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 Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency |
0 |
0 |
3 |
483 |
0 |
1 |
15 |
2,022 |
| A general approach to testing for autocorrelation |
4 |
19 |
42 |
42 |
11 |
36 |
70 |
70 |
| A general approach to testing for autocorrelation |
4 |
46 |
46 |
46 |
8 |
31 |
31 |
31 |
| A little bit of Stata programming goes a long way |
0 |
5 |
33 |
1,986 |
8 |
16 |
96 |
3,334 |
| A little bit of Stata programming goes a long way |
12 |
34 |
170 |
5,325 |
22 |
76 |
427 |
9,417 |
| A re-evaluation of empirical tests of the Fisher hypothesis |
0 |
1 |
3 |
385 |
1 |
7 |
38 |
1,451 |
| A re-evaluation of empirical tests of the Fisher hypothesis |
0 |
1 |
3 |
350 |
0 |
6 |
19 |
1,306 |
| A review of Stata 8.1 and its time series capabilities |
1 |
3 |
13 |
1,721 |
2 |
8 |
44 |
3,596 |
| A simple alternative to the linear probability model for binary choice models with endogenous regressors |
2 |
12 |
49 |
116 |
7 |
23 |
138 |
263 |
| An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates |
0 |
0 |
1 |
214 |
0 |
1 |
8 |
1,844 |
| An interpretation and implementation of the Theil-Goldberger 'mixed' estimator |
3 |
6 |
35 |
115 |
6 |
17 |
101 |
248 |
| Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests |
0 |
0 |
0 |
0 |
19 |
25 |
89 |
1,110 |
| Binary choice models with endogenous regressors |
4 |
15 |
75 |
154 |
9 |
28 |
137 |
221 |
| Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? |
5 |
21 |
58 |
58 |
15 |
48 |
126 |
126 |
| Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 |
0 |
0 |
0 |
58 |
1 |
4 |
9 |
627 |
| Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes |
0 |
1 |
9 |
92 |
4 |
9 |
45 |
421 |
| Corporate Liquidity Management and Future Investment Expenditures |
0 |
2 |
13 |
84 |
3 |
10 |
81 |
292 |
| Credible Disinflation Policy in a Dynamic Setting |
0 |
0 |
0 |
167 |
0 |
3 |
8 |
1,389 |
| Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises |
36 |
36 |
36 |
36 |
15 |
15 |
15 |
15 |
| Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises |
2 |
2 |
2 |
2 |
6 |
6 |
6 |
6 |
| Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis |
17 |
17 |
17 |
17 |
3 |
3 |
3 |
3 |
| Does Regular Economic News from Emerging Countries Move Markets? Evidence from Chinese Macro Announcements |
1 |
6 |
6 |
6 |
5 |
9 |
9 |
9 |
| Does the Tenure of Private Equity Investment Improve the Performance of European Firms? |
0 |
0 |
3 |
79 |
0 |
5 |
21 |
88 |
| Does the Tenure of Private Equity Investment Improve the Performance of European Firms? |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
| Does the tenure of Private Equity investment improve the performance of European firms? |
0 |
0 |
3 |
62 |
1 |
1 |
11 |
154 |
| Dynamics of Intra-EMS Interest Rate Linkages |
0 |
0 |
1 |
60 |
0 |
3 |
27 |
302 |
| Dynamics of Intra-EMS Interest Rate Linkages |
0 |
2 |
2 |
186 |
1 |
6 |
18 |
945 |
| Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports |
0 |
5 |
22 |
306 |
3 |
12 |
62 |
835 |
| Efficient Management of Multi-Frequency Panel Data with Stata |
0 |
3 |
13 |
691 |
2 |
7 |
34 |
1,737 |
| Efficient management of multi-frequency panel data with Stata |
3 |
11 |
44 |
476 |
9 |
29 |
118 |
1,159 |
| Enhanced routines for instrumental variables/GMM estimation and testing |
4 |
6 |
39 |
505 |
10 |
21 |
145 |
1,018 |
| Enhanced routines for instrumental variables/GMM estimation and testing |
12 |
32 |
154 |
1,841 |
39 |
97 |
408 |
3,436 |
| Evaluating one-way and two-way cluster-robust covariance matrix estimates |
1 |
5 |
54 |
343 |
9 |
27 |
137 |
782 |
| Evaluating one-way and two-way cluster-robust covariance matrix estimates |
0 |
2 |
18 |
141 |
1 |
11 |
73 |
343 |
| Evaluating one-way and two-way cluster–robust covariance matrix estimates |
3 |
6 |
51 |
141 |
10 |
30 |
191 |
428 |
| Exchange Rate Effects on the Volume and Variability of Trade Flows |
0 |
1 |
6 |
977 |
2 |
12 |
64 |
3,089 |
| Exchange Rate Effects on the Volume and Variability of Trade Flows |
0 |
0 |
0 |
3 |
0 |
4 |
57 |
1,560 |
| Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data |
2 |
5 |
18 |
804 |
7 |
28 |
97 |
2,229 |
| Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data |
2 |
4 |
15 |
678 |
2 |
6 |
52 |
1,700 |
| Exchange Rate Uncertainty and Firm Profitability |
5 |
7 |
37 |
