Access Statistics for Christopher Baum

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 0 0 0 132 0 3 16 192
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 2 2 4 211 2 7 29 431
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 0 0 0 67 0 1 9 139
A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency 0 0 0 489 1 6 21 2,106
A general approach to testing for autocorrelation 0 0 2 104 0 2 19 307
A general approach to testing for autocorrelation 0 0 0 172 1 4 20 418
A large-scale application of Stata's forecast suite: challenges and potential 0 0 0 113 0 2 7 192
A little bit of Stata programming goes a long way 0 0 0 2,092 0 2 7 3,623
A little bit of Stata programming goes a long way 0 0 5 5,604 1 6 33 10,234
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 0 360 0 7 17 1,404
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 0 391 0 2 14 1,526
A review of Stata 8.1 and its time series capabilities 0 0 0 1,751 1 4 15 3,777
A simple alternative to the linear probability model for binary choice models with endogenous regressors 0 0 0 223 0 2 11 537
Ado-file and Mata programming: Useful skills for many researchers 0 0 12 12 0 3 40 40
Advice on using heteroscedasticity based identification 0 0 2 164 1 9 52 427
An Alternative Nonlinear General Equilibrium Model of the Term Structure of Interest Rates 0 0 0 2 1 3 5 16
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates 0 0 0 217 1 5 18 1,945
An Examination of Postwar U.S Stabilization Policy: Monetary and Fiscal Policy in an Accelerationist World 0 0 0 1 3 7 10 22
An interpretation and implementation of the Theil-Goldberger 'mixed' estimator 0 0 3 255 1 6 22 622
Analyzing volatility shocks to Eurozone CDS spreads with a multicountry GMM model in Stata 0 0 0 68 0 2 7 135
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests 0 0 0 4 0 3 9 1,292
Binary choice models with endogenous regressors 0 0 0 351 2 4 15 671
Bounded-Influence Estimation Techniques for the Analysis of Structural Macroeconometric Models 0 0 0 1 0 1 5 25
Bounded-Influence Instrumental Variable Estimation Techniques for the Diagnosis of Time-Series Regression Equations 0 0 0 2 0 0 4 24
Capital Flows and Financial Stability in Emerging Economies 0 0 1 51 0 4 12 102
Capital Flows and Financial Stability in Emerging Economies 0 0 1 112 2 9 28 252
Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? 0 0 2 205 0 2 12 590
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 60 0 3 8 681
Comparing Alternative Models of the Term Structure of Interest Rates 0 0 0 4 1 6 12 34
Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes 0 0 0 102 1 5 15 539
Corporate Financial Policy and the Value of Cash under Uncertainty 0 0 1 71 0 3 11 212
Corporate Liquidity Management and Future Investment Expenditures 0 0 1 122 2 8 20 474
Credible Disinflation Policy in a Dynamic Setting 0 0 0 167 0 2 8 1,534
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises 0 0 0 29 0 2 15 172
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis 0 0 0 77 0 3 20 271
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 0 0 0 109 0 7 22 237
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 0 0 1 127 3 11 35 383
Credit rating agency downgrades and the Eurozone sovereign debt crises 0 0 0 67 3 10 25 206
Directed Technical Change in Clean Energy: Evidence from the Solar Industry 0 0 0 136 0 4 26 257
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 0 3 0 1 10 51
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 0 98 0 7 13 241
Does the tenure of Private Equity investment improve the performance of European firms? 0 0 0 74 1 4 13 251
Drivers of COVID-19 Outcomes: Evidence from a Heterogeneous SAR Panel Data Model 0 0 1 50 0 2 16 81
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 14 0 1 13 34
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 1 1 8 19 25
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 25 1 2 13 89
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 6 1 2 10 21
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 1 1 37 1 6 18 67
Drivers of COVID-19 in U.S. counties: A wave-level analysis 0 0 1 15 0 4 30 76
Drivers of COVID-19 outcomes: Evidence from a heterogeneous SAR panel-data model 0 0 1 38 1 3 9 90
Dynamic Adjustment of Firms' Capital Structures in a Varying-Risk Environment 0 0 0 7 0 3 7 22
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 192 0 2 11 1,048
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 67 0 2 9 352
Economic impact of STEM immigrant workers 0 0 0 34 0 2 11 104
Economic impact of STEM immigrant workers 0 0 0 22 0 3 23 113
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 0 0 1 355 0 8 20 1,044
Efficient Management of Multi-Frequency Panel Data with Stata 0 0 1 713 0 2 10 1,837
Efficient management of multi-frequency panel data with Stata 0 0 2 644 0 0 8 1,624
Enhanced routines for instrumental variables/GMM estimation and testing 0 0 0 618 2 5 14 1,391
Enhanced routines for instrumental variables/GMM estimation and testing 0 0 2 2,523 1 5 45 5,600
