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 1 2 98 98 1 4 52 52
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 8 18 134 135 13 28 148 152
A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency 0 0 2 487 2 3 9 2,048
A general approach to testing for autocorrelation 2 5 22 113 7 16 44 241
A general approach to testing for autocorrelation 1 3 5 64 6 12 25 113
A large-scale application of Stata's forecast suite: challenges and potential 2 6 53 53 7 14 47 47
A little bit of Stata programming goes a long way 2 6 24 5,417 8 20 91 9,681
A little bit of Stata programming goes a long way 2 12 22 2,042 4 19 41 3,457
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 0 352 3 5 15 1,332
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 1 389 2 2 17 1,485
A review of Stata 8.1 and its time series capabilities 1 1 5 1,736 10 12 31 3,659
A simple alternative to the linear probability model for binary choice models with endogenous regressors 0 0 12 171 1 2 20 385
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates 0 0 0 214 1 1 9 1,862
An interpretation and implementation of the Theil-Goldberger 'mixed' estimator 4 7 24 167 5 10 51 388
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests 0 0 0 0 2 4 18 1,232
Binary choice models with endogenous regressors 2 6 21 257 2 10 44 413
Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? 2 4 26 139 4 11 57 320
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 58 0 2 8 648
Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes 0 0 3 97 0 0 10 465
Corporate Liquidity Management and Future Investment Expenditures 0 0 5 110 6 11 28 376
Credible Disinflation Policy in a Dynamic Setting 0 0 0 167 0 0 6 1,405
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises 0 0 3 24 1 3 23 101
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis 1 2 13 67 5 9 53 175
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 0 1 14 98 3 7 53 123
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 0 1 10 104 6 11 55 224
Credit rating agency downgrades and the Eurozone sovereign debt crises 1 1 3 54 3 5 33 80
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 0 1 1 2 10 14
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 2 84 2 2 10 123
Does the tenure of Private Equity investment improve the performance of European firms? 0 0 1 68 3 4 12 185
Dynamics of Intra-EMS Interest Rate Linkages 0 0 1 191 1 5 11 967
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 60 1 1 4 312
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 1 1 3 319 2 3 15 888
Efficient Management of Multi-Frequency Panel Data with Stata 0 0 0 699 1 2 6 1,766
Efficient management of multi-frequency panel data with Stata 2 10 24 537 5 22 59 1,310
Enhanced routines for instrumental variables/GMM estimation and testing 1 5 14 540 1 10 41 1,126
Enhanced routines for instrumental variables/GMM estimation and testing 4 15 72 2,104 17 62 208 4,105
Evaluating one-way and two-way cluster-robust covariance matrix estimates 4 7 26 412 5 13 69 957
Evaluating one-way and two-way cluster-robust covariance matrix estimates 0 2 8 166 5 7 22 415
Evaluating one-way and two-way cluster–robust covariance matrix estimates 3 9 34 221 7 26 177 754
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 2 3 9 1,594
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 1 4 987 1 3 22 3,147
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 1 2 4 820 2 7 23 2,312
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 1 1 3 688 3 4 14 1,750
Exchange Rate Uncertainty and Firm Profitability 2 5 17 687 4 19 71 2,411
Extending Stata's capabilities for asymptotic covariance matrix estimation 1 3 20 57 2 7 62 159
Facilitating Applied Economic Research with Stata 2 3 10 875 3 7 23 2,070
Firm Investment and Financial Frictions 1 2 7 182 1 5 23 461
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 0 1 1 551 1 2 10 2,069
Fractional Cointegration Analysis of Long Term International Interest Rates 0 0 1 788 3 6 16 2,874
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 3 381 0 2 9 2,138
Fractional Dynamics in Japanese Financial Time Series 0 1 1 328 1 5 7 1,490
