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 3 7 47 151 4 13 89 187
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 0 0 10 102 0 2 19 60
A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency 0 0 2 487 0 1 10 2,052
A general approach to testing for autocorrelation 0 4 18 124 1 8 38 260
A general approach to testing for autocorrelation 0 1 7 67 1 4 27 125
A large-scale application of Stata's forecast suite: challenges and potential 2 3 20 61 4 7 39 64
A little bit of Stata programming goes a long way 0 1 20 2,049 0 4 40 3,476
A little bit of Stata programming goes a long way 2 4 22 5,430 6 12 72 9,717
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 0 352 0 4 16 1,339
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 0 389 0 2 7 1,488
A review of Stata 8.1 and its time series capabilities 0 1 4 1,739 1 7 33 3,675
A simple alternative to the linear probability model for binary choice models with endogenous regressors 3 4 14 184 5 9 27 408
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates 0 0 0 214 1 5 12 1,872
An interpretation and implementation of the Theil-Goldberger 'mixed' estimator 2 4 20 176 2 7 48 414
Analyzing volatility shocks to Eurozone CDS spreads with a multicountry GMM model in Stata 2 11 21 21 4 20 23 23
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests 0 0 0 0 0 0 9 1,234
Binary choice models with endogenous regressors 2 9 29 274 3 21 62 453
Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? 0 2 20 146 3 13 52 349
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 58 2 3 7 652
Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes 0 0 3 99 1 1 13 475
Corporate Financial Policy and the Value of Cash under Uncertainty 3 27 28 28 8 31 33 33
Corporate Liquidity Management and Future Investment Expenditures 1 1 4 113 3 3 23 385
Credible Disinflation Policy in a Dynamic Setting 0 0 0 167 0 1 5 1,409
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises 0 2 3 26 4 7 16 110
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis 0 0 6 67 0 5 36 192
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 0 3 6 109 1 8 30 239
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 0 0 6 99 0 2 27 135
Credit rating agency downgrades and the Eurozone sovereign debt crises 0 1 4 57 3 8 26 98
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 0 1 1 3 8 19
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 0 84 2 7 15 135
Does the tenure of Private Equity investment improve the performance of European firms? 0 0 0 68 2 4 15 192
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 60 2 3 10 319
Dynamics of Intra-EMS Interest Rate Linkages 0 0 1 191 0 2 18 978
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 0 1 6 324 1 6 16 898
Efficient Management of Multi-Frequency Panel Data with Stata 0 0 4 703 0 1 8 1,772
Efficient management of multi-frequency panel data with Stata 3 7 29 554 10 20 71 1,352
Enhanced routines for instrumental variables/GMM estimation and testing 4 18 80 2,155 22 59 253 4,260
Enhanced routines for instrumental variables/GMM estimation and testing 1 3 15 547 4 13 46 1,153
Evaluating one-way and two-way cluster-robust covariance matrix estimates 2 11 31 431 7 25 63 996
Evaluating one-way and two-way cluster-robust covariance matrix estimates 0 1 7 169 0 3 17 422
Evaluating one-way and two-way cluster–robust covariance matrix estimates 1 7 31 234 3 17 138 789
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 1 6 13 1,603
Exchange Rate Effects on the Volume and Variability of Trade Flows 1 3 6 990 2 5 20 3,159
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 0 3 821 2 6 20 2,321
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 1 1 3 689 2 5 15 1,759
Exchange Rate Uncertainty and Firm Profitability 1 1 16 694 4 13 72 2,445
Extending Stata's capabilities for asymptotic covariance matrix estimation 1 2 15 67 8 17 52 194
Facilitating Applied Economic Research with Stata 0 0 4 876 1 2 17 2,077
Firm Investment and Financial Frictions 0 0 8 184 2 5 26 476
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 0 0 2 552 0 4 15 2,080
Fractional Cointegration Analysis of Long Term International Interest Rates 0 0 0 788 1 2 15 2,882
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 1 381 1 3 11 2,145
