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 4 81 82 82 7 49 53 53
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 1 85 85 85 1 30 30 30
A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency 0 0 1 485 0 0 7 2,039
A general approach to testing for autocorrelation 0 0 5 59 0 3 20 91
A general approach to testing for autocorrelation 0 5 26 96 3 11 60 208
A little bit of Stata programming goes a long way 1 4 22 2,024 3 9 47 3,425
A little bit of Stata programming goes a long way 2 7 30 5,400 7 26 89 9,616
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 0 352 1 1 6 1,318
A re-evaluation of empirical tests of the Fisher hypothesis 0 1 3 389 0 3 8 1,471
A review of Stata 8.1 and its time series capabilities 0 1 4 1,732 2 7 23 3,635
A simple alternative to the linear probability model for binary choice models with endogenous regressors 0 3 17 162 0 3 43 368
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates 0 0 0 214 0 3 6 1,856
An interpretation and implementation of the Theil-Goldberger 'mixed' estimator 1 7 22 150 5 17 56 354
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests 0 0 0 0 1 4 58 1,218
Binary choice models with endogenous regressors 1 5 42 241 1 10 70 379
Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? 1 4 26 117 2 10 60 273
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 58 0 0 10 640
Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes 0 2 3 96 0 3 16 458
Corporate Liquidity Management and Future Investment Expenditures 0 0 9 105 0 4 22 352
Credible Disinflation Policy in a Dynamic Setting 0 0 0 167 0 3 10 1,402
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises 0 0 1 21 2 5 14 83
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis 2 3 17 57 6 12 66 134
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 2 4 25 98 7 19 91 188
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 4 5 87 89 6 20 87 90
Credit rating agency downgrades and the Eurozone sovereign debt crises 0 0 23 51 1 6 47 53
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 2 4 84 0 1 8 114
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 1 1 2 4 8 8
Does the tenure of Private Equity investment improve the performance of European firms? 0 1 3 68 1 2 7 175
Dynamics of Intra-EMS Interest Rate Linkages 0 0 4 190 0 1 6 957
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 60 0 0 2 308
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 0 1 4 317 1 2 11 875
Efficient Management of Multi-Frequency Panel Data with Stata 0 0 4 699 0 3 14 1,763
Efficient management of multi-frequency panel data with Stata 2 5 22 518 3 9 44 1,260
Enhanced routines for instrumental variables/GMM estimation and testing 0 5 11 531 2 9 29 1,094
Enhanced routines for instrumental variables/GMM estimation and testing 5 18 108 2,050 13 46 256 3,943
Evaluating one-way and two-way cluster-robust covariance matrix estimates 2 5 19 391 12 21 58 909
Evaluating one-way and two-way cluster-robust covariance matrix estimates 2 4 11 162 3 7 25 400
Evaluating one-way and two-way cluster–robust covariance matrix estimates 5 6 21 193 36 48 99 625
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 0 0 11 1,585
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 1 3 984 0 4 19 3,129
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 1 4 686 0 2 25 1,738
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 0 6 816 0 5 20 2,294
Exchange Rate Uncertainty and Firm Profitability 0 4 17 674 3 10 67 2,350
Extending Stata's capabilities for asymptotic covariance matrix estimation 5 9 46 46 6 16 113 113
Facilitating Applied Economic Research with Stata 1 3 31 868 1 5 99 2,052
Firm Investment and Financial Frictions 0 0 4 175 0 0 7 438
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 0 0 1 550 0 4 14 2,063
Fractional Cointegration Analysis of Long Term International Interest Rates 0 0 1 787 1 2 8 2,860
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 378 0 0 5 2,129
Fractional Dynamics in Japanese Financial Time Series 0 0 1 327 0 0 6 1,483
