Access Statistics for Christopher Baum

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 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


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 2 5 15 5,083 7 18 69 13,478
An Introduction to Stata Programming, Second Edition 2 4 7 1,320 5 11 25 3,016
Environmental Econometrics Using Stata 3 5 16 160 5 11 31 291
Total Books 7 14 38 6,563 17 40 125 16,785


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 15 0 4 9 95
Total Chapters 0 0 0 15 0 4 9 95


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


Statistics updated 2025-12-06