Access Statistics for Christopher Baum

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 0 1 20 98 1 4 27 53
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 2 13 72 137 4 23 130 156
A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency 0 0 2 487 1 3 10 2,049
A general approach to testing for autocorrelation 0 3 21 113 0 14 42 241
A general approach to testing for autocorrelation 0 2 5 64 4 15 29 117
A large-scale application of Stata's forecast suite: challenges and potential 1 6 54 54 1 12 48 48
A little bit of Stata programming goes a long way 2 6 24 5,419 5 20 86 9,686
A little bit of Stata programming goes a long way 2 7 24 2,044 5 14 44 3,462
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 0 389 0 2 16 1,485
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 0 352 0 4 15 1,332
A review of Stata 8.1 and its time series capabilities 1 2 6 1,737 6 18 36 3,665
A simple alternative to the linear probability model for binary choice models with endogenous regressors 2 2 14 173 2 4 22 387
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates 0 0 0 214 0 1 7 1,862
An interpretation and implementation of the Theil-Goldberger 'mixed' estimator 1 7 23 168 4 12 47 392
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests 0 0 0 0 0 3 17 1,232
Binary choice models with endogenous regressors 2 4 21 259 4 8 44 417
Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? 0 2 24 139 2 9 54 322
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 58 1 2 9 649
Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes 0 0 1 97 0 0 7 465
Corporate Liquidity Management and Future Investment Expenditures 1 1 6 111 4 13 29 380
Credible Disinflation Policy in a Dynamic Setting 0 0 0 167 0 0 4 1,405
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises 0 0 3 24 1 4 23 102
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis 0 2 13 67 3 12 53 178
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 0 0 13 98 1 4 45 124
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 0 1 10 104 1 10 51 225
Credit rating agency downgrades and the Eurozone sovereign debt crises 1 2 4 55 3 7 32 83
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 0 84 3 5 12 126
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 0 1 1 3 10 15
Does the tenure of Private Equity investment improve the performance of European firms? 0 0 1 68 1 4 13 186
Dynamics of Intra-EMS Interest Rate Linkages 0 0 1 191 3 6 13 970
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 60 1 2 5 313
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 1 2 4 320 1 4 16 889
Efficient Management of Multi-Frequency Panel Data with Stata 2 2 2 701 2 4 5 1,768
Efficient management of multi-frequency panel data with Stata 1 6 24 538 2 16 57 1,312
Enhanced routines for instrumental variables/GMM estimation and testing 8 18 73 2,112 22 61 210 4,127
Enhanced routines for instrumental variables/GMM estimation and testing 0 1 13 540 4 8 43 1,130
Evaluating one-way and two-way cluster-robust covariance matrix estimates 1 2 8 167 2 8 21 417
Evaluating one-way and two-way cluster-robust covariance matrix estimates 1 7 26 413 1 12 68 958
Evaluating one-way and two-way cluster–robust covariance matrix estimates 4 10 37 225 7 28 177 761
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 1 3 10 1,595
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 4 987 1 3 20 3,148
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 1 3 688 0 4 14 1,750
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 1 4 820 1 6 23 2,313
Exchange Rate Uncertainty and Firm Profitability 1 6 16 688 5 17 71 2,416
Extending Stata's capabilities for asymptotic covariance matrix estimation 1 2 18 58 3 7 56 162
Facilitating Applied Economic Research with Stata 0 3 10 875 0 6 22 2,070
Firm Investment and Financial Frictions 0 2 7 182 3 8 26 464
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 0 1 1 551 2 4 10 2,071
Fractional Cointegration Analysis of Long Term International Interest Rates 0 0 1 788 2 7 18 2,876
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 3 381 1 3 10 2,139