Fractional Monetary Dynamics 0 0 0 213 0 1 4 1,144
Implementing econometric estimators with Mata 0 1 11 242 2 3 24 395
Implementing econometric estimators with Mata 0 0 8 151 1 2 14 273
Implementing new econometric tools in Stata 3 10 64 207 7 22 107 356
Instrumental variables and GMM: Estimation and testing 0 0 8 604 0 2 20 1,425
Instrumental variables and GMM: Estimation and testing 1 3 16 1,245 4 13 46 2,388
Instrumental variables and GMM: Estimation and testing 11 19 101 4,457 16 46 238 8,633
Instrumental variables estimation using heteroskedasticity-based instruments 0 1 16 70 3 9 43 155
Instrumental variables estimation using heteroskedasticity-based instruments 1 5 29 187 2 8 44 320
Instrumental variables: Overview and advances 2 8 29 850 3 12 43 1,453
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 0 4 38 38 4 11 60 60
Long Memory and Forecasting in Euroyen Deposit Rates 0 1 1 302 0 1 4 1,899
Long Memory in the Greek Stock Market 0 1 3 973 0 1 7 5,339
Long Term Dependence in Stock Returns 0 1 1 612 1 2 4 1,767
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 1 1 4 520 1 1 15 2,307
Long-Memory Forecasting of U.S. Monetary Indices 0 0 0 256 0 1 7 665
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance 0 1 1 90 0 1 2 436
Macroeconomic Uncertainty and Credit Default Swap Spreads 1 6 16 204 6 13 46 502
Macroeconomic Uncertainty and Firm Leverage 0 3 11 158 0 7 62 617
Macroeconomics Uncertainty and Firm Leverage 0 1 4 88 1 2 17 433
Modeling Returns on the Term Structure of Treasury Interest Rates 0 0 1 819 0 0 8 3,399
Modeling fixed income excess returns 1 1 1 426 1 2 11 2,370
Modelling Federal Reserve Discount Policy 0 0 0 178 2 2 13 1,738
Monetary Policy in the Transition to a Zero Federal Deficit 0 0 0 202 0 0 2 2,104
Nearest-Neighbor Forecasts of U.S. Interest Rates 0 0 1 826 0 1 8 3,987
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 1 2 5 872 3 10 28 4,762
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports 0 0 1 742 2 4 24 2,068
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 0 2 735 1 3 24 7,360
On the Investment Sensitivity of Debt under Uncertainty 0 0 3 163 0 1 10 357
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty 0 0 6 441 0 4 36 1,209
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty 0 1 4 264 1 5 19 750
Parliamentary Election Cycles and the Turkish Banking Sector 0 1 4 33 1 7 19 151
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 0 27 0 4 4 107
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 4 163 0 1 14 472
Persistence in International Inflation Rates 0 0 1 551 0 1 8 4,963
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 0 0 366 1 2 5 2,181
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms 0 0 1 1,256 0 0 11 5,847
Political patronage in Ukranian banking 0 0 1 134 0 1 7 632
Powerful new tools for time series analysis 0 1 10 506 0 4 21 878
Q, Cash Flow and Investment: An Econometric Critique 0 0 1 371 0 4 14 1,662
R&D Expenditures and Geographical Sales Diversification 0 4 16 137 2 7 39 322
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say 0 1 2 159 0 3 15 404
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money 0 0 0 254 0 0 2 1,941
Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey 0 1 50 50 0 4 35 36
Rolling Regressions with Stata 2 11 37 1,557 8 20 106 3,609
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 90 2 4 15 556
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 111 0 1 2 791
Should you become a Stata programmer? 0 3 17 1,057 0 5 25 1,508
Stata: The language of choice for time series analysis? 1 2 15 1,896 2 6 45 3,754
Stochastic Long Memory in Traded Goods Prices 0 0 0 135 1 2 7 810
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 1 3 10 195 5 11 52 535
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 0 6 139 0 1 16 716
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 1 4 31 1 6 25 224
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms 1 2 9 282 4 18 53 1,409
