Access Statistics for Christopher Baum

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency 0 1 4 484 0 4 17 2,029
A general approach to testing for autocorrelation 3 7 55 55 12 27 113 113
A general approach to testing for autocorrelation 1 5 51 51 7 23 59 59
A little bit of Stata programming goes a long way 0 3 24 1,991 4 14 76 3,354
A little bit of Stata programming goes a long way 3 13 115 5,345 8 36 286 9,472
A re-evaluation of empirical tests of the Fisher hypothesis 0 1 3 386 0 6 30 1,460
A re-evaluation of empirical tests of the Fisher hypothesis 0 1 3 351 0 1 18 1,308
A review of Stata 8.1 and its time series capabilities 1 4 11 1,725 1 4 33 3,603
A simple alternative to the linear probability model for binary choice models with endogenous regressors 1 7 40 126 9 23 114 296
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates 0 0 0 214 0 1 6 1,845
An interpretation and implementation of the Theil-Goldberger 'mixed' estimator 1 3 23 120 8 17 74 269
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests 0 0 0 0 5 18 91 1,146
Binary choice models with endogenous regressors 7 19 78 179 14 39 143 270
Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? 6 15 77 77 13 36 177 177
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 58 0 2 7 629
Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes 0 0 6 92 3 8 42 432
Corporate Liquidity Management and Future Investment Expenditures 2 5 14 90 4 16 59 313
Credible Disinflation Policy in a Dynamic Setting 0 0 0 167 0 0 5 1,389
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises 4 11 13 13 12 25 48 48
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis 4 9 28 28 13 26 38 38
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 8 12 53 53 15 28 55 55
Does Regular Economic News from Emerging Countries Move Markets? Evidence from Chinese Macro Announcements 2 3 10 10 6 7 20 20
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 1 3 80 3 10 26 99
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 0 0 3 7 10 10
Does the tenure of Private Equity investment improve the performance of European firms? 0 1 1 63 2 4 10 158
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 60 0 2 17 304
Dynamics of Intra-EMS Interest Rate Linkages 0 0 2 186 0 3 20 950
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 1 3 16 309 6 12 51 851
Efficient Management of Multi-Frequency Panel Data with Stata 0 0 8 691 1 4 26 1,743
Efficient management of multi-frequency panel data with Stata 4 8 39 487 8 20 106 1,187
Enhanced routines for instrumental variables/GMM estimation and testing 1 5 34 513 2 17 112 1,041
Enhanced routines for instrumental variables/GMM estimation and testing 9 35 143 1,888 22 83 378 3,548
Evaluating one-way and two-way cluster-robust covariance matrix estimates 3 13 45 356 7 29 113 816
Evaluating one-way and two-way cluster-robust covariance matrix estimates 2 3 17 146 5 16 63 365
Evaluating one-way and two-way cluster–robust covariance matrix estimates 2 11 41 154 11 40 140 476
Exchange Rate Effects on the Volume and Variability of Trade Flows 1 2 5 979 4 10 46 3,102
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 3 5 36 1,568
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 1 12 805 14 22 91 2,252
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 0 10 678 2 5 30 1,706
Exchange Rate Uncertainty and Firm Profitability 5 12 38 650 13 34 139 2,254
Facilitating Applied Economic Research with Stata 3 9 53 819 10 28 163 1,901
Firm Investment and Financial Frictions 0 0 5 171 1 3 21 426
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 1 2 6 548 5 9 60 2,046
Fractional Cointegration Analysis of Long Term International Interest Rates 1 2 4 785 5 7 16 2,848
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 1 376 3 11 30 2,109
Fractional Dynamics in Japanese Financial Time Series 0 0 2 325 2 5 27 1,468
Fractional Monetary Dynamics 0 0 2 213 3 6 21 1,140
Implementing econometric estimators with Mata 2 2 18 230 5 7 33 369
Implementing econometric estimators with Mata 0 0 4 143 3 7 20 253
Implementing new econometric tools in Stata 7 26 113 113 17 56 200 200
Instrumental variables and GMM: Estimation and testing 18 50 164 4,297 34 100 413 8,259
Instrumental variables and GMM: Estimation and testing 0 1 9 594 1 10 51 1,393
Instrumental variables and GMM: Estimation and testing 2 4 20 1,225 5 14 86 2,315
Instrumental variables estimation using heteroskedasticity-based instruments 1 7 47 47 4 18 89 89
Instrumental variables estimation using heteroskedasticity-based instruments 7 17 67 141 10 26 117 246