635 |
12 |
29 |
167 |
2,213 |
| Facilitating Applied Economic Research with Stata |
5 |
16 |
58 |
803 |
14 |
50 |
186 |
1,861 |
| Firm Investment and Financial Frictions |
0 |
0 |
6 |
171 |
2 |
3 |
28 |
422 |
| Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums |
1 |
1 |
6 |
546 |
2 |
4 |
54 |
2,034 |
| Fractional Cointegration Analysis of Long Term International Interest Rates |
0 |
1 |
2 |
783 |
0 |
1 |
15 |
2,839 |
| Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates |
0 |
0 |
1 |
375 |
0 |
4 |
23 |
2,096 |
| Fractional Dynamics in Japanese Financial Time Series |
0 |
0 |
3 |
325 |
0 |
5 |
24 |
1,460 |
| Fractional Monetary Dynamics |
0 |
2 |
3 |
213 |
2 |
6 |
21 |
1,130 |
| Implementing econometric estimators with Mata |
1 |
3 |
17 |
226 |
2 |
5 |
31 |
359 |
| Implementing econometric estimators with Mata |
1 |
1 |
5 |
143 |
1 |
1 |
18 |
245 |
| Implementing new econometric tools in Stata |
5 |
22 |
75 |
75 |
9 |
42 |
123 |
123 |
| Instrumental variables and GMM: Estimation and testing |
17 |
42 |
164 |
4,240 |
40 |
104 |
463 |
8,139 |
| Instrumental variables and GMM: Estimation and testing |
1 |
3 |
9 |
593 |
4 |
10 |
49 |
1,381 |
| Instrumental variables and GMM: Estimation and testing |
1 |
6 |
26 |
1,221 |
9 |
22 |
115 |
2,296 |
| Instrumental variables estimation using heteroskedasticity-based instruments |
5 |
15 |
37 |
37 |
8 |
33 |
65 |
65 |
| Instrumental variables estimation using heteroskedasticity-based instruments |
4 |
13 |
84 |
121 |
6 |
25 |
152 |
213 |
| Instrumental variables: Overview and advances |
1 |
2 |
22 |
804 |
2 |
4 |
49 |
1,373 |
| Long Memory and Forecasting in Euroyen Deposit Rates |
0 |
0 |
0 |
301 |
0 |
2 |
10 |
1,890 |
| Long Memory in the Greek Stock Market |
0 |
0 |
5 |
968 |
2 |
5 |
27 |
5,319 |
| Long Term Dependence in Stock Returns |
0 |
0 |
4 |
609 |
0 |
1 |
10 |
1,753 |
| Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? |
0 |
0 |
5 |
513 |
1 |
9 |
39 |
2,278 |
| Long-Memory Forecasting of U.S. Monetary Indices |
0 |
0 |
5 |
254 |
0 |
2 |
24 |
647 |
| Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance |
0 |
0 |
1 |
88 |
0 |
0 |
8 |
432 |
| Macroeconomic Uncertainty and Credit Default Swap Spreads |
0 |
1 |
12 |
181 |
3 |
7 |
52 |
435 |
| Macroeconomic Uncertainty and Firm Leverage |
2 |
3 |
13 |
144 |
7 |
14 |
58 |
519 |
| Macroeconomics Uncertainty and Firm Leverage |
0 |
1 |
4 |
83 |
1 |
4 |
38 |
405 |
| Modeling Returns on the Term Structure of Treasury Interest Rates |
0 |
0 |
1 |
815 |
2 |
4 |
18 |
3,381 |
| Modeling fixed income excess returns |
1 |
1 |
2 |
425 |
4 |
8 |
21 |
2,350 |
| Modelling Federal Reserve Discount Policy |
0 |
0 |
2 |
177 |
3 |
8 |
25 |
1,707 |
| Monetary Policy in the Transition to a Zero Federal Deficit |
0 |
0 |
0 |
201 |
0 |
0 |
9 |
2,096 |
| Nearest-Neighbor Forecasts of U.S. Interest Rates |
1 |
2 |
2 |
823 |
1 |
4 |
10 |
3,970 |
| Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era |
0 |
2 |
12 |
866 |
2 |
8 |
67 |
4,719 |
| Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports |
1 |
4 |
13 |
733 |
2 |
6 |
32 |
2,021 |
| Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate |
1 |
1 |
9 |
730 |
3 |
6 |
39 |
7,313 |
| On the Investment Sensitivity of Debt under Uncertainty |
1 |
3 |
10 |
160 |
1 |
9 |
25 |
341 |
| On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty |
1 |
4 |
16 |
431 |
6 |
22 |
75 |
1,147 |
| On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty |
1 |
1 |
5 |
258 |
1 |
5 |
38 |
716 |
| Parliamentary Election Cycles and the Turkish Banking Sector |
0 |
1 |
2 |
27 |
0 |
5 |
27 |
124 |
| Parliamentary Election Cycles and the Turkish Banking Sector |
0 |
0 |
2 |
27 |
1 |
4 |
23 |
89 |
| Parliamentary Election Cycles and the Turkish Banking Sector |
1 |
1 |
5 |
157 |
2 |
9 |
49 |
438 |
| Persistence in International Inflation Rates |
0 |
1 |
2 |
548 |
2 |
5 |
15 |
4,944 |
| Persistent Dependence in Foreign Exchange Rates? A Reexamination |
0 |
0 |
2 |
363 |
0 |
3 |
17 |
2,170 |
| Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms |
0 |
0 |
2 |
1,253 |
0 |
2 |
10 |
5,830 |
| Political patronage in Ukranian banking |
0 |
0 |
6 |
130 |
1 |
10 |
32 |
619 |
| Powerful new tools for time series analysis |
0 |
4 |
15 |
491 |
0 |
5 |
35 |
839 |
| Q, Cash Flow and Investment: An Econometric Critique |