Fractional Dynamics in Japanese Financial Time Series 0 0 1 328 0 2 12 1,496
Fractional Monetary Dynamics 0 0 1 215 2 3 9 1,155
Implementing econometric estimators with Mata 0 2 5 157 1 7 17 294
Implementing econometric estimators with Mata 0 1 6 250 0 2 11 414
Implementing new econometric tools in Stata 2 8 29 250 2 10 56 440
Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach 5 14 53 144 6 16 83 106
Instrumental variables and GMM: Estimation and testing 4 19 61 4,541 17 58 163 8,841
Instrumental variables and GMM: Estimation and testing 0 4 15 1,263 4 19 58 2,463
Instrumental variables and GMM: Estimation and testing 0 1 5 610 0 4 18 1,449
Instrumental variables estimation using heteroskedasticity-based instruments 3 5 18 211 4 10 37 371
Instrumental variables estimation using heteroskedasticity-based instruments 1 8 21 97 3 16 39 205
Instrumental variables: Overview and advances 1 5 16 875 5 10 35 1,502
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 3 7 21 70 8 15 42 124
Long Memory and Forecasting in Euroyen Deposit Rates 0 0 2 304 0 0 13 1,913
Long Memory in the Greek Stock Market 0 1 2 978 3 6 15 5,360
Long Term Dependence in Stock Returns 1 2 2 614 3 6 13 1,782
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 0 0 1 523 3 6 12 2,325
Long-Memory Forecasting of U.S. Monetary Indices 0 0 0 256 1 4 14 683
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance 0 0 0 90 0 1 4 442
Macroeconomic Uncertainty and Credit Default Swap Spreads 0 0 8 216 6 24 90 609
Macroeconomic Uncertainty and Firm Leverage 1 2 9 169 1 5 28 650
Macroeconomics Uncertainty and Firm Leverage 0 0 1 89 1 2 13 450
Modeling Rating Transition Matrices for Wholesale Loan Portfolios 2 6 61 61 4 13 28 28
Modeling Returns on the Term Structure of Treasury Interest Rates 1 1 3 822 1 1 9 3,410
Modeling fixed income excess returns 0 0 1 427 1 2 12 2,384
Modelling Federal Reserve Discount Policy 0 0 0 180 1 4 12 1,757
Monetary Policy in the Transition to a Zero Federal Deficit 0 0 0 202 0 0 4 2,109
Nearest-Neighbor Forecasts of U.S. Interest Rates 0 0 1 827 0 2 12 4,000
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 0 0 3 876 6 8 24 4,792
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports 0 2 7 750 2 9 24 2,096
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 0 0 735 0 1 16 7,381
On the Investment Sensitivity of Debt under Uncertainty 1 1 3 166 3 4 14 375
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty 2 4 10 452 7 14 65 1,279
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty 2 4 6 272 8 18 48 806
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 1 28 2 4 14 130
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 3 167 1 2 17 499
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 2 35 1 2 15 176
Persistence in International Inflation Rates 0 0 0 551 3 6 11 4,977
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 0 2 368 3 7 31 2,218
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms 0 0 0 1,256 0 4 13 5,864
Political patronage in Ukranian banking 0 0 1 136 2 5 15 656
Powerful new tools for time series analysis 1 2 5 512 1 2 12 893
Q, Cash Flow and Investment: An Econometric Critique 1 1 5 377 2 7 18 1,686
R&D Expenditures and Geographical Sales Diversification 1 2 11 150 5 7 31 370
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say 0 1 4 164 0 3 17 424
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money 0 0 1 255 0 2 6 1,950
Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey 2 3 4 56 3 5 11 52
Rolling Regressions with Stata 0 2 10 1,574 1 9 39 3,665
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 90 2 4 19 582
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 111 1 3 7 800
Should you become a Stata programmer? 2 4 10 1,072 3 8 24 1,540
Stata: The language of choice for time series analysis? 2 3 15 1,914 5 12 49 3,816
Stochastic Long Memory in Traded Goods Prices 0 0 2 137 0 2 9 824
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 1 3 7 204 6 14 40 598
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 1 1 5 37 1 3 15 248
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 1 1 2 141 3 4 14 734
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms 2 5 28 312 5 21 93 1,555