Instrumental variables: Overview and advances 1 6 19 811 4 15 40 1,390
Long Memory and Forecasting in Euroyen Deposit Rates 0 0 0 301 0 3 10 1,893
Long Memory in the Greek Stock Market 1 1 4 969 1 7 26 5,326
Long Term Dependence in Stock Returns 0 0 2 610 0 2 11 1,758
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 0 1 3 514 1 2 31 2,282
Long-Memory Forecasting of U.S. Monetary Indices 0 0 2 254 2 5 20 652
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance 0 0 1 88 0 0 3 433
Macroeconomic Uncertainty and Credit Default Swap Spreads 0 1 9 183 1 3 37 441
Macroeconomic Uncertainty and Firm Leverage 0 1 11 145 3 18 60 541
Macroeconomics Uncertainty and Firm Leverage 0 0 1 83 0 3 32 412
Modeling Returns on the Term Structure of Treasury Interest Rates 0 0 1 815 1 3 15 3,385
Modeling fixed income excess returns 0 0 1 425 0 4 21 2,356
Modelling Federal Reserve Discount Policy 0 0 2 178 4 9 28 1,718
Monetary Policy in the Transition to a Zero Federal Deficit 0 0 0 201 1 2 7 2,100
Nearest-Neighbor Forecasts of U.S. Interest Rates 0 1 3 824 0 3 13 3,975
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 0 1 8 867 3 7 50 4,727
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports 2 4 16 738 4 8 36 2,032
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 3 8 733 0 12 38 7,326
On the Investment Sensitivity of Debt under Uncertainty 0 0 6 160 2 2 21 344
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty 1 1 9 433 4 8 66 1,162
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty 0 1 4 259 0 6 39 726
Parliamentary Election Cycles and the Turkish Banking Sector 1 1 2 28 2 6 25 130
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 0 27 2 6 23 97
Parliamentary Election Cycles and the Turkish Banking Sector 1 1 3 158 2 9 40 450
Persistence in International Inflation Rates 1 2 3 550 2 5 17 4,950
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 1 2 364 0 3 15 2,173
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms 0 1 2 1,254 0 1 8 5,832
Political patronage in Ukranian banking 0 1 2 131 0 2 22 622
Powerful new tools for time series analysis 1 2 10 494 2 8 28 849
Q, Cash Flow and Investment: An Econometric Critique 0 0 4 369 0 2 14 1,645
R&D Expenditures and Geographical Sales Diversification 1 5 55 115 3 18 122 261
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say 0 0 3 155 0 2 11 386
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money 0 0 2 254 0 1 4 1,937
Rolling Regressions with Stata 6 11 71 1,501 26 41 214 3,447
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 2 111 1 5 18 788
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 1 90 0 4 15 537
Should you become a Stata programmer? 0 3 15 1,035 0 10 35 1,475
Stata: The language of choice for time series analysis? 0 2 17 1,876 3 12 82 3,688
Stochastic Long Memory in Traded Goods Prices 0 0 0 133 1 4 10 800
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 1 9 182 1 10 45 471
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 1 4 133 2 7 20 695
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 1 1 3 26 1 6 26 192
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms 0 2 13 270 1 9 65 1,342
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 1 7 94 3 10 32 448
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 3 3 15 121 10 20 108 605
The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity 0 1 7 97 5 10 47 273
The Effects of Uncertainty on the Leverage of Non-Financial Firms 0 0 3 268 0 0 16 999
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 46 0 2 7 349
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 1 814 1 8 19 2,912
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 2 5 978 0 5 31 3,969
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 1 4 7 90 1 6 26 227
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 1 2 4 90 4 17 55 278
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 3 6 9 400 5 13 37 1,069
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 1 3 6 203 2 9 27 588
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 1 3 10 108 9 21 68 471
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 1 1 5 211 2 4 23 557
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 4 43 4 10 33 251
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms 0 0 5 125 0 5 36 504
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage 0 1 4 182 1 6 25 490
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity 1 2 15 373 7 12 61 1,636
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms 0 0 0 167 0 4 12 629