Estimating a dose-response function with heterogeneous response to confounders when treatment is continuous and endogenous 0 0 2 63 0 3 26 208
Estimating the Wage Premia of Refugee Immigrants: Lessons from Sweden 0 0 0 3 1 2 12 23
Estimating the wage premia of refugee immigrants 0 0 0 20 2 3 15 70
Estimating the wage premia of refugee immigrants 0 0 4 14 0 4 26 54
Estimating the wage premia of refugee immigrants with coarsened exact matching and recentered influence function quantile regressions 0 0 1 15 1 2 17 39
Estimating the wage premia of refugee immigrants: Lessons from Sweden 0 0 0 15 1 3 15 37
Estimating the wage premia of refugee immigrants: Lessons from Sweden 0 0 0 14 1 6 19 38
Estimating the wage premia of refugee immigrants: Lessons from Sweden 0 0 0 53 2 2 12 206
Evaluating one-way and two-way cluster-robust covariance matrix estimates 0 0 0 188 1 3 9 529
Evaluating one-way and two-way cluster-robust covariance matrix estimates 0 0 1 501 1 5 16 1,385
Evaluating one-way and two-way cluster–robust covariance matrix estimates 0 0 1 280 1 3 12 1,120
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 1 1,008 1 2 21 3,256
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 0 3 13 1,718
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 0 0 835 3 7 15 2,422
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 0 0 715 0 8 24 1,870
Exchange Rate Uncertainty and Firm Profitability 0 0 0 717 1 5 14 2,593
Extending Stata's capabilities for asymptotic covariance matrix estimation 0 0 0 101 0 0 10 365
Facilitating Applied Economic Research with Stata 0 0 0 897 0 1 14 2,152
Firm Investment and Financial Frictions 0 0 0 204 0 4 16 573
Firms in (Green) Public Procurement: Financial Strength Indicators’ Impact on Contract Awards and Its Repercussion on Financial Strength 1 1 1 17 2 5 18 45
Firms in (Green) Public Procurement: Financial strength indicators’ impact on contract awards and its repercussion on financial strength 1 1 2 21 1 7 27 83
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 0 0 0 569 0 2 12 2,170
Fractional Cointegration Analysis of Long Term International Interest Rates 0 0 0 803 0 4 9 2,950
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 385 0 0 13 2,218
Fractional Dynamics in Japanese Financial Time Series 0 0 0 331 2 3 10 1,546
Fractional Monetary Dynamics 0 0 0 217 0 3 27 1,223
INNOVATION STRATEGIES, EXTERNAL KNOWLEDGE AND PRODUCTIVITY GROWTH 0 0 0 71 1 6 16 117
Impact of proximity to gas production activity on birth outcomes across the US 0 0 3 22 1 1 13 74
Implementing econometric estimators with Mata 0 0 0 269 0 2 13 490
Implementing econometric estimators with Mata 0 0 0 162 0 0 9 345
Implementing new econometric tools in Stata 0 0 1 309 0 6 17 586
Implementing the Leybourne-Taylor test for seasonal unit roots in Stata 0 0 3 33 0 5 17 125
Innovation Strategies, External Knowledge and Productivity Growth 0 0 0 170 0 4 10 214
Innovation by start-up firms: The influence of the board of directors 0 0 0 54 1 6 13 136
Innovation by start-up firms: The influence of the board of directors for knowledge spillovers 0 1 1 53 0 1 8 128
Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach 0 1 5 106 0 5 20 139
Institutional Diversity in Domestic Banking Sectors and Bank Stability: A Cross-Country Study 0 0 2 38 2 8 21 109
Institutional diversity in domestic banking sectors and bank stability: A cross-country study 0 0 0 42 2 9 21 129
Instrumental variables and GMM: Estimation and testing 0 0 1 1,321 4 20 47 2,778
Instrumental variables and GMM: Estimation and testing 0 0 2 634 1 15 34 1,680
Instrumental variables and GMM: Estimation and testing 3 4 10 4,867 6 29 79 10,251
Instrumental variables estimation using heteroskedasticity-based instruments 2 4 28 345 6 33 150 873
Instrumental variables estimation using heteroskedasticity-based instruments 0 0 5 195 2 13 43 552
Instrumental variables: Overview and advances 0 1 2 929 0 2 9 1,672
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 0 0 0 94 2 8 13 230
Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications 0 0 0 67 1 4 19 200
Long Memory and Forecasting in Euroyen Deposit Rates 0 0 0 308 2 4 12 1,956
Long Memory in the Greek Stock Market 0 0 0 982 0 0 12 5,431
Long Term Dependence in Stock Returns 0 0 0 631 0 3 9 1,864
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 0 0 0 529 0 7 15 2,406
Long-Memory Forecasting of U.S. Monetary Indices 0 0 0 256 0 1 12 733
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance 0 0 0 92 2 2 9 477
Macroeconomic Uncertainty and Credit Default Swap Spreads 0 0 1 243 1 6 15 761
Macroeconomic Uncertainty and Firm Leverage 0 0 0 233 1 7 16 756
Macroeconomics Uncertainty and Firm Leverage 0 0 0 95 0 3 11 528
Migrant STEM Entrepreneurs 1 1 1 39 1 8 18 101
Migrant STEM Entrepreneurs 0 0 0 31 1 2 15 88
Modeling Rating Transition Matrices for Wholesale Loan Portfolios 0 0 1 147 1 2 19 259
Modeling Returns on the Term Structure of Treasury Interest Rates 0 0 0 823 0 2 12 3,447
Modeling fixed income excess returns 0 0 0 428 0 3 10 2,429