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 1 4 101 1 4 14 469
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 1 17 143 6 21 103 730
The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity 0 1 2 101 2 4 19 304
The Effects of Uncertainty on the Leverage of Non-Financial Firms 0 1 5 273 1 4 22 1,025
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 46 0 2 3 353
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 815 0 2 11 2,926
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 0 0 978 3 9 36 4,010
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 6 98 2 6 29 315
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 2 92 0 1 7 237
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 3 9 214 0 5 26 619
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 1 13 415 1 7 34 1,113
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 1 213 0 1 5 565
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 1 9 120 0 7 36 518
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 2 5 48 1 3 12 269
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms 1 3 4 132 2 7 22 540
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage 2 3 5 189 3 4 22 517
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity 1 1 10 386 2 4 48 1,694
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms 0 1 3 170 2 5 20 651
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity 0 1 3 39 0 2 11 193
The Impact of the Financial System's Structure on Firms' Financial Constraints 0 1 6 201 1 3 17 569
The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility 0 3 24 24 3 14 51 51
The Volatility of International Trade Flows and Exchange Rate Uncertainty 0 1 8 201 0 3 18 505
The contextual effects of social capital on health: a cross-national instrumental variable analysis 0 0 1 88 0 1 7 164
The role of uncertainty in the transmission of monetary policy effects on bank lending 0 1 5 319 0 4 22 999
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 0 5 522 0 2 25 1,497
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 1 1 5 149 2 3 11 476
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 2 5 21 204 4 9 71 756
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty 0 0 2 70 1 2 10 222
Time series filtering techniques in Stata 1 1 12 425 3 8 33 912
Time series filtering techniques in Stata 10 29 101 1,025 25 82 320 2,271
Time-Varying Risk Premia in the Foreign Currency Futures Basis 0 0 6 657 2 8 26 3,233
Tobin's Q And Financial Policy Revisited 0 0 0 0 0 0 4 856
Topics in time series regression modeling 6 10 36 1,477 14 37 199 3,775
Uncertainty Determinants of Corporate Liquidity 0 0 2 169 1 2 9 629
Uncertainty Determinants of Corporate Liquidity 0 0 0 63 0 1 3 300
Uncertainty Determinants of Corporate Liquidity 0 0 1 51 0 3 10 231
Uncertainty Determinants of Corporate Liquidity 0 1 2 47 0 3 12 294
Uncertainty Determinants of Firm Investment 0 1 7 278 0 5 15 667
Using Mata to work more effectively with Stata: A tutorial 2 13 64 2,372 4 22 120 3,816
Using Mata to work more effectively with Stata: A tutorial 0 5 27 541 2 12 72 960
Using Mata to work more effectively with Stata: A tutorial 0 1 6 416 0 3 18 758
Using Stata for Applied Research: Reviewing its Capabilities 1 5 35 712 1 7 63 966
Using instrumental variables techniques in economics and finance 2 5 16 539 3 9 35 849
Waves and Persistence in Merger and Acquisition Activity 0 1 6 2,043 3 12 39 8,631
What do Chinese Macro Announcements Tell Us About the World Economy? 3 4 9 22 6 19 39 73
cron, perl and Stata: automated production and presentation of a business-daily index 0 1 5 236 2 5 16 787
Total Working Papers 100 491 1,939 67,947 330 1,138 5,235 210,873


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 0 1 174
A logit analysis of the factor content of West German foreign trade 0 0 0 12 0 0 1 75
A nonparametric investigation of the 90-day t-bill rate 0 0 0 38 1 1 3 533
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency 0 0 2 47 0 1 7 396
