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 Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency 0 0 1 484 0 0 13 2,032
A general approach to testing for autocorrelation 2 8 52 66 5 17 119 139
A general approach to testing for autocorrelation 2 2 54 54 2 7 70 70
A little bit of Stata programming goes a long way 1 6 22 2,001 2 11 64 3,375
A little bit of Stata programming goes a long way 3 15 83 5,366 6 32 196 9,519
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 2 386 1 3 19 1,463
A re-evaluation of empirical tests of the Fisher hypothesis 0 1 3 352 0 2 13 1,312
A review of Stata 8.1 and its time series capabilities 2 2 9 1,727 3 6 25 3,609
A simple alternative to the linear probability model for binary choice models with endogenous regressors 4 13 41 141 5 19 89 321
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates 0 0 0 214 0 1 4 1,847
An interpretation and implementation of the Theil-Goldberger 'mixed' estimator 1 5 19 127 4 18 69 292
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests 0 0 0 0 3 8 75 1,159
Binary choice models with endogenous regressors 2 14 61 197 4 25 123 307
Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? 6 11 59 91 13 29 146 213
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 58 0 1 7 630
Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes 0 0 2 93 0 5 32 440
Corporate Liquidity Management and Future Investment Expenditures 1 5 14 95 4 12 50 328
Credible Disinflation Policy in a Dynamic Setting 0 0 0 167 0 1 5 1,391
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises 2 3 18 18 4 13 66 66
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis 1 6 38 38 4 19 65 65
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 2 8 69 69 5 19 91 91
Does Regular Economic News from Emerging Countries Move Markets? Evidence from Chinese Macro Announcements 0 0 12 12 1 5 31 31
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 2 80 0 3 22 104
Does the tenure of Private Equity investment improve the performance of European firms? 0 0 3 65 2 8 16 168
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 60 1 2 8 306
Dynamics of Intra-EMS Interest Rate Linkages 0 0 2 186 0 1 12 951
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 1 4 12 313 2 9 41 863
Efficient Management of Multi-Frequency Panel Data with Stata 1 2 6 694 1 2 19 1,747
Efficient management of multi-frequency panel data with Stata 5 7 31 494 11 19 87 1,213
Enhanced routines for instrumental variables/GMM estimation and testing 0 4 26 519 2 13 74 1,062
Enhanced routines for instrumental variables/GMM estimation and testing 9 27 138 1,932 19 70 355 3,663
Evaluating one-way and two-way cluster-robust covariance matrix estimates 6 12 36 370 9 21 95 842
Evaluating one-way and two-way cluster-robust covariance matrix estimates 1 1 11 150 1 3 41 372
Evaluating one-way and two-way cluster–robust covariance matrix estimates 6 12 37 170 9 27 126 518
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 2 5 981 2 5 34 3,109
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 2 4 19 1,574
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 1 4 11 810 3 17 83 2,273
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 1 3 9 682 2 4 19 1,712
Exchange Rate Uncertainty and Firm Profitability 0 2 31 655 4 11 102 2,275
Facilitating Applied Economic Research with Stata 5 13 51 835 11 32 142 1,944
Firm Investment and Financial Frictions 0 0 1 171 2 4 14 430
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 0 0 5 548 1 2 51 2,048
Fractional Cointegration Analysis of Long Term International Interest Rates 0 1 4 786 1 3 14 2,851
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 1 3 378 0 8 30 2,122
Fractional Dynamics in Japanese Financial Time Series 1 1 1 326 2 5 23 1,476
Fractional Monetary Dynamics 0 0 2 213 0 0 16 1,140
Implementing econometric estimators with Mata 1 1 10 231 2 2 19 371
Implementing econometric estimators with Mata 0 0 2 143 4 5 15 258
Implementing new econometric tools in Stata 4 17 96 137 10 29 178 238
Instrumental variables and GMM: Estimation and testing 11 36 163 4,348 20 80 372 8,372
Instrumental variables and GMM: Estimation and testing 0 1 8 596 4 10 39 1,405
Instrumental variables and GMM: Estimation and testing 1 2 14 1,227 3 13 65 2,334
Instrumental variables estimation using heteroskedasticity-based instruments 2 4 30 51 8 18 82 109
Instrumental variables estimation using heteroskedasticity-based instruments 2 9 49 156 8 21 91 274
Instrumental variables: Overview and advances 0 4 17 819 3 11 38 1,406
