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 3 4 17 101 3 5 27 56
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 2 12 61 139 5 22 115 161
A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency 0 0 2 487 1 4 11 2,050
A general approach to testing for autocorrelation 0 1 5 64 3 13 29 120
A general approach to testing for autocorrelation 2 4 19 115 3 10 39 244
A large-scale application of Stata's forecast suite: challenges and potential 1 4 55 55 3 11 51 51
A little bit of Stata programming goes a long way 3 7 24 5,422 8 21 85 9,694
A little bit of Stata programming goes a long way 1 5 22 2,045 4 13 44 3,466
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 0 389 1 3 15 1,486
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 0 352 1 4 16 1,333
A review of Stata 8.1 and its time series capabilities 0 2 5 1,737 2 18 34 3,667
A simple alternative to the linear probability model for binary choice models with endogenous regressors 1 3 12 174 4 7 23 391
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates 0 0 0 214 2 3 8 1,864
An interpretation and implementation of the Theil-Goldberger 'mixed' estimator 3 8 22 171 6 15 49 398
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests 0 0 0 0 2 4 17 1,234
Binary choice models with endogenous regressors 0 4 19 259 7 13 46 424
Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? 0 2 23 139 5 11 56 327
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 58 0 1 9 649
Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes 0 0 1 97 4 4 11 469
Corporate Liquidity Management and Future Investment Expenditures 0 1 6 111 0 10 28 380
Credible Disinflation Policy in a Dynamic Setting 0 0 0 167 3 3 6 1,408
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises 0 0 3 24 1 3 22 103
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis 0 1 12 67 4 12 54 182
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 0 0 13 98 3 7 43 127
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 1 1 9 105 2 9 46 227
Credit rating agency downgrades and the Eurozone sovereign debt crises 1 3 5 56 4 10 35 87
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 0 1 1 3 10 16
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 0 84 1 6 13 127
Does the tenure of Private Equity investment improve the performance of European firms? 0 0 0 68 2 6 14 188
Dynamics of Intra-EMS Interest Rate Linkages 0 0 1 191 4 8 17 974
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 60 2 4 7 315
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 2 4 5 322 2 5 17 891
Efficient Management of Multi-Frequency Panel Data with Stata 1 3 3 702 2 5 7 1,770
Efficient management of multi-frequency panel data with Stata 4 7 26 542 9 16 64 1,321
Enhanced routines for instrumental variables/GMM estimation and testing 1 2 10 541 2 7 40 1,132
Enhanced routines for instrumental variables/GMM estimation and testing 8 20 75 2,120 23 62 220 4,150
Evaluating one-way and two-way cluster-robust covariance matrix estimates 2 7 26 415 4 10 65 962
Evaluating one-way and two-way cluster-robust covariance matrix estimates 0 1 7 167 0 7 20 417
Evaluating one-way and two-way cluster–robust covariance matrix estimates 2 9 39 227 4 18 176 765
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 3 987 2 4 21 3,150
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 1 4 11 1,596
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 1 4 820 0 3 19 2,313
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 1 2 688 1 4 13 1,751
Exchange Rate Uncertainty and Firm Profitability 1 4 15 689 6 15 75 2,422
Extending Stata's capabilities for asymptotic covariance matrix estimation 1 3 18 59 4 9 59 166
Facilitating Applied Economic Research with Stata 0 2 8 875 3 6 22 2,073
Firm Investment and Financial Frictions 1 2 8 183 4 8 30 468
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 0 0 1 551 3 6 11 2,074
Fractional Cointegration Analysis of Long Term International Interest Rates 0 0 1 788 3 8 20 2,879
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 3 381 2 3 12 2,141
Fractional Dynamics in Japanese Financial Time Series 0 0 1 328 1 4 10 1,493
Fractional Monetary Dynamics 0 0 2 215 0 4 8 1,152
Implementing econometric estimators with Mata 0 1 6 248 1 3 17 410
Implementing econometric estimators with Mata 1 1 3 154 2 3 13 285
Implementing new econometric tools in Stata 3 4 30 234 9 12 69 418
Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach 2 12 124 124 5 25 81 81
Instrumental variables and GMM: Estimation and testing 4 6 12 1,256 10 18 50 2,434
Instrumental variables and GMM: Estimation and testing 0 0 4 608 3 5 17 1,442
Instrumental variables and GMM: Estimation and testing 6 11 65 4,511 13 26 136 8,753
Instrumental variables estimation using heteroskedasticity-based instruments 2 4 17 87 5 10 33 185
Instrumental variables estimation using heteroskedasticity-based instruments 2 6 18 204 3 10 37 355
Instrumental variables: Overview and advances 2 6 19 867 4 11 35 1,485
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 4 7 24 62 5 10 51 107
Long Memory and Forecasting in Euroyen Deposit Rates 0 0 1 303 3 6 10 1,909
Long Memory in the Greek Stock Market 0 0 3 976 2 4 12 5,351
Long Term Dependence in Stock Returns 0 0 0 612 2 5 9 1,775
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 0 1 4 523 2 4 12 2,318
Long-Memory Forecasting of U.S. Monetary Indices 0 0 0 256 2 4 13 678
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance 0 0 0 90 0 0 5 441
Macroeconomic Uncertainty and Credit Default Swap Spreads 1 4 11 214 9 22 67 563
Macroeconomic Uncertainty and Firm Leverage 0 2 6 164 1 5 24 641
Macroeconomics Uncertainty and Firm Leverage 0 1 1 89 1 4 15 447
Modeling Returns on the Term Structure of Treasury Interest Rates 0 0 2 821 1 2 10 3,409
Modeling fixed income excess returns 0 0 2 427 1 2 11 2,380
Modelling Federal Reserve Discount Policy 0 0 2 180 1 2 16 1,752
Monetary Policy in the Transition to a Zero Federal Deficit 0 0 0 202 2 3 5 2,109
Nearest-Neighbor Forecasts of U.S. Interest Rates 0 0 1 827 2 3 7 3,994