Modelling Federal Reserve Discount Policy 0 0 0 182 1 3 18 1,810
Monetary Policy in the Transition to a Zero Federal Deficit 0 0 0 202 0 1 6 2,132
Nearest-Neighbor Forecasts of U.S. Interest Rates 0 0 0 834 0 3 12 4,063
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 0 0 0 886 0 3 10 4,868
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports 0 0 3 785 2 9 22 2,229
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 0 0 738 0 3 13 7,427
Occupational Sorting and Wage Gaps of Refugees 0 0 0 14 0 4 15 50
Occupational Sorting and Wage Gaps of Refugees 0 0 0 28 0 3 17 106
Occupational Sorting and Wage Gaps of Refugees 0 0 0 17 0 1 9 49
Occupational sorting and wage gaps of refugees 0 0 0 22 0 5 13 56
Occupational sorting and wage gaps of refugees 0 0 0 14 0 1 1 33
Offshoring and Innovation Capabilities: Evidence from Swedish Manufacturing 0 0 0 55 1 6 14 138
On Construction of Monthly Term Structures of U.S. Interest Rates 1910-1930 0 0 0 1 0 2 7 17
On the Investment Sensitivity of Debt under Uncertainty 0 0 0 176 0 6 14 432
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty 0 0 1 475 0 2 17 1,399
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty 0 0 1 299 1 4 18 923
Openness and financial stability 0 0 2 56 2 6 26 231
Outside Board Directors and Start-Up Firms’ Innovation 0 0 0 62 0 7 17 172
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 0 30 0 3 13 223
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 0 176 1 1 32 640
Persistence in International Inflation Rates 0 0 0 560 0 2 17 5,054
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 0 0 372 2 9 16 2,290
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms 0 0 0 1,259 0 2 13 5,916
Political patronage in Ukranian banking 0 0 1 142 0 2 14 829
Powerful new tools for time series analysis 0 0 0 528 0 1 7 947
Productivity of refugee workers and implications for innovation and growth 0 0 2 34 1 5 20 93
Q, Cash Flow and Investment: An Econometric Critique 0 0 0 380 0 1 4 1,736
R&D Expenditures and Geographical Sales Diversification 1 1 1 164 1 2 10 477
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say 0 0 1 174 0 2 12 568
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money 0 0 0 259 1 4 7 1,994
Refugee immigrants, occupational sorting and wage gaps 0 0 1 41 2 4 16 196
Refugees in Sweden: Economic integration and wage convergence 0 0 0 6 0 3 15 50
Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey 0 0 0 64 0 1 10 117
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 0 0 97 0 6 17 198
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 0 0 15 2 7 14 84
Rolling Regressions with Stata 0 0 0 1,644 0 2 10 3,923
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 117 0 4 11 858
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 92 0 1 8 624
Should you become a Stata programmer? 0 0 1 1,100 0 1 6 1,598
Socioeconomic Factors influencing the Spatial Spread of COVID-19 in the United States 0 0 0 186 1 5 24 549
Socioeconomic Factors influencing the Spatial Spread of COVID-19 in the United States 0 0 0 104 0 2 10 176
Stata: The language of choice for time series analysis? 0 0 0 1,939 0 3 17 3,953
State-level gun policy changes and rate of workplace homicide in the United States 0 0 2 10 0 2 14 102
State-level gun policy changes and rate of workplace homicide in the United States 0 0 0 80 0 0 9 248
Stochastic Long Memory in Traded Goods Prices 0 0 0 137 0 6 15 866
Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data 0 1 2 105 1 10 25 228
Testing for time-varying Granger causality 0 1 13 163 3 9 44 312
The Economic Determinants of Crime: an Approach through Responsiveness Scores 1 1 5 172 2 7 51 717
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 0 0 213 1 4 17 691
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 0 0 50 1 3 12 319
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 0 0 146 1 3 11 829
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms 0 0 0 375 1 2 12 1,964
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 0 1 152 0 1 7 679
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 0 0 242 0 4 22 1,656
The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity 0 0 0 124 1 5 21 483
The Effects of Uncertainty on the Leverage of Non-Financial Firms 0 0 0 303 0 4 12 1,202
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 46 0 4 11 401
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 816 0 2 9 2,966
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 1 1 1 990 1 9 20 4,206
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 0 101 0 1 10 327
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 1 112 0 2 15 417
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 0 0 267 1 4 13 854
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 0 0 445 0 4 16 1,256
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 1 223 2 3 14 658
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 0 70 1 3 6 405
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 1 137 0 7 23 646