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity 0 0 0 35 0 4 19 181
The Impact of the Financial System's Structure on Firms' Financial Constraints 0 2 8 195 6 16 60 545
The Volatility of International Trade Flows and Exchange Rate Uncertainty 0 0 7 192 3 7 39 482
The contextual effects of social capital on health: a cross-national instrumental variable analysis 0 0 10 86 4 7 48 154
The role of uncertainty in the transmission of monetary policy effects on bank lending 0 1 15 314 2 9 51 966
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 1 4 517 5 9 27 1,465
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 3 3 12 181 9 13 55 668
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 1 4 143 1 5 28 463
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty 0 0 2 68 2 4 30 210
Time series filtering techniques in Stata 10 32 104 876 37 84 308 1,810
Time series filtering techniques in Stata 1 7 21 402 7 21 69 854
Time-Varying Risk Premia in the Foreign Currency Futures Basis 0 1 6 651 5 13 49 3,200
Tobin's Q And Financial Policy Revisited 0 0 0 0 0 2 9 846
Topics in time series regression modeling 4 7 34 1,436 23 51 144 3,533
Uncertainty Determinants of Corporate Liquidity 0 0 4 50 0 1 20 215
Uncertainty Determinants of Corporate Liquidity 0 0 0 44 2 6 26 274
Uncertainty Determinants of Corporate Liquidity 0 0 4 167 1 4 21 615
Uncertainty Determinants of Corporate Liquidity 0 0 1 63 2 5 26 293
Uncertainty Determinants of Firm Investment 0 0 6 269 0 8 37 643
Using Mata to work more effectively with Stata: A tutorial 4 9 61 504 10 23 126 872
Using Mata to work more effectively with Stata: A tutorial 0 0 7 408 3 9 31 732
Using Mata to work more effectively with Stata: A tutorial 8 22 109 2,284 17 45 206 3,637
Using Stata for Applied Research: Reviewing its Capabilities 2 12 66 661 5 21 114 879
Using instrumental variables techniques in economics and finance 2 5 27 518 5 12 44 801
Waves and Persistence in Merger and Acquisition Activity 0 1 9 2,030 8 16 86 8,570
cron, perl and Stata: automated production and presentation of a business-daily index 1 3 5 229 2 7 23 758
Total Working Papers 177 526 2,503 65,270 641 1,848 8,094 203,484


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 1 4 172
A logit analysis of the factor content of West German foreign trade 0 0 0 11 0 1 8 72
A nonparametric investigation of the 90-day t-bill rate 0 0 0 38 0 4 11 525
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency 0 0 0 45 0 3 9 387
A review of Stata 8.1 and its time series capabilities 0 2 4 188 0 3 14 533
A test for long-range dependence in a time series 0 0 3 34 0 0 8 94
Activist policy and macroeconomic instability 0 0 1 15 0 0 2 118
An empirical analysis of the composition of manufacturing employment in the industrialized countries 0 0 0 12 1 1 1 57
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 1 109 0 1 4 593
Compacting time series data 0 0 4 34 1 2 14 86
Coordination of large macroeconomies'policies and the stability of small economies 0 0 0 6 0 1 8 58
Cumulative author index, volumes 1-13 0 1 1 1 0 7 7 7
Dynamic adjustment of firms' capital structures in a varying-risk environment 0 0 0 15 1 1 4 59
Dynamics of Intra-EMS Interest Rate Linkages 0 0 3 35 2 10 31 200
Enhanced routines for instrumental variables/generalized method of moments estimation and testing 14 31 124 964 18 51 215 1,587
Evaluating concavity for production and cost functions 0 0 0 87 0 2 20 196
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports 0 0 3 93 0 1 12 431
Exchange Rate Uncertainty and Firm Profitability 0 1 4 61 0 2 24 321
Exchange rate effects on the volume and variability of trade flows 2 4 14 212 10 15 60 728
Foreword 0 0 0 0 0 0 1 29
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 1 1 1 78 3 6 27 358
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 0 0 3 11 60
Fractional dynamics in Japanese financial time series 1 1 2 28 1 7 15 191
Fractional monetary dynamics 0 1 1 28 2 3 18 306
Instrumental variables and GMM: Estimation and testing 9 26 107 2,951 21 57 279 6,620
Long memory in the Greek stock market 0 0 2 96 1 6 22 517
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 1 3 48 3 6 24 296
Long-memory forecasting of US monetary indices 0 0 0 30 0 1 13 171
Long-term dependence in stock returns 2 2 2 78 2 4 17 366
Macroeconomic uncertainty and credit default swap spreads 0 0 4 59 1 3 32 177
Metadata for user-written contributions to the Stata programming language 0 0 1 14 0 1 2 63
Metadata for user-written contributions to the Stata programming language: extensions 0 0 0 21 0 0 0 53