Fractional Dynamics in Japanese Financial Time Series 0 0 1 328 2 6 9 1,492
Fractional Monetary Dynamics 0 0 2 215 3 5 8 1,152
Implementing econometric estimators with Mata 1 1 7 248 1 2 17 409
Implementing econometric estimators with Mata 0 0 2 153 0 2 11 283
Implementing new econometric tools in Stata 0 4 30 231 1 10 67 409
Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach 3 12 122 122 4 30 76 76
Instrumental variables and GMM: Estimation and testing 2 10 63 4,505 7 25 138 8,740
Instrumental variables and GMM: Estimation and testing 0 0 4 608 1 2 15 1,439
Instrumental variables and GMM: Estimation and testing 0 4 10 1,252 2 12 44 2,424
Instrumental variables estimation using heteroskedasticity-based instruments 1 4 18 202 4 8 37 352
Instrumental variables estimation using heteroskedasticity-based instruments 1 2 15 85 1 5 32 180
Instrumental variables: Overview and advances 1 4 20 865 1 8 34 1,481
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 0 4 24 58 0 8 51 102
Long Memory and Forecasting in Euroyen Deposit Rates 0 0 1 303 2 3 7 1,906
Long Memory in the Greek Stock Market 0 0 3 976 1 4 10 5,349
Long Term Dependence in Stock Returns 0 0 0 612 2 3 7 1,773
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 0 1 4 523 0 2 10 2,316
Long-Memory Forecasting of U.S. Monetary Indices 0 0 0 256 1 4 11 676
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance 0 0 0 90 0 0 5 441
Macroeconomic Uncertainty and Credit Default Swap Spreads 3 3 12 213 11 21 62 554
Macroeconomic Uncertainty and Firm Leverage 0 2 8 164 0 5 27 640
Macroeconomics Uncertainty and Firm Leverage 1 1 1 89 2 7 14 446
Modeling Returns on the Term Structure of Treasury Interest Rates 0 0 2 821 0 1 9 3,408
Modeling fixed income excess returns 0 1 2 427 0 2 10 2,379
Modelling Federal Reserve Discount Policy 0 0 2 180 0 3 15 1,751
Monetary Policy in the Transition to a Zero Federal Deficit 0 0 0 202 0 1 3 2,107
Nearest-Neighbor Forecasts of U.S. Interest Rates 0 1 1 827 1 3 5 3,992
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 0 0 4 875 2 5 21 4,778
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports 1 2 4 746 1 3 13 2,078
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 0 0 735 1 6 18 7,377
On the Investment Sensitivity of Debt under Uncertainty 0 1 2 165 0 4 10 366
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty 0 1 6 447 4 18 42 1,248
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty 0 0 4 268 1 5 28 774
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 3 35 1 4 23 171
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 2 165 0 0 20 491
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 0 27 0 3 17 123
Persistence in International Inflation Rates 0 0 0 551 0 2 7 4,970
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 0 2 368 3 8 21 2,201
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms 0 0 0 1,256 3 3 10 5,857
Political patronage in Ukranian banking 0 0 2 136 1 3 16 648
Powerful new tools for time series analysis 1 2 4 509 2 4 10 887
Q, Cash Flow and Investment: An Econometric Critique 0 0 3 374 1 3 14 1,674
R&D Expenditures and Geographical Sales Diversification 3 4 10 145 5 9 37 355
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say 0 0 3 161 0 3 11 414
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money 0 0 1 255 0 1 6 1,947
Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey 1 1 4 53 1 3 13 45
Rolling Regressions with Stata 2 5 20 1,569 4 10 56 3,651
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 90 1 8 20 573
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 111 0 2 5 796
Should you become a Stata programmer? 0 0 11 1,066 2 3 19 1,525
Stata: The language of choice for time series analysis? 0 3 14 1,908 1 10 41 3,792
Stochastic Long Memory in Traded Goods Prices 0 1 2 137 1 3 12 820
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 1 7 201 1 5 49 578
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 2 2 6 36 3 4 23 243
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 1 1 1 140 2 6 13 729
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms 2 8 22 302 7 27 111 1,513