Long Memory and Forecasting in Euroyen Deposit Rates 0 0 0 301 0 2 8 1,895
Long Memory in the Greek Stock Market 1 1 2 970 1 4 21 5,332
Long Term Dependence in Stock Returns 0 0 2 611 0 2 12 1,763
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 0 1 2 515 1 3 24 2,290
Long-Memory Forecasting of U.S. Monetary Indices 0 1 2 256 0 4 14 658
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance 0 0 0 88 0 0 1 433
Macroeconomic Uncertainty and Credit Default Swap Spreads 1 3 9 188 2 8 31 454
Macroeconomic Uncertainty and Firm Leverage 1 2 8 147 2 8 57 555
Macroeconomics Uncertainty and Firm Leverage 0 0 2 84 0 0 16 415
Modeling Returns on the Term Structure of Treasury Interest Rates 0 2 2 817 0 5 13 3,390
Modeling fixed income excess returns 0 0 1 425 1 2 18 2,359
Modelling Federal Reserve Discount Policy 0 0 1 178 0 2 25 1,724
Monetary Policy in the Transition to a Zero Federal Deficit 0 0 0 201 0 0 5 2,100
Nearest-Neighbor Forecasts of U.S. Interest Rates 0 1 4 825 0 3 14 3,979
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 0 0 4 867 1 3 26 4,733
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports 0 3 13 741 2 10 32 2,044
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 0 5 733 2 5 29 7,334
On the Investment Sensitivity of Debt under Uncertainty 0 0 4 160 0 2 16 347
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty 2 2 9 435 4 6 50 1,171
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty 0 1 3 260 0 2 19 729
Parliamentary Election Cycles and the Turkish Banking Sector 0 1 3 29 0 1 14 132
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 0 27 2 5 18 102
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 2 158 1 7 31 457
Persistence in International Inflation Rates 0 0 3 550 0 2 15 4,953
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 0 3 366 0 0 12 2,175
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms 1 1 2 1,255 1 4 9 5,836
Political patronage in Ukranian banking 0 0 1 131 0 1 15 623
Powerful new tools for time series analysis 0 1 8 495 0 5 22 855
Q, Cash Flow and Investment: An Econometric Critique 1 1 3 370 1 2 9 1,648
R&D Expenditures and Geographical Sales Diversification 2 4 25 120 5 14 67 281
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say 1 2 4 157 1 3 9 389
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money 0 0 1 254 0 0 5 1,939
Rolling Regressions with Stata 2 10 45 1,518 3 28 137 3,496
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 1 111 1 1 13 789
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 1 90 0 3 14 540
Should you become a Stata programmer? 2 3 13 1,040 3 5 31 1,483
Stata: The language of choice for time series analysis? 0 4 11 1,880 4 18 55 3,708
Stochastic Long Memory in Traded Goods Prices 0 2 2 135 0 2 13 803
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 2 8 185 3 8 37 482
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 0 1 133 0 3 17 699
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 1 1 3 27 2 5 17 197
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms 0 0 10 273 2 4 42 1,354
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 2 2 4 96 2 5 20 453
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 1 14 125 2 5 74 621
The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity 0 0 8 99 1 8 44 285
The Effects of Uncertainty on the Leverage of Non-Financial Firms 0 0 1 268 1 4 10 1,003
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 46 0 0 6 350
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 2 815 0 1 19 2,915
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 0 2 978 1 2 18 3,973
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 5 90 0 3 19 230
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 6 92 0 3 39 284
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 1 1 9 401 5 7 34 1,077
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 1 1 5 204 1 2 21 592
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 3 10 111 1 7 57 482
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 5 212 1 2 16 560
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 1 43 2 5 25 257
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms 0 2 5 128 1 8 28 516
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage 0 0 3 184 1 2 17 495
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity 1 3 14 376 2 9 47 1,646
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms 0 0 0 167 0 1 12 631
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity 0 0 1 36 0 0 8 182
The Impact of the Financial System's Structure on Firms' Financial Constraints 0 0 3 195 1 4 41 551