1 |
2 |
5 |
369 |
1 |
3 |
16 |
1,643 |
| R&D Expenditures and Geographical Sales Diversification |
0 |
9 |
58 |
109 |
5 |
21 |
141 |
242 |
| Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say |
0 |
1 |
7 |
154 |
2 |
3 |
18 |
383 |
| Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money |
0 |
1 |
2 |
254 |
0 |
1 |
6 |
1,935 |
| Rolling Regressions with Stata |
1 |
11 |
91 |
1,486 |
9 |
30 |
272 |
3,396 |
| Sectoral Fluctuations in U.K. Firms' Investment Expenditures |
0 |
1 |
3 |
111 |
2 |
6 |
17 |
783 |
| Sectoral Fluctuations in U.K. Firms' Investment Expenditures |
0 |
1 |
1 |
90 |
0 |
4 |
16 |
531 |
| Should you become a Stata programmer? |
2 |
2 |
15 |
1,030 |
4 |
8 |
38 |
1,462 |
| Stata: The language of choice for time series analysis? |
2 |
3 |
22 |
1,873 |
6 |
13 |
106 |
3,671 |
| Stochastic Long Memory in Traded Goods Prices |
0 |
0 |
0 |
133 |
1 |
5 |
10 |
795 |
| The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity |
0 |
3 |
14 |
180 |
1 |
10 |
56 |
457 |
| The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany |
0 |
0 |
3 |
132 |
3 |
5 |
25 |
688 |
| The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany |
0 |
1 |
2 |
25 |
1 |
2 |
21 |
183 |
| The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms |
2 |
4 |
17 |
268 |
6 |
11 |
91 |
1,330 |
| The Effects of Short-Term Liabilities on Profitability: The Case of Germany |
0 |
0 |
9 |
92 |
2 |
3 |
36 |
437 |
| The Effects of Short-Term Liabilities on Profitability: The Case of Germany |
5 |
7 |
15 |
118 |
8 |
25 |
108 |
580 |
| The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity |
1 |
4 |
9 |
96 |
6 |
15 |
44 |
260 |
| The Effects of Uncertainty on the Leverage of Non-Financial Firms |
0 |
1 |
4 |
268 |
0 |
2 |
25 |
996 |
| The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates |
0 |
0 |
0 |
46 |
0 |
1 |
9 |
345 |
| The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates |
0 |
0 |
0 |
813 |
2 |
3 |
10 |
2,899 |
| The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test |
0 |
0 |
4 |
976 |
2 |
5 |
46 |
3,964 |
| The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis |
0 |
0 |
7 |
86 |
2 |
6 |
29 |
219 |
| The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis |
0 |
0 |
5 |
88 |
2 |
7 |
41 |
257 |
| The Impact of Macroeconomic Uncertainty on Bank Lending Behavior |
0 |
1 |
4 |
393 |
6 |
11 |
29 |
1,054 |
| The Impact of Macroeconomic Uncertainty on Bank Lending Behavior |
0 |
1 |
4 |
200 |
0 |
6 |
26 |
578 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms |
0 |
1 |
9 |
105 |
4 |
14 |
62 |
445 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms |
0 |
1 |
2 |
208 |
1 |
3 |
24 |
549 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms |
0 |
1 |
4 |
43 |
1 |
6 |
28 |
240 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms |
0 |
2 |
6 |
125 |
1 |
8 |
39 |
497 |
| The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage |
0 |
0 |
4 |
181 |
1 |
4 |
33 |
484 |
| The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity |
3 |
6 |
17 |
369 |
7 |
14 |
79 |
1,620 |
| The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms |
0 |
0 |
3 |
167 |
1 |
4 |
15 |
624 |
| The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity |
0 |
0 |
2 |
35 |
0 |
1 |
35 |
175 |
| The Impact of the Financial System's Structure on Firms' Financial Constraints |
0 |
1 |
9 |
193 |
5 |
14 |
60 |
526 |
| The Volatility of International Trade Flows and Exchange Rate Uncertainty |
0 |
3 |
12 |
192 |
2 |
8 |
53 |
474 |
| The contextual effects of social capital on health: a cross-national instrumental variable analysis |
0 |
4 |
12 |
85 |
1 |
13 |
52 |
144 |
| The role of uncertainty in the transmission of monetary policy effects on bank lending |
0 |
3 |
17 |
311 |
1 |
5 |
53 |
953 |
| The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds |
0 |
0 |
4 |
516 |
2 |
4 |
28 |
1,455 |
| The second moments matter: The response of bank lending behavior to macroeconomic uncertainty |
0 |
4 |
10 |
178 |
5 |
17 |
45 |
652 |
| The second moments matter: The response of bank lending behavior to macroeconomic uncertainty |
0 |
1 |
3 |
140 |
1 |
2 |
46 |
455 |
| The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty |
0 |
0 |
8 |
68 |
0 |
3 |
42 |
205 |
| Time series filtering techniques in Stata |
5 |
17 |
113 |
836 |
16 |
58 |