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 3 5 16 166 13 48 133 904
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 3 8 112 0 8 24 506
The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity 1 1 3 106 4 6 30 345
The Effects of Uncertainty on the Leverage of Non-Financial Firms 0 1 5 280 0 3 35 1,065
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 46 0 5 16 370
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 1 816 1 3 9 2,938
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 0 0 978 5 11 58 4,085
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 0 99 0 1 11 332
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 1 1 1 93 3 7 16 259
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 2 3 8 224 3 8 23 653
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 0 3 418 1 5 26 1,146
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 1 4 125 1 6 21 544
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 0 213 0 1 8 575
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 1 2 50 5 11 25 294
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms 0 0 1 133 0 4 12 555
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage 0 0 2 192 2 5 16 544
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity 1 1 12 401 6 15 85 1,798
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms 1 8 16 189 4 14 27 682
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity 0 5 6 47 1 11 23 222
The Impact of the Financial System's Structure on Firms' Financial Constraints 0 1 3 204 4 12 37 618
The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility 0 0 5 32 6 13 43 105
The Volatility of International Trade Flows and Exchange Rate Uncertainty 1 1 3 205 3 7 18 528
The contextual effects of social capital on health: a cross-national instrumental variable analysis 0 0 1 90 3 9 19 189
The role of uncertainty in the transmission of monetary policy effects on bank lending 0 1 5 327 1 4 19 1,028
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 1 3 4 528 3 11 23 1,533
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 2 4 154 0 3 13 494
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 1 2 3 208 2 7 27 787
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty 0 0 3 73 0 1 16 244
Time series filtering techniques in Stata 1 4 14 440 5 13 41 965
Time series filtering techniques in Stata 5 18 100 1,153 18 69 290 2,653
Time-Varying Risk Premia in the Foreign Currency Futures Basis 0 1 1 658 4 14 41 3,278
Tobin's Q And Financial Policy Revisited 0 0 0 0 0 3 13 871
Topics in time series regression modeling 4 11 40 1,526 23 85 303 4,195
Uncertainty Determinants of Corporate Liquidity 1 2 5 58 2 4 20 254
Uncertainty Determinants of Corporate Liquidity 0 0 2 171 1 3 13 651
Uncertainty Determinants of Corporate Liquidity 0 0 1 48 4 7 16 313
Uncertainty Determinants of Corporate Liquidity 0 0 0 63 1 4 8 312
Uncertainty Determinants of Firm Investment 0 0 7 287 1 4 28 700
Using Mata to work more effectively with Stata: A tutorial 2 7 14 569 2 15 33 1,012
Using Mata to work more effectively with Stata: A tutorial 3 6 39 2,428 7 19 71 3,919
Using Mata to work more effectively with Stata: A tutorial 1 1 1 417 2 4 13 772
Using Stata for Applied Research: Reviewing its Capabilities 1 4 21 739 5 13 48 1,022
Using instrumental variables techniques in economics and finance 0 1 11 554 3 7 31 886
Waves and Persistence in Merger and Acquisition Activity 2 5 7 2,053 12 19 40 8,680
What do Chinese Macro Announcements Tell Us About the World Economy? 1 2 18 43 3 7 39 126
cron, perl and Stata: automated production and presentation of a business-daily index 0 0 1 237 0 1 8 800
Total Working Papers 111 367 1,467 69,975 452 1,407 5,232 217,850


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Logit Analysis of the Factor Content of West German Foreign Trade 0 0 0 0 0 1 3 178
A logit analysis of the factor content of West German foreign trade 0 0 0 13 2 4 10 86
A nonparametric investigation of the 90-day t-bill rate 0 0 1 39 0 1 11 550
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency 0 0 1 48 0 1 13 410
A review of Stata 8.1 and its time series capabilities 0 0 2 197 0 1 6 560