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 1 1 5 876 3 5 22 4,781
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports 1 3 5 747 3 6 15 2,081
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 0 0 735 2 4 20 7,379
On the Investment Sensitivity of Debt under Uncertainty 0 0 2 165 4 5 13 370
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty 0 1 6 447 7 14 46 1,255
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty 0 0 4 268 7 9 32 781
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 2 35 2 3 23 173
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 2 165 3 3 22 494
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 0 27 2 3 18 125
Persistence in International Inflation Rates 0 0 0 551 1 3 8 4,971
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 0 2 368 2 7 23 2,203
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms 0 0 0 1,256 2 5 12 5,859
Political patronage in Ukranian banking 0 0 2 136 1 2 17 649
Powerful new tools for time series analysis 0 1 3 509 1 3 10 888
Q, Cash Flow and Investment: An Econometric Critique 0 0 3 374 2 5 14 1,676
R&D Expenditures and Geographical Sales Diversification 1 4 9 146 3 9 38 358
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say 0 0 2 161 1 3 11 415
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money 0 0 1 255 1 2 7 1,948
Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey 0 1 3 53 1 4 10 46
Rolling Regressions with Stata 0 4 14 1,569 2 10 52 3,653
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 111 1 3 6 797
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 90 3 7 22 576
Should you become a Stata programmer? 0 0 9 1,066 2 5 19 1,527
Stata: The language of choice for time series analysis? 0 3 13 1,908 5 12 45 3,797
Stochastic Long Memory in Traded Goods Prices 0 0 2 137 2 4 13 822
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 1 7 201 2 6 50 580
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 2 5 36 1 4 21 244
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 1 1 140 1 5 14 730
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms 1 5 22 303 4 24 112 1,517
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 1 4 18 161 5 21 112 836
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 1 4 105 2 4 24 492
The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity 1 1 3 104 5 11 36 338
The Effects of Uncertainty on the Leverage of Non-Financial Firms 1 1 5 278 6 9 28 1,052
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 46 2 5 10 363
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 1 1 816 2 4 9 2,935
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 0 0 978 7 15 55 4,062
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 1 99 3 6 16 329
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 0 92 0 2 15 252
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 0 2 417 3 6 24 1,136
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 0 7 221 2 4 24 643
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 0 213 1 2 9 574
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 1 2 4 124 3 9 17 535
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 1 1 49 2 6 12 280
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms 0 0 2 133 0 2 11 549
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage 0 0 5 192 2 5 24 538
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity 4 7 13 398 14 26 77 1,769
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms 0 5 9 179 1 8 16 665
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity 1 1 3 42 2 4 16 209
The Impact of the Financial System's Structure on Firms' Financial Constraints 0 0 1 202 4 8 28 596
The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility 0 2 8 32 3 9 40 88
The Volatility of International Trade Flows and Exchange Rate Uncertainty 0 0 3 204 1 4 14 519
The contextual effects of social capital on health: a cross-national instrumental variable analysis 0 0 1 89 2 3 12 176
The role of uncertainty in the transmission of monetary policy effects on bank lending 0 1 5 324 2 6 21 1,020
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 0 3 525 3 6 23 1,520
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 1 4 152 4 7 17 491
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 0 4 206 5 11 26 778
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty 3 3 3 73 9 12 21 242
Time series filtering techniques in Stata 7 27 101 1,116 18 72 287 2,533
Time series filtering techniques in Stata 1 1 10 434 5 8 38 947
Time-Varying Risk Premia in the Foreign Currency Futures Basis 0 0 0 657 3 9 27 3,258
Tobin's Q And Financial Policy Revisited 0 0 0 0 1 4 9 865
Topics in time series regression modeling 1 6 42 1,513 11 54 318 4,079
Uncertainty Determinants of Corporate Liquidity 0 1 2 171 1 4 19 647
Uncertainty Determinants of Corporate Liquidity 0 0 0 63 0 2 7 307
Uncertainty Determinants of Corporate Liquidity 0 0 4 55 2 5 15 246
Uncertainty Determinants of Corporate Liquidity 0 0 0 47 2 2 8 302
Uncertainty Determinants of Firm Investment 0 0 6 284 9 9 23 690
Using Mata to work more effectively with Stata: A tutorial 0 0 19 560 2 6 33 991
Using Mata to work more effectively with Stata: A tutorial 0 0 0 416 3 4 10 768
Using Mata to work more effectively with Stata: A tutorial 7 14 49 2,419 7 19 81 3,893
Using Stata for Applied Research: Reviewing its Capabilities 3 5 17 728 8 12 33 998
Using instrumental variables techniques in economics and finance 2 7 13 550 3 12 27 873
Waves and Persistence in Merger and Acquisition Activity 0 0 4 2,047 2 6 29 8,657
What do Chinese Macro Announcements Tell Us About the World Economy? 4 9 21 40 7 16 47 114
cron, perl and Stata: automated production and presentation of a business-daily index 0 1 1 237 2 3 13 798
Total Working Papers 109 323 1,471 69,318 508 1,307 5,131 215,674


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 2 3 177
A logit analysis of the factor content of West German foreign trade 0 0 1 13 0 3 6 81
A nonparametric investigation of the 90