A review of Stata 8.1 and its time series capabilities 0 0 4 195 1 1 12 552
A test for long-range dependence in a time series 0 0 1 35 0 0 1 96
Activist policy and macroeconomic instability 0 0 0 15 0 0 1 119
An empirical analysis of the composition of manufacturing employment in the industrialized countries 0 0 2 15 0 2 6 65
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 0 109 0 1 4 601
Compacting time series data 0 0 2 36 0 1 6 93
Coordination of large macroeconomies'policies and the stability of small economies 0 0 0 6 0 0 0 58
Cumulative author index, volumes 1-14 0 3 33 33 0 6 52 52
Dynamic adjustment of firms' capital structures in a varying-risk environment 0 0 0 15 0 1 3 63
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 35 0 0 7 207
Enhanced routines for instrumental variables/generalized method of moments estimation and testing 9 32 125 1,151 14 52 214 1,913
Evaluating concavity for production and cost functions 0 0 1 89 0 1 14 217
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports 0 0 1 94 0 2 5 438
Exchange Rate Uncertainty and Firm Profitability 0 1 2 64 0 2 9 334
Exchange rate effects on the volume and variability of trade flows 0 3 12 234 0 11 52 800
FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES 0 0 0 0 1 4 6 6
Foreword 0 0 0 0 0 2 2 31
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 0 0 1 80 0 1 4 363
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 0 0 3 9 73
Fractional dynamics in Japanese financial time series 0 0 0 28 1 3 11 203
Fractional monetary dynamics 0 0 1 30 0 4 25 355
Happily Ever After? Pre-and-Post Disaster Determinants of Happiness Among Survivors of Hurricane Katrina 0 1 4 4 3 6 12 12
Instrumental variables and GMM: Estimation and testing 6 15 69 3,057 12 33 175 6,884
Long memory in the Greek stock market 0 0 0 96 0 0 2 521
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 0 1 49 0 4 14 314
Long-memory forecasting of US monetary indices 0 1 2 34 0 3 8 184
Long-term dependence in stock returns 0 1 1 80 0 3 7 374
Macroeconomic uncertainty and credit default swap spreads 0 1 5 69 2 5 25 243
Metadata for user-written contributions to the Stata programming language 0 1 1 15 0 4 7 71
Metadata for user-written contributions to the Stata programming language: extensions 0 0 0 21 0 1 5 58
Modelling Federal Reserve Discount Policy 0 0 1 81 1 2 5 895
Multivariate portmanteau (Q) test for white noise 0 2 7 215 1 4 19 713
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 1 2 2 85 2 5 12 443
Nonlinear effects of exchange rate volatility on the volume of bilateral exports 1 1 9 368 1 6 31 1,134
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 0 0 0 0 0 0 2 535
On the investment sensitivity of debt under uncertainty 0 0 5 61 1 2 19 213
On the sensitivity of firms' investment to cash flow and uncertainty 0 3 10 93 2 6 35 303
On the sensitivity of optimal control solutions 0 0 1 23 0 1 2 87
On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty 1 4 18 103 2 12 55 319
Parliamentary election cycles and the Turkish banking sector 0 1 9 57 1 3 37 250
Persistence in International Inflation Rates 0 0 0 0 0 1 9 81
Political patronage in Ukrainian banking 0 0 1 39 1 5 12 258
Q, Cash Flow and Investment: An Econometric Critique 0 0 0 44 0 0 3 277
Reexamining the term structure of interest rates and the interwar demand for money 0 0 1 1 0 2 4 4
Residual diagnostics for cross-section time series regression models 0 0 2 911 0 6 18 2,546
Richard Sperling (1961-2011) 0 0 0 0 1 2 6 121
Sectoral fluctuations in U.K. firms' investment expenditures 0 0 1 1 0 2 4 12
Stata tip 37: And the last shall be first 1 1 2 40 1 3 4 124
Stata tip 38: Testing for groupwise heteroskedasticity 0 0 22 544 2 6 46 1,085
Stata tip 40: Taking care of business 13 46 190 856 25 87 364 1,655
Stata tip 45: Getting those data into shape 0 0 5 169 0 1 14 446
Stata tip 63: Modeling proportions 1 3 10 274 3 10 26 457
Stata tip 73: append with care! 0 0 0 153 0 2 8 369
Stata tip 88: Efficiently evaluating elasticities with the margins command 0 0 0 0 0 1 13 289
