461 40 96 370 4,923
DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method 8 33 177 2,026 56 161 859 6,811
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test 4 14 67 2,989 19 101 400 12,861
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy 12 36 155 1,694 42 143 468 4,299
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates 4 8 54 1,088 27 72 289 4,200
DURBINH: Stata module to calculate Durbin's h test for serial correlation 1 6 44 1,420 13 65 309 7,682
FRACDIFF: Stata module to generate fractionally-differenced timeseries 1 2 9 363 6 11 50 1,271
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries 1 3 13 906 7 14 90 3,692
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix 2 8 33 468 8 34 135 2,584
GHISTCUM: Stata module to graph histogram and cumulative distribution 4 8 47 767 35 74 275 4,735
GPHROB: RATS modules to perform tests for fractional integration of timeseries 0 2 10 665 2 11 30 1,748
GPHUDAK: Stata module to estimate long memory in a timeseries 1 6 24 470 9 23 77 1,284
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries 0 0 0 313 1 5 11 902
HADRILM: Stata module to perform Hadri panel unit root test 5 8 32 1,814 12 29 151 4,703
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test 8 19 50 721 16 64 171 2,039
HLP2PDF: Stata module to create PDF or PostScript from Stata help file 2 5 9 221 6 14 45 1,005
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data 17 42 315 7,192 45 155 971 14,927
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test 6 17 99 4,515 24 69 331 10,106
ITSP_ADO: Stata module to accompany Introduction to Stata Programming book 3 6 18 118 10 21 79 439
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation 1 1 13 228 6 16 59 1,078
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg 16 69 308 5,748 114 473 2,297 26,996
IVGMM0: Stata module to perform instrumental variables via GMM 0 1 6 1,354 6 10 35 4,198
IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10) 1 4 29 33 10 33 130 141
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) 2 6 24 1,229 7 28 88 5,038
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) 1 6 28 720 15 36 148 2,493
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation 69 270 1,191 16,406 406 1,281 5,640 54,388
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments 19 78 282 761 84 271 966 3,309
KDENS2: Stata module to estimate bivariate kernel density 5 14 65 1,170 23 89 350 4,052
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity 11 43 190 3,057 44 158 710 8,937
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test 5 16 68 3,981 21 66 369 10,003
LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias 2 3 18 298 8 25 102 1,313
LOG2HTML: Stata module to produce HTML log files 0 1 15 558 15 40 155 2,849
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test 4 8 100 1,229 15 34 249 3,139
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries 0 2 13 641 4 14 68 2,082
MADFULLER: Stata module to perform Dickey-Fuller test on panel data 2 5 24 1,937 7 44 139 6,382
MATIN4-MATOUT4: Stata module to import and export matrices 0 1 18 429 4 11 68 1,756
MODLPR: Stata module to estimate long memory in a timeseries 0 1 12 416 3 9 51 1,307
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel 5 22 89 755 20 65 310 2,955
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel 7 18 88 1,086 31 88 487 4,820
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating 17 45 181 901 52 143 623 3,566
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends 0 1 9 1,010 8 15 74 3,415
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality 0 4 14 449 6 36 128 2,715
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise 0 0 4 163 3 6 34 993
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit 0 1 8 189 4 17 52 961
OUTSERIES: Stata module to write timeseries to text files 0 0 0 76 1 1 5 476
OUTTABLE: Stata module to write matrix to LaTeX table 11 32 172 2,473 63 187 975 17,111
OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg, ivreg2, ivreg29, ivprobit, ivtobit, reg3 16 59 242 5,618 67 242 1,028 18,570
PANELAUTO: Stata module to support tests for autocorrelation on panel data 14 44 162 1,879 67 173 651 6,979
PANELUNIT: Stata module to support unit root tests on panel data 1 3 7 1,202 3 10 35 3,355
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit 9 14 73 1,666 19 63 292 5,800
PWCORR2: Stata module to compute pairwise correlations and return results 1 11 36 213 24 72 280 1,449
PWCOV: Stata module to compute pairwise covariances 0 0 9 100 2 11 44 551
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients 0 3 25 371 5 17 92 1,442
QSTAT2: MATLAB function to compute Ljung-Box Q statistic 17 34 103 2,450 33 80 288 7,953
ROBLPR: Stata module to estimate long memory in a set of timeseries 1 4 16 441 6 17 67 1,466
ROLLING2: Stata module to perform rolling window and recursive estimation 7 14 44 727 24 55 201 3,054
ROLLREG: Stata module to perform rolling regression estimation 16 48 180 2,140 57 161 785 6,696
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) 5 10 50 577 43 125 598 5,195
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended 5 10 27 590 20 72 260 4,400
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users 0 2 11 730 1 4 22 2,219
SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method 2 19 140 446 26 82 426 1,325
STATICFC: Stata module to compute static forecasts for a recursive rolling regression 0 13 77 212 6 42 209 717
STATSMAT: Stata module to place descriptive statistics in matrix 1 2 21 668 14 33 116 3,186
TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation 1 2 6 34 3 5 21 200
TORATS: Stata module to facilitate transfer of data to RATS 0 0 4 162 2 8 35 1,001
TOSQL: Stata module to transfer data to SQL database 0 2 13 380 6 20 119 2,831
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values 6 16 93 611 31 80 402 2,882
TSGRAPH: Stata module to produce time series line graph 2 6 24 770 12 44 181 4,585
TSLIST: Stata module to list time series data 0 0 0 203 3 8 26 6,338
TSMKTIM: Stata module to generate time-series calendar variable 7 20 69 980 34 70 240 3,519
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates 1 4 10 189 3 8 34 661
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) 1 3 8 799 3 11 36 2,616
VECAR: Stata module to estimate vector autoregressive (VAR) models 2 4 31 1,975 9 28 151 7,286
WHITETST: Stata module to perform White's test for heteroskedasticity 13 55 204 5,900 60 366 1,209 23,820
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test 3 9 26 918 19 50 169 4,824
XTILETEST: Stata module to test equality of percentiles across groups of observations 0 3 3 3 7 25 25 25
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model 16 48 209 3,665 58 195 1,004 14,587
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity 27 94 383 3,461 87 327 1,521 10,874
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break 24 76 407 4,278 85 245 1,206 9,854
aer.pl, a script converting XML data to ReDIF 1 4 7 154 3 11 31 1,136
bejeap.pl, a script converting OAI data to ReDIF 0 1 4 73 1 6 21 747
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support 0 1 12 106 1 7 39 770
cdl-ciders.pl, a script converting XML data to ReDIF 1 2 6 67 3 12 29 831
dspace2redif.pl, a script converting DSpace metadata to ReDIF 0 3 15 162 2 19 96 911
ectj.pl, a script converting html data to ReDIF 0 1 1 75 0 8 14 895
imfocpcvt.pl, a script converting html data to ReDIF 0 0 1 50 1 3 12 747
rjeyr.pl, a script converting html data to ReDIF 0 2 4 48 0 6 12 812
Total Software Items 521 1,722 7,780 138,463 2,478 8,078 35,386 517,665


Statistics updated 2016-02-03