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms 0 0 1 138 1 2 8 685
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage 0 0 0 233 1 10 19 712
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity 0 0 0 443 0 7 18 2,141
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms 0 0 0 206 1 6 17 801
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity 0 0 0 79 1 3 14 345
The Impact of Uncertainty on Financial Institutions 0 0 0 191 0 4 17 857
The Impact of the Financial System's Structure on Firms' Financial Constraints 0 0 1 217 1 4 20 772
The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility 0 0 0 39 2 13 35 228
The Stata module for CUB models for rating data analysis 0 0 1 38 0 4 11 84
The Term Structure of Interest Rates and the Demand for Money During the Great Depression 0 0 0 2 0 2 6 27
The Volatility of International Trade Flows and Exchange Rate Uncertainty 0 0 2 232 1 10 24 710
The contextual effects of social capital on health: a cross-national instrumental variable analysis 0 0 0 102 1 4 13 282
The contribution of foreign-born STEM workers to the knowledge-intensive economy: Evidence from Sweden 0 0 0 67 10 16 22 133
The impact of offshoring on innovation and productivity: Evidence from Swedish manufacturing firms 0 0 2 37 3 8 21 133
The impact of offshoring on productivity and innovation: Evidence from Swedish manufacturing firms 0 0 0 32 1 4 25 114
The role of uncertainty in the transmission of monetary policy effects on bank lending 0 0 0 350 1 4 16 1,175
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 0 0 549 0 3 39 1,681
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 0 0 167 0 1 11 596
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 0 0 228 0 2 17 968
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty 0 0 0 98 3 8 30 371
Time series filtering techniques in Stata 0 0 0 499 0 2 11 1,189
Time series filtering techniques in Stata 0 0 1 1,541 0 6 19 3,882
Time-Varying Risk Premia in the Foreign Currency Futures Basis 0 0 1 678 0 3 11 3,376
Tobin's Q And Financial Policy Revisited 0 0 0 2 0 2 9 908
Topics in time series regression modeling 0 0 1 1,620 1 3 23 4,941
Uncertainty Determinants of Corporate Liquidity 0 0 0 53 0 1 10 485
Uncertainty Determinants of Corporate Liquidity 0 0 0 184 1 1 20 750
Uncertainty Determinants of Corporate Liquidity 1 2 2 61 1 9 17 312
Uncertainty Determinants of Corporate Liquidity 0 0 0 67 0 2 9 442
Uncertainty Determinants of Firm Investment 0 0 0 300 3 5 11 779
Unit root tests for explosive behaviour 0 0 0 94 0 2 15 226
Using Mata to work more effectively with Stata: A tutorial 0 0 0 2,525 2 4 13 4,340
Using Mata to work more effectively with Stata: A tutorial 0 0 5 449 0 1 15 879
Using Mata to work more effectively with Stata: A tutorial 0 0 1 609 0 2 13 1,162
Using Stata for Applied Research: Reviewing its Capabilities 1 1 3 801 3 3 18 1,187
Using instrumental variables techniques in economics and finance 0 0 1 621 3 11 22 1,121
Waves and Persistence in Merger and Acquisition Activity 0 0 1 2,069 0 3 17 8,760
What do Chinese Macro Announcements Tell Us About the World Economy? 0 0 0 59 0 3 11 210
cron, perl and Stata: automated production and presentation of a business-daily index 0 0 0 246 0 1 7 862
Total Working Papers 15 25 188 78,102 170 979 3,810 251,453


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 3 11 206
A logit analysis of the factor content of West German foreign trade 0 0 0 14 2 4 17 130
A new approach to estimation of the R&D–innovation–productivity relationship 0 0 1 23 1 7 36 140
A nonparametric investigation of the 90-day t-bill rate 0 0 0 39 0 1 11 582
A nonparametric investigation of the 90‐day t‐bill rate 0 0 0 0 1 4 8 17
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency 0 0 0 48 0 2 11 442
A review of Stata 8.1 and its time series capabilities 0 0 0 209 1 3 12 627
A test for long-range dependence in a time series 0 0 1 43 1 4 11 138
Activist policy and macroeconomic instability 0 0 1 16 0 4 9 160
Advice on using heteroskedasticity-based identification 0 1 5 65 4 13 44 289
An empirical analysis of the composition of manufacturing employment in the industrialized countries 0 0 0 20 1 2 5 101
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 0 111 0 1 10 634
Breaking or making futures: How laws and regulations shape innovation in emerging innovation systems 2 3 13 13 7 14 43 44
COVID-19 vaccinations and mental health among U.S. adults: Individual and spillover effects 0 0 0 1 1 4 12 13
Capital structure adjustments: Do macroeconomic and business risks matter? 0 0 1 30 1 6 23 191
Compacting time series data 0 0 0 39 0 2 6 125
Coordination of large macroeconomies'policies and the stability of small economies 0 0 0 7 0 0 4 82
Corporate financial policy and the value of cash under uncertainty 0 0 0 8 0 1 10 66
Credit rating agency downgrades and the Eurozone sovereign debt crises 0 0 2 44 1 4 21 253
Cumulative author index, volumes 1-25 0 0 9 9 0 1 19 19
Drivers of COVID-19 in U.S. counties: A wave-level analysis 0 1 1 1 0 7 18 18