320 |
1,698 |
| Time series filtering techniques in Stata |
1 |
6 |
29 |
394 |
3 |
13 |
75 |
827 |
| Time-Varying Risk Premia in the Foreign Currency Futures Basis |
0 |
2 |
10 |
649 |
1 |
9 |
51 |
3,186 |
| Tobin's Q And Financial Policy Revisited |
0 |
0 |
0 |
0 |
1 |
4 |
15 |
844 |
| Topics in time series regression modeling |
3 |
16 |
37 |
1,427 |
14 |
39 |
129 |
3,469 |
| Uncertainty Determinants of Corporate Liquidity |
1 |
2 |
10 |
50 |
1 |
4 |
29 |
213 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
0 |
1 |
44 |
0 |
5 |
40 |
268 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
1 |
6 |
167 |
0 |
3 |
23 |
610 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
0 |
3 |
63 |
1 |
3 |
28 |
285 |
| Uncertainty Determinants of Firm Investment |
1 |
2 |
8 |
269 |
1 |
5 |
36 |
635 |
| Using Mata to work more effectively with Stata: A tutorial |
1 |
16 |
72 |
490 |
5 |
28 |
141 |
834 |
| Using Mata to work more effectively with Stata: A tutorial |
1 |
3 |
13 |
408 |
1 |
4 |
41 |
719 |
| Using Mata to work more effectively with Stata: A tutorial |
4 |
22 |
141 |
2,252 |
10 |
44 |
295 |
3,575 |
| Using Stata for Applied Research: Reviewing its Capabilities |
7 |
15 |
77 |
646 |
8 |
26 |
128 |
850 |
| Using instrumental variables techniques in economics and finance |
2 |
8 |
25 |
511 |
2 |
11 |
35 |
784 |
| Waves and Persistence in Merger and Acquisition Activity |
2 |
3 |
14 |
2,029 |
5 |
19 |
106 |
8,549 |
| cron, perl and Stata: automated production and presentation of a business-daily index |
0 |
0 |
4 |
226 |
1 |
4 |
26 |
749 |
| Total Working Papers |
220 |
666 |
2,755 |
64,584 |
573 |
1,803 |
8,896 |
201,030 |
| 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 |
2 |
5 |
171 |
| A logit analysis of the factor content of West German foreign trade |
0 |
0 |
0 |
11 |
1 |
4 |
10 |
71 |
| A nonparametric investigation of the 90-day t-bill rate |
0 |
0 |
0 |
38 |
0 |
2 |
9 |
520 |
| A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency |
0 |
0 |
0 |
45 |
1 |
4 |
10 |
384 |
| A review of Stata 8.1 and its time series capabilities |
0 |
0 |
3 |
186 |
0 |
1 |
18 |
529 |
| A test for long-range dependence in a time series |
0 |
0 |
4 |
34 |
0 |
1 |
14 |
93 |
| 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 |
0 |
0 |
4 |
56 |
| Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques |
0 |
0 |
2 |
109 |
0 |
0 |
5 |
591 |
| Compacting time series data |
1 |
2 |
5 |
34 |
2 |
5 |
13 |
84 |
| Coordination of large macroeconomies'policies and the stability of small economies |
0 |
0 |
1 |
6 |
0 |
0 |
8 |
57 |
| Cumulative author index, volumes 1-11 |
0 |
1 |
5 |
12 |
0 |
2 |
13 |
49 |
| Cumulative author index, volumes 1-12 |
2 |
3 |
12 |
12 |
2 |
5 |
16 |
16 |
| Dynamic adjustment of firms' capital structures in a varying-risk environment |
0 |
0 |
1 |
15 |
0 |
0 |
3 |
57 |
| Dynamics of Intra-EMS Interest Rate Linkages |
2 |
2 |
5 |
34 |
6 |
8 |
27 |
186 |
| Enhanced routines for instrumental variables/generalized method of moments estimation and testing |
10 |
31 |
139 |
927 |
22 |
59 |
241 |
1,526 |
| Evaluating concavity for production and cost functions |
0 |
0 |
1 |
87 |
0 |
4 |
26 |
193 |
| Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports |
0 |
0 |
4 |
92 |
1 |
3 |
13 |
428 |
| Exchange Rate Uncertainty and Firm Profitability |
1 |
2 |
3 |
60 |
2 |
3 |
34 |
316 |
| Exchange rate effects on the volume and variability of trade flows |
1 |
6 |
12 |
207 |
5 |
13 |
53 |
709 |
| Foreword |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
29 |
| Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums |
0 |
0 |
2 |
77 |
2 |
5 |
27 |
350 |
| Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates |
0 |
0 |
0 |
0 |
0 |
4 |
17 |
57 |
| Fractional dynamics in Japanese financial time series |
0 |
0 |
2 |
27 |
1 |
1 |
12 |
184 |
| Fractional monetary dynamics |
0 |
0 |
1 |
27 |
1 |
4 |
23 |
303 |
| Instrumental variables and GMM: Estimation and testing |
11 |
27 |
116 |
2,914 |
29 |
65 |
294 |
6,541 |
| Long memory in the Greek stock market |
0 |
0 |
3 |
96 |
2 |
4 |
18 |
510 |
| Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? |
0 |
0 |
1 |
46 |
1 |
3 |
22 |
289 |
| Long-memory forecasting of US monetary indices |
0 |
0 |
0 |
30 |
0 |
3 |
15 |
169 |
| Long-term dependence in stock returns |
0 |
0 |
