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 |
0 |
0 |
0 |
67 |
4 |
4 |
6 |
135 |
| A New Approach to Estimation of the R&D-Innovation-Productivity Relationship |
0 |
1 |
1 |
208 |
4 |
8 |
16 |
414 |
| A New Approach to Estimation of the R&D-Innovation-Productivity Relationship |
0 |
0 |
1 |
132 |
2 |
5 |
8 |
182 |
| A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency |
0 |
0 |
0 |
489 |
0 |
1 |
2 |
2,087 |
| A general approach to testing for autocorrelation |
0 |
1 |
1 |
103 |
2 |
6 |
12 |
297 |
| A general approach to testing for autocorrelation |
0 |
0 |
4 |
172 |
0 |
4 |
15 |
405 |
| A large-scale application of Stata's forecast suite: challenges and potential |
0 |
0 |
1 |
113 |
0 |
2 |
4 |
187 |
| A little bit of Stata programming goes a long way |
0 |
0 |
0 |
2,092 |
0 |
1 |
3 |
3,617 |
| A little bit of Stata programming goes a long way |
1 |
2 |
4 |
5,602 |
5 |
9 |
18 |
10,213 |
| A re-evaluation of empirical tests of the Fisher hypothesis |
0 |
0 |
0 |
360 |
1 |
2 |
5 |
1,391 |
| A re-evaluation of empirical tests of the Fisher hypothesis |
0 |
0 |
0 |
391 |
1 |
1 |
4 |
1,515 |
| A review of Stata 8.1 and its time series capabilities |
0 |
0 |
0 |
1,751 |
0 |
0 |
3 |
3,763 |
| A simple alternative to the linear probability model for binary choice models with endogenous regressors |
0 |
0 |
1 |
223 |
0 |
0 |
1 |
526 |
| Ado-file and Mata programming: Useful skills for many researchers |
2 |
5 |
5 |
5 |
6 |
14 |
14 |
14 |
| Advice on using heteroscedasticity based identification |
0 |
1 |
4 |
163 |
4 |
10 |
21 |
390 |
| An Alternative Nonlinear General Equilibrium Model of the Term Structure of Interest Rates |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
12 |
| An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates |
0 |
0 |
0 |
217 |
0 |
0 |
1 |
1,928 |
| An Examination of Postwar U.S Stabilization Policy: Monetary and Fiscal Policy in an Accelerationist World |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
13 |
| An interpretation and implementation of the Theil-Goldberger 'mixed' estimator |
0 |
0 |
6 |
255 |
2 |
4 |
15 |
608 |
| Analyzing volatility shocks to Eurozone CDS spreads with a multicountry GMM model in Stata |
0 |
0 |
0 |
68 |
0 |
0 |
2 |
129 |
| Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests |
0 |
0 |
0 |
4 |
1 |
1 |
2 |
1,284 |
| Binary choice models with endogenous regressors |
0 |
0 |
2 |
351 |
2 |
4 |
10 |
661 |
| Bounded-Influence Estimation Techniques for the Analysis of Structural Macroeconometric Models |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
22 |
| Bounded-Influence Instrumental Variable Estimation Techniques for the Diagnosis of Time-Series Regression Equations |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
21 |
| Capital Flows and Financial Stability in Emerging Economies |
1 |
1 |
3 |
112 |
5 |
8 |
17 |
234 |
| Capital Flows and Financial Stability in Emerging Economies |
0 |
0 |
0 |
50 |
0 |
0 |
3 |
91 |
| Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? |
1 |
1 |
1 |
204 |
1 |
1 |
4 |
580 |
| Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 |
0 |
0 |
0 |
60 |
1 |
1 |
1 |
674 |
| Comparing Alternative Models of the Term Structure of Interest Rates |
0 |
0 |
0 |
4 |
2 |
2 |
4 |
25 |
| Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes |
0 |
0 |
0 |
102 |
1 |
1 |
2 |
526 |
| Corporate Financial Policy and the Value of Cash under Uncertainty |
0 |
0 |
1 |
71 |
1 |
1 |
11 |
204 |
| Corporate Liquidity Management and Future Investment Expenditures |
0 |
0 |
1 |
122 |
0 |
4 |
9 |
460 |
| Credible Disinflation Policy in a Dynamic Setting |
0 |
0 |
0 |
167 |
2 |
2 |
4 |
1,529 |
| Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises |
0 |
0 |
0 |
29 |
1 |
2 |
4 |
160 |
| Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis |
0 |
0 |
0 |
77 |
5 |
7 |
7 |
258 |
| Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises |
0 |
1 |
2 |
127 |
2 |
7 |
17 |
359 |
| Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises |
0 |
0 |
0 |
109 |
1 |
2 |
3 |
217 |
| Credit rating agency downgrades and the Eurozone sovereign debt crises |
0 |
0 |
0 |
67 |
2 |
3 |
7 |
185 |
| Directed Technical Change in Clean Energy: Evidence from the Solar Industry |
0 |
0 |
0 |
136 |
8 |
11 |
14 |
244 |
| Does the Tenure of Private Equity Investment Improve the Performance of European Firms? |
0 |
0 |
0 |
98 |
0 |
2 |
4 |
230 |
| Does the Tenure of Private Equity Investment Improve the Performance of European Firms? |
0 |
0 |
0 |
3 |
2 |
3 |
5 |
45 |
| Does the tenure of Private Equity investment improve the performance of European firms? |
0 |
0 |
0 |
74 |
1 |
2 |
4 |
240 |
| Drivers of COVID-19 Outcomes: Evidence from a Heterogeneous SAR Panel Data Model |
0 |
0 |
2 |
50 |
3 |
5 |
8 |
72 |
| Drivers of COVID-19 deaths in the United States: A two-stage modeling approach |
0 |
0 |
0 |
6 |
2 |
2 |
3 |
14 |
| Drivers of COVID-19 deaths in the United States: A two-stage modeling approach |
0 |
0 |
0 |
36 |
2 |
3 |
7 |
53 |
| Drivers of COVID-19 deaths in the United States: A two-stage modeling approach |
0 |
0 |
1 |
14 |
2 |
3 |
5 |
24 |
| Drivers of COVID-19 deaths in the United States: A two-stage modeling approach |
0 |
0 |
0 |
25 |
2 |
2 |
5 |
79 |
| Drivers of COVID-19 deaths in the United States: A two-stage modeling approach |
0 |
0 |
0 |
1 |
2 |
2 |
5 |
8 |
| Drivers of COVID-19 in U.S. counties: A wave-level analysis |
0 |
0 |
3 |
15 |
4 |
11 |
26 |
62 |
| Drivers of COVID-19 outcomes: Evidence from a heterogeneous SAR panel-data model |
0 |
0 |
1 |
38 |
1 |
2 |
3 |
84 |
| Dynamic Adjustment of Firms' Capital Structures in a Varying-Risk Environment |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
15 |
| Dynamics of Intra-EMS Interest Rate Linkages |
0 |
0 |
0 |
192 |
4 |
4 |
5 |
1,042 |
| Dynamics of Intra-EMS Interest Rate Linkages |
0 |
0 |
0 |
67 |
1 |
2 |
3 |
346 |
| Economic impact of STEM immigrant workers |
0 |
0 |
0 |
34 |
0 |
1 |
3 |
95 |
| Economic impact of STEM immigrant workers |
0 |
0 |
0 |
22 |
4 |
8 |
12 |
99 |
| Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports |
1 |
1 |
1 |
355 |
2 |
3 |
6 |
1,027 |
| Efficient Management of Multi-Frequency Panel Data with Stata |
0 |
0 |
0 |
712 |
2 |
2 |
3 |
1,829 |