Dynamic adjustment of firms' capital structures in a varying-risk environment 0 0 0 17 0 2 8 101
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 42 0 2 12 296
Effect of the affordable care act on disparities in breastfeeding: The case of Maine 0 0 0 3 0 1 4 22
Enhanced routines for instrumental variables/generalized method of moments estimation and testing 1 1 18 2,300 9 19 190 4,867
Erratum: Unit-root tests for explosive behavior 0 0 0 6 1 3 12 26
Estimating the Wage Premia of Refugee Immigrants: Lessons from Sweden 0 0 0 1 4 7 19 24
Estimating treatment effects when program participation is misreported 0 0 0 4 1 2 19 28
Evaluating concavity for production and cost functions 0 0 0 103 0 3 14 310
Evaluating the impact of compliance with governance recommendations on firm performance: The case of Spain 0 0 0 8 0 2 9 40
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports 0 1 1 101 0 5 14 499
Exchange Rate Uncertainty and Firm Profitability 0 0 4 94 4 4 25 486
Exchange rate effects on the volume and variability of trade flows 0 0 1 288 0 0 8 1,055
FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES 0 0 0 5 0 5 12 57
Firms in Green Public Procurement: Financial Strength Indicators’ Impact on Contract Awards and Its Repercussion on Financial Strength 0 0 0 2 1 6 19 36
Fitting mixture models for feeling and uncertainty for rating data analysis 0 0 0 7 0 4 11 28
Foreword 0 0 0 0 2 3 7 64
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 0 0 1 88 0 3 12 440
Fractional dynamics in Japanese financial time series 0 0 0 29 0 2 12 248
Fractional monetary dynamics 0 0 0 30 1 2 16 425
Happily Ever After? Pre-and-Post Disaster Determinants of Happiness Among Survivors of Hurricane Katrina 0 0 0 10 0 0 7 87
Impact of state cigarette taxes on disparities in maternal smoking during pregnancy 0 0 0 3 1 3 9 58
Innovation by start-up firms: The role of the board of directors for knowledge spillovers 0 0 1 8 1 4 19 81
Innovation strategies, external knowledge and productivity growth 0 0 0 8 0 6 15 72
Instrumental variables and GMM: Estimation and testing 1 1 15 3,662 7 28 120 9,181
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 0 0 0 21 1 6 26 131
Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications 0 0 0 9 3 6 11 83
Local Whittle estimation of the long-memory parameter 0 0 0 8 1 3 12 49
Long memory in the Greek stock market 0 0 0 101 0 1 8 585
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 0 0 53 0 2 9 434
Long-memory forecasting of US monetary indices 0 0 0 35 0 2 7 239
Long-term dependence in stock returns 0 0 0 93 0 1 12 459
Macroeconomic uncertainty and credit default swap spreads 0 0 0 77 0 5 14 316
Metadata for user-written contributions to the Stata programming language 0 0 0 20 0 5 12 116
Metadata for user-written contributions to the Stata programming language: extensions 0 0 0 22 1 2 8 84
Modelling Federal Reserve Discount Policy 0 0 0 82 0 2 13 937
Multivariate portmanteau (Q) test for white noise 0 0 1 230 1 3 12 820
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 0 0 0 101 2 7 23 562
Nonlinear effects of exchange rate volatility on the volume of bilateral exports 0 0 0 413 5 10 33 1,313
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 0 0 0 0 0 3 11 575
On the investment sensitivity of debt under uncertainty 0 0 0 71 0 3 9 355
On the sensitivity of firms' investment to cash flow and uncertainty 0 0 1 122 2 5 22 468
On the sensitivity of optimal control solutions 0 0 0 24 1 3 6 114
On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty 0 0 2 177 0 6 19 758
Parliamentary election cycles and the Turkish banking sector 0 0 1 69 0 7 18 405
Persistence in International Inflation Rates 0 0 0 1 0 2 10 20
Policy Evaluation With Incomplete Data: Assessing the Affordable Care Act Breastfeeding Provision 0 0 0 2 1 1 7 29
Political patronage in Ukrainian banking1 0 0 0 45 3 7 23 352
Population change: effects on the environment, society, and economy 0 0 2 2 2 9 25 25
Q, Cash Flow and Investment: An Econometric Critique 0 0 0 46 0 1 10 320
R&D Expenditures and Geographical Sales Diversification 0 0 0 10 2 5 20 109
Reexamining the term structure of interest rates and the interwar demand for money 0 0 0 2 2 3 14 43
Residual diagnostics for cross-section time series regression models 0 2 4 1,034 1 14 38 3,018
Response surface models for the Elliott, Rothenberg, and Stock unit-root test 0 0 0 7 3 7 20 62
Richard Sperling (1961-2011) 0 0 0 0 2 5 7 168
Sectoral fluctuations in U.K. firms' investment expenditures 0 0 0 8 0 3 18 82
Securities fraud and corporate board turnover: New evidence from lawsuit outcomes 0 0 0 8 1 4 11 94
Socio-economic and demographic factors influencing the spatial spread of COVID-19 in the USA 1 1 1 4 1 2 11 19
Stata tip 126: Handling irregularly spaced high-frequency transactions data 0 0 0 29 0 0 4 85
Stata tip 166: Changing the axis scale with marginsplot 0 0 5 5 1 2 14 14
Stata tip 37: And the last shall be first 0 0 0 48 0 2 9 160
Stata tip 38: Testing for groupwise heteroskedasticity 0 0 0 623 0 4 9 1,294