1 |
76 |
0 |
3 |
19 |
362 |
| Macroeconomic uncertainty and credit default swap spreads |
1 |
1 |
7 |
59 |
9 |
13 |
41 |
172 |
| Metadata for user-written contributions to the Stata programming language |
0 |
0 |
1 |
14 |
0 |
0 |
6 |
62 |
| Metadata for user-written contributions to the Stata programming language: extensions |
0 |
0 |
1 |
21 |
0 |
0 |
1 |
53 |
| Modelling Federal Reserve Discount Policy |
1 |
1 |
2 |
80 |
1 |
4 |
18 |
888 |
| Multivariate portmanteau (Q) test for white noise |
0 |
1 |
8 |
200 |
2 |
5 |
57 |
665 |
| Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era |
0 |
0 |
6 |
82 |
2 |
4 |
36 |
420 |
| Nonlinear effects of exchange rate volatility on the volume of bilateral exports |
1 |
6 |
31 |
352 |
3 |
14 |
79 |
1,069 |
| On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 |
0 |
0 |
0 |
0 |
2 |
5 |
11 |
526 |
| On the investment sensitivity of debt under uncertainty |
0 |
0 |
6 |
48 |
0 |
6 |
51 |
179 |
| On the sensitivity of firms' investment to cash flow and uncertainty |
1 |
1 |
6 |
74 |
4 |
8 |
54 |
249 |
| On the sensitivity of optimal control solutions |
0 |
0 |
1 |
22 |
0 |
0 |
4 |
81 |
| On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty |
1 |
6 |
20 |
71 |
3 |
20 |
73 |
222 |
| Parliamentary election cycles and the Turkish banking sector |
3 |
9 |
24 |
36 |
5 |
19 |
92 |
143 |
| Persistence in International Inflation Rates |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
66 |
| Political patronage in Ukrainian banking |
1 |
1 |
4 |
35 |
2 |
9 |
64 |
229 |
| Q, Cash Flow and Investment: An Econometric Critique |
0 |
0 |
2 |
44 |
3 |
6 |
17 |
266 |
| Residual diagnostics for cross-section time series regression models |
1 |
2 |
12 |
899 |
7 |
9 |
37 |
2,504 |
| Richard Sperling (1961-2011) |
0 |
0 |
0 |
0 |
3 |
6 |
22 |
101 |
| Sectoral fluctuations in U.K. firms' investment expenditures |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
| Stata tip 37: And the last shall be first |
0 |
0 |
3 |
38 |
0 |
0 |
8 |
119 |
| Stata tip 38: Testing for groupwise heteroskedasticity |
8 |
14 |
45 |
484 |
13 |
26 |
106 |
969 |
| Stata tip 40: Taking care of business |
14 |
44 |
166 |
530 |
36 |
101 |
355 |
1,042 |
| Stata tip 45: Getting those data into shape |
0 |
1 |
11 |
160 |
0 |
5 |
19 |
422 |
| Stata tip 63: Modeling proportions |
1 |
1 |
16 |
250 |
1 |
2 |
33 |
409 |
| Stata tip 73: append with care! |
0 |
0 |
2 |
150 |
0 |
0 |
5 |
354 |
| Stata tip 88: Efficiently evaluating elasticities with the margins command |
0 |
0 |
0 |
0 |
4 |
11 |
48 |
261 |
| Stata: The language of choice for time-series analysis? |
0 |
1 |
9 |
347 |
0 |
5 |
33 |
900 |
| Stochastic long memory in traded goods prices |
0 |
0 |
0 |
21 |
1 |
3 |
12 |
168 |
| THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS |
0 |
0 |
6 |
56 |
0 |
3 |
47 |
245 |
| THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING |
1 |
1 |
1 |
1 |
2 |
2 |
2 |
2 |
| Test for autoregressive conditional heteroskedasticity in regression error distribution |
0 |
0 |
7 |
52 |
1 |
2 |
25 |
144 |
| Tests for heteroskedasticity in regression error distribution |
0 |
0 |
1 |
43 |
0 |
0 |
4 |
125 |
| Tests for long memory in a time series |
1 |
2 |
11 |
95 |
2 |
5 |
16 |
153 |
| Tests for serial correlation in regression error distribution |
0 |
1 |
2 |
37 |
0 |
1 |
3 |
104 |
| Tests for stationarity of a time series |
1 |
3 |
9 |
194 |
1 |
3 |
31 |
359 |
| Tests for stationarity of a time series: update |
0 |
0 |
2 |
56 |
0 |
0 |
6 |
104 |
| The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity |
2 |
2 |
2 |
2 |
4 |
6 |
6 |
6 |
| The contextual effects of social capital on health: A cross-national instrumental variable analysis |
0 |
1 |
9 |
10 |
2 |
5 |
27 |
31 |
| The effects of price- and output-stabilising policies in an interdependent world economy |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
53 |
| The effects of uncertainty and corporate governance on firms’ demand for liquidity |
1 |
2 |
14 |
18 |
1 |
9 |
52 |
77 |
| The forward rate unbiasedness hypothesis reexamined: evidence from a new test |
0 |
0 |
5 |
74 |
5 |
6 |
29 |
293 |
| The impact of macroeconomic uncertainty on firms' changes in financial leverage |
1 |
2 |
7 |
73 |
1 |
7 |
47 |
205 |
| The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity |
0 |
0 |
11 |
110 |
1 |
6 |
57 |
365 |
| The impact of the financial system's structure on firms' financial constraints |
2 |
6 |
30 |
58 |
35 |
82 |
238 |
440 |
| The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds |
0 |
0 |
6 |
46 |
0 |
3 |
29 |
132 |
| Tobin's Q, intangible capital, and financial policy |
0 |
0 |
0 |
89 |
0 |
0 |
3 |
291 |
| Tobin's q and measurement error: Caveat investigator |
1 |
1 |
1 |
89 |
1 |
1 |
13 |
291 |
| USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES |
0 |
0 |
0 |
0 |
0 |
8 |
57 |
177 |
| Ukrainische Banken: politische Patronage von Bedeutung |
0 |
0 |
0 |
30 |
2 |
12 |
38 |
338 |
| Uncertainty determinants of corporate liquidity |
0 |
2 |
11 |
102 |
6 |
11 |
75 |
325 |
| Uncertainty determinants of firm investment |
1 |
4 |
6 |
83 |
1 |
9 |
38 |
282 |
| Utility for time series data |
0 |
0 |
5 |
163 |
9 |
20 |
54 |
769 |
| Waves and persistence in merger and acquisition activity |
0 |
1 |
3 |
165 |
2 |
4 |
26 |
625 |
| Total Journal Articles |
72 |
191 |
856 |
10,900 |
255 |
697 |
3,188 |
33,427 |
| 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 |
3 |
5 |
12 |
12 |
14 |
37 |
66 |
66 |
| ARCH: MATLAB function to compute ARCH test |
3 |
9 |
56 |
1,610 |
10 |
26 |
253 |
5,040 |
| ARCHLM: Stata module to calculate LM test for ARCH effects |
8 |
22 |
94 |
1,366 |
39 |
122 |
650 |
6,413 |
| ARFIMAFC: RATS modules to forecast fractionally differenced timeseries |
0 |
0 |
9 |
640 |
3 |
6 |
28 |
1,806 |
| ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model |
5 |
12 |
92 |
1,486 |
46 |
98 |
488 |
6,379 |
| ARRANGEDAR: RATS procedures to calculate arranged autoregressions |
0 |
2 |
7 |
261 |
0 |
4 |
23 |
847 |
| AVAR: Stata module to perform asymptotic covariance estimation for iid and non-iid data robust to heteroskedasticity, autocorrelation, 1- and 2-way clustering, and common cross-panel autocorrelated disturbances |
1 |
4 |
4 |
4 |
10 |
53 |
53 |
53 |
| AVPLOT3: Stata module to generate partial regression plots for subsamples |
0 |
1 |
4 |
155 |
5 |
22 |
97 |
1,884 |
| BCUSE: Stata module to access instructional datasets on Boston College server |
9 |
19 |
56 |
70 |
33 |
72 |
257 |
313 |
| BETACOEF: Stata module to calculate beta coefficients from regression |
8 |
12 |
63 |
1,428 |
45 |
115 |
493 |
9,562 |
| BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation |
1 |
3 |
43 |
1,640 |
35 |
82 |
581 |
10,036 |
| BIDENSITY: Stata module to produce and graph bivariate density estimates |
4 |
10 |
45 |
45 |
31 |
79 |
208 |
208 |
| BKING: Stata module to implement Baxter-King filter for timeseries data |
1 |
6 |
35 |
1,184 |
8 |
27 |
142 |
3,957 |
| BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity |
2 |
9 |
41 |
2,533 |
32 |
60 |
279 |
9,559 |
| BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data |
1 |
2 |
9 |
188 |
9 |
14 |
68 |
904 |
| CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data |
2 |
4 |
33 |
412 |
11 |
21 |
97 |
1,087 |
| CHECKREG3: Stata module to check identification status of simultaneous equations system |
2 |
4 |
19 |
277 |
5 |
20 |
97 |
1,034 |
| CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks |
13 |
49 |
224 |
1,453 |
56 |
146 |
753 |
4,093 |
| CMAXUSE: Stata module to access Cmax instructional datasets |
1 |
2 |
4 |
4 |
3 |
8 |
29 |
29 |
| CNSRSIG: Stata module to evaluate validity of restrictions on a regression |
3 |
7 |
13 |
360 |
12 |
36 |
103 |
1,875 |
| CUSUM6: Stata module to compute cusum, cusum^2 stability tests |
9 |
37 |
140 |
1,254 |
27 |
93 |
461 |
4,086 |
| DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method |
20 |
56 |
226 |
1,621 |
57 |
192 |
838 |
5,102 |
| DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test |
5 |
23 |
113 |
2,863 |
35 |
109 |
633 |
12,077 |
| DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy |
10 |
29 |
133 |
1,386 |
34 |
88 |
350 |
3,356 |
| DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates |
7 |
21 |
83 |
958 |
42 |
120 |
436 |
3,529 |
| DURBINH: Stata module to calculate Durbin's h test for serial correlation |
3 |
4 |
44 |
1,333 |
25 |
56 |
395 |
7,005 |
| FRACDIFF: Stata module to generate fractionally-differenced timeseries |
2 |
13 |
32 |
336 |
7 |
28 |
98 |
1,158 |
| FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries |
3 |
10 |
46 |