| Efficient management of multi-frequency panel data with Stata |
0 |
1 |
1 |
643 |
1 |
2 |
3 |
1,619 |
| Enhanced routines for instrumental variables/GMM estimation and testing |
0 |
0 |
0 |
618 |
4 |
4 |
6 |
1,382 |
| Enhanced routines for instrumental variables/GMM estimation and testing |
0 |
0 |
2 |
2,521 |
8 |
14 |
34 |
5,575 |
| Estimating a dose-response function with heterogeneous response to confounders when treatment is continuous and endogenous |
0 |
0 |
5 |
63 |
3 |
5 |
14 |
192 |
| Estimating the Wage Premia of Refugee Immigrants: Lessons from Sweden |
0 |
0 |
0 |
3 |
3 |
3 |
10 |
17 |
| Estimating the wage premia of refugee immigrants |
0 |
0 |
6 |
20 |
1 |
2 |
19 |
61 |
| Estimating the wage premia of refugee immigrants |
0 |
0 |
4 |
13 |
4 |
8 |
25 |
42 |
| Estimating the wage premia of refugee immigrants with coarsened exact matching and recentered influence function quantile regressions |
0 |
0 |
1 |
15 |
4 |
5 |
8 |
30 |
| Estimating the wage premia of refugee immigrants: Lessons from Sweden |
0 |
0 |
0 |
53 |
1 |
3 |
6 |
198 |
| Estimating the wage premia of refugee immigrants: Lessons from Sweden |
0 |
0 |
1 |
14 |
3 |
4 |
7 |
23 |
| Estimating the wage premia of refugee immigrants: Lessons from Sweden |
0 |
0 |
0 |
15 |
7 |
7 |
12 |
31 |
| Evaluating one-way and two-way cluster-robust covariance matrix estimates |
0 |
0 |
1 |
501 |
4 |
5 |
9 |
1,375 |
| Evaluating one-way and two-way cluster-robust covariance matrix estimates |
0 |
0 |
0 |
188 |
1 |
2 |
4 |
523 |
| Evaluating one-way and two-way cluster–robust covariance matrix estimates |
0 |
0 |
1 |
280 |
0 |
0 |
3 |
1,110 |
| Exchange Rate Effects on the Volume and Variability of Trade Flows |
1 |
1 |
1 |
1,008 |
3 |
4 |
4 |
3,239 |
| Exchange Rate Effects on the Volume and Variability of Trade Flows |
0 |
0 |
0 |
3 |
3 |
5 |
7 |
1,711 |
| Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data |
0 |
0 |
0 |
835 |
0 |
1 |
8 |
2,409 |
| Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data |
0 |
0 |
0 |
715 |
1 |
3 |
10 |
1,854 |
| Exchange Rate Uncertainty and Firm Profitability |
0 |
0 |
0 |
717 |
2 |
5 |
5 |
2,584 |
| Extending Stata's capabilities for asymptotic covariance matrix estimation |
0 |
0 |
0 |
101 |
1 |
1 |
5 |
357 |
| Facilitating Applied Economic Research with Stata |
0 |
0 |
1 |
897 |
1 |
1 |
2 |
2,139 |
| Firm Investment and Financial Frictions |
0 |
0 |
0 |
204 |
0 |
0 |
2 |
558 |
| Firms in (Green) Public Procurement: Financial Strength Indicators’ Impact on Contract Awards and Its Repercussion on Financial Strength |
0 |
0 |
0 |
16 |
3 |
4 |
10 |
33 |
| Firms in (Green) Public Procurement: Financial strength indicators’ impact on contract awards and its repercussion on financial strength |
0 |
0 |
0 |
19 |
4 |
7 |
13 |
68 |
| Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums |
0 |
0 |
0 |
569 |
0 |
2 |
2 |
2,160 |
| Fractional Cointegration Analysis of Long Term International Interest Rates |
0 |
0 |
0 |
803 |
0 |
0 |
3 |
2,942 |
| Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates |
0 |
0 |
0 |
385 |
0 |
1 |
1 |
2,206 |
| Fractional Dynamics in Japanese Financial Time Series |
0 |
0 |
0 |
331 |
1 |
1 |
4 |
1,539 |
| Fractional Monetary Dynamics |
0 |
0 |
0 |
217 |
2 |
2 |
2 |
1,198 |
| INNOVATION STRATEGIES, EXTERNAL KNOWLEDGE AND PRODUCTIVITY GROWTH |
0 |
0 |
0 |
71 |
2 |
2 |
4 |
104 |
| Impact of proximity to gas production activity on birth outcomes across the US |
0 |
0 |
1 |
20 |
3 |
3 |
5 |
65 |
| Implementing econometric estimators with Mata |
0 |
0 |
1 |
269 |
2 |
3 |
7 |
480 |
| Implementing econometric estimators with Mata |
0 |
0 |
0 |
162 |
0 |
2 |
4 |
338 |
| Implementing new econometric tools in Stata |
0 |
1 |
2 |
309 |
1 |
2 |
7 |
572 |
| Implementing the Leybourne-Taylor test for seasonal unit roots in Stata |
0 |
2 |
3 |
33 |
0 |
3 |
9 |
116 |
| Innovation Strategies, External Knowledge and Productivity Growth |
0 |
0 |
0 |
170 |
0 |
0 |
2 |
204 |
| Innovation by start-up firms: The influence of the board of directors |
0 |
0 |
1 |
54 |
1 |
2 |
7 |
126 |
| Innovation by start-up firms: The influence of the board of directors for knowledge spillovers |
0 |
0 |
0 |
52 |
3 |
4 |
5 |
124 |
| Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach |
1 |
2 |
3 |
104 |
2 |
5 |
7 |
126 |
| Institutional Diversity in Domestic Banking Sectors and Bank Stability: A Cross-Country Study |
0 |
0 |
3 |
37 |
2 |
4 |
7 |
93 |
| Institutional diversity in domestic banking sectors and bank stability: A cross-country study |
0 |
0 |
0 |
42 |
0 |
2 |
5 |
111 |
| Instrumental variables and GMM: Estimation and testing |
0 |
1 |
4 |
634 |
0 |
8 |
27 |
1,657 |
| Instrumental variables and GMM: Estimation and testing |
0 |
0 |
4 |
1,320 |
0 |
11 |
25 |
2,747 |
| Instrumental variables and GMM: Estimation and testing |
1 |
2 |
9 |
4,861 |
13 |
21 |
54 |
10,204 |
| Instrumental variables estimation using heteroskedasticity-based instruments |
4 |
9 |
26 |
331 |
17 |
34 |
114 |
785 |
| Instrumental variables estimation using heteroskedasticity-based instruments |
0 |
0 |
5 |
193 |
5 |
8 |
19 |
522 |
| Instrumental variables: Overview and advances |
0 |
1 |
1 |
928 |
0 |
2 |
4 |
1,666 |
| Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility |
0 |
0 |
0 |
94 |
0 |
0 |
0 |
217 |
| Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications |
0 |
0 |
0 |
67 |
2 |
6 |
7 |
188 |
| Long Memory and Forecasting in Euroyen Deposit Rates |
0 |
0 |
0 |
308 |
0 |
2 |
4 |
1,948 |
| Long Memory in the Greek Stock Market |
0 |
0 |
0 |
982 |
1 |
3 |
6 |
5,424 |
| Long Term Dependence in Stock Returns |
0 |
0 |
0 |
631 |
1 |
3 |
3 |
1,858 |
| Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? |
0 |
0 |
0 |
529 |
1 |
1 |
2 |
2,392 |
| Long-Memory Forecasting of U.S. Monetary Indices |
0 |
0 |
0 |
256 |
3 |
3 |
6 |
725 |
| Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance |
0 |
0 |
0 |
92 |
0 |
0 |
1 |
468 |
| Macroeconomic Uncertainty and Credit Default Swap Spreads |
0 |
0 |
1 |
243 |
1 |
2 |
6 |
750 |
| Macroeconomic Uncertainty and Firm Leverage |
0 |
0 |
2 |
233 |
2 |
2 |
4 |
742 |
| Macroeconomics Uncertainty and Firm Leverage |
0 |
0 |
0 |
95 |
1 |
3 |
5 |
521 |
| Migrant STEM Entrepreneurs |
0 |
0 |
1 |
38 |
3 |
3 |
7 |