The Volatility of International Trade Flows and Exchange Rate Uncertainty 0 1 4 193 1 5 23 487
The contextual effects of social capital on health: a cross-national instrumental variable analysis 0 1 6 87 0 0 29 156
The role of uncertainty in the transmission of monetary policy effects on bank lending 0 0 6 314 1 5 28 974
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 0 1 517 1 3 22 1,472
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 1 9 183 0 10 51 682
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 1 5 144 0 2 14 465
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty 0 0 0 68 0 1 11 211
Time series filtering techniques in Stata 7 29 110 920 30 79 320 1,938
Time series filtering techniques in Stata 3 8 25 412 4 11 67 876
Time-Varying Risk Premia in the Foreign Currency Futures Basis 0 0 4 651 1 5 33 3,207
Tobin's Q And Financial Policy Revisited 0 0 0 0 0 3 11 851
Topics in time series regression modeling 1 3 32 1,441 6 24 156 3,575
Uncertainty Determinants of Corporate Liquidity 0 0 3 50 2 4 16 220
Uncertainty Determinants of Corporate Liquidity 0 0 0 44 1 3 18 280
Uncertainty Determinants of Corporate Liquidity 0 0 1 167 0 4 14 620
Uncertainty Determinants of Corporate Liquidity 0 0 0 63 1 3 16 297
Uncertainty Determinants of Firm Investment 0 0 5 271 1 4 22 649
Using Mata to work more effectively with Stata: A tutorial 2 5 42 511 3 8 87 883
Using Mata to work more effectively with Stata: A tutorial 1 2 5 410 2 6 24 738
Using Mata to work more effectively with Stata: A tutorial 4 9 86 2,302 12 29 173 3,682
Using Stata for Applied Research: Reviewing its Capabilities 1 9 51 676 3 14 89 902
Using instrumental variables techniques in economics and finance 1 4 21 523 2 7 41 813
Waves and Persistence in Merger and Acquisition Activity 1 2 12 2,036 3 9 61 8,587
cron, perl and Stata: automated production and presentation of a business-daily index 1 1 5 231 3 7 24 768
Total Working Papers 129 407 2,129 65,871 359 1,231 6,652 205,312
1 registered items for which data could not be found


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 4 173
A logit analysis of the factor content of West German foreign trade 1 1 1 12 1 1 7 74
A nonparametric investigation of the 90-day t-bill rate 0 0 0 38 1 1 10 528
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency 0 0 0 45 1 1 9 388
A review of Stata 8.1 and its time series capabilities 0 1 4 190 1 3 13 539
A test for long-range dependence in a time series 0 0 2 34 0 0 5 95
Activist policy and macroeconomic instability 0 0 0 15 0 0 0 118
An empirical analysis of the composition of manufacturing employment in the industrialized countries 0 1 1 13 0 1 3 59
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 0 109 0 2 5 596
Compacting time series data 0 0 2 34 0 0 10 87
Coordination of large macroeconomies'policies and the stability of small economies 0 0 0 6 0 0 2 58
Cumulative author index, volumes 1-13 0 0 3 3 2 5 17 17
Dynamic adjustment of firms' capital structures in a varying-risk environment 0 0 0 15 0 1 3 60
Dynamics of Intra-EMS Interest Rate Linkages 0 0 3 35 0 0 24 200
Enhanced routines for instrumental variables/generalized method of moments estimation and testing 9 33 122 1,012 24 61 219 1,672
Evaluating concavity for production and cost functions 1 1 1 88 3 6 16 203
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports 0 0 1 93 0 2 8 433
Exchange Rate Uncertainty and Firm Profitability 1 1 4 62 1 3 16 325
Exchange rate effects on the volume and variability of trade flows 1 4 20 220 3 10 54 745
Foreword 0 0 0 0 0 0 1 29
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 0 0 1 78 0 0 20 358
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 0 1 2 10 63
Fractional dynamics in Japanese financial time series 0 0 1 28 0 1 9 192
Fractional monetary dynamics 1 1 2 29 13 20 29 327
Instrumental variables and GMM: Estimation and testing 10 21 106 2,985 21 51 248 6,701
Long memory in the Greek stock market 0 0 0 96 0 0 13 519
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 0 2 48 1 2 15 300
Long-memory forecasting of US monetary indices 0 2 2 32 0 2 10 175
Long-term dependence in stock returns 0 1 3 79 0 1 9 367
Macroeconomic uncertainty and credit default swap spreads 1 2 6 63 4 37 59 216
Metadata for user-written contributions to the Stata programming language 0 0 0 14 0 0 1 63
Metadata for user-written contributions to the Stata programming language: extensions 0 0 0 21 0 0 0 53
Modelling Federal Reserve Discount Policy 0 0 1 80 0 1 6 890