Stata tip 40: Taking care of business 0 0 1 1,871 0 5 11 4,025
Stata tip 45: Getting those data into shape 0 0 0 184 0 1 8 514
Stata tip 63: Modeling proportions 0 1 2 454 0 2 13 877
Stata tip 73: append with care! 0 0 0 168 0 4 8 434
Stata tip 88: Efficiently evaluating elasticities with the margins command 0 0 0 0 1 6 11 351
Stata: The language of choice for time-series analysis? 1 1 1 407 1 5 26 1,224
Stochastic long memory in traded goods prices 0 0 0 22 0 2 12 219
Stochastic volatility, jumps and leverage in energy and stock markets: Evidence from high frequency data 0 1 2 9 1 5 13 54
THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS 0 0 1 80 0 1 12 463
THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING 1 2 4 29 2 6 19 156
Test for autoregressive conditional heteroskedasticity in regression error distribution 0 0 0 63 1 1 5 186
Testing for time-varying Granger causality 0 1 3 47 1 5 28 114
Tests for heteroskedasticity in regression error distribution 0 0 0 56 0 1 4 173
Tests for long memory in a time series 0 0 0 137 0 1 2 258
Tests for serial correlation in regression error distribution 0 0 0 40 1 2 7 142
Tests for stationarity of a time series 1 1 1 250 1 3 8 483
Tests for stationarity of a time series: update 1 1 1 71 1 4 9 169
The BDS test of independence 0 1 4 71 6 11 28 191
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 0 0 68 1 8 15 347
The contextual effects of social capital on health: A cross-national instrumental variable analysis 0 0 0 21 0 2 15 143
The dynamics of U.S. industrial production: A time-varying Granger causality perspective 0 1 7 12 1 6 35 49
The effects of price- and output-stabilising policies in an interdependent world economy 0 0 0 9 0 1 3 73
The effects of uncertainty and corporate governance on firms’ demand for liquidity 0 0 0 29 1 5 14 178
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 0 0 1 91 0 5 16 444
The impact of macroeconomic uncertainty on firms' changes in financial leverage 0 0 0 98 2 5 13 372
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity 0 0 0 170 1 5 19 650
The impact of macroeconomic uncertainty on non‐financial firms' demand for liquidity 0 0 0 3 0 4 15 38
The impact of offshoring on technical change: Evidence from Swedish manufacturing firms 0 0 0 5 0 1 15 33
The impact of the financial system's structure on firms' financial constraints 0 0 1 143 2 9 30 1,011
The impact of uncertainty on financial institutions: A cross‐country study 0 0 2 14 0 8 20 57
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 0 0 88 0 4 11 370
The self-medication hypothesis: Evidence from terrorism and cigarette accessibility 0 0 0 6 1 2 12 89
Time‐varying risk premia in the foreign currency futures basis 0 0 0 2 0 1 9 45
Tobin's Q, intangible capital, and financial policy 0 0 0 94 1 3 13 352
Tobin's q and measurement error: Caveat investigator 0 0 0 93 0 1 6 339
USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES 0 0 0 0 3 8 22 335
Ukrainische Banken: politische Patronage von Bedeutung 0 0 0 30 1 3 8 460
Uncertainty determinants of corporate liquidity 0 0 1 173 1 6 15 623
Uncertainty determinants of firm investment 0 1 1 136 1 7 26 506
Unit-root tests based on forward and reverse Dickey–Fuller regressions 0 0 0 29 1 3 9 93
Unit-root tests for explosive behavior 0 0 1 24 1 6 16 74
Utility for time series data 0 0 0 193 0 1 6 1,021
Waves and persistence in merger and acquisition activity 0 1 2 177 0 7 19 738
What do Chinese macro announcements tell us about the world economy? 0 0 0 35 1 5 20 164
“What good is a volatility model?” A reexamination after 20 years 1 1 3 27 2 4 15 63
Total Journal Articles 10 24 131 16,890 126 541 2,110 56,205
4 registered items for which data could not be found


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Introduction to Modern Econometrics using Stata 4 14 39 5,115 12 50 144 13,590
An Introduction to Stata Programming, Second Edition 0 2 11 1,324 3 10 39 3,036
Environmental Econometrics Using Stata 2 3 10 165 3 5 27 304
Total Books 6 19 60 6,604 18 65 210 16,930


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 15 1 3 15 102
Total Chapters 0 0 0 15 1 3 15 102


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ACTEST: Stata module to perform Cumby-Huizinga general test for autocorrelation in time series 1 8 27 907 13 54 250 5,723
ADFMAXUR: Stata module to calculate Leybourne (1995) ADFmax unit root test statistic along with 1, 5 and 10% finite-sample critical values and associated p-values 0 0 2 62 1 5 19 336
ARCH: MATLAB function to compute ARCH test 0 0 1 1,795 0 5 17 6,100
ARCHLM: Stata module to calculate LM test for ARCH effects 0 1 6 1,844 4 32 90 10,612
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries 0 0 0 658 0 0 10 1,916
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model 0 0 0 1,839 0 6 22 9,294
ARIMASEL: Stata module to compute selection criteria for ARMA(p,q) models 0 1 8 66 2 5 36 364
ARRANGEDAR: RATS procedures to calculate arranged autoregressions 0 0 1 279 0 2 17 965