87 |
| Migrant STEM Entrepreneurs |
0 |
0 |
0 |
31 |
3 |
3 |
4 |
76 |
| Modeling Rating Transition Matrices for Wholesale Loan Portfolios |
0 |
0 |
2 |
146 |
0 |
3 |
10 |
245 |
| Modeling Returns on the Term Structure of Treasury Interest Rates |
0 |
0 |
0 |
823 |
1 |
4 |
5 |
3,439 |
| Modeling fixed income excess returns |
0 |
0 |
0 |
428 |
0 |
1 |
3 |
2,422 |
| Modelling Federal Reserve Discount Policy |
0 |
0 |
0 |
182 |
1 |
1 |
1 |
1,793 |
| Monetary Policy in the Transition to a Zero Federal Deficit |
0 |
0 |
0 |
202 |
1 |
2 |
3 |
2,128 |
| Nearest-Neighbor Forecasts of U.S. Interest Rates |
0 |
0 |
0 |
834 |
1 |
2 |
3 |
4,053 |
| Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era |
0 |
0 |
0 |
886 |
2 |
2 |
2 |
4,860 |
| Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports |
2 |
2 |
3 |
784 |
4 |
7 |
12 |
2,215 |
| Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate |
0 |
0 |
0 |
738 |
0 |
1 |
3 |
7,416 |
| Occupational Sorting and Wage Gaps of Refugees |
0 |
0 |
0 |
14 |
2 |
3 |
4 |
38 |
| Occupational Sorting and Wage Gaps of Refugees |
0 |
0 |
0 |
28 |
1 |
1 |
4 |
91 |
| Occupational Sorting and Wage Gaps of Refugees |
0 |
0 |
0 |
17 |
1 |
1 |
3 |
43 |
| Occupational sorting and wage gaps of refugees |
0 |
0 |
0 |
22 |
1 |
2 |
3 |
45 |
| Occupational sorting and wage gaps of refugees |
0 |
0 |
1 |
14 |
0 |
0 |
1 |
32 |
| Offshoring and Innovation Capabilities: Evidence from Swedish Manufacturing |
0 |
0 |
0 |
55 |
0 |
0 |
2 |
125 |
| On Construction of Monthly Term Structures of U.S. Interest Rates 1910-1930 |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
12 |
| On the Investment Sensitivity of Debt under Uncertainty |
0 |
0 |
0 |
176 |
2 |
2 |
2 |
420 |
| On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty |
0 |
0 |
1 |
474 |
2 |
2 |
6 |
1,385 |
| On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty |
1 |
1 |
1 |
299 |
4 |
4 |
6 |
909 |
| Openness and financial stability |
1 |
1 |
2 |
56 |
2 |
3 |
6 |
209 |
| Outside Board Directors and Start-Up Firms’ Innovation |
0 |
0 |
0 |
62 |
1 |
2 |
5 |
158 |
| Parliamentary Election Cycles and the Turkish Banking Sector |
0 |
0 |
0 |
176 |
4 |
5 |
19 |
626 |
| Parliamentary Election Cycles and the Turkish Banking Sector |
0 |
0 |
0 |
30 |
0 |
2 |
4 |
213 |
| Persistence in International Inflation Rates |
0 |
0 |
0 |
560 |
2 |
3 |
4 |
5,040 |
| Persistent Dependence in Foreign Exchange Rates? A Reexamination |
0 |
0 |
0 |
372 |
1 |
1 |
3 |
2,275 |
| Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms |
0 |
0 |
0 |
1,259 |
0 |
0 |
1 |
5,904 |
| Political patronage in Ukranian banking |
0 |
1 |
1 |
142 |
2 |
5 |
10 |
823 |
| Powerful new tools for time series analysis |
0 |
0 |
0 |
528 |
0 |
2 |
4 |
942 |
| Productivity of refugee workers and implications for innovation and growth |
1 |
1 |
2 |
33 |
2 |
2 |
6 |
76 |
| Q, Cash Flow and Investment: An Econometric Critique |
0 |
0 |
0 |
380 |
0 |
0 |
2 |
1,733 |
| R&D Expenditures and Geographical Sales Diversification |
0 |
0 |
0 |
163 |
0 |
2 |
4 |
469 |
| Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say |
0 |
0 |
0 |
173 |
5 |
6 |
6 |
562 |
| Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money |
0 |
0 |
0 |
259 |
1 |
1 |
4 |
1,990 |
| Refugee immigrants, occupational sorting and wage gaps |
1 |
1 |
1 |
41 |
2 |
4 |
8 |
185 |
| Refugees in Sweden: Economic integration and wage convergence |
0 |
0 |
0 |
6 |
2 |
2 |
6 |
38 |
| Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey |
0 |
0 |
0 |
64 |
2 |
2 |
3 |
109 |
| Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test |
0 |
0 |
0 |
15 |
2 |
3 |
3 |
73 |
| Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test |
0 |
0 |
1 |
97 |
1 |
2 |
10 |
187 |
| Rolling Regressions with Stata |
0 |
0 |
1 |
1,644 |
1 |
2 |
8 |
3,916 |
| Sectoral Fluctuations in U.K. Firms' Investment Expenditures |
0 |
0 |
0 |
117 |
1 |
4 |
4 |
851 |
| Sectoral Fluctuations in U.K. Firms' Investment Expenditures |
0 |
0 |
0 |
92 |
0 |
0 |
2 |
616 |
| Should you become a Stata programmer? |
1 |
1 |
1 |
1,100 |
2 |
3 |
5 |
1,595 |
| Socioeconomic Factors influencing the Spatial Spread of COVID-19 in the United States |
0 |
0 |
2 |
104 |
0 |
0 |
5 |
168 |
| Socioeconomic Factors influencing the Spatial Spread of COVID-19 in the United States |
0 |
0 |
0 |
186 |
0 |
1 |
11 |
527 |
| Stata: The language of choice for time series analysis? |
0 |
0 |
0 |
1,939 |
0 |
6 |
8 |
3,944 |
| State-level gun policy changes and rate of workplace homicide in the United States |
0 |
0 |
1 |
9 |
1 |
1 |
3 |
90 |
| State-level gun policy changes and rate of workplace homicide in the United States |
0 |
0 |
0 |
80 |
0 |
1 |
3 |
240 |
| Stochastic Long Memory in Traded Goods Prices |
0 |
0 |
0 |
137 |
1 |
2 |
4 |
854 |
| Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data |
0 |
0 |
1 |
104 |
3 |
3 |
7 |
209 |
| Testing for time-varying Granger causality |
1 |
5 |
17 |
159 |
3 |
9 |
32 |
283 |
| The Economic Determinants of Crime: an Approach through Responsiveness Scores |
1 |
2 |
7 |
170 |
5 |
18 |
50 |
691 |
| The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity |
0 |
0 |
0 |
213 |
2 |
2 |
3 |
676 |
| The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany |
0 |
0 |
0 |
50 |
0 |
0 |
1 |
308 |
| The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany |
0 |
0 |
0 |
146 |
1 |
2 |
5 |
822 |
| The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms |
0 |
0 |
0 |
375 |
2 |
4 |
7 |
1,958 |
| The Effects of Short-Term Liabilities on Profitability: The Case of Germany |
0 |
0 |
2 |
151 |
0 |
0 |
6 |
672 |
| The Effects of Short-Term Liabilities on Profitability: The Case of Germany |
0 |
0 |
0 |
242 |
0 |
3 |
9 |
1,640 |
| The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity |
0 |
0 |
1 |
124 |
3 |
3 |
7 |
466 |
| The Effects of Uncertainty on the Leverage of Non-Financial Firms |
0 |
0 |
0 |
303 |
0 |
1 |
4 |
1,192 |
| The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates |
0 |
0 |
0 |
46 |
1 |
1 |
1 |
391 |
| The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates |
0 |
0 |
0 |
816 |
1 |
1 |
2 |
2,959 |
| The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test |
0 |
0 |
1 |
989 |
0 |
1 |
7 |
4,190 |
| The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis |
0 |
0 |
1 |
112 |
2 |
2 |
5 |
406 |
| The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis |
0 |
0 |
0 |
101 |
0 |
2 |
4 |
319 |
| The Impact of Macroeconomic Uncertainty on Bank Lending Behavior |
0 |
0 |
1 |
267 |
0 |
0 |
4 |
842 |
| The Impact of Macroeconomic Uncertainty on Bank Lending Behavior |
0 |
0 |
0 |
445 |
5 |
7 |
8 |
1,248 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms |
0 |
0 |
0 |
70 |
0 |
0 |
2 |
399 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms |
0 |
1 |
2 |
137 |
3 |
4 |
7 |
627 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms |
0 |
1 |
1 |
223 |
1 |
2 |
4 |
647 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms |
0 |
1 |
1 |
138 |
1 |
3 |
4 |
680 |
| The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage |
0 |
0 |
2 |
233 |
0 |
0 |
2 |
693 |
| The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity |
0 |
0 |
0 |
443 |
1 |
2 |
7 |
2,126 |
| The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms |
0 |
0 |
0 |
206 |
1 |
2 |
4 |
786 |
| The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity |
0 |
0 |
0 |
79 |
3 |
4 |
7 |
337 |
| The Impact of Uncertainty on Financial Institutions |
0 |
0 |
2 |
191 |
1 |
1 |
6 |
842 |
| The Impact of the Financial System's Structure on Firms' Financial Constraints |
1 |
1 |
2 |
217 |
3 |
3 |
6 |
757 |
| The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility |
0 |
0 |
0 |
39 |
0 |
2 |
4 |
196 |
| The Stata module for CUB models for rating data analysis |
0 |
1 |
2 |
38 |
2 |
3 |
6 |
77 |
| The Term Structure of Interest Rates and the Demand for Money During the Great Depression |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
22 |
| The Volatility of International Trade Flows and Exchange Rate Uncertainty |
1 |
1 |
3 |
232 |
4 |
7 |
14 |
695 |
| The contextual effects of social capital on health: a cross-national instrumental variable analysis |
0 |
0 |
1 |
102 |
1 |
1 |
3 |
271 |
| The contribution of foreign-born STEM workers to the knowledge-intensive economy: Evidence from Sweden |
0 |
0 |
0 |
67 |
3 |
3 |
5 |
114 |
| The impact of offshoring on innovation and productivity: Evidence from Swedish manufacturing firms |
0 |
0 |
3 |
36 |
1 |
3 |
9 |
116 |
| The impact of offshoring on productivity and innovation: Evidence from Swedish manufacturing firms |
0 |
0 |
0 |
32 |
4 |
8 |
14 |
100 |
| The role of uncertainty in the transmission of monetary policy effects on bank lending |
0 |
0 |
0 |
350 |
1 |
1 |
8 |
1,164 |
| The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds |
0 |
0 |
0 |
549 |
5 |
7 |
12 |
1,650 |
| The second moments matter: The response of bank lending behavior to macroeconomic uncertainty |
0 |
0 |
0 |
167 |
2 |
2 |
9 |
588 |
| The second moments matter: The response of bank lending behavior to macroeconomic uncertainty |
0 |
0 |
0 |
228 |
1 |
1 |
3 |
953 |
| The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty |
0 |
0 |
1 |
98 |
3 |
7 |
8 |
348 |
| Time series filtering techniques in Stata |
0 |
1 |
3 |
1,541 |
3 |
4 |
24 |
3,868 |
| Time series filtering techniques in Stata |
0 |
0 |
0 |
499 |
2 |
3 |
4 |
1,181 |
| Time-Varying Risk Premia in the Foreign Currency Futures Basis |
1 |
1 |
1 |
678 |
1 |
1 |
3 |
3,367 |
| Tobin's Q And Financial Policy Revisited |
0 |
0 |
0 |
2 |
2 |
2 |
3 |
902 |
| Topics in time series regression modeling |
0 |
1 |
1 |
1,620 |
3 |
5 |
5 |
4,923 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
0 |
1 |
184 |
2 |
5 |
10 |
736 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
0 |
1 |
67 |
1 |
2 |
5 |
435 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
0 |
0 |
59 |
2 |
2 |
3 |
297 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
0 |
0 |
53 |
2 |
3 |
5 |
478 |
| Uncertainty Determinants of Firm Investment |
0 |
0 |
0 |
300 |
1 |
1 |
1 |
769 |
| Unit root tests for explosive behaviour |
0 |
0 |
1 |
94 |
1 |
1 |
7 |
213 |
| Using Mata to work more effectively with Stata: A tutorial |
0 |
0 |
0 |
2,525 |
3 |
3 |
8 |
4,331 |
| Using Mata to work more effectively with Stata: A tutorial |
0 |
2 |
5 |
448 |
0 |
4 |
10 |
872 |
| Using Mata to work more effectively with Stata: A tutorial |
0 |
1 |
2 |
609 |
1 |
3 |
6 |
1,152 |
| Using Stata for Applied Research: Reviewing its Capabilities |
0 |
2 |
2 |
800 |
1 |
3 |
3 |
1,172 |
| Using instrumental variables techniques in economics and finance |
0 |
1 |
1 |
621 |
2 |
5 |
5 |
1,104 |
| Waves and Persistence in Merger and Acquisition Activity |
0 |
0 |
0 |
2,068 |
6 |
8 |
12 |
8,754 |
| What do Chinese Macro Announcements Tell Us About the World Economy? |
0 |
0 |
0 |
59 |
2 |
3 |
5 |
202 |
| cron, perl and Stata: automated production and presentation of a business-daily index |
0 |
0 |
0 |
246 |
1 |
1 |
3 |
857 |
| Total Working Papers |
25 |
64 |
226 |
78,024 |
401 |
728 |
1,651 |
248,692 |
| 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 |
2 |
2 |
3 |
197 |
| A logit analysis of the factor content of West German foreign trade |
0 |
0 |
0 |
14 |
1 |
4 |
6 |
119 |
| A new approach to estimation of the R&D–innovation–productivity relationship |
0 |
1 |
1 |
23 |
3 |
4 |
9 |
110 |
| A nonparametric investigation of the 90-day t-bill rate |
0 |
0 |
0 |
39 |
1 |
1 |
3 |
573 |
| A nonparametric investigation of the 90‐day t‐bill rate |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
11 |
| A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency |
0 |
0 |
0 |
48 |
0 |
3 |
5 |
436 |
| A review of Stata 8.1 and its time series capabilities |
0 |
0 |
2 |
209 |
0 |
1 |
3 |
616 |
| A test for long-range dependence in a time series |
0 |
0 |
1 |
43 |
2 |
2 |
5 |
131 |
| Activist policy and macroeconomic instability |
0 |
0 |
1 |
16 |
0 |
1 |
2 |
153 |
| Advice on using heteroskedasticity-based identification |
0 |
2 |
7 |
63 |
2 |
7 |
35 |
259 |
| An empirical analysis of the composition of manufacturing employment in the industrialized countries |
0 |
0 |
1 |
20 |
1 |
1 |
3 |
97 |
| Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques |
0 |
0 |
0 |
111 |
1 |
1 |
4 |
627 |
| Breaking or making futures: How laws and regulations shape innovation in emerging innovation systems |
3 |
4 |
5 |
5 |
4 |
5 |
12 |
12 |