Multivariate portmanteau (Q) test for white noise 1 2 9 208 3 16 33 690
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 0 0 1 83 2 3 16 431
Nonlinear effects of exchange rate volatility on the volume of bilateral exports 0 1 15 359 2 8 49 1,102
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 0 0 0 0 1 2 12 532
On the investment sensitivity of debt under uncertainty 1 1 9 55 3 3 23 192
On the sensitivity of firms' investment to cash flow and uncertainty 0 0 7 80 1 4 26 265
On the sensitivity of optimal control solutions 0 0 0 22 0 1 4 85
On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty 0 2 16 81 4 8 62 258
Parliamentary election cycles and the Turkish banking sector 3 5 20 47 14 36 81 202
Persistence in International Inflation Rates 0 0 0 0 0 2 7 72
Political patronage in Ukrainian banking 0 0 4 38 0 2 26 244
Q, Cash Flow and Investment: An Econometric Critique 0 0 0 44 0 1 14 274
Reexamining the term structure of interest rates and the interwar demand for money 0 0 0 0 0 0 0 0
Residual diagnostics for cross-section time series regression models 0 4 11 908 2 9 31 2,526
Richard Sperling (1961-2011) 0 0 0 0 0 8 20 115
Sectoral fluctuations in U.K. firms' investment expenditures 0 0 0 0 0 0 5 8
Stata tip 37: And the last shall be first 0 0 0 38 0 0 1 120
Stata tip 38: Testing for groupwise heteroskedasticity 9 16 52 519 13 28 97 1,034
Stata tip 40: Taking care of business 16 49 178 656 25 82 349 1,267
Stata tip 45: Getting those data into shape 0 2 5 163 0 3 15 431
Stata tip 63: Modeling proportions 2 6 17 264 3 8 24 429
Stata tip 73: append with care! 0 0 3 153 0 1 7 361
Stata tip 88: Efficiently evaluating elasticities with the margins command 0 0 0 0 5 7 28 276
Stata: The language of choice for time-series analysis? 1 3 7 353 2 5 22 917
Stochastic long memory in traded goods prices 0 0 0 21 0 1 5 170
THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS 0 2 7 62 2 7 22 260
THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING 0 1 6 6 1 4 20 20
Test for autoregressive conditional heteroskedasticity in regression error distribution 0 1 3 53 0 2 8 148
Tests for heteroskedasticity in regression error distribution 1 3 5 47 2 4 7 131
Tests for long memory in a time series 0 0 9 99 0 0 18 163
Tests for serial correlation in regression error distribution 0 0 1 37 0 0 3 106
Tests for stationarity of a time series 1 4 14 203 2 9 24 377
Tests for stationarity of a time series: update 0 0 1 56 1 2 7 109
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 2 8 8 1 5 27 27
The contextual effects of social capital on health: A cross-national instrumental variable analysis 0 0 3 11 0 2 18 42
The effects of price- and output-stabilising policies in an interdependent world economy 0 0 0 8 0 0 1 54
The effects of uncertainty and corporate governance on firms’ demand for liquidity 0 1 6 22 0 2 26 89
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 0 0 3 75 1 6 42 326
The impact of macroeconomic uncertainty on firms' changes in financial leverage 0 0 6 77 2 5 27 221
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity 2 4 10 118 2 8 29 381
The impact of the financial system's structure on firms' financial constraints 4 8 33 80 17 44 215 558
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 1 3 4 50 1 7 21 149
Tobin's Q, intangible capital, and financial policy 0 0 0 89 0 0 3 293
Tobin's q and measurement error: Caveat investigator 0 0 1 89 0 0 5 294
USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES 0 0 0 0 4 7 29 194
Ukrainische Banken: politische Patronage von Bedeutung 0 0 0 30 3 7 47 365
Uncertainty determinants of corporate liquidity 1 2 7 105 1 4 37 345
Uncertainty determinants of firm investment 0 0 10 89 4 6 26 297
Utility for time series data 2 4 8 170 4 16 92 839
Waves and persistence in merger and acquisition activity 0 0 2 166 1 1 16 634
Total Journal Articles 70 195 789 11,419 207 601 2,582 35,046


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 95 291 2,830 72 286 848 6,598
An Introduction to Stata Programming 3 21 72 901 23 61 223 1,989
Total Books 21 116 363 3,731 95 347 1,071 8,587


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 1 4 39
Total Chapters 0 0 0 7 0 1 4 39


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ACTEST: Stata module to perform Cumby-Huizinga general test for autocorrelation in time series 3 9 43 44 14 37 199 206
ARCH: MATLAB function to compute ARCH test 4 10 41 1,641 20 87 224 5,231
ARCHLM: Stata module to calculate LM test for ARCH effects 0 13 63 1,398 14 97 401 6,646