Fractional Monetary Dynamics 0 0 2 215 1 2 6 1,149
Implementing econometric estimators with Mata 0 0 6 247 1 1 16 408
Implementing econometric estimators with Mata 0 0 2 153 1 3 12 283
Implementing new econometric tools in Stata 1 5 34 231 2 12 74 408
Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach 7 15 119 119 16 35 72 72
Instrumental variables and GMM: Estimation and testing 3 15 65 4,503 6 33 146 8,733
Instrumental variables and GMM: Estimation and testing 2 4 10 1,252 6 13 47 2,422
Instrumental variables and GMM: Estimation and testing 0 2 4 608 1 5 15 1,438
Instrumental variables estimation using heteroskedasticity-based instruments 1 2 15 84 4 5 33 179
Instrumental variables estimation using heteroskedasticity-based instruments 3 5 19 201 3 8 36 348
Instrumental variables: Overview and advances 3 3 22 864 6 7 39 1,480
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 3 5 24 58 5 9 53 102
Long Memory and Forecasting in Euroyen Deposit Rates 0 0 2 303 1 1 6 1,904
Long Memory in the Greek Stock Market 0 0 4 976 1 3 10 5,348
Long Term Dependence in Stock Returns 0 0 1 612 1 1 6 1,771
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 1 1 4 523 2 2 10 2,316
Long-Memory Forecasting of U.S. Monetary Indices 0 0 0 256 1 4 11 675
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance 0 0 1 90 0 0 6 441
Macroeconomic Uncertainty and Credit Default Swap Spreads 0 1 12 210 2 16 54 543
Macroeconomic Uncertainty and Firm Leverage 2 3 9 164 4 7 30 640
Macroeconomics Uncertainty and Firm Leverage 0 0 1 88 1 5 13 444
Modeling Returns on the Term Structure of Treasury Interest Rates 0 0 2 821 1 4 9 3,408
Modeling fixed income excess returns 0 1 2 427 1 4 11 2,379
Modelling Federal Reserve Discount Policy 0 0 2 180 1 4 15 1,751
Monetary Policy in the Transition to a Zero Federal Deficit 0 0 0 202 1 1 3 2,107
Nearest-Neighbor Forecasts of U.S. Interest Rates 0 1 1 827 0 2 5 3,991
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 0 2 5 875 0 7 24 4,776
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports 1 1 3 745 2 2 13 2,077
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 0 0 735 1 6 19 7,376
On the Investment Sensitivity of Debt under Uncertainty 0 1 2 165 1 4 10 366
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty 1 1 6 447 3 20 39 1,244
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty 0 0 5 268 1 7 28 773
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 3 35 0 4 26 170
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 2 165 0 1 20 491
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 0 27 1 5 20 123
Persistence in International Inflation Rates 0 0 0 551 2 2 8 4,970
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 1 2 368 2 6 19 2,198
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms 0 0 0 1,256 0 1 7 5,854
Political patronage in Ukranian banking 0 1 2 136 0 4 16 647
Powerful new tools for time series analysis 0 1 3 508 0 2 11 885
Q, Cash Flow and Investment: An Econometric Critique 0 2 3 374 2 4 15 1,673
R&D Expenditures and Geographical Sales Diversification 0 2 9 142 1 6 35 350
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say 0 1 3 161 2 5 13 414
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money 0 0 1 255 1 1 6 1,947
Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey 0 0 3 52 2 3 12 44
Rolling Regressions with Stata 2 3 21 1,567 4 10 58 3,647
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 90 3 8 20 572
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 111 2 2 6 796
Should you become a Stata programmer? 0 1 12 1,066 1 2 20 1,523
Stata: The language of choice for time series analysis? 3 4 14 1,908 6 13 43 3,791
Stochastic Long Memory in Traded Goods Prices 0 1 2 137 1 3 11 819
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 1 2 9 201 3 7 53 577
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 1 4 34 0 3 22 240
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 0 0 139 2 4 12 727
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms 2 12 20 300 13 33 115 1,506
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 1 1 5 105 2 5 25 490