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 3 4 18 160 7 29 114 831
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 1 5 105 0 4 24 490
The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity 0 0 2 103 3 8 31 333
The Effects of Uncertainty on the Leverage of Non-Financial Firms 0 0 5 277 2 7 24 1,046
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 46 2 4 9 361
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 1 1 816 1 2 8 2,933
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 0 0 978 4 15 52 4,055
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 1 99 0 3 13 326
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 0 92 1 4 15 252
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 4 8 221 1 6 23 641
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 1 2 417 1 6 25 1,133
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 0 213 1 4 8 573
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 1 4 123 2 7 17 532
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 1 1 49 2 5 10 278
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms 0 1 4 133 2 5 14 549
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage 0 1 5 192 1 5 22 536
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity 1 3 9 394 6 23 64 1,755
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms 3 6 9 179 3 8 16 664
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity 0 0 2 41 2 5 15 207
The Impact of the Financial System's Structure on Firms' Financial Constraints 0 0 2 202 1 4 25 592
The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility 1 4 11 32 2 11 44 85
The Volatility of International Trade Flows and Exchange Rate Uncertainty 0 1 4 204 0 4 14 518
The contextual effects of social capital on health: a cross-national instrumental variable analysis 0 0 1 89 0 1 11 174
The role of uncertainty in the transmission of monetary policy effects on bank lending 1 1 5 324 2 4 21 1,018
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 0 3 525 2 4 21 1,517
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 1 4 152 0 4 13 487
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 1 4 206 2 7 21 773
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty 0 0 0 70 1 3 12 233
Time series filtering techniques in Stata 9 30 100 1,109 20 82 292 2,515
Time series filtering techniques in Stata 0 1 9 433 1 7 33 942
Time-Varying Risk Premia in the Foreign Currency Futures Basis 0 0 0 657 4 9 25 3,255
Tobin's Q And Financial Policy Revisited 0 0 0 0 2 3 8 864
Topics in time series regression modeling 1 13 43 1,512 12 83 315 4,068
Uncertainty Determinants of Corporate Liquidity 0 0 4 55 1 3 14 244
Uncertainty Determinants of Corporate Liquidity 1 1 2 171 2 6 18 646
Uncertainty Determinants of Corporate Liquidity 0 0 0 47 0 0 7 300
Uncertainty Determinants of Corporate Liquidity 0 0 0 63 0 2 7 307
Uncertainty Determinants of Firm Investment 0 0 6 284 0 0 17 681
Using Mata to work more effectively with Stata: A tutorial 0 0 0 416 0 3 7 765
Using Mata to work more effectively with Stata: A tutorial 0 2 21 560 2 6 35 989
Using Mata to work more effectively with Stata: A tutorial 1 10 45 2,412 4 17 79 3,886
Using Stata for Applied Research: Reviewing its Capabilities 0 3 15 725 0 9 27 990
Using instrumental variables techniques in economics and finance 2 5 11 548 4 10 26 870
Waves and Persistence in Merger and Acquisition Activity 0 1 4 2,047 1 9 30 8,655
What do Chinese Macro Announcements Tell Us About the World Economy? 2 5 17 36 6 12 44 107
cron, perl and Stata: automated production and presentation of a business-daily index 0 1 1 237 0 1 12 796
Total Working Papers 86 315 1,495 69,209 327 1,248 4,959 215,166


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 1 1 2 176
A logit analysis of the factor content of West German foreign trade 0 0 1 13 1 3 6 81
A nonparametric investigation of the 90-day t-bill rate 0 0 1 39 2 5 14 546
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency 0 0 1 48 2 7 10 405
A review of Stata 8.1 and its time series capabilities 0 1 1 196 0 1 4 555