| COVID-19 vaccinations and mental health among U.S. adults: Individual and spillover effects |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
2 |
| Capital structure adjustments: Do macroeconomic and business risks matter? |
1 |
1 |
2 |
30 |
2 |
3 |
9 |
173 |
| Compacting time series data |
0 |
0 |
0 |
39 |
0 |
1 |
3 |
121 |
| Coordination of large macroeconomies'policies and the stability of small economies |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
80 |
| Corporate financial policy and the value of cash under uncertainty |
0 |
0 |
1 |
8 |
0 |
0 |
4 |
58 |
| Credit rating agency downgrades and the Eurozone sovereign debt crises |
0 |
1 |
3 |
43 |
2 |
8 |
13 |
241 |
| Cumulative author index, volumes 1-25 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Dynamic adjustment of firms' capital structures in a varying-risk environment |
0 |
0 |
0 |
17 |
0 |
1 |
2 |
95 |
| Dynamics of Intra-EMS Interest Rate Linkages |
0 |
0 |
0 |
42 |
1 |
2 |
4 |
286 |
| Effect of the affordable care act on disparities in breastfeeding: The case of Maine |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
18 |
| Enhanced routines for instrumental variables/generalized method of moments estimation and testing |
5 |
9 |
32 |
2,295 |
41 |
63 |
140 |
4,756 |
| Erratum: Unit-root tests for explosive behavior |
0 |
0 |
0 |
6 |
1 |
1 |
1 |
15 |
| Estimating the Wage Premia of Refugee Immigrants: Lessons from Sweden |
0 |
0 |
1 |
1 |
2 |
4 |
9 |
10 |
| Estimating treatment effects when program participation is misreported |
0 |
0 |
4 |
4 |
1 |
5 |
17 |
17 |
| Evaluating concavity for production and cost functions |
0 |
0 |
0 |
103 |
3 |
3 |
6 |
301 |
| Evaluating the impact of compliance with governance recommendations on firm performance: The case of Spain |
0 |
0 |
1 |
8 |
1 |
1 |
4 |
32 |
| Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports |
0 |
0 |
1 |
100 |
0 |
4 |
7 |
490 |
| Exchange Rate Uncertainty and Firm Profitability |
1 |
2 |
2 |
92 |
3 |
9 |
13 |
474 |
| Exchange rate effects on the volume and variability of trade flows |
1 |
1 |
2 |
288 |
5 |
6 |
8 |
1,054 |
| FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES |
0 |
0 |
0 |
5 |
1 |
1 |
1 |
46 |
| Firms in Green Public Procurement: Financial Strength Indicators’ Impact on Contract Awards and Its Repercussion on Financial Strength |
0 |
0 |
0 |
2 |
3 |
3 |
7 |
21 |
| Fitting mixture models for feeling and uncertainty for rating data analysis |
0 |
0 |
2 |
7 |
2 |
3 |
6 |
20 |
| Foreword |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
57 |
| Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums |
0 |
0 |
1 |
88 |
1 |
2 |
6 |
433 |
| Fractional dynamics in Japanese financial time series |
0 |
0 |
0 |
29 |
1 |
1 |
4 |
239 |
| Fractional monetary dynamics |
0 |
0 |
0 |
30 |
6 |
9 |
11 |
419 |
| Happily Ever After? Pre-and-Post Disaster Determinants of Happiness Among Survivors of Hurricane Katrina |
0 |
0 |
0 |
10 |
0 |
1 |
1 |
81 |
| Impact of state cigarette taxes on disparities in maternal smoking during pregnancy |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
50 |
| Innovation by start-up firms: The role of the board of directors for knowledge spillovers |
0 |
0 |
1 |
7 |
3 |
8 |
15 |
72 |
| Innovation strategies, external knowledge and productivity growth |
0 |
0 |
1 |
8 |
1 |
3 |
6 |
60 |
| Instrumental variables and GMM: Estimation and testing |
1 |
5 |
17 |
3,656 |
14 |
38 |
115 |
9,122 |
| Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility |
0 |
0 |
0 |
21 |
2 |
3 |
4 |
109 |
| Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications |
0 |
0 |
0 |
9 |
1 |
3 |
5 |
76 |
| Local Whittle estimation of the long-memory parameter |
0 |
0 |
0 |
8 |
2 |
2 |
4 |
41 |
| Long memory in the Greek stock market |
0 |
0 |
0 |
101 |
1 |
3 |
4 |
581 |
| Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? |
0 |
0 |
0 |
53 |
2 |
2 |
3 |
427 |
| Long-memory forecasting of US monetary indices |
0 |
0 |
0 |
35 |
1 |
2 |
4 |
234 |
| Long-term dependence in stock returns |
0 |
0 |
0 |
93 |
2 |
4 |
7 |
452 |
| Macroeconomic uncertainty and credit default swap spreads |
0 |
0 |
0 |
77 |
1 |
2 |
2 |
304 |
| Metadata for user-written contributions to the Stata programming language |
0 |
0 |
0 |
20 |
1 |
2 |
3 |
106 |
| Metadata for user-written contributions to the Stata programming language: extensions |
0 |
0 |
0 |
22 |
0 |
1 |
1 |
77 |
| Modelling Federal Reserve Discount Policy |
0 |
0 |
0 |
82 |
2 |
3 |
4 |
928 |
| Multivariate portmanteau (Q) test for white noise |
0 |
0 |
1 |
230 |
0 |
0 |
2 |
809 |
| Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era |
0 |
0 |
0 |
101 |
4 |
5 |
9 |
548 |
| Nonlinear effects of exchange rate volatility on the volume of bilateral exports |
0 |
0 |
1 |
413 |
4 |
6 |
21 |
1,293 |
| On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
566 |
| On the investment sensitivity of debt under uncertainty |
0 |
0 |
0 |
71 |
1 |
2 |
7 |
351 |
| On the sensitivity of firms' investment to cash flow and uncertainty |
0 |
1 |
2 |
122 |
2 |
3 |
11 |
450 |
| On the sensitivity of optimal control solutions |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
109 |
| On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty |
1 |
1 |
2 |
177 |
3 |
3 |
12 |
745 |
| Parliamentary election cycles and the Turkish banking sector |
1 |
1 |
1 |
69 |
1 |
2 |
4 |
390 |
| Persistence in International Inflation Rates |
0 |
0 |
0 |
1 |
1 |
2 |
4 |
13 |
| Policy Evaluation With Incomplete Data: Assessing the Affordable Care Act Breastfeeding Provision |
0 |
0 |
0 |
2 |
1 |
1 |
3 |
24 |
| Political patronage in Ukrainian banking1 |
0 |
0 |
0 |
45 |
3 |
4 |
6 |
333 |
| Q, Cash Flow and Investment: An Econometric Critique |
0 |
0 |
0 |
46 |
0 |
1 |
2 |
312 |
| R&D Expenditures and Geographical Sales Diversification |
0 |
0 |
0 |
10 |
2 |
3 |
5 |
93 |
| Reexamining the term structure of interest rates and the interwar demand for money |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
30 |
| Residual diagnostics for cross-section time series regression models |
1 |
1 |
4 |
1,031 |
3 |
8 |
23 |
2,989 |
| Response surface models for the Elliott, Rothenberg, and Stock unit-root test |
0 |
0 |
0 |
7 |
0 |
1 |
6 |
46 |
| Richard Sperling (1961-2011) |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