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 4 15 157 9 38 115 824
The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity 0 0 3 103 3 6 30 330
The Effects of Uncertainty on the Leverage of Non-Financial Firms 0 1 5 277 1 8 23 1,044
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 46 1 3 8 359
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 1 1 1 816 1 1 8 2,932
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 0 0 978 4 17 50 4,051
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 0 92 1 3 15 251
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 1 99 3 4 17 326
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 4 10 221 1 5 26 640
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 1 3 417 2 6 26 1,132
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 1 1 3 49 2 3 10 276
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 1 1 4 123 4 5 19 530
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 0 213 0 3 8 572
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms 0 1 4 133 0 3 14 547
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage 0 1 6 192 2 5 22 535
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity 2 3 8 393 6 20 59 1,749
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms 2 3 7 176 4 5 15 661
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity 0 0 3 41 0 3 14 205
The Impact of the Financial System's Structure on Firms' Financial Constraints 0 0 2 202 3 4 25 591
The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility 1 3 10 31 4 11 46 83
The Volatility of International Trade Flows and Exchange Rate Uncertainty 0 1 4 204 3 5 16 518
The contextual effects of social capital on health: a cross-national instrumental variable analysis 0 0 1 89 1 2 11 174
The role of uncertainty in the transmission of monetary policy effects on bank lending 0 0 5 323 2 3 21 1,016
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 1 3 525 1 3 20 1,515
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 1 1 4 152 3 4 14 487
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 1 7 206 4 5 24 771
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty 0 0 0 70 2 2 12 232
Time series filtering techniques in Stata 11 29 104 1,100 34 90 306 2,495
Time series filtering techniques in Stata 0 3 9 433 2 9 37 941
Time-Varying Risk Premia in the Foreign Currency Futures Basis 0 0 0 657 2 7 26 3,251
Tobin's Q And Financial Policy Revisited 0 0 0 0 1 2 6 862
Topics in time series regression modeling 4 14 44 1,511 31 102 318 4,056
Uncertainty Determinants of Corporate Liquidity 0 1 1 170 1 5 17 644
Uncertainty Determinants of Corporate Liquidity 0 2 4 55 2 6 15 243
Uncertainty Determinants of Corporate Liquidity 0 0 1 47 0 1 9 300
Uncertainty Determinants of Corporate Liquidity 0 0 0 63 2 2 8 307
Uncertainty Determinants of Firm Investment 0 0 7 284 0 1 19 681
Using Mata to work more effectively with Stata: A tutorial 0 4 24 560 2 6 39 987
Using Mata to work more effectively with Stata: A tutorial 0 0 1 416 1 3 10 765
Using Mata to work more effectively with Stata: A tutorial 6 15 52 2,411 8 22 88 3,882
Using Stata for Applied Research: Reviewing its Capabilities 2 5 18 725 4 11 31 990
Using instrumental variables techniques in economics and finance 3 3 12 546 5 7 26 866
Waves and Persistence in Merger and Acquisition Activity 0 1 5 2,047 3 8 35 8,654
What do Chinese Macro Announcements Tell Us About the World Economy? 3 4 16 34 3 7 47 101
cron, perl and Stata: automated production and presentation of a business-daily index 1 1 2 237 1 1 14 796
Total Working Papers 128 354 1,667 69,123 472 1,284 5,104 214,839


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 1 175
A logit analysis of the factor content of West German foreign trade 0 0 1 13 2 3 5 80
A nonparametric investigation of the 90-day t-bill rate 0 1 1 39 1 4 12 544
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency 0 1 1 48 2 6 8 403
A review of Stata 8.1 and its time series capabilities 1 1 1 196 1 1 4 555
A test for long-range dependence in a time series 0 0 1 36 1 1 6 102