A test for long-range dependence in a time series 0 0 1 36 0 1 6 102
Activist policy and macroeconomic instability 0 0 0 15 1 2 4 123
An empirical analysis of the composition of manufacturing employment in the industrialized countries 0 1 2 17 0 3 7 71
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 1 110 0 1 2 603
Compacting time series data 0 1 1 37 0 2 6 99
Coordination of large macroeconomies'policies and the stability of small economies 0 0 1 7 0 2 5 63
Cumulative author index, volumes 1-15 0 0 11 11 1 4 25 25
Dynamic adjustment of firms' capital structures in a varying-risk environment 0 0 1 16 0 3 4 67
Dynamics of Intra-EMS Interest Rate Linkages 0 0 2 37 2 8 11 218
Enhanced routines for instrumental variables/generalized method of moments estimation and testing 6 24 120 1,255 17 57 218 2,107
Evaluating concavity for production and cost functions 1 2 2 91 1 4 19 236
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports 0 0 3 97 0 2 11 448
Exchange Rate Uncertainty and Firm Profitability 0 1 6 69 2 6 23 356
Exchange rate effects on the volume and variability of trade flows 1 2 12 246 5 13 47 842
FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES 0 0 0 0 1 2 6 11
Foreword 0 0 0 0 0 2 4 35
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 0 0 1 81 2 5 20 383
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 0 2 5 12 85
Fractional dynamics in Japanese financial time series 0 0 0 28 2 5 8 210
Fractional monetary dynamics 0 0 0 30 1 5 12 366
Happily Ever After? Pre-and-Post Disaster Determinants of Happiness Among Survivors of Hurricane Katrina 0 0 3 7 0 1 17 26
Instrumental variables and GMM: Estimation and testing 1 16 61 3,107 12 42 146 7,010
Long memory in the Greek stock market 0 0 0 96 2 3 7 528
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 0 0 49 1 5 10 324
Long-memory forecasting of US monetary indices 0 0 0 34 2 5 9 193
Long-term dependence in stock returns 0 0 1 81 2 6 11 385
Macroeconomic uncertainty and credit default swap spreads 0 1 1 70 0 4 13 253
Metadata for user-written contributions to the Stata programming language 1 1 2 16 1 3 6 76
Metadata for user-written contributions to the Stata programming language: extensions 0 0 0 21 0 1 2 60
Modelling Federal Reserve Discount Policy 0 0 0 81 0 1 6 900
Multivariate portmanteau (Q) test for white noise 0 1 4 219 2 9 25 736
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 0 0 1 85 0 4 17 458
Nonlinear effects of exchange rate volatility on the volume of bilateral exports 1 3 7 374 1 8 23 1,154
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 0 0 0 0 0 2 7 542
On the investment sensitivity of debt under uncertainty 0 1 2 63 1 6 22 233
On the sensitivity of firms' investment to cash flow and uncertainty 0 1 5 97 1 7 19 319
On the sensitivity of optimal control solutions 0 0 0 23 0 3 4 91
On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty 0 3 16 116 3 12 47 359
Parliamentary election cycles and the Turkish banking sector 1 2 6 63 2 7 22 271
Persistence in International Inflation Rates 0 0 0 0 0 4 9 90
Political patronage in Ukrainian banking 0 0 0 39 1 4 13 269
Q, Cash Flow and Investment: An Econometric Critique 0 0 0 44 0 2 5 282
Reexamining the term structure of interest rates and the interwar demand for money 0 0 0 1 1 1 3 7
Residual diagnostics for cross-section time series regression models 1 4 8 919 2 12 31 2,575
Richard Sperling (1961-2011) 0 0 0 0 0 4 12 132
Sectoral fluctuations in U.K. firms' investment expenditures 0 0 0 1 0 1 4 16
Stata tip 37: And the last shall be first 0 0 2 41 0 1 6 129
Stata tip 38: Testing for groupwise heteroskedasticity 0 3 11 555 0 7 32 1,114
Stata tip 40: Taking care of business 23 81 256 1,084 42 172 538 2,139
Stata tip 45: Getting those data into shape 0 1 3 172 0 3 17 463
Stata tip 63: Modeling proportions 1 2 10 282 2 7 29 479
Stata tip 73: append with care! 0 1 1 154 1 4 5 374
Stata tip 88: Efficiently evaluating elasticities with the margins command 0 0 0 0 0 1 6 295
Stata: The language of choice for time-series analysis? 0 3 11 369 2 7 28 964