Stata: The language of choice for time-series analysis? 1 2 5 360 1 8 18 940
Stochastic long memory in traded goods prices 0 0 0 21 0 0 1 171
THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS 0 0 2 64 0 2 15 277
THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING 0 0 3 9 2 2 9 29
Test for autoregressive conditional heteroskedasticity in regression error distribution 0 0 1 54 0 2 3 151
Tests for heteroskedasticity in regression error distribution 0 0 1 48 1 2 5 136
Tests for long memory in a time series 0 1 4 103 1 4 10 174
Tests for serial correlation in regression error distribution 0 0 2 39 0 1 3 109
Tests for stationarity of a time series 0 2 9 213 0 4 15 393
Tests for stationarity of a time series: update 0 1 1 57 0 2 4 113
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 2 7 21 30 7 26 70 98
The contextual effects of social capital on health: A cross-national instrumental variable analysis 0 1 1 13 1 2 9 54
The effects of price- and output-stabilising policies in an interdependent world economy 0 0 0 8 0 1 1 55
The effects of uncertainty and corporate governance on firms’ demand for liquidity 0 1 1 23 0 3 6 95
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 0 2 5 80 1 5 25 355
The impact of macroeconomic uncertainty on firms' changes in financial leverage 1 1 5 82 3 9 36 259
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity 1 3 8 126 2 8 30 412
The impact of the financial system's structure on firms' financial constraints 0 4 16 96 6 22 125 686
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 0 5 55 1 2 14 164
Time‐varying risk premia in the foreign currency futures basis 0 0 0 0 0 1 1 1
Tobin's Q, intangible capital, and financial policy 0 0 1 90 0 1 2 295
Tobin's q and measurement error: Caveat investigator 0 0 0 89 0 0 3 297
USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES 0 0 0 0 0 7 24 221
Ukrainische Banken: politische Patronage von Bedeutung 0 0 0 30 4 9 17 386
Uncertainty determinants of corporate liquidity 0 6 15 121 1 23 57 404
Uncertainty determinants of firm investment 0 1 6 96 0 3 15 315
Utility for time series data 0 2 4 174 0 11 69 912
Waves and persistence in merger and acquisition activity 0 0 2 168 1 2 10 644
Total Journal Articles 38 156 684 12,153 111 489 2,055 37,240


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 39 109 484 3,342 108 300 1,393 8,082
An Introduction to Stata Programming 5 18 88 998 16 48 258 2,266
Total Books 44 127 572 4,340 124 348 1,651 10,348


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 7 0 0 1 40
Total Chapters 0 0 0 7 0 0 1 40


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 4 17 54 102 17 62 258 486
ARCH: MATLAB function to compute ARCH test 2 4 35 1,679 7 33 173 5,421
ARCHLM: Stata module to calculate LM test for ARCH effects 6 10 49 1,448 37 92 460 7,124
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries 0 0 2 643 0 2 9 1,834
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model 5 11 51 1,582 20 65 381 7,047
ARRANGEDAR: RATS procedures to calculate arranged autoregressions 0 0 2 264 0 2 6 865
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 13 37 68 16 49 180 354
AVPLOT3: Stata module to generate partial regression plots for subsamples 0 2 3 163 2 8 57 1,987
BCUSE: Stata module to access instructional datasets on Boston College server 5 10 81 199 17 44 325 853
BETACOEF: Stata module to calculate beta coefficients from regression 5 10 36 1,489 21 60 298 10,112
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation 2 7 34 1,702 18 58 310 10,585
BIDENSITY: Stata module to produce and graph bivariate density estimates 1 9 47 128 10 36 197 582
BKING: Stata module to implement Baxter-King filter for timeseries data 2 6 21 1,220 7 25 127 4,201
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity 1 7 29 2,581 2 25 159 9,884
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data 0 0 5 199 1 5 27 951
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data 3 5 15 435 7 11 51 1,170