Activist policy and macroeconomic instability 0 0 0 15 1 1 3 122
An empirical analysis of the composition of manufacturing employment in the industrialized countries 0 1 2 17 0 3 8 71
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 1 110 1 1 3 603
Compacting time series data 0 1 1 37 0 2 7 99
Coordination of large macroeconomies'policies and the stability of small economies 0 0 1 7 1 2 5 63
Cumulative author index, volumes 1-15 0 0 11 11 2 4 24 24
Dynamic adjustment of firms' capital structures in a varying-risk environment 0 0 1 16 1 3 5 67
Dynamics of Intra-EMS Interest Rate Linkages 0 0 2 37 4 6 9 216
Enhanced routines for instrumental variables/generalized method of moments estimation and testing 9 36 130 1,249 19 69 229 2,090
Evaluating concavity for production and cost functions 1 1 1 90 2 6 19 235
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports 0 0 3 97 2 3 12 448
Exchange Rate Uncertainty and Firm Profitability 1 1 6 69 4 5 22 354
Exchange rate effects on the volume and variability of trade flows 1 2 14 245 6 13 48 837
FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES 0 0 0 0 1 1 8 10
Foreword 0 0 0 0 1 2 6 35
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 0 0 1 81 2 4 19 381
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 0 1 3 13 83
Fractional dynamics in Japanese financial time series 0 0 0 28 2 3 8 208
Fractional monetary dynamics 0 0 0 30 3 4 14 365
Happily Ever After? Pre-and-Post Disaster Determinants of Happiness Among Survivors of Hurricane Katrina 0 0 4 7 1 1 20 26
Instrumental variables and GMM: Estimation and testing 7 21 64 3,106 17 46 147 6,998
Long memory in the Greek stock market 0 0 0 96 1 1 5 526
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 0 0 49 3 5 13 323
Long-memory forecasting of US monetary indices 0 0 1 34 2 3 10 191
Long-term dependence in stock returns 0 0 2 81 3 4 12 383
Macroeconomic uncertainty and credit default swap spreads 1 1 2 70 3 4 15 253
Metadata for user-written contributions to the Stata programming language 0 0 1 15 2 2 8 75
Metadata for user-written contributions to the Stata programming language: extensions 0 0 0 21 1 1 3 60
Modelling Federal Reserve Discount Policy 0 0 0 81 1 1 7 900
Multivariate portmanteau (Q) test for white noise 0 1 6 219 4 8 25 734
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 0 0 2 85 3 9 20 458
Nonlinear effects of exchange rate volatility on the volume of bilateral exports 2 2 6 373 6 7 25 1,153
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 0 0 0 0 2 2 7 542
On the investment sensitivity of debt under uncertainty 0 1 2 63 2 5 21 232
On the sensitivity of firms' investment to cash flow and uncertainty 1 1 7 97 6 8 21 318
On the sensitivity of optimal control solutions 0 0 0 23 1 3 5 91
On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty 2 4 17 116 5 13 49 356
Parliamentary election cycles and the Turkish banking sector 1 2 6 62 3 7 22 269
Persistence in International Inflation Rates 0 0 0 0 2 4 10 90
Political patronage in Ukrainian banking 0 0 0 39 2 4 15 268
Q, Cash Flow and Investment: An Econometric Critique 0 0 0 44 2 2 5 282
Reexamining the term structure of interest rates and the interwar demand for money 0 0 0 1 0 0 4 6
Residual diagnostics for cross-section time series regression models 3 4 7 918 8 13 33 2,573
Richard Sperling (1961-2011) 0 0 0 0 1 5 13 132
Sectoral fluctuations in U.K. firms' investment expenditures 0 0 0 1 0 1 6 16
Stata tip 37: And the last shall be first 0 0 2 41 1 1 8 129
Stata tip 38: Testing for groupwise heteroskedasticity 3 3 11 555 6 8 35 1,114
Stata tip 40: Taking care of business 23 92 251 1,061 52 193 529 2,097
Stata tip 45: Getting those data into shape 1 2 3 172 2 5 18 463
Stata tip 63: Modeling proportions 1 1 10 281 2 8 30 477
Stata tip 73: append with care! 1 1 1 154 3 3 6 373
Stata tip 88: Efficiently evaluating elasticities with the margins command 0 0 0 0 1 2 7 295
Stata: The language of choice for time-series analysis? 2 7 11 369 4 10 30 962
Stochastic long memory in traded goods prices 0 1 1 22 4 6 10 181
THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS 1 1 6 70 2 5 39 314
THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING 0 0 3 12 3 3 12 39
Test for autoregressive conditional heteroskedasticity in regression error distribution 0 1 1 55 1 4 9 158
Tests for heteroskedasticity in regression error distribution 0 0 1 49 2 4 13 147
Tests for long memory in a time series 1 1 4 106 2 3 16 186
Tests for serial correlation in regression error distribution 0 0 0 39 2 3 8 116
Tests for stationarity of a time series 1 1 6 217 2 4 13 402
Tests for stationarity of a time series: update 0 1 3 59 1 3 10 121
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 10 26 35 58 26 99 144 216
The contextual effects of social capital on health: A cross-national instrumental variable analysis 0 0 2 14 2 5 13 65
The effects of price- and output-stabilising policies in an interdependent world economy 0 0 1 9 0 2 4 58
The effects of uncertainty and corporate governance on firms’ demand for liquidity 0 1 3 25 3 4 10 102
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 0 0 4 82 1 3 16 366
The impact of macroeconomic uncertainty on firms' changes in financial leverage 0 1 4 85 1 7 24 274
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity 3 4 9 132 6 8 25 429
The impact of the financial system's structure on firms' financial constraints 2 7 18 110 6 25 107 771
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 1 1 56 2 4 19 181
Time‐varying risk premia in the foreign currency futures basis 0 0 0 0 0 0 5 5
Tobin's Q, intangible capital, and financial policy 0 0 1 91 1 2 9 303
Tobin's q and measurement error: Caveat investigator 0 0 0 89 1 1 2 299
USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES 0 0 0 0 7 11 28 242
Ukrainische Banken: politische Patronage von Bedeutung 0 0 0 30 4 7 28 405
Uncertainty determinants of corporate liquidity 11 15 25 140 31 44 87 468
Uncertainty determinants of firm investment 0 2 5 100 2 9 20 332
Utility for time series data 1 2 11 183 3 15 57 958
Waves and persistence in merger and acquisition activity 0 0 0 168 5 6 11 653
What do Chinese macro announcements tell us about the world economy? 0 2 8 8 0 7 24 24
Total Journal Articles 91 255 747 12,714 332 833 2,445 39,150


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 22 89 462 3,695 83 240 1,201 8,983
An Introduction to Stata Programming, Second Edition 7 22 91 1,071 11 40 206 2,424
Total Books 29 111 553 4,766 94 280 1,407 11,407


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


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ACTEST: Stata module to perform Cumby-Huizinga general test for autocorrelation in time series 5 16 73 158 34 91 294 718
ARCH: MATLAB function to compute ARCH test 3 7 25 1,700 7 28 123 5,511
ARCHLM: Stata module to calculate LM test for ARCH effects 3 21 54 1,492 36 171 426 7,458
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries 0 0 2 645 2 2 11 1,843
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model 5 12 35 1,606 39 92 279 7,261
ARRANGEDAR: RATS procedures to calculate arranged autoregressions 0 0 2 266 1 1 14 877
AVAR: Stata module to perform asymptotic covariance estimation for iid and non-iid data robust to heteroskedasticity, autocorrelation, 1- and 2-way clustering, and common cross-panel autocorrelated disturbances 1 5 38 93 11 30 193 498
AVPLOT3: Stata module to generate partial regression plots for subsamples 0 0 2 163 2 8 28 2,007
BCUSE: Stata module to access instructional datasets on Boston College server 4 25 76 265 31 103 333 1,142
BETACOEF: Stata module to calculate beta coefficients from regression 1 5 33 1,512 15 58 244 10,296
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation 9 16 36 1,731 27 83 280 10,807
BIDENSITY: Stata module to produce and graph bivariate density estimates 5 10 40 159 23 50 179 725
BKING: Stata module to implement Baxter-King filter for timeseries data 2 5 16 1,230 13 44 133 4,309
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity 4 10 29 2,603 14 54 157 10,016
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data 1 2 4 203 3 9 24 970
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data 4 6 21 451 5 11 51 1,210