A test for long-range dependence in a time series 0 0 1 37 0 1 6 106
Activist policy and macroeconomic instability 0 0 0 15 0 2 5 125
An empirical analysis of the composition of manufacturing employment in the industrialized countries 0 1 2 18 1 4 10 77
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 0 110 0 2 4 606
Compacting time series data 0 0 1 37 0 1 7 102
Coordination of large macroeconomies'policies and the stability of small economies 0 0 0 7 0 4 9 68
Credit rating agency downgrades and the Eurozone sovereign debt crises 0 2 4 4 4 12 24 24
Cumulative author index, volumes 1-16 18 18 18 18 28 28 28 28
Dynamic adjustment of firms' capital structures in a varying-risk environment 0 0 0 16 0 0 5 69
Dynamics of Intra-EMS Interest Rate Linkages 0 0 1 37 0 2 13 222
Enhanced routines for instrumental variables/generalized method of moments estimation and testing 9 39 147 1,336 19 71 277 2,256
Evaluating concavity for production and cost functions 0 0 3 92 1 3 15 241
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports 0 0 3 98 0 1 10 452
Exchange Rate Uncertainty and Firm Profitability 0 0 2 69 0 4 19 362
Exchange rate effects on the volume and variability of trade flows 2 2 10 251 6 15 58 872
FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES 0 0 1 1 0 1 6 14
Foreword 0 0 0 0 0 1 6 37
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 0 0 3 83 0 2 18 392
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 0 0 1 8 86
Fractional dynamics in Japanese financial time series 0 0 0 28 0 2 10 215
Fractional monetary dynamics 0 0 0 30 1 3 11 371
Happily Ever After? Pre-and-Post Disaster Determinants of Happiness Among Survivors of Hurricane Katrina 0 0 1 8 0 6 12 35
Instrumental variables and GMM: Estimation and testing 2 17 58 3,136 8 44 156 7,085
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 3 6 7 7 5 10 22 22
Long memory in the Greek stock market 0 0 0 96 0 3 9 534
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 0 2 51 2 5 28 344
Long-memory forecasting of US monetary indices 0 0 0 34 0 1 11 197
Long-term dependence in stock returns 0 0 2 83 0 4 18 396
Macroeconomic uncertainty and credit default swap spreads 0 0 2 71 0 2 10 258
Metadata for user-written contributions to the Stata programming language 0 0 1 16 0 0 5 78
Metadata for user-written contributions to the Stata programming language: extensions 0 0 0 21 0 1 4 63
Modelling Federal Reserve Discount Policy 0 0 0 81 0 3 7 905
Multivariate portmanteau (Q) test for white noise 0 0 3 220 0 2 19 742
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 0 0 0 85 1 3 17 464
Nonlinear effects of exchange rate volatility on the volume of bilateral exports 0 1 5 376 3 7 25 1,167
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 0 0 0 0 1 1 10 545
On the investment sensitivity of debt under uncertainty 1 1 3 64 2 5 20 243
On the sensitivity of firms' investment to cash flow and uncertainty 1 1 2 98 3 6 19 329
On the sensitivity of optimal control solutions 0 0 0 23 0 2 7 95
On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty 0 2 8 119 2 12 42 380
Parliamentary election cycles and the Turkish banking sector 0 2 5 65 1 5 19 280
Persistence in International Inflation Rates 0 0 0 0 1 3 10 95
Political patronage in Ukrainian banking 0 0 3 42 2 4 19 280
Q, Cash Flow and Investment: An Econometric Critique 1 1 1 45 1 2 5 285
R&D Expenditures and Geographical Sales Diversification 0 1 1 1 2 4 4 4
Reexamining the term structure of interest rates and the interwar demand for money 0 0 0 1 0 1 5 10
Residual diagnostics for cross-section time series regression models 0 2 10 924 3 6 36 2,593
Richard Sperling (1961-2011) 0 0 0 0 1 2 10 137
Sectoral fluctuations in U.K. firms' investment expenditures 0 0 0 1 1 5 9 22
Securities fraud and corporate board turnover: New evidence from lawsuit outcomes 0 0 0 0 2 2 2 2
Stata tip 126: Handling irregularly spaced high-frequency transactions data 1 3 7 7 3 12 28 28
Stata tip 37: And the last shall be first 0 1 2 43 0 2 5 132
Stata tip 38: Testing for groupwise heteroskedasticity 1 5 20 569 2 9 38 1,135
Stata tip 40: Taking care of business 15 47 254 1,181 31 112 524 2,340
Stata tip 45: Getting those data into shape 0 1 4 174 0 2 12 466
Stata tip 63: Modeling proportions 1 12 18 295 3 19 37 503