CHECKREG3: Stata module to check identification status of simultaneous equations system 0 3 16 304 5 17 63 1,143
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks 27 82 307 1,969 71 236 1,031 5,744
CMAXUSE: Stata module to access Cmax instructional datasets 0 1 3 9 2 4 25 60
CNSRSIG: Stata module to evaluate validity of restrictions on a regression 1 6 20 387 5 24 95 2,024
CUSUM6: Stata module to compute cusum, cusum^2 stability tests 6 20 91 1,426 33 92 383 4,778
DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method 11 36 204 1,963 66 218 921 6,521
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test 8 14 64 2,969 34 81 366 12,693
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy 10 34 158 1,640 28 87 445 4,096
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates 3 8 58 1,070 22 59 289 4,078
DURBINH: Stata module to calculate Durbin's h test for serial correlation 4 12 43 1,409 17 56 298 7,585
FRACDIFF: Stata module to generate fractionally-differenced timeseries 1 2 5 358 8 16 49 1,253
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries 1 5 27 902 6 24 133 3,671
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix 3 9 22 454 6 25 108 2,519
GHISTCUM: Stata module to graph histogram and cumulative distribution 5 14 43 753 20 55 254 4,619
GPHROB: RATS modules to perform tests for fractional integration of timeseries 2 5 8 662 3 7 25 1,733
GPHUDAK: Stata module to estimate long memory in a timeseries 3 12 23 463 9 24 76 1,253
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries 0 0 0 313 0 3 7 896
HADRILM: Stata module to perform Hadri panel unit root test 2 8 39 1,803 17 39 156 4,657
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test 5 11 33 694 11 32 148 1,958
HLP2PDF: Stata module to create PDF or PostScript from Stata help file 0 0 9 216 2 12 50 988
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data 17 69 346 7,089 47 202 1,051 14,621
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test 4 15 105 4,484 27 75 353 9,999
ITSP_ADO: Stata module to accompany Introduction to Stata Programming book 3 5 15 110 6 18 70 405
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation 1 4 13 224 6 13 63 1,053
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg 20 60 322 5,636 167 481 2,364 26,156
IVGMM0: Stata module to perform instrumental variables via GMM 1 1 10 1,353 4 6 45 4,185
IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10) 2 6 26 26 5 25 94 94
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) 1 6 23 1,218 7 22 89 4,995
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) 0 4 35 706 10 33 163 2,428
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation 91 271 1,105 15,918 384 1,222 5,036 52,248
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments 16 70 246 632 74 243 912 2,862
KDENS2: Stata module to estimate bivariate kernel density 4 17 63 1,145 27 101 341 3,911
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity 15 50 191 2,990 44 146 717 8,695
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test 4 16 74 3,957 34 90 408 9,886
LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias 1 6 18 292 6 24 108 1,271
LOG2HTML: Stata module to produce HTML log files 0 2 20 555 8 30 128 2,775
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test 7 19 120 1,213 20 54 291 3,080
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries 0 4 26 639 3 18 101 2,063
MADFULLER: Stata module to perform Dickey-Fuller test on panel data 1 5 26 1,930 8 25 142 6,331
MATIN4-MATOUT4: Stata module to import and export matrices 0 3 20 423 2 17 85 1,733
MODLPR: Stata module to estimate long memory in a timeseries 1 4 16 415 4 13 63 1,294
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel 4 12 78 711 24 71 308 2,826
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel 5 16 85 1,053 29 113 547 4,659
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating 7 35 170 826 36 130 619 3,317
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends 0 0 17 1,006 4 14 80 3,389