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries 0 0 3 641 0 6 26 1,824
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model 2 14 60 1,529 21 89 400 6,655
ARRANGEDAR: RATS procedures to calculate arranged autoregressions 1 1 4 262 1 3 13 855
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 8 27 27 12 39 167 167
AVPLOT3: Stata module to generate partial regression plots for subsamples 0 0 7 160 2 12 70 1,928
BCUSE: Stata module to access instructional datasets on Boston College server 4 5 65 115 10 42 285 519
BETACOEF: Stata module to calculate beta coefficients from regression 1 8 39 1,453 20 78 379 9,804
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation 3 10 28 1,664 18 72 327 10,258
BIDENSITY: Stata module to produce and graph bivariate density estimates 5 13 49 77 24 58 254 364
BKING: Stata module to implement Baxter-King filter for timeseries data 0 3 25 1,199 8 24 144 4,060
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity 1 10 30 2,552 13 49 229 9,722
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data 0 2 9 194 2 5 41 924
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data 1 2 16 420 4 7 60 1,114
CHECKREG3: Stata module to check identification status of simultaneous equations system 1 3 16 286 6 12 63 1,071
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks 27 91 257 1,648 61 240 759 4,657
CMAXUSE: Stata module to access Cmax instructional datasets 0 0 4 6 0 0 16 34
CNSRSIG: Stata module to evaluate validity of restrictions on a regression 0 2 14 367 5 18 94 1,926
CUSUM6: Stata module to compute cusum, cusum^2 stability tests 5 16 124 1,330 26 94 405 4,362
DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method 18 48 205 1,747 64 164 721 5,541
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test 4 12 63 2,899 22 85 366 12,301
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy 14 42 138 1,474 27 111 397 3,632
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates 4 14 84 1,009 22 62 390 3,769
DURBINH: Stata module to calculate Durbin's h test for serial correlation 1 7 37 1,361 9 64 353 7,279
FRACDIFF: Stata module to generate fractionally-differenced timeseries 1 5 29 352 4 12 74 1,200
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries 2 8 36 873 13 37 152 3,525
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix 0 1 21 432 8 33 197 2,407
GHISTCUM: Stata module to graph histogram and cumulative distribution 1 6 30 710 10 46 221 4,357
GPHROB: RATS modules to perform tests for fractional integration of timeseries 1 3 11 653 1 6 43 1,707
GPHUDAK: Stata module to estimate long memory in a timeseries 2 4 22 439 6 16 60 1,175
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries 0 0 2 313 0 5 27 889
HADRILM: Stata module to perform Hadri panel unit root test 1 12 35 1,762 7 32 127 4,490
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test 4 12 55 658 10 34 147 1,801
HLP2PDF: Stata module to create PDF or PostScript from Stata help file 0 1 14 204 3 8 57 927
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data 23 98 460 6,718 68 225 1,154 13,503
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test 11 42 149 4,373 27 112 468 9,630
ITSP_ADO: Stata module to accompany Introduction to Stata Programming book 0 0 11 94 3 7 43 332
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation 0 5 18 211 2 11 59 986
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg 13 42 301 5,294 66 246 2,082 23,694
IVGMM0: Stata module to perform instrumental variables via GMM 2 3 14 1,343 6 14 57 4,136
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) 3 12 45 1,195 13 32 140 4,899
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) 9 18 94 668 27 68 352 2,256
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation 94 254 1,204 14,751 307 858 4,141 46,983
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments 17 61 213 374 62 245 1,176 1,888
KDENS2: Stata module to estimate bivariate kernel density 11 19 75 1,080 30 69 347 3,549
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity 14 55 229 2,778 42 174 743 7,922
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test 6 22 133 3,875 36 103 575 9,429
LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias 2 6 29 273 9 36 178 1,158
LOG2HTML: Stata module to produce HTML log files 2 10 25 534 9 31 132 2,638
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test 1 11 75 1,087 7 30 231 2,766
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries 1 7 28 611 8 22 122 1,957
MADFULLER: Stata module to perform Dickey-Fuller test on panel data 2 5 46 1,901 8 23 201 6,179