Stata tip 73: append with care! 0 0 2 155 1 4 12 382
Stata tip 88: Efficiently evaluating elasticities with the margins command 0 0 0 0 0 1 7 300
Stata: The language of choice for time-series analysis? 2 3 12 373 5 9 29 978
Stochastic long memory in traded goods prices 0 0 1 22 0 1 11 186
THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS 0 1 7 73 1 4 25 323
THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING 0 1 2 13 1 9 14 49
Test for autoregressive conditional heteroskedasticity in regression error distribution 0 0 3 57 0 0 9 162
Tests for heteroskedasticity in regression error distribution 0 0 3 51 0 2 12 151
Tests for long memory in a time series 1 2 3 108 2 4 12 192
Tests for serial correlation in regression error distribution 0 0 0 39 0 2 5 118
Tests for stationarity of a time series 0 1 6 222 1 5 14 412
Tests for stationarity of a time series: update 0 0 4 61 0 1 12 126
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 1 1 31 63 5 17 143 255
The contextual effects of social capital on health: A cross-national instrumental variable analysis 0 0 0 14 2 4 12 72
The effects of price- and output-stabilising policies in an interdependent world economy 0 0 0 9 0 1 4 60
The effects of uncertainty and corporate governance on firms’ demand for liquidity 0 0 1 25 4 6 18 116
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 0 0 2 82 0 3 16 376
The impact of macroeconomic uncertainty on firms' changes in financial leverage 0 0 1 85 1 4 19 282
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity 0 1 6 133 3 7 23 438
The impact of the financial system's structure on firms' financial constraints 0 0 18 117 2 11 74 804
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 0 2 57 1 4 13 189
The self-medication hypothesis: Evidence from terrorism and cigarette accessibility 1 1 1 1 3 7 9 9
Time‐varying risk premia in the foreign currency futures basis 0 0 0 0 0 2 3 8
Tobin's Q, intangible capital, and financial policy 0 0 0 91 0 0 6 306
Tobin's q and measurement error: Caveat investigator 0 0 0 89 0 0 2 300
USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES 0 0 0 0 0 1 16 245
Ukrainische Banken: politische Patronage von Bedeutung 0 0 0 30 0 5 17 412
Uncertainty determinants of corporate liquidity 0 2 24 148 3 16 85 503
Uncertainty determinants of firm investment 0 0 7 103 1 4 25 345
Utility for time series data 0 0 8 184 2 5 39 969
Waves and persistence in merger and acquisition activity 1 2 2 170 3 9 20 666
What do Chinese macro announcements tell us about the world economy? 0 1 13 15 1 6 36 39
Total Journal Articles 61 181 778 13,111 184 629 2,538 40,476
1 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 24 67 311 3,847 63 203 870 9,452
An Introduction to Stata Programming, Second Edition 9 18 65 1,100 12 30 143 2,497
Total Books 33 85 376 4,947 75 233 1,013 11,949


Chapter File Downloads Abstract Views
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Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 1 8 1 2 7 48
Total Chapters 0 0 1 8 1 2 7 48


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 5 17 66 192 18 56 288 856
ARCH: MATLAB function to compute ARCH test 5 10 26 1,715 13 28 110 5,572
ARCHLM: Stata module to calculate LM test for ARCH effects 4 8 51 1,511 26 64 370 7,598
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries 0 0 1 646 0 1 13 1,850
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model 2 10 38 1,629 24 84 290 7,428
ARRANGEDAR: RATS procedures to calculate arranged autoregressions 0 0 1 266 1 1 12 884
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 6 18 42 124 26 72 220 646
AVPLOT3: Stata module to generate partial regression plots for subsamples 0 0 1 164 2 6 28 2,022
BCUSE: Stata module to access instructional datasets on Boston College server 6 20 87 312 35 112 378 1,354
BETACOEF: Stata module to calculate beta coefficients from regression 2 8 26 1,530 15 61 211 10,410
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation 0 9 43 1,752 16 91 311 10,985
BIDENSITY: Stata module to produce and graph bivariate density estimates 5 11 38 182 13 44 200 846
BKING: Stata module to implement Baxter-King filter for timeseries data 0 0 11 1,235 17 51 173 4,419