CHECKREG3: Stata module to check identification status of simultaneous equations system 1 7 15 316 3 17 60 1,186
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks 19 71 270 2,157 71 262 860 6,368
CMAXUSE: Stata module to access Cmax instructional datasets 0 0 1 9 0 3 22 78
CNSRSIG: Stata module to evaluate validity of restrictions on a regression 2 4 19 400 6 17 81 2,081
CUSUM6: Stata module to compute cusum, cusum^2 stability tests 8 28 90 1,496 41 119 389 5,075
DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method 15 50 162 2,089 77 230 806 7,109
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test 5 16 57 3,012 31 98 380 12,992
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy 13 43 144 1,750 37 119 445 4,454
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates 3 13 42 1,104 27 87 282 4,301
DURBINH: Stata module to calculate Durbin's h test for serial correlation 6 15 43 1,440 24 72 245 7,774
FRACDIFF: Stata module to generate fractionally-differenced timeseries 3 4 12 368 7 21 60 1,297
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries 1 2 11 908 7 17 68 3,715
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix 1 5 30 475 6 21 117 2,611
GHISTCUM: Stata module to graph histogram and cumulative distribution 1 12 44 783 28 85 295 4,859
GPHROB: RATS modules to perform tests for fractional integration of timeseries 1 1 12 669 2 2 31 1,757
GPHUDAK: Stata module to estimate long memory in a timeseries 0 1 21 472 10 17 81 1,310
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries 0 1 1 314 1 3 17 910
GRPDF: Stata module to produce PDFs from memory graphs 1 1 1 1 10 10 10 10
HADRILM: Stata module to perform Hadri panel unit root test 7 12 33 1,828 17 38 130 4,748
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test 5 12 53 736 22 57 183 2,109
HLP2PDF: Stata module to create PDF or PostScript from Stata help file 0 3 9 225 4 11 45 1,021
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data 14 68 260 7,280 75 236 806 15,225
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test 7 16 64 4,533 23 81 277 10,201
ITSP_ADO: Stata module to accompany Introduction to Stata Programming book 1 3 20 125 9 18 77 464
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation 0 3 11 231 3 9 52 1,092
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg 28 77 268 5,844 151 503 1,968 27,643
IVGMM0: Stata module to perform instrumental variables via GMM 0 1 3 1,355 3 9 31 4,210
IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10) 0 2 17 37 9 20 98 167
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) 1 1 19 1,231 11 21 97 5,070
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) 2 11 33 735 21 56 169 2,564
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation 81 281 1,125 16,772 415 1,364 5,148 56,174
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments 34 80 310 872 83 252 1,017 3,636
KDENS2: Stata module to estimate bivariate kernel density 7 19 68 1,196 28 94 369 4,179
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity 17 56 189 3,129 70 216 663 9,212
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test 4 19 62 4,003 32 91 324 10,120
LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias 4 8 20 306 8 28 103 1,350
LOG2HTML: Stata module to produce HTML log files 2 6 16 569 15 47 172 2,917
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test 14 30 67 1,261 27 69 191 3,217
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries 0 0 8 643 6 8 51 2,096
MADFULLER: Stata module to perform Dickey-Fuller test on panel data 0 3 16 1,941 8 21 101 6,407
MATIN4-MATOUT4: Stata module to import and export matrices 0 5 15 435 2 20 63 1,779
MODLPR: Stata module to estimate long memory in a timeseries 2 5 10 421 7 16 46 1,327
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel 3 17 77 776 26 78 298 3,053
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel 2 15 69 1,106 25 87 387 4,933
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating 16 62 185 976 57 194 637 3,824
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends 0 3 9 1,015 9 25 77 3,452