853 |
12 |
46 |
268 |
3,444 |
| GENEIGEN: Stata module to calculate eigenvalues of a real general matrix |
4 |
9 |
33 |
422 |
28 |
67 |
233 |
2,292 |
| GHISTCUM: Stata module to graph histogram and cumulative distribution |
1 |
10 |
30 |
694 |
20 |
74 |
254 |
4,228 |
| GPHROB: RATS modules to perform tests for fractional integration of timeseries |
0 |
3 |
14 |
645 |
3 |
14 |
50 |
1,679 |
| GPHUDAK: Stata module to estimate long memory in a timeseries |
2 |
2 |
22 |
419 |
4 |
10 |
69 |
1,128 |
| GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries |
0 |
2 |
4 |
313 |
2 |
10 |
34 |
873 |
| HADRILM: Stata module to perform Hadri panel unit root test |
5 |
8 |
50 |
1,735 |
10 |
29 |
178 |
4,398 |
| HEGY4: Stata module to compute Hylleberg et al seasonal unit root test |
4 |
16 |
42 |
623 |
10 |
35 |
137 |
1,702 |
| HLP2PDF: Stata module to create PDF or PostScript from Stata help file |
1 |
5 |
12 |
195 |
9 |
19 |
101 |
893 |
| HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data |
47 |
135 |
702 |
6,439 |
103 |
349 |
1,790 |
12,820 |
| IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test |
10 |
31 |
209 |
4,274 |
33 |
116 |
659 |
9,332 |
| ITSP_ADO: Stata module to accompany Introduction to Stata Programming book |
2 |
4 |
16 |
88 |
4 |
9 |
52 |
304 |
| IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation |
0 |
0 |
15 |
198 |
2 |
8 |
69 |
944 |
| IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg |
23 |
100 |
464 |
5,133 |
222 |
755 |
3,034 |
22,596 |
| IVGMM0: Stata module to perform instrumental variables via GMM |
0 |
4 |
9 |
1,333 |
4 |
14 |
48 |
4,094 |
| IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) |
2 |
10 |
53 |
1,165 |
11 |
45 |
236 |
4,819 |
| IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) |
14 |
33 |
101 |
618 |
42 |
113 |
421 |
2,048 |
| IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation |
117 |
325 |
1,385 |
13,983 |
490 |
1,230 |
5,409 |
44,405 |
| IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments |
12 |
38 |
200 |
212 |
168 |
331 |
1,070 |
1,116 |
| KDENS2: Stata module to estimate bivariate kernel density |
3 |
17 |
79 |
1,032 |
28 |
103 |
373 |
3,331 |
| KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity |
17 |
52 |
239 |
2,613 |
62 |
174 |
759 |
7,398 |
| LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test |
15 |
34 |
159 |
3,791 |
56 |
168 |
785 |
9,083 |
| LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias |
3 |
9 |
34 |
253 |
17 |
48 |
204 |
1,041 |
| LOG2HTML: Stata module to produce HTML log files |
6 |
7 |
24 |
516 |
19 |
33 |
152 |
2,548 |
| LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test |
10 |
32 |
111 |
1,052 |
26 |
92 |
373 |
2,655 |
| LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries |
2 |
5 |
30 |
589 |
13 |
40 |
146 |
1,885 |
| MADFULLER: Stata module to perform Dickey-Fuller test on panel data |
5 |
7 |
76 |
1,874 |
22 |
56 |
430 |
6,068 |
| MATIN4-MATOUT4: Stata module to import and export matrices |
7 |
11 |
50 |
373 |
28 |
68 |
258 |
1,491 |
| MODLPR: Stata module to estimate long memory in a timeseries |
1 |
3 |
24 |
386 |
7 |
20 |
71 |
1,185 |
| MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel |
3 |
14 |
64 |
595 |
25 |
75 |
298 |
2,337 |
| MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel |
9 |
31 |
125 |
878 |
57 |
165 |
652 |
3,655 |
| NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating |
8 |
24 |
117 |
564 |
39 |
113 |
499 |
2,297 |
| NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends |
2 |
6 |
27 |
969 |
7 |
21 |
98 |
3,220 |
| OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality |
3 |
7 |
24 |
416 |
27 |
61 |
170 |
2,455 |
| ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise |
1 |
4 |
10 |
147 |
3 |
11 |
46 |
912 |
| ORSE: Stata module to save odds ratios and their standard errors after logit, ologit |
0 |
3 |
11 |
170 |
9 |
23 |
83 |
855 |
| OUTSERIES: Stata module to write timeseries to text files |
0 |
0 |
0 |
75 |
0 |
2 |
7 |
462 |
| OUTTABLE: Stata module to write matrix to LaTeX table |
20 |
64 |
240 |
2,079 |
100 |
323 |
1,649 |
14,843 |
| OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg, ivreg2, ivreg29, ivprobit, ivtobit, reg3 |
37 |
101 |
389 |
5,092 |
125 |
403 |
1,810 |
16,430 |