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality 1 1 13 441 9 22 122 2,651
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise 1 1 6 162 5 7 38 985
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit 2 2 9 186 3 8 48 937
OUTSERIES: Stata module to write timeseries to text files 0 0 0 76 0 1 7 475
OUTTABLE: Stata module to write matrix to LaTeX table 11 43 200 2,413 82 233 1,149 16,751
OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg, ivreg2, ivreg29, ivprobit, ivtobit, reg3 9 37 259 5,524 67 203 1,067 18,198
PANELAUTO: Stata module to support tests for autocorrelation on panel data 11 41 153 1,810 46 153 624 6,713
PANELUNIT: Stata module to support unit root tests on panel data 0 1 11 1,199 1 4 52 3,340
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit 6 20 81 1,638 26 68 340 5,705
PWCORR2: Stata module to compute pairwise correlations and return results 3 8 27 197 20 54 238 1,317
PWCOV: Stata module to compute pairwise covariances 0 3 9 99 1 10 47 536
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients 0 2 32 362 6 17 107 1,408
QSTAT2: MATLAB function to compute Ljung-Box Q statistic 8 23 127 2,406 15 61 347 7,830
ROBLPR: Stata module to estimate long memory in a set of timeseries 0 4 19 435 5 20 65 1,438
ROLLING2: Stata module to perform rolling window and recursive estimation 3 7 54 708 17 40 253 2,975
ROLLREG: Stata module to perform rolling regression estimation 9 35 206 2,067 45 158 960 6,425
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) 6 11 49 560 32 118 547 4,938
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended 3 8 19 576 23 69 237 4,297
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users 2 4 11 726 4 7 30 2,211
SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method 10 33 143 396 23 106 419 1,157
STATICFC: Stata module to compute static forecasts for a recursive rolling regression 6 17 81 191 10 40 229 646
STATSMAT: Stata module to place descriptive statistics in matrix 1 5 19 660 11 25 111 3,136
TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation 1 1 2 30 1 4 20 192
TORATS: Stata module to facilitate transfer of data to RATS 1 2 8 160 4 10 34 990
TOSQL: Stata module to transfer data to SQL database 2 6 15 377 8 41 117 2,790
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values 10 20 85 575 31 99 415 2,738
TSGRAPH: Stata module to produce time series line graph 4 8 23 762 13 40 172 4,500
TSLIST: Stata module to list time series data 0 0 0 203 2 5 22 6,325
TSMKTIM: Stata module to generate time-series calendar variable 4 12 67 952 15 45 255 3,427
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates 0 3 10 184 0 8 42 648
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) 0 1 7 796 3 8 31 2,602
VECAR: Stata module to estimate vector autoregressive (VAR) models 1 9 39 1,969 10 35 208 7,247
WHITETST: Stata module to perform White's test for heteroskedasticity 5 30 225 5,819 38 180 1,339 23,307
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test 0 3 24 904 5 26 173 4,751
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model 15 61 202 3,590 65 223 988 14,250
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity 28 100 364 3,319 102 342 1,483 10,371
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break 29 99 447 4,152 89 294 1,262 9,468
aer.pl, a script converting XML data to ReDIF 0 0 5 149 2 5 27 1,115
bejeap.pl, a script converting OAI data to ReDIF 0 0 4 71 0 1 15 734
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support 1 2 8 101 2 6 28 748
cdl-ciders.pl, a script converting XML data to ReDIF 1 2 6 64 3 5 19 812
dspace2redif.pl, a script converting DSpace metadata to ReDIF 0 4 19 156 5 19 84 874
ectj.pl, a script converting html data to ReDIF 0 0 1 74 1 1 9 883
imfocpcvt.pl, a script converting html data to ReDIF 0 1 1 50 0 2 5 740
rjeyr.pl, a script converting html data to ReDIF 0 1 3 46 0 2 6 804
Total Software Items 529 1,764 7,937 135,552 2,383 7,699 35,909 504,386


Statistics updated 2015-09-02