162 |
| Sectoral fluctuations in U.K. firms' investment expenditures |
0 |
0 |
1 |
8 |
0 |
1 |
3 |
66 |
| Securities fraud and corporate board turnover: New evidence from lawsuit outcomes |
0 |
0 |
1 |
8 |
1 |
3 |
8 |
87 |
| Socio-economic and demographic factors influencing the spatial spread of COVID-19 in the USA |
0 |
0 |
0 |
3 |
1 |
3 |
3 |
11 |
| Stata tip 126: Handling irregularly spaced high-frequency transactions data |
0 |
0 |
0 |
29 |
0 |
1 |
2 |
83 |
| Stata tip 166: Changing the axis scale with marginsplot |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Stata tip 37: And the last shall be first |
0 |
0 |
0 |
48 |
3 |
3 |
3 |
154 |
| Stata tip 38: Testing for groupwise heteroskedasticity |
0 |
0 |
0 |
623 |
0 |
0 |
1 |
1,286 |
| Stata tip 40: Taking care of business |
0 |
1 |
4 |
1,871 |
2 |
4 |
7 |
4,018 |
| Stata tip 45: Getting those data into shape |
0 |
0 |
0 |
184 |
0 |
0 |
0 |
506 |
| Stata tip 63: Modeling proportions |
0 |
1 |
3 |
453 |
2 |
4 |
6 |
868 |
| Stata tip 73: append with care! |
0 |
0 |
0 |
168 |
0 |
0 |
1 |
427 |
| Stata tip 88: Efficiently evaluating elasticities with the margins command |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
341 |
| Stata: The language of choice for time-series analysis? |
0 |
0 |
1 |
406 |
1 |
2 |
6 |
1,200 |
| Stochastic long memory in traded goods prices |
0 |
0 |
0 |
22 |
1 |
2 |
4 |
210 |
| Stochastic volatility, jumps and leverage in energy and stock markets: Evidence from high frequency data |
0 |
1 |
2 |
8 |
2 |
6 |
10 |
47 |
| THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS |
0 |
1 |
1 |
80 |
2 |
4 |
7 |
457 |
| THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING |
1 |
1 |
2 |
27 |
6 |
6 |
8 |
145 |
| Test for autoregressive conditional heteroskedasticity in regression error distribution |
0 |
0 |
0 |
63 |
0 |
0 |
1 |
182 |
| Testing for time-varying Granger causality |
0 |
0 |
6 |
46 |
1 |
4 |
19 |
96 |
| Tests for heteroskedasticity in regression error distribution |
0 |
0 |
0 |
56 |
0 |
1 |
1 |
170 |
| Tests for long memory in a time series |
0 |
0 |
0 |
137 |
0 |
0 |
1 |
256 |
| Tests for serial correlation in regression error distribution |
0 |
0 |
0 |
40 |
2 |
4 |
5 |
139 |
| Tests for stationarity of a time series |
0 |
0 |
0 |
249 |
0 |
0 |
1 |
476 |
| Tests for stationarity of a time series: update |
0 |
0 |
0 |
70 |
0 |
1 |
1 |
161 |
| The BDS test of independence |
1 |
1 |
5 |
68 |
2 |
3 |
13 |
167 |
| The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity |
0 |
0 |
0 |
68 |
2 |
2 |
4 |
335 |
| The contextual effects of social capital on health: A cross-national instrumental variable analysis |
0 |
0 |
1 |
21 |
1 |
1 |
4 |
130 |
| The dynamics of U.S. industrial production: A time-varying Granger causality perspective |
1 |
2 |
8 |
8 |
3 |
5 |
25 |
25 |
| The effects of price- and output-stabilising policies in an interdependent world economy |
0 |
0 |
0 |
9 |
0 |
1 |
1 |
71 |
| The effects of uncertainty and corporate governance on firms’ demand for liquidity |
0 |
0 |
0 |
29 |
1 |
1 |
4 |
167 |
| The forward rate unbiasedness hypothesis reexamined: evidence from a new test |
0 |
0 |
1 |
91 |
1 |
1 |
5 |
432 |
| The impact of macroeconomic uncertainty on firms' changes in financial leverage |
0 |
0 |
0 |
98 |
2 |
3 |
4 |
363 |
| The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity |
0 |
0 |
1 |
170 |
2 |
4 |
11 |
637 |
| The impact of macroeconomic uncertainty on non‐financial firms' demand for liquidity |
0 |
0 |
0 |
3 |
1 |
3 |
4 |
26 |
| The impact of offshoring on technical change: Evidence from Swedish manufacturing firms |
0 |
0 |
1 |
5 |
3 |
7 |
9 |
26 |
| The impact of the financial system's structure on firms' financial constraints |
0 |
0 |
1 |
143 |
4 |
7 |
17 |
994 |
| The impact of uncertainty on financial institutions: A cross‐country study |
0 |
0 |
2 |
14 |
1 |
3 |
8 |
42 |
| The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds |
0 |
0 |
0 |
88 |
1 |
2 |
6 |
362 |
| The self-medication hypothesis: Evidence from terrorism and cigarette accessibility |
0 |
0 |
0 |
6 |
1 |
2 |
5 |
82 |
| Time‐varying risk premia in the foreign currency futures basis |
0 |
0 |
0 |
2 |
2 |
2 |
3 |
39 |
| Tobin's Q, intangible capital, and financial policy |
0 |
0 |
0 |
94 |
2 |
3 |
5 |
343 |
| Tobin's q and measurement error: Caveat investigator |
0 |
0 |
1 |
93 |
1 |
2 |
4 |
335 |
| USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES |
0 |
0 |
0 |
0 |
1 |
4 |
7 |
319 |
| Ukrainische Banken: politische Patronage von Bedeutung |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
453 |
| Uncertainty determinants of corporate liquidity |
0 |
0 |
1 |
173 |
0 |
2 |
11 |
613 |
| Uncertainty determinants of firm investment |
0 |
0 |
0 |
135 |
1 |
5 |
11 |
485 |
| Unit-root tests based on forward and reverse Dickey–Fuller regressions |
0 |
0 |
1 |
29 |
1 |
2 |
5 |
86 |
| Unit-root tests for explosive behavior |
0 |
0 |
3 |
23 |
0 |
1 |
9 |
60 |
| Utility for time series data |
0 |
0 |
0 |
193 |
1 |
2 |
2 |
1,017 |
| Waves and persistence in merger and acquisition activity |
0 |
0 |
1 |
176 |
0 |
1 |
8 |
724 |
| What do Chinese macro announcements tell us about the world economy? |
0 |
0 |
1 |
35 |
5 |
7 |
11 |
152 |
| “What good is a volatility model?” A reexamination after 20 years |
1 |
2 |
2 |
26 |
2 |
3 |
8 |
53 |
| Total Journal Articles |
19 |
40 |
151 |
16,824 |
217 |
415 |
976 |
54,706 |
4 registered items for which data could not be found
| 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 |
1 |
7 |
39 |
891 |
19 |
70 |
314 |
5,603 |
| 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 |
0 |
0 |
4 |
60 |
0 |
4 |
18 |
324 |
| ARCH: MATLAB function to compute ARCH test |
1 |
1 |
2 |
1,795 |
1 |
1 |
4 |
6,086 |
| ARCHLM: Stata module to calculate LM test for ARCH effects |
2 |
2 |
3 |
1,840 |
9 |
17 |
61 |
10,550 |
| ARFIMAFC: RATS modules to forecast fractionally differenced timeseries |
0 |
0 |
0 |
658 |
0 |
2 |
5 |
1,910 |
| ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model |
0 |
0 |
0 |
1,839 |
0 |
2 |
6 |
9,275 |
| ARIMASEL: Stata module to compute selection criteria for ARMA(p,q) models |
3 |
7 |
12 |
65 |
6 |
14 |
40 |
351 |
| ARRANGEDAR: RATS procedures to calculate arranged autoregressions |