| PANELAUTO: Stata module to support tests for autocorrelation on panel data |
9 |
27 |
147 |
1,563 |
48 |
121 |
622 |
5,675 |
| PANELUNIT: Stata module to support unit root tests on panel data |
2 |
9 |
44 |
1,170 |
17 |
37 |
211 |
3,227 |
| PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit |
8 |
25 |
104 |
1,503 |
31 |
95 |
424 |
5,101 |
| PWCORR2: Stata module to compute pairwise correlations and return results |
4 |
15 |
41 |
156 |
19 |
67 |
326 |
974 |
| PWCOV: Stata module to compute pairwise covariances |
0 |
3 |
13 |
88 |
7 |
19 |
87 |
463 |
| QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients |
6 |
11 |
51 |
311 |
14 |
59 |
250 |
1,197 |
| QSTAT2: MATLAB function to compute Ljung-Box Q statistic |
1 |
19 |
85 |
2,226 |
24 |
62 |
285 |
7,285 |
| ROBLPR: Stata module to estimate long memory in a set of timeseries |
0 |
5 |
20 |
396 |
6 |
20 |
79 |
1,294 |
| ROLLING2: Stata module to perform rolling window and recursive estimation |
3 |
13 |
77 |
602 |
22 |
73 |
395 |
2,480 |
| ROLLREG: Stata module to perform rolling regression estimation |
12 |
41 |
175 |
1,765 |
52 |
177 |
719 |
5,133 |
| SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) |
4 |
16 |
53 |
479 |
44 |
140 |
574 |
4,057 |
| SPEARMAN2: Stata module to calculate Spearman rank correlations, extended |
2 |
5 |
63 |
538 |
27 |
92 |
648 |
3,797 |
| SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users |
1 |
2 |
11 |
700 |
2 |
9 |
42 |
2,150 |
| SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method |
19 |
38 |
163 |
173 |
47 |
101 |
445 |
475 |
| STATICFC: Stata module to compute static forecasts for a recursive rolling regression |
1 |
14 |
61 |
61 |
21 |
63 |
224 |
224 |
| STATSMAT: Stata module to place descriptive statistics in matrix |
1 |
6 |
29 |
614 |
17 |
42 |
218 |
2,899 |
| TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation |
0 |
1 |
4 |
26 |
7 |
14 |
49 |
150 |
| TORATS: Stata module to facilitate transfer of data to RATS |
1 |
3 |
8 |
149 |
7 |
15 |
47 |
939 |
| TOSQL: Stata module to transfer data to SQL database |
0 |
4 |
14 |
357 |
7 |
20 |
96 |
2,603 |
| TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values |
12 |
25 |
70 |
444 |
27 |
82 |
333 |
2,134 |
| TSGRAPH: Stata module to produce time series line graph |
2 |
3 |
22 |
731 |
14 |
45 |
198 |
4,256 |
| TSLIST: Stata module to list time series data |
0 |
2 |
3 |
203 |
6 |
16 |
74 |
6,266 |
| TSMKTIM: Stata module to generate time-series calendar variable |
4 |
13 |
59 |
846 |
17 |
56 |
238 |
2,999 |
| URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates |
3 |
7 |
13 |
170 |
5 |
15 |
65 |
586 |
| VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) |
0 |
0 |
27 |
784 |
0 |
1 |
127 |
2,548 |
| VECAR: Stata module to estimate vector autoregressive (VAR) models |
3 |
11 |
85 |
1,896 |
21 |
68 |
427 |
6,891 |
| WHITETST: Stata module to perform White's test for heteroskedasticity |
47 |
86 |
296 |
5,389 |
266 |
490 |
2,010 |
20,845 |
| WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test |
5 |
11 |
49 |
851 |
24 |
67 |
398 |
4,426 |
| XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model |
13 |
50 |
266 |
3,236 |
71 |
249 |
1,297 |
12,525 |
| XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity |
20 |
76 |
388 |
2,690 |
102 |
301 |
1,375 |
7,906 |
| ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break |
29 |
105 |
472 |
3,459 |
82 |
289 |
1,184 |
7,523 |
| aer.pl, a script converting XML data to ReDIF |
1 |
2 |
9 |
140 |
6 |
13 |
56 |
1,044 |
| bejeap.pl, a script converting OAI data to ReDIF |
0 |
1 |
1 |
65 |
6 |
9 |
25 |
704 |
| bejeap2.pl, a script converting OAI data to ReDIF with Unicode support |
1 |
1 |
4 |
86 |
5 |
11 |
37 |
692 |
| cdl-ciders.pl, a script converting XML data to ReDIF |
0 |
1 |
1 |
53 |
4 |
9 |
28 |
768 |
| dspace2redif.pl, a script converting DSpace metadata to ReDIF |
3 |
5 |
13 |
121 |
18 |
37 |
131 |
731 |
| ectj.pl, a script converting html data to ReDIF |
0 |
1 |
6 |
72 |
1 |
5 |
30 |
859 |
| imfocpcvt.pl, a script converting html data to ReDIF |
0 |
0 |
4 |
48 |
1 |
2 |
23 |
727 |
| rjeyr.pl, a script converting html data to ReDIF |
0 |
0 |
2 |
43 |
7 |
8 |
28 |
789 |
| Total Software Items |
739 |
2,198 |
9,827 |
121,889 |
3,583 |
10,006 |
44,776 |
444,066 |
|
|
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