Stochastic long memory in traded goods prices 0 1 1 22 2 8 12 183
THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS 0 1 6 70 0 3 39 314
THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING 0 0 3 12 0 3 12 39
Test for autoregressive conditional heteroskedasticity in regression error distribution 0 1 1 55 1 5 8 159
Tests for heteroskedasticity in regression error distribution 0 0 1 49 0 4 13 147
Tests for long memory in a time series 0 1 3 106 0 3 15 186
Tests for serial correlation in regression error distribution 0 0 0 39 0 3 7 116
Tests for stationarity of a time series 0 1 6 217 1 4 13 403
Tests for stationarity of a time series: update 0 1 3 59 1 4 10 122
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 1 11 31 59 5 36 136 221
The contextual effects of social capital on health: A cross-national instrumental variable analysis 0 0 1 14 2 6 14 67
The effects of price- and output-stabilising policies in an interdependent world economy 0 0 1 9 0 2 3 58
The effects of uncertainty and corporate governance on firms’ demand for liquidity 0 1 3 25 2 6 11 104
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 0 0 3 82 4 7 17 370
The impact of macroeconomic uncertainty on firms' changes in financial leverage 0 1 4 85 1 8 22 275
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity 0 4 9 132 0 8 23 429
The impact of the financial system's structure on firms' financial constraints 2 4 17 112 8 21 104 779
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 0 1 56 0 2 18 181
Time‐varying risk premia in the foreign currency futures basis 0 0 0 0 1 1 5 6
Tobin's Q, intangible capital, and financial policy 0 0 1 91 1 3 9 304
Tobin's q and measurement error: Caveat investigator 0 0 0 89 0 1 2 299
USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES 0 0 0 0 0 9 23 242
Ukrainische Banken: politische Patronage von Bedeutung 0 0 0 30 1 7 27 406
Uncertainty determinants of corporate liquidity 2 14 22 142 9 42 78 477
Uncertainty determinants of firm investment 0 1 4 100 1 8 19 333
Utility for time series data 0 2 10 183 2 15 52 960
Waves and persistence in merger and acquisition activity 0 0 0 168 2 8 13 655
What do Chinese macro announcements tell us about the world economy? 2 2 10 10 5 9 29 29
Total Journal Articles 44 202 720 12,758 173 744 2,371 39,323


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 18 80 443 3,713 62 231 1,167 9,045
An Introduction to Stata Programming, Second Edition 2 17 86 1,073 8 36 199 2,432
Total Books 20 97 529 4,786 70 267 1,366 11,477


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 1 1 8 0 1 3 43
Total Chapters 0 1 1 8 0 1 3 43


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 7 18 73 165 26 92 295 744
ARCH: MATLAB function to compute ARCH test 2 6 26 1,702 6 23 117 5,517
ARCHLM: Stata module to calculate LM test for ARCH effects 2 16 54 1,494 17 130 412 7,475
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries 0 0 2 645 1 3 11 1,844
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model 4 14 36 1,610 20 90 271 7,281
ARRANGEDAR: RATS procedures to calculate arranged autoregressions 0 0 2 266 0 1 13 877
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 6 32 95 17 43 189 515
AVPLOT3: Stata module to generate partial regression plots for subsamples 0 0 2 163 4 11 31 2,011
BCUSE: Stata module to access instructional datasets on Boston College server 6 20 80 271 28 86 346 1,170
BETACOEF: Stata module to calculate beta coefficients from regression 2 5 32 1,514 14 50 233 10,310
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation 3 17 37 1,734 17 74 281 10,824
BIDENSITY: Stata module to produce and graph bivariate density estimates 2 9 35 161 26 63 186 751
BKING: Stata module to implement Baxter-King filter for timeseries data 1 3 16 1,231 14 34 140 4,323
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity 3 11 30 2,606 10 46 159 10,026
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data 1 3 5 204 3 10 25 973
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data 2 7 22 453 5 12 53 1,215