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 3 7 39 572 12 45 227 3,565
AVPLOT3: Stata module to generate partial regression plots for subsamples 0 0 0 172 0 4 8 2,224
BCUSE: Stata module to access instructional datasets on Boston College server 0 4 21 854 6 35 147 4,892
BETACOEF: Stata module to calculate beta coefficients from regression 0 0 3 1,762 0 7 30 12,395
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation 0 0 4 1,982 9 31 84 14,650
BIDENSITY: Stata module to produce and graph bivariate density estimates 0 0 1 304 1 7 24 1,536
BKING: Stata module to implement Baxter-King filter for timeseries data 0 0 1 1,292 0 7 27 5,043
BLOCKBOOT: Stata module to implement four bootstrap schemes for dependent timeseries data 2 2 15 15 5 7 72 72
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity 0 0 2 2,791 7 21 41 11,699
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data 0 0 1 229 2 6 17 1,104
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data 0 1 4 540 0 2 15 1,560
CHECKREG3: Stata module to check identification status of simultaneous equations system 1 2 9 450 2 4 36 1,809
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks 0 2 20 3,277 7 25 95 10,503
CNSRSIG: Stata module to evaluate validity of restrictions on a regression 0 0 1 463 1 5 18 2,594
CUSUM6: Stata module to compute cusum, cusum^2 stability tests 0 0 11 2,225 11 50 132 8,747
CUSUM9: Stata module to compute cusum, cusum^2 stability tests 2 2 19 147 8 27 126 784
DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method 2 4 31 3,289 7 29 158 12,183
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test 0 0 2 3,284 8 13 52 14,708
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy 2 4 24 2,644 4 22 137 8,141
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates 0 0 1 1,398 0 3 13 5,949
DURBINH: Stata module to calculate Durbin's h test for serial correlation 0 0 4 1,705 2 13 41 10,066
ERSUR: Stata module to calculate Elliott, Rothenberg & Stock DF-GLS unit root test statistic along with 1, 5 and 10% finite-sample critical values and associated p-values 0 0 2 86 2 8 24 552
FCSTATS: Stata module to compute time series forecast accuracy statistics 1 6 8 1,012 14 43 149 5,595
FRACDIFF: Stata module to generate fractionally-differenced timeseries 0 0 1 435 0 3 15 1,605
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries 0 0 3 947 2 6 13 3,950
FREDUSEX: Stata module to import FRED data DISCONTINUED 0 1 3 6 4 7 48 103
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix 0 0 1 536 1 6 20 3,263
GHISTCUM: Stata module to graph histogram and cumulative distribution 0 1 3 931 0 4 21 6,320
GPHROB: RATS modules to perform tests for fractional integration of timeseries 0 0 2 694 1 3 13 1,853
GPHUDAK: Stata module to estimate long memory in a timeseries 0 0 0 637 0 6 27 1,912
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries 0 0 0 322 0 3 6 957
GRPDF: Stata module to produce PDFs from memory graphs 0 0 0 19 4 6 17 220
HADRILM: Stata module to perform Hadri panel unit root test 0 0 1 2,049 2 5 29 5,924
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test 0 0 8 963 4 12 45 3,089
HLP2PDF: Stata module to create PDF or PostScript from Stata help file 0 0 3 276 2 4 24 1,335
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data 0 1 4 7,981 3 12 36 17,826
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test 3 6 29 5,230 20 53 202 14,066
ITSP_ADO: Stata module to accompany Introduction to Stata Programming book 0 0 0 214 2 4 19 827
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation 0 0 2 326 1 6 34 1,738
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg 3 13 48 7,605 25 81 329 40,339
IVGMM0: Stata module to perform instrumental variables via GMM 0 0 4 1,416 0 7 25 4,472
IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10) 0 3 14 312 2 18 111 2,151
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) 0 1 8 1,366 2 12 44 5,887
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) 1 3 14 1,009 5 15 71 4,219
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation 29 112 454 22,874 144 517 2,528 97,222
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments 9 28 187 3,986 35 156 772 13,609
IVREG2M: Stata module to identify treatment-effects estimates with potentially misreported and endogenous program participation 0 0 0 32 0 10 34 183
KDENS2: Stata module to estimate bivariate kernel density 0 1 6 1,581 5 14 59 6,702
KOENKER: Stata module to perform Koenker/White detailed test for heteroskedasticity 0 0 0 2 2 8 42 54
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity 5 9 47 4,427 19 49 259 16,479
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test 1 4 16 4,598 16 46 165 13,932
LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias 0 1 15 441 0 13 63 2,124
LOG2HTML: Stata module to produce HTML log files 0 0 3 679 1 3 30 4,021
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test 1 2 9 1,865 6 19 86 5,275
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries 0 0 1 789 1 4 52 2,972