Modelling Federal Reserve Discount Policy 0 0 1 80 1 1 15 889
Multivariate portmanteau (Q) test for white noise 0 0 9 204 0 0 31 672
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 0 0 5 83 0 3 34 427
Nonlinear effects of exchange rate volatility on the volume of bilateral exports 2 4 27 358 10 17 67 1,091
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 0 0 0 0 1 3 14 530
On the investment sensitivity of debt under uncertainty 4 5 9 53 5 8 29 187
On the sensitivity of firms' investment to cash flow and uncertainty 4 6 12 80 4 9 48 260
On the sensitivity of optimal control solutions 0 0 1 22 0 2 3 83
On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty 4 7 22 79 11 17 73 244
Parliamentary election cycles and the Turkish banking sector 1 5 22 42 2 12 74 158
Persistence in International Inflation Rates 0 0 0 0 0 4 9 70
Political patronage in Ukrainian banking 0 3 5 38 1 8 50 240
Q, Cash Flow and Investment: An Econometric Critique 0 0 0 44 0 3 15 269
Residual diagnostics for cross-section time series regression models 1 3 10 902 4 8 35 2,513
Richard Sperling (1961-2011) 0 0 0 0 4 4 21 106
Sectoral fluctuations in U.K. firms' investment expenditures 0 0 0 0 0 2 8 8
Stata tip 37: And the last shall be first 0 0 0 38 0 0 6 120
Stata tip 38: Testing for groupwise heteroskedasticity 2 9 44 499 6 16 85 994
Stata tip 40: Taking care of business 19 50 170 586 39 99 368 1,152
Stata tip 45: Getting those data into shape 1 1 7 161 1 2 15 424
Stata tip 63: Modeling proportions 4 4 12 255 5 7 26 417
Stata tip 73: append with care! 0 1 3 152 0 4 6 359
Stata tip 88: Efficiently evaluating elasticities with the margins command 0 0 0 0 1 3 32 266
Stata: The language of choice for time-series analysis? 0 0 11 350 1 3 31 908
Stochastic long memory in traded goods prices 0 0 0 21 0 0 6 168
THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS 1 1 6 59 1 3 36 252
THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING 1 2 4 4 3 7 11 11
Test for autoregressive conditional heteroskedasticity in regression error distribution 0 0 4 52 0 1 17 146
Tests for heteroskedasticity in regression error distribution 1 1 2 44 1 1 6 127
Tests for long memory in a time series 2 3 10 98 4 8 20 161
Tests for serial correlation in regression error distribution 0 0 2 37 0 1 4 105
Tests for stationarity of a time series 1 3 12 198 2 7 28 367
Tests for stationarity of a time series: update 0 0 1 56 0 3 7 107
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 1 2 4 4 6 11 19 19
The contextual effects of social capital on health: A cross-national instrumental variable analysis 0 1 7 11 4 8 23 39
The effects of price- and output-stabilising policies in an interdependent world economy 0 0 0 8 0 0 1 54
The effects of uncertainty and corporate governance on firms’ demand for liquidity 0 2 10 21 1 6 42 84
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 0 1 6 75 14 18 42 313
The impact of macroeconomic uncertainty on firms' changes in financial leverage 0 1 6 75 2 6 37 212
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity 0 1 8 112 0 3 43 371
The impact of the financial system's structure on firms' financial constraints 4 9 33 71 19 45 253 504
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 0 5 47 2 5 26 138
Tobin's Q, intangible capital, and financial policy 0 0 0 89 0 1 4 293
Tobin's q and measurement error: Caveat investigator 0 0 1 89 0 2 10 294
USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES 0 0 0 0 1 6 44 184
Ukrainische Banken: politische Patronage von Bedeutung 0 0 0 30 10 17 47 355
Uncertainty determinants of corporate liquidity 0 0 6 102 1 8 59 337
Uncertainty determinants of firm investment 0 4 8 87 0 6 31 288
Utility for time series data 1 2 6 166 13 37 82 814
Waves and persistence in merger and acquisition activity 1 1 2 166 4 5 24 631
Total Journal Articles 84 203 798 11,139 251 653 2,934 34,192


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 27 75 262 2,701 86 212 753 6,224
An Introduction to Stata Programming 4 13 74 873 16 55 234 1,914
Total Books 31 88 336 3,574 102 267 987 8,138


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 1 7 0 0 6 38
Total Chapters 0 0 1 7 0 0 6 38


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ACTEST: Stata module to perform Cumby-Huizinga general test for autocorrelation in time series 8 15 31 31 20 63 146 146
ARCH: MATLAB function to compute ARCH test 0 8 39 1,623 22 52 179 5,115
ARCHLM: Stata module to calculate LM test for ARCH effects 9 14 84 1,383 36 82 562 6,515
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries 0 0 3 640 3 8 26 1,817
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model 7 15 67 1,505 48 103 416 6,512
ARRANGEDAR: RATS procedures to calculate arranged autoregressions 0 0 4 261 0 2 12 851
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 9 17 17 12 54 117 117
AVPLOT3: Stata module to generate partial regression plots for subsamples 1 3 7 159 12 21 82 1,911
BCUSE: Stata module to access instructional datasets on Boston College server 9 27 67 99 44 98 290 427
BETACOEF: Stata module to calculate beta coefficients from regression 3 10 53 1,443 41 104 432 9,690
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation 5 9 35 1,652 34 78 424 10,146
BIDENSITY: Stata module to produce and graph bivariate density estimates 3 11 53 60 19 55 243 287
BKING: Stata module to implement Baxter-King filter for timeseries data 1 9 26 1,195 13 55 147 4,023
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity 5 8 29 2,541 23 54 246 9,638
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data 0 2 5 190 3 11 47 916
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data 1 3 23 415 5 11 75 1,101
CHECKREG3: Stata module to check identification status of simultaneous equations system 4 5 19 283 9 18 80 1,056
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks 31 66 231 1,529 89 194 735 4,326
CMAXUSE: Stata module to access Cmax instructional datasets 0 1 5 5 0 3 32 32
CNSRSIG: Stata module to evaluate validity of restrictions on a regression 1 2 12 363 7 18 99 1,901
CUSUM6: Stata module to compute cusum, cusum^2 stability tests 20 32 138 1,294 59 103 447 4,231
DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method 12 48 219 1,678 49 177 824 5,319
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test 3 17 90 2,883 21 80 441 12,176
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy 10 25 125 1,417 46 100 350 3,472
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates 4 18 94 989 40 92 433 3,662
DURBINH: Stata module to calculate Durbin's h test for serial correlation 5 11 45 1,346 56 105 391 7,135
FRACDIFF: Stata module to generate fractionally-differenced timeseries 2 7 35 344 5 16 98 1,182
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries 2 4 43 863 13 20 203 3,481
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix 0 4 30 430 16 46 228 2,357
GHISTCUM: Stata module to graph histogram and cumulative distribution 3 7 29 703 26 55 238 4,296
GPHROB: RATS modules to perform tests for fractional integration of timeseries 2 2 13 648 6 13 51 1,697
GPHUDAK: Stata module to estimate long memory in a timeseries 5 8 27 429 6 15 66 1,147
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries 0 0 2 313 2 6 28 882
HADRILM: Stata module to perform Hadri panel unit root test 3 8 39 1,747 14 34 153 4,447
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test 6 14 54 642 21 43 149 1,755
HLP2PDF: Stata module to create PDF or PostScript from Stata help file 2 6 13 201 6 14 64 909
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data 45 121 583 6,582 116 296 1,514 13,178
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test 15 29 176 4,316 50 96 561 9,462
ITSP_ADO: Stata module to accompany Introduction to Stata Programming book 1 3 15 92 6 12 51 320
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation 3 5 15 204 9 17 69 969
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg 17 68 420 5,235 152 512 2,716 23,320
IVGMM0: Stata module to perform instrumental variables via GMM 0 5 13 1,340 7 19 57 4,120
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) 4 11 47 1,180 14 35 175 4,863
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) 12 22 106 644 38 91 440 2,168
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation 121 313 1,324 14,396 400 1,016 4,774 45,768
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments 26 55 207 287 91 235 1,224 1,458
KDENS2: Stata module to estimate bivariate kernel density 7 19 75 1,058 31 94 369 3,456
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity 32 71 244 2,698 94 208 786 7,668
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test 17 42 150 3,841 54 140 684 9,274
LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias 0 6 26 262 14 43 165 1,095
LOG2HTML: Stata module to produce HTML log files 3 8 25 524 12 35 144 2,595
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test 5 20 98 1,073 16 60 298 2,726
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries 3 9 36 602 10 28 142 1,922
MADFULLER: Stata module to perform Dickey-Fuller test on panel data 3 7 59 1,885 13 34 344 6,129
MATIN4-MATOUT4: Stata module to import and export matrices 3 15 44 390 17 60 265 1,579
MODLPR: Stata module to estimate long memory in a timeseries 4 6 24 394 11 15 72 1,207
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel 9 20 65 617 35 84 306 2,442
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel 18 47 126 935 65 178 633 3,870
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating 12 31 120 607 56 161 548 2,505
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends 3 8 28 978 17 33 102 3,262
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality 2 9 25 425 9 31 160 2,491
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise 2 4 13 153 5 13 50 935
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit 2 5 11 176 9 21 84 879
OUTSERIES: Stata module to write timeseries to text files 0 0 0 75 1 3 7 465
OUTTABLE: Stata module to write matrix to LaTeX table 13 56 230 2,145 73 285 1,441 15,202
OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg, ivreg2, ivreg29, ivprobit, ivtobit, reg3 26 66 365 5,176 111 278 1,606 16,810
PANELAUTO: Stata module to support tests for autocorrelation on panel data 13 28 145 1,605 53 124 584 5,841
PANELUNIT: Stata module to support unit root tests on panel data 2 3 36 1,178 5 17 180 3,262
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit 2 20 100 1,529 31 89 403 5,227
PWCORR2: Stata module to compute pairwise correlations and return results 2 5 32 162 11 29 222 1,015
PWCOV: Stata module to compute pairwise covariances 1 1 9 89 8 14 68 480
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients 3 6 45 321 22 43 224 1,251
QSTAT2: MATLAB function to compute Ljung-Box Q statistic 5 20 73 2,250 19 71 272 7,373
ROBLPR: Stata module to estimate long memory in a set of timeseries 5 6 22 403 21 29 85 1,327
ROLLING2: Stata module to perform rolling window and recursive estimation 8 21 82 629 31 90 375 2,598
ROLLREG: Stata module to perform rolling regression estimation 15 34 163 1,803 48 106 659 5,268
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) 3 12 47 492 37 157 521 4,236
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended 4 7 47 547 44 90 517 3,907
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users 3 6 12 706 3 8 36 2,161
SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method 9 30 144 211 30 95 424 603
STATICFC: Stata module to compute static forecasts for a recursive rolling regression 12 18 76 85 38 70 301 320
STATSMAT: Stata module to place descriptive statistics in matrix 3 10 34 627 13 38 209 2,957
TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation 0 1 3 27 2 6 40 160
TORATS: Stata module to facilitate transfer of data to RATS 0 0 6 149 3 5 38 947
TOSQL: Stata module to transfer data to SQL database 0 0 11 357 10 29 101 2,643
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values 5 11 61 456 28 69 286 2,223
TSGRAPH: Stata module to produce time series line graph 2 3 20 736 15 28 154 4,290
TSLIST: Stata module to list time series data 0 0 2 203 6 15 72 6,285
TSMKTIM: Stata module to generate time-series calendar variable 4 9 56 863 17 60 245 3,085
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates 0 3 14 173 1 9 55 596
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) 1 2 15 786 4 11 79 2,559
VECAR: Stata module to estimate vector autoregressive (VAR) models 7 15 78 1,914 27 59 364 6,968
WHITETST: Stata module to perform White's test for heteroskedasticity 41 74 294 5,498 203 404 1,820 21,437
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test 3 8 46 862 24 62 330 4,502
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model 23 53 257 3,307 118 270 1,253 12,887
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity 37 87 379 2,805 126 298 1,411 8,311
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break 42 85 444 3,570 124 248 1,155 7,834
aer.pl, a script converting XML data to ReDIF 0 2 8 144 2 20 61 1,069
bejeap.pl, a script converting OAI data to ReDIF 0 0 2 66 3 5 24 712
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support 3 6 10 92 3 12 41 705
cdl-ciders.pl, a script converting XML data to ReDIF 0 0 5 57 0 3 31 782
dspace2redif.pl, a script converting DSpace metadata to ReDIF 5 11 20 132 8 29 119 766
ectj.pl, a script converting html data to ReDIF 0 0 5 72 2 5 26 867
imfocpcvt.pl, a script converting html data to ReDIF 1 1 3 49 1 3 18 732
rjeyr.pl, a script converting html data to ReDIF 0 0 2 43 0 3 26 793
Total Software Items 841 2,107 9,284 124,609 3,503 8,859 41,170 455,792


Statistics updated 2014-04-04