MATIN4-MATOUT4: Stata module to import and export matrices 2 8 42 402 10 44 239 1,643
MODLPR: Stata module to estimate long memory in a timeseries 1 4 17 399 5 17 71 1,228
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel 1 8 49 626 16 38 264 2,500
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel 8 19 121 962 54 149 636 4,073
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating 10 28 116 648 47 118 530 2,668
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends 0 6 23 985 8 26 105 3,296
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality 0 2 19 428 7 20 139 2,526
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise 0 1 12 155 0 3 42 942
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit 0 1 10 177 2 5 58 887
OUTSERIES: Stata module to write timeseries to text files 0 0 1 76 0 1 7 467
OUTTABLE: Stata module to write matrix to LaTeX table 14 45 202 2,202 72 230 1,122 15,522
OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg, ivreg2, ivreg29, ivprobit, ivtobit, reg3 19 57 295 5,247 47 202 1,207 17,080
PANELAUTO: Stata module to support tests for autocorrelation on panel data 6 28 119 1,644 28 128 527 6,028
PANELUNIT: Stata module to support unit root tests on panel data 3 6 28 1,185 5 13 107 3,284
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit 7 19 82 1,551 24 82 356 5,336
PWCORR2: Stata module to compute pairwise correlations and return results 3 5 32 169 13 34 180 1,063
PWCOV: Stata module to compute pairwise covariances 0 0 5 89 1 5 45 486
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients 1 5 30 327 5 23 171 1,287
QSTAT2: MATLAB function to compute Ljung-Box Q statistic 4 13 70 2,272 16 64 259 7,468
ROBLPR: Stata module to estimate long memory in a set of timeseries 2 7 25 413 8 23 90 1,361
ROLLING2: Stata module to perform rolling window and recursive estimation 4 16 67 650 30 70 328 2,708
ROLLREG: Stata module to perform rolling regression estimation 15 39 148 1,855 41 128 570 5,435
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) 3 8 43 506 27 87 476 4,368
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended 3 4 28 554 38 92 376 4,035
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users 2 6 15 713 4 13 40 2,177
SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method 5 25 125 244 25 80 368 708
STATICFC: Stata module to compute static forecasts for a recursive rolling regression 4 12 67 107 20 54 268 400
STATSMAT: Stata module to place descriptive statistics in matrix 1 9 31 638 9 41 167 3,012
TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation 0 1 3 28 2 7 35 169
TORATS: Stata module to facilitate transfer of data to RATS 0 2 5 151 0 5 32 954
TOSQL: Stata module to transfer data to SQL database 0 2 7 360 2 14 89 2,666
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values 8 16 61 478 25 59 261 2,301
TSGRAPH: Stata module to produce time series line graph 2 3 14 739 9 24 120 4,322
TSLIST: Stata module to list time series data 0 0 2 203 0 8 57 6,303
TSMKTIM: Stata module to generate time-series calendar variable 6 13 53 882 14 44 235 3,164
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates 0 0 11 174 0 4 35 603
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) 0 1 5 789 0 6 25 2,570
VECAR: Stata module to estimate vector autoregressive (VAR) models 2 9 46 1,929 7 32 230 7,028
WHITETST: Stata module to perform White's test for heteroskedasticity 6 61 296 5,586 34 278 1,650 21,923
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test 2 10 38 878 12 44 232 4,571
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model 8 48 225 3,374 49 207 1,049 13,219
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity 25 91 354 2,937 81 314 1,319 8,815
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break 32 85 359 3,682 73 211 997 8,151
aer.pl, a script converting XML data to ReDIF 0 0 6 144 4 12 59 1,087
bejeap.pl, a script converting OAI data to ReDIF 0 1 3 67 1 5 25 718
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support 1 1 8 93 5 13 40 719
cdl-ciders.pl, a script converting XML data to ReDIF 1 1 6 58 2 7 35 792
dspace2redif.pl, a script converting DSpace metadata to ReDIF 1 2 21 136 5 15 98 787
ectj.pl, a script converting html data to ReDIF 1 1 2 73 2 6 20 873
imfocpcvt.pl, a script converting html data to ReDIF 0 0 1 49 1 3 12 735
rjeyr.pl, a script converting html data to ReDIF 0 0 0 43 1 3 19 798
Total Software Items 537 1,794 8,203 127,136 2,108 7,201 35,511 466,488


Statistics updated 2014-08-03