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity 3 10 32 2,620 13 44 164 10,096
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data 3 4 9 209 3 7 30 987
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data 0 1 16 457 2 10 46 1,237
CHECKREG3: Stata module to check identification status of simultaneous equations system 3 6 25 332 17 31 82 1,243
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks 20 70 257 2,298 63 207 844 6,820
CMAXUSE: Stata module to access Cmax instructional datasets 0 0 0 9 0 2 18 88
CNSRSIG: Stata module to evaluate validity of restrictions on a regression 1 4 19 410 4 22 75 2,124
CUSUM6: Stata module to compute cusum, cusum^2 stability tests 6 20 94 1,549 31 116 438 5,321
DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method 18 45 189 2,207 79 224 884 7,639
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test 5 12 55 3,040 23 72 308 13,150
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy 11 35 148 1,830 48 111 453 4,710
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates 3 10 41 1,125 18 50 248 4,421
DURBINH: Stata module to calculate Durbin's h test for serial correlation 0 8 46 1,465 17 92 282 7,951
FRACDIFF: Stata module to generate fractionally-differenced timeseries 2 4 14 376 4 12 63 1,328
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries 0 2 7 912 3 15 82 3,767
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix 1 1 12 478 11 24 79 2,655
GHISTCUM: Stata module to graph histogram and cumulative distribution 0 9 40 803 6 62 321 5,021
GPHROB: RATS modules to perform tests for fractional integration of timeseries 0 0 5 670 1 3 19 1,765
GPHUDAK: Stata module to estimate long memory in a timeseries 3 8 21 490 3 19 104 1,379
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries 1 2 4 317 2 4 17 918
GRPDF: Stata module to produce PDFs from memory graphs 0 1 8 8 7 22 77 77
HADRILM: Stata module to perform Hadri panel unit root test 5 8 40 1,849 16 32 132 4,823
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test 5 10 40 753 21 39 174 2,197
HLP2PDF: Stata module to create PDF or PostScript from Stata help file 2 4 12 231 6 15 51 1,050
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data 10 54 224 7,399 26 162 708 15,590
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test 9 23 68 4,577 30 81 275 10,357
ITSP_ADO: Stata module to accompany Introduction to Stata Programming book 3 6 18 133 5 16 67 496
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation 0 3 12 239 1 12 49 1,121
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg 20 61 223 5,955 104 320 1,483 28,365
IVGMM0: Stata module to perform instrumental variables via GMM 0 1 4 1,358 0 3 29 4,221
IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10) 2 6 18 50 7 27 101 232
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) 3 6 17 1,244 7 20 91 5,122
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) 5 9 34 753 11 35 165 2,643
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation 51 210 945 17,282 182 832 4,449 58,431
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments 19 57 274 1,016 147 297 965 4,190
KDENS2: Stata module to estimate bivariate kernel density 5 17 67 1,232 25 75 335 4,364
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity 15 42 182 3,228 52 136 641 9,534
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test 2 15 57 4,033 19 56 297 10,279
LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias 2 6 23 319 9 26 99 1,404
LOG2HTML: Stata module to produce HTML log files 1 4 32 590 9 50 216 3,050
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test 3 12 68 1,293 17 45 187 3,311
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries 2 6 14 655 5 20 66 2,144
MADFULLER: Stata module to perform Dickey-Fuller test on panel data 0 2 9 1,944 2 13 61 6,436
MATIN4-MATOUT4: Stata module to import and export matrices 0 3 17 446 1 10 57 1,809
MODLPR: Stata module to estimate long memory in a timeseries 3 9 22 438 7 22 65 1,369
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel 3 13 57 807 15 63 262 3,197
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel 3 14 64 1,143 16 59 298 5,087
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating 17 48 180 1,064 35 150 663 4,177