CHECKREG3: Stata module to check identification status of simultaneous equations system 2 7 16 318 9 21 60 1,195
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks 17 61 253 2,174 62 228 840 6,430
CMAXUSE: Stata module to access Cmax instructional datasets 0 0 1 9 1 4 22 79
CNSRSIG: Stata module to evaluate validity of restrictions on a regression 1 3 17 401 4 18 74 2,085
CUSUM6: Stata module to compute cusum, cusum^2 stability tests 5 21 88 1,501 35 109 397 5,110
DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method 23 55 172 2,112 73 233 797 7,182
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test 5 19 59 3,017 29 100 381 13,021
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy 8 38 138 1,758 31 118 446 4,485
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates 1 8 40 1,105 22 85 283 4,323
DURBINH: Stata module to calculate Durbin's h test for serial correlation 6 15 46 1,446 20 70 250 7,794
FRACDIFF: Stata module to generate fractionally-differenced timeseries 1 5 12 369 5 23 60 1,302
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries 1 2 10 909 7 17 64 3,722
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix 2 3 29 477 6 18 112 2,617
GHISTCUM: Stata module to graph histogram and cumulative distribution 4 11 43 787 29 86 309 4,888
GPHROB: RATS modules to perform tests for fractional integration of timeseries 0 1 10 669 0 2 29 1,757
GPHUDAK: Stata module to estimate long memory in a timeseries 2 2 17 474 4 17 76 1,314
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries 0 0 1 314 1 3 16 911
GRPDF: Stata module to produce PDFs from memory graphs 5 6 6 6 26 36 36 36
HADRILM: Stata module to perform Hadri panel unit root test 4 15 34 1,832 15 47 134 4,763
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test 1 10 49 737 7 48 175 2,116
HLP2PDF: Stata module to create PDF or PostScript from Stata help file 1 2 10 226 3 10 44 1,024
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data 18 60 247 7,298 56 212 772 15,281
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test 6 17 62 4,539 25 78 278 10,226
ITSP_ADO: Stata module to accompany Introduction to Stata Programming book 0 1 20 125 2 17 73 466
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation 2 4 11 233 8 15 55 1,100
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg 14 67 264 5,858 104 431 1,904 27,747
IVGMM0: Stata module to perform instrumental variables via GMM 0 0 3 1,355 3 8 34 4,213
IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10) 5 7 20 42 10 25 97 177
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) 2 3 19 1,233 6 21 98 5,076
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) 2 9 34 737 14 50 170 2,578
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation 74 261 1,105 16,846 377 1,283 5,090 56,551
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments 22 77 305 894 67 227 981 3,703
KDENS2: Stata module to estimate bivariate kernel density 8 21 68 1,204 34 90 363 4,213
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity 17 51 186 3,146 49 195 653 9,261
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test 5 14 59 4,008 29 83 325 10,149
LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias 1 8 18 307 3 23 99 1,353
LOG2HTML: Stata module to produce HTML log files 5 10 20 574 16 45 183 2,933
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test 7 33 71 1,268 17 67 196 3,234
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries 3 3 7 646 8 16 51 2,104
MADFULLER: Stata module to perform Dickey-Fuller test on panel data 1 3 16 1,942 6 20 98 6,413
MATIN4-MATOUT4: Stata module to import and export matrices 3 5 16 438 10 21 64 1,789
MODLPR: Stata module to estimate long memory in a timeseries 1 5 8 422 4 17 43 1,331
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel 5 13 77 781 21 73 296 3,074
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel 2 13 64 1,108 17 70 358 4,950
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating 7 49 178 983 52 183 634 3,876
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends 2 2 11 1,017 8 23 83 3,460