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality 0 4 14 454 7 38 132 2,761
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise 0 2 4 165 1 7 25 1,003
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit 0 2 9 193 5 13 51 980
OUTSERIES: Stata module to write timeseries to text files 0 0 0 76 2 3 6 480
OUTTABLE: Stata module to write matrix to LaTeX table 9 28 143 2,513 50 188 843 17,361
OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg2, ivreg29, ivregress, ivprobit, ivtobit, reg3 26 72 222 5,709 107 285 942 18,937
PANELAUTO: Stata module to support tests for autocorrelation on panel data 26 71 192 1,961 89 250 713 7,273
PANELUNIT: Stata module to support unit root tests on panel data 1 2 6 1,204 2 4 25 3,361
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit 4 20 74 1,692 33 79 267 5,904
PWCORR2: Stata module to compute pairwise correlations and return results 1 3 29 218 22 64 262 1,525
PWCOV: Stata module to compute pairwise covariances 0 1 5 101 1 8 38 564
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients 3 7 20 380 6 26 86 1,477
QSTAT2: MATLAB function to compute Ljung-Box Q statistic 7 25 99 2,482 19 75 280 8,049
ROBLPR: Stata module to estimate long memory in a set of timeseries 0 2 12 443 4 9 62 1,480
ROLLING2: Stata module to perform rolling window and recursive estimation 0 7 34 735 18 57 189 3,124
ROLLREG: Stata module to perform rolling regression estimation 16 54 171 2,203 74 268 755 7,022
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) 3 17 50 599 56 162 601 5,421
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended 0 1 24 592 11 46 240 4,468
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users 0 4 12 734 2 10 26 2,230
SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method 18 43 139 502 55 121 428 1,479
STATICFC: Stata module to compute static forecasts for a recursive rolling regression 4 12 52 226 21 55 178 784
STATSMAT: Stata module to place descriptive statistics in matrix 3 6 19 674 8 23 105 3,216
TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation 1 3 9 38 4 9 23 211
TORATS: Stata module to facilitate transfer of data to RATS 1 3 8 166 5 14 41 1,021
TOSQL: Stata module to transfer data to SQL database 0 3 12 383 9 22 111 2,860
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values 1 8 76 631 22 89 358 2,997
TSGRAPH: Stata module to produce time series line graph 6 10 26 780 26 58 202 4,662
TSLIST: Stata module to list time series data 0 0 0 203 4 13 36 6,356
TSMKTIM: Stata module to generate time-series calendar variable 5 18 60 1,000 21 71 229 3,611
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates 0 2 10 191 0 11 35 675
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) 1 1 5 800 2 3 26 2,620
VECAR: Stata module to estimate vector autoregressive (VAR) models 1 3 18 1,978 6 21 99 7,311
WHITETST: Stata module to perform White's test for heteroskedasticity 16 48 165 5,954 108 356 1,100 24,227
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test 3 10 29 930 23 77 185 4,910
XTILETEST: Stata module to test equality of percentiles across groups of observations 0 2 5 5 2 13 44 44
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model 21 55 211 3,740 87 307 937 14,964
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity 28 87 352 3,571 134 435 1,394 11,423
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break 34 116 369 4,422 114 322 1,093 10,267
aer.pl, a script converting XML data to ReDIF 0 1 7 156 3 5 35 1,145
bejeap.pl, a script converting OAI data to ReDIF 0 0 5 76 1 2 21 754
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support 0 1 10 109 0 4 34 776
cdl-ciders.pl, a script converting XML data to ReDIF 0 0 7 69 0 2 32 839
dspace2redif.pl, a script converting DSpace metadata to ReDIF 1 2 13 165 2 9 79 934
ectj.pl, a script converting html data to ReDIF 0 0 1 75 2 3 18 900
imfocpcvt.pl, a script converting html data to ReDIF 0 0 1 50 0 0 11 749
rjeyr.pl, a script converting html data to ReDIF 0 0 3 48 0 1 14 816
Total Software Items 618 1,988 7,229 141,017 2,985 9,342 33,009 529,696


Statistics updated 2016-06-03