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends 0 1 14 1,024 5 19 91 3,498
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality 0 10 19 468 6 52 140 2,849
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise 0 1 5 168 6 11 37 1,027
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit 0 3 13 202 2 15 64 1,021
OUTSERIES: Stata module to write timeseries to text files 0 0 0 76 1 3 15 490
OUTTABLE: Stata module to write matrix to LaTeX table 9 28 113 2,575 46 163 668 17,716
OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg2, ivreg29, ivregress, ivprobit, ivtobit, reg3 16 72 237 5,839 50 181 849 19,352
PANELAUTO: Stata module to support tests for autocorrelation on panel data 13 41 187 2,052 59 188 776 7,688
PANELUNIT: Stata module to support unit root tests on panel data 0 1 5 1,206 1 6 21 3,373
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit 2 7 60 1,717 11 44 264 6,045
PWCORR2: Stata module to compute pairwise correlations and return results 3 7 20 232 12 38 198 1,623
PWCOV: Stata module to compute pairwise covariances 1 1 5 105 3 13 41 590
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients 1 4 24 395 4 16 94 1,531
QSTAT2: MATLAB function to compute Ljung-Box Q statistic 4 13 77 2,510 11 54 239 8,159
ROBLPR: Stata module to estimate long memory in a set of timeseries 2 6 15 455 8 20 65 1,525
ROLLING2: Stata module to perform rolling window and recursive estimation 2 7 35 755 5 31 175 3,205
ROLLREG: Stata module to perform rolling regression estimation 4 24 150 2,274 28 127 723 7,362
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) 3 6 43 615 21 116 547 5,699
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended 0 5 17 602 9 38 174 4,554
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users 1 2 7 737 2 6 21 2,239
SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method 10 36 136 580 18 84 386 1,685
STATICFC: Stata module to compute static forecasts for a recursive rolling regression 0 8 34 246 4 27 132 843
STATSMAT: Stata module to place descriptive statistics in matrix 1 8 20 687 14 36 112 3,284
TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation 1 3 11 44 2 6 30 227
TORATS: Stata module to facilitate transfer of data to RATS 0 1 5 167 1 9 41 1,040
TOSQL: Stata module to transfer data to SQL database 1 2 5 385 14 32 98 2,923
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values 3 6 45 650 10 38 257 3,108
TSGRAPH: Stata module to produce time series line graph 2 6 23 791 10 37 174 4,747
TSLIST: Stata module to list time series data 0 0 0 203 5 13 51 6,386
TSMKTIM: Stata module to generate time-series calendar variable 3 15 54 1,027 24 75 276 3,761
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates 0 2 6 194 2 12 38 696
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) 0 1 6 804 0 3 19 2,632
VECAR: Stata module to estimate vector autoregressive (VAR) models 1 1 10 1,983 2 8 56 7,333
WHITETST: Stata module to perform White's test for heteroskedasticity 18 58 157 6,044 107 349 1,000 24,760
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test 2 5 31 946 27 62 224 5,029
XTILETEST: Stata module to test equality of percentiles across groups of observations 2 3 9 12 8 18 69 87
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model 13 47 194 3,843 82 231 934 15,463
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity 22 79 303 3,737 92 310 1,316 12,103
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break 26 93 382 4,636 69 271 1,093 10,862
aer.pl, a script converting XML data to ReDIF 0 0 6 159 3 8 30 1,163
bejeap.pl, a script converting OAI data to ReDIF 0 0 5 78 4 15 28 774
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support 0 1 5 111 2 9 23 792
cdl-ciders.pl, a script converting XML data to ReDIF 0 0 5 71 3 10 37 865
dspace2redif.pl, a script converting DSpace metadata to ReDIF 5 5 10 172 7 19 79 988
ectj.pl, a script converting html data to ReDIF 0 1 1 76 2 4 12 907
imfocpcvt.pl, a script converting html data to ReDIF 0 0 1 51 2 5 18 764
rjeyr.pl, a script converting html data to ReDIF 0 0 0 48 1 3 7 819
Total Software Items 476 1,632 6,704 144,646 2,141 7,271 30,966 546,153


Statistics updated 2017-01-03