MADFULLER: Stata module to perform Dickey-Fuller test on panel data 0 2 5 2,058 4 11 27 7,041
MATIN4-MATOUT4: Stata module to import and export matrices 0 0 4 537 0 5 17 2,261
MODLPR: Stata module to estimate long memory in a timeseries 0 0 3 517 1 8 22 1,694
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel 0 0 1 1,162 1 6 34 5,358
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel 0 0 1 1,320 0 6 17 6,444
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating 0 1 9 1,568 3 11 41 6,963
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends 0 0 1 1,054 0 3 16 3,759
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality 0 0 2 547 0 5 23 4,043
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise 0 0 0 186 0 3 15 1,236
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit 0 0 0 263 1 2 17 1,429
OUTSERIES: Stata module to write timeseries to text files 0 0 0 77 0 2 8 557
OUTTABLE: Stata module to write matrix to LaTeX table 0 0 7 3,193 2 9 67 22,126
OVERID: Stata module to conduct postestimation tests of overidentification 1 1 15 6,640 14 34 201 24,065
PANELAUTO: Stata module to support tests for autocorrelation on panel data 0 0 2 3,056 0 1 21 12,221
PANELUNIT: Stata module to support unit root tests on panel data 0 0 0 1,225 2 5 14 3,501
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit 0 0 1 2,008 1 4 15 7,529
PWCORR2: Stata module to compute pairwise correlations and return results 0 0 2 367 1 9 19 2,229
PWCOV: Stata module to compute pairwise covariances 0 0 0 133 1 2 10 776
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients 0 0 0 480 0 6 17 2,236
QSTAT2: MATLAB function to compute Ljung-Box Q statistic 0 0 1 2,788 0 2 12 9,355
RADF: Stata module to calculate unit root tests for explosive behaviour 1 2 11 207 4 22 73 933
ROBLPR: Stata module to estimate long memory in a set of timeseries 0 0 0 526 0 6 18 1,852
ROLLING2: Stata module to perform rolling window and recursive estimation 1 2 9 1,083 4 9 49 5,103
ROLLREG: Stata module to perform rolling regression estimation 1 1 3 2,538 1 5 17 8,690
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) 0 0 3 910 0 9 72 11,886
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended 0 0 2 774 1 8 35 7,065
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users 0 2 6 792 0 6 18 2,406
SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method 1 1 7 1,345 1 9 64 4,354
STATICFC: Stata module to compute static forecasts for a recursive rolling regression 1 1 3 406 2 11 21 1,503
STATSMAT: Stata module to place descriptive statistics in matrix 0 1 2 781 2 6 22 4,052
TESTVEC: Stata module to retrieve cointegrating vectors from vec 0 1 2 2 1 4 41 41
TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation 0 0 1 79 2 6 16 381
TIMELEFT: Stata module to count the number of days 0 0 2 2 1 4 34 52
TORATS: Stata module to facilitate transfer of data to RATS 0 0 1 174 1 3 10 1,184
TOSQL: Stata module to transfer data to SQL database 0 0 0 513 2 7 25 4,377
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values 0 0 2 830 0 2 15 4,462
TSGRAPH: Stata module to produce time series line graph 0 0 1 881 1 4 10 5,719
TSLIST: Stata module to list time series data 0 0 0 207 0 9 21 6,609
TSMKTIM: Stata module to generate time-series calendar variable 0 0 6 1,329 1 5 40 5,705
TVGC: Stata module to perform Time-Varying Granger Causality tests 4 11 47 910 15 49 186 2,653
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates 0 0 0 216 2 6 17 842
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) 0 0 0 816 0 3 9 2,706
VECAR: Stata module to estimate vector autoregressive (VAR) models 0 1 2 2,035 0 7 34 7,638
WHITETST: Stata module to perform White's test for heteroskedasticity 0 0 7 6,778 4 18 88 30,082
WHITTLE: Stata module to compute long-memory parameter via Whittle method 0 0 0 33 1 1 6 123
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test 0 0 7 1,165 3 9 43 7,286
XTILETEST: Stata module to test equality of percentiles across groups of observations 0 2 8 53 0 7 32 325
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in panel data model 2 12 47 5,457 10 61 264 25,169
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity 8 28 127 6,450 38 148 688 29,287
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break 2 10 61 6,564 14 50 268 17,468
aer.pl, a script converting XML data to ReDIF 0 0 0 192 0 3 12 1,391
bejeap.pl, a script converting OAI data to ReDIF 0 1 4 135 1 3 16 954
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support 0 0 1 138 0 4 11 895
cdl-ciders.pl, a script converting XML data to ReDIF 0 0 1 99 2 8 19 1,068
dspace2redif.pl, a script converting DSpace metadata to ReDIF 1 1 1 300 12 23 51 1,683
ectj.pl, a script converting html data to ReDIF 0 0 0 84 0 2 13 992
imfocpcvt.pl, a script converting html data to ReDIF 0 0 0 55 0 5 17 861
rjeyr.pl, a script converting html data to ReDIF 0 0 0 49 0 2 16 914
Total Software Items 89 311 1,582 186,578 594 2,313 10,377 793,844
1 registered items for which data could not be found


Statistics updated 2026-06-04