1 |
1 |
3 |
279 |
2 |
4 |
13 |
958 |
| 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 |
2 |
7 |
43 |
553 |
14 |
46 |
216 |
3,438 |
| AVPLOT3: Stata module to generate partial regression plots for subsamples |
0 |
0 |
1 |
172 |
0 |
0 |
3 |
2,216 |
| BCUSE: Stata module to access instructional datasets on Boston College server |
3 |
7 |
31 |
844 |
10 |
42 |
181 |
4,807 |
| BETACOEF: Stata module to calculate beta coefficients from regression |
0 |
1 |
3 |
1,762 |
2 |
7 |
17 |
12,376 |
| BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation |
1 |
2 |
10 |
1,981 |
6 |
19 |
54 |
14,591 |
| BIDENSITY: Stata module to produce and graph bivariate density estimates |
0 |
0 |
3 |
304 |
1 |
6 |
16 |
1,521 |
| BKING: Stata module to implement Baxter-King filter for timeseries data |
0 |
0 |
2 |
1,292 |
0 |
3 |
40 |
5,025 |
| BLOCKBOOT: Stata module to implement four bootstrap schemes for dependent timeseries data |
2 |
9 |
9 |
9 |
8 |
40 |
46 |
46 |
| BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity |
0 |
0 |
5 |
2,789 |
2 |
4 |
24 |
11,666 |
| BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data |
0 |
0 |
2 |
229 |
1 |
1 |
4 |
1,090 |
| CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data |
0 |
0 |
4 |
539 |
0 |
0 |
11 |
1,549 |
| CHECKREG3: Stata module to check identification status of simultaneous equations system |
1 |
2 |
5 |
445 |
6 |
15 |
31 |
1,794 |
| CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks |
3 |
5 |
26 |
3,269 |
12 |
20 |
107 |
10,456 |
| CNSRSIG: Stata module to evaluate validity of restrictions on a regression |
0 |
0 |
1 |
463 |
1 |
5 |
10 |
2,583 |
| CUSUM6: Stata module to compute cusum, cusum^2 stability tests |
2 |
5 |
29 |
2,221 |
6 |
21 |
125 |
8,665 |
| CUSUM9: Stata module to compute cusum, cusum^2 stability tests |
1 |
6 |
38 |
141 |
8 |
25 |
152 |
717 |
| DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method |
4 |
7 |
41 |
3,277 |
12 |
33 |
167 |
12,105 |
| DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test |
0 |
0 |
3 |
3,283 |
2 |
14 |
42 |
14,680 |
| DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy |
4 |
9 |
34 |
2,639 |
14 |
40 |
149 |
8,084 |
| DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates |
0 |
0 |
2 |
1,398 |
0 |
1 |
14 |
5,941 |
| DURBINH: Stata module to calculate Durbin's h test for serial correlation |
0 |
1 |
3 |
1,702 |
3 |
5 |
26 |
10,033 |
| 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 |
0 |
1 |
8 |
85 |
1 |
2 |
25 |
535 |
| FCSTATS: Stata module to compute time series forecast accuracy statistics |
0 |
1 |
7 |
1,005 |
21 |
51 |
197 |
5,523 |
| FRACDIFF: Stata module to generate fractionally-differenced timeseries |
0 |
1 |
4 |
435 |
0 |
3 |
15 |
1,598 |
| FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries |
1 |
3 |
3 |
947 |
2 |
4 |
8 |
3,943 |
| FREDUSEX: Stata module to import FRED (Federal Reserve Economic Database) data |
0 |
2 |
2 |
5 |
1 |
9 |
37 |
70 |
| GENEIGEN: Stata module to calculate eigenvalues of a real general matrix |
0 |
0 |
4 |
535 |
1 |
2 |
12 |
3,247 |
| GHISTCUM: Stata module to graph histogram and cumulative distribution |
0 |
1 |
2 |
930 |
1 |
3 |
13 |
6,307 |
| GPHROB: RATS modules to perform tests for fractional integration of timeseries |
0 |
1 |
1 |
693 |
0 |
2 |
4 |
1,842 |
| GPHUDAK: Stata module to estimate long memory in a timeseries |
0 |
0 |
1 |
637 |
3 |
7 |
15 |
1,897 |
| GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries |
0 |
0 |
0 |
322 |
1 |
1 |
1 |
952 |
| GRPDF: Stata module to produce PDFs from memory graphs |
0 |
0 |
0 |
19 |
2 |
4 |
11 |
208 |
| HADRILM: Stata module to perform Hadri panel unit root test |
0 |
0 |
9 |
2,049 |
0 |
7 |
50 |
5,906 |
| HEGY4: Stata module to compute Hylleberg et al seasonal unit root test |
4 |
5 |
9 |
962 |
5 |
10 |
33 |
3,061 |
| HLP2PDF: Stata module to create PDF or PostScript from Stata help file |
1 |
1 |
3 |
275 |
5 |
7 |
26 |
1,324 |
| HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data |
0 |
0 |
5 |
7,978 |
1 |
6 |
28 |
17,802 |
| IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test |
5 |
8 |
36 |
5,220 |
17 |
37 |
206 |
13,947 |
| ITSP_ADO: Stata module to accompany Introduction to Stata Programming book |
0 |
0 |
2 |
214 |
0 |
3 |
13 |
812 |
| IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation |
0 |
1 |
4 |
326 |
1 |
9 |
36 |
1,721 |
| IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg |
5 |
12 |
43 |
7,579 |
33 |
87 |
336 |
40,167 |
| IVGMM0: Stata module to perform instrumental variables via GMM |
0 |
0 |
3 |
1,414 |
0 |
5 |
13 |
4,455 |
| IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10) |
1 |
4 |
16 |
306 |
8 |
28 |
117 |
2,106 |
| IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) |
0 |
1 |
12 |
1,364 |
2 |
11 |
44 |
5,864 |
| IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) |
0 |
2 |
11 |
1,003 |
3 |
13 |
44 |
4,173 |
| IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation |
29 |
113 |
534 |
22,653 |
197 |
651 |
2,934 |
95,959 |
| IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments |
20 |
60 |
297 |
3,922 |
65 |
226 |
970 |
13,266 |
| IVREG2M: Stata module to identify treatment-effects estimates with potentially misreported and endogenous program participation |
0 |
0 |
1 |
32 |
0 |
1 |
17 |
159 |
| KDENS2: Stata module to estimate bivariate kernel density |
0 |
2 |
12 |
1,579 |
3 |
14 |
66 |
6,671 |
| KOENKER: Stata module to perform Koenker/White detailed test for heteroskedasticity |
0 |
0 |
2 |
2 |
2 |
5 |
35 |
35 |
| KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity |
4 |
13 |
74 |
4,405 |
17 |
59 |
348 |
16,341 |
| LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test |
1 |
3 |
20 |
4,588 |
12 |
35 |
162 |
13,833 |
| LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias |
2 |
8 |
20 |
437 |
8 |
22 |
72 |
2,096 |
| LOG2HTML: Stata module to produce HTML log files |
0 |
2 |
5 |
678 |
4 |
8 |
58 |
4,010 |
| LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test |
1 |
4 |
20 |
1,862 |
6 |
16 |
63 |
5,211 |
| LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries |
0 |
0 |
4 |
789 |
1 |
12 |
23 |
2,936 |
| MADFULLER: Stata module to perform Dickey-Fuller test on panel data |
0 |
0 |
7 |