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality 2 5 16 456 9 34 133 2,770
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise 1 1 5 166 4 7 28 1,007
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit 3 4 12 196 7 15 55 987
OUTSERIES: Stata module to write timeseries to text files 0 0 0 76 1 4 6 481
OUTTABLE: Stata module to write matrix to LaTeX table 6 24 135 2,519 43 162 816 17,404
OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg2, ivreg29, ivregress, ivprobit, ivtobit, reg3 14 66 219 5,723 61 266 931 18,998
PANELAUTO: Stata module to support tests for autocorrelation on panel data 14 69 192 1,975 64 247 726 7,337
PANELUNIT: Stata module to support unit root tests on panel data 0 2 5 1,204 0 3 23 3,361
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit 3 14 70 1,695 36 97 282 5,940
PWCORR2: Stata module to compute pairwise correlations and return results 3 5 31 221 19 63 267 1,544
PWCOV: Stata module to compute pairwise covariances 2 3 7 103 2 4 37 566
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients 3 6 22 383 9 26 89 1,486
QSTAT2: MATLAB function to compute Ljung-Box Q statistic 4 17 95 2,486 16 53 274 8,065
ROBLPR: Stata module to estimate long memory in a set of timeseries 2 4 11 445 4 11 57 1,484
ROLLING2: Stata module to perform rolling window and recursive estimation 3 5 34 738 10 45 187 3,134
ROLLREG: Stata module to perform rolling regression estimation 12 52 169 2,215 56 234 755 7,078
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) 1 10 49 600 41 147 589 5,462
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended 0 0 21 592 14 42 226 4,482
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users 0 2 10 734 0 6 24 2,230
SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method 11 39 141 513 31 119 408 1,510
STATICFC: Stata module to compute static forecasts for a recursive rolling regression 6 14 54 232 11 50 175 795
STATSMAT: Stata module to place descriptive statistics in matrix 0 3 19 674 9 24 108 3,225
TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation 1 3 10 39 1 9 21 212
TORATS: Stata module to facilitate transfer of data to RATS 0 1 7 166 1 10 38 1,022
TOSQL: Stata module to transfer data to SQL database 0 1 11 383 6 21 104 2,866
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values 1 6 71 632 23 80 338 3,020
TSGRAPH: Stata module to produce time series line graph 2 9 25 782 17 60 203 4,679
TSLIST: Stata module to list time series data 0 0 0 203 6 12 41 6,362
TSMKTIM: Stata module to generate time-series calendar variable 4 18 61 1,004 18 66 228 3,629
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates 0 2 9 191 2 10 32 677
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) 0 1 4 800 2 5 23 2,622
VECAR: Stata module to estimate vector autoregressive (VAR) models 0 1 15 1,978 1 14 91 7,312
WHITETST: Stata module to perform White's test for heteroskedasticity 11 46 161 5,965 68 327 1,082 24,295
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test 5 12 31 935 15 70 183 4,925
XTILETEST: Stata module to test equality of percentiles across groups of observations 2 3 7 7 8 16 52 52
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model 18 55 200 3,758 74 284 924 15,038
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity 20 77 328 3,591 102 406 1,362 11,525
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break 29 103 361 4,451 75 294 1,070 10,342
aer.pl, a script converting XML data to ReDIF 0 1 7 156 1 6 33 1,146
bejeap.pl, a script converting OAI data to ReDIF 0 0 5 76 0 1 21 754
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support 0 0 10 109 2 3 35 778
cdl-ciders.pl, a script converting XML data to ReDIF 0 0 6 69 5 5 35 844
dspace2redif.pl, a script converting DSpace metadata to ReDIF 0 1 12 165 10 18 83 944
ectj.pl, a script converting html data to ReDIF 0 0 1 75 1 3 19 901
imfocpcvt.pl, a script converting html data to ReDIF 0 0 0 50 4 4 13 753
rjeyr.pl, a script converting html data to ReDIF 0 0 3 48 0 1 14 816
Total Software Items 521 1,840 7,086 141,538 2,432 8,738 32,606 532,128


Statistics updated 2016-07-02