2,056 |
1 |
3 |
17 |
7,022 |
| MATIN4-MATOUT4: Stata module to import and export matrices |
0 |
0 |
7 |
537 |
2 |
4 |
26 |
2,253 |
| MODLPR: Stata module to estimate long memory in a timeseries |
0 |
2 |
3 |
516 |
0 |
4 |
11 |
1,678 |
| MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel |
0 |
0 |
3 |
1,162 |
1 |
8 |
36 |
5,344 |
| MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel |
0 |
1 |
1 |
1,320 |
0 |
4 |
13 |
6,433 |
| NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating |
0 |
0 |
11 |
1,566 |
2 |
4 |
43 |
6,938 |
| NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends |
0 |
1 |
1 |
1,054 |
1 |
4 |
8 |
3,748 |
| OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality |
0 |
1 |
1 |
546 |
1 |
3 |
17 |
4,028 |
| ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise |
0 |
0 |
1 |
186 |
1 |
2 |
10 |
1,225 |
| ORSE: Stata module to save odds ratios and their standard errors after logit, ologit |
0 |
0 |
0 |
263 |
1 |
3 |
15 |
1,420 |
| OUTSERIES: Stata module to write timeseries to text files |
0 |
0 |
0 |
77 |
0 |
0 |
2 |
550 |
| OUTTABLE: Stata module to write matrix to LaTeX table |
0 |
4 |
18 |
3,193 |
5 |
20 |
104 |
22,100 |
| OVERID: Stata module to conduct postestimation tests of overidentification |
2 |
3 |
28 |
6,637 |
15 |
77 |
219 |
23,978 |
| PANELAUTO: Stata module to support tests for autocorrelation on panel data |
0 |
1 |
7 |
3,056 |
4 |
7 |
35 |
12,215 |
| PANELUNIT: Stata module to support unit root tests on panel data |
0 |
0 |
1 |
1,225 |
2 |
2 |
7 |
3,492 |
| PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit |
0 |
1 |
5 |
2,008 |
2 |
7 |
28 |
7,521 |
| PWCORR2: Stata module to compute pairwise correlations and return results |
0 |
0 |
9 |
366 |
0 |
2 |
23 |
2,215 |
| PWCOV: Stata module to compute pairwise covariances |
0 |
0 |
0 |
133 |
0 |
0 |
8 |
770 |
| QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients |
0 |
0 |
2 |
480 |
1 |
4 |
20 |
2,225 |
| QSTAT2: MATLAB function to compute Ljung-Box Q statistic |
0 |
0 |
2 |
2,788 |
0 |
3 |
14 |
9,350 |
| RADF: Stata module to calculate unit root tests for explosive behaviour |
2 |
3 |
10 |
202 |
9 |
17 |
50 |
888 |
| ROBLPR: Stata module to estimate long memory in a set of timeseries |
0 |
0 |
1 |
526 |
0 |
1 |
3 |
1,835 |
| ROLLING2: Stata module to perform rolling window and recursive estimation |
2 |
2 |
9 |
1,077 |
5 |
9 |
43 |
5,068 |
| ROLLREG: Stata module to perform rolling regression estimation |
1 |
1 |
2 |
2,537 |
3 |
5 |
15 |
8,681 |
| SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) |
0 |
1 |
6 |
908 |
4 |
20 |
130 |
11,856 |
| SPEARMAN2: Stata module to calculate Spearman rank correlations, extended |
1 |
2 |
3 |
774 |
3 |
9 |
30 |
7,044 |
| SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users |
1 |
2 |
7 |
789 |
1 |
2 |
11 |
2,391 |
| SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method |
0 |
2 |
17 |
1,343 |
7 |
21 |
107 |
4,332 |
| STATICFC: Stata module to compute static forecasts for a recursive rolling regression |
0 |
1 |
1 |
404 |
1 |
2 |
4 |
1,485 |
| STATSMAT: Stata module to place descriptive statistics in matrix |
0 |
0 |
2 |
780 |
0 |
4 |
18 |
4,037 |
| TESTVEC: Stata module to retrieve cointegrating vectors from vec |
1 |
1 |
1 |
1 |
2 |
5 |
30 |
30 |
| TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation |
0 |
0 |
1 |
79 |
0 |
1 |
4 |
368 |
| TIMELEFT: Stata module to count the number of days |
0 |
0 |
1 |
1 |
2 |
8 |
39 |
39 |
| TORATS: Stata module to facilitate transfer of data to RATS |
0 |
0 |
1 |
174 |
0 |
1 |
5 |
1,177 |
| TOSQL: Stata module to transfer data to SQL database |
0 |
0 |
2 |
513 |
4 |
6 |
25 |
4,360 |
| TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values |
0 |
0 |
2 |
829 |
2 |
4 |
17 |
4,457 |
| TSGRAPH: Stata module to produce time series line graph |
0 |
0 |
0 |
880 |
1 |
2 |
6 |
5,711 |
| TSLIST: Stata module to list time series data |
0 |
0 |
0 |
207 |
4 |
4 |
6 |
6,594 |
| TSMKTIM: Stata module to generate time-series calendar variable |
1 |
1 |
9 |
1,327 |
5 |
8 |
44 |
5,683 |
| TVGC: Stata module to perform Time-Varying Granger Causality tests |
4 |
15 |
81 |
890 |
14 |
45 |
226 |
2,548 |
| URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates |
0 |
0 |
2 |
216 |
1 |
3 |
11 |
831 |
| VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) |
0 |
0 |
2 |
816 |
0 |
0 |
10 |
2,700 |
| VECAR: Stata module to estimate vector autoregressive (VAR) models |
0 |
0 |
1 |
2,033 |
2 |
7 |
18 |
7,615 |
| WHITETST: Stata module to perform White's test for heteroskedasticity |
0 |
3 |
21 |
6,776 |
7 |
22 |
136 |
30,029 |
| WHITTLE: Stata module to compute long-memory parameter via Whittle method |
0 |
0 |
0 |
33 |
1 |
2 |
6 |
121 |
| WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test |
2 |
4 |
9 |
1,162 |
5 |
13 |
64 |
7,260 |
| XTILETEST: Stata module to test equality of percentiles across groups of observations |
2 |
4 |
6 |
51 |
9 |
17 |
21 |
314 |
| XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in panel data model |
6 |
12 |
70 |
5,437 |
20 |
61 |
339 |
25,046 |
| XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity |
12 |
41 |
173 |
6,399 |
65 |
190 |
766 |
28,951 |
| ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break |
10 |
23 |
97 |
6,537 |
26 |
77 |
381 |
17,338 |
| aer.pl, a script converting XML data to ReDIF |
0 |
0 |
3 |
192 |
3 |
4 |
8 |
1,384 |
| bejeap.pl, a script converting OAI data to ReDIF |
0 |
2 |
5 |
134 |
0 |
3 |
9 |
945 |
| bejeap2.pl, a script converting OAI data to ReDIF with Unicode support |
0 |
1 |
2 |
138 |
0 |
1 |
6 |
885 |
| cdl-ciders.pl, a script converting XML data to ReDIF |
0 |
0 |
3 |
99 |
2 |
3 |
14 |
1,057 |
| dspace2redif.pl, a script converting DSpace metadata to ReDIF |
0 |
0 |
8 |
299 |
2 |
7 |
29 |
1,644 |
| ectj.pl, a script converting html data to ReDIF |
0 |
0 |
2 |
84 |
2 |
4 |
9 |
985 |
| imfocpcvt.pl, a script converting html data to ReDIF |
0 |
0 |
1 |
55 |
1 |
1 |
3 |
846 |
| rjeyr.pl, a script converting html data to ReDIF |
0 |
0 |
0 |
49 |
2 |
7 |
13 |
907 |
| Total Software Items |
152 |
463 |
2,200 |
185,909 |
822 |
2,578 |
11,240 |
788,364 |
1 registered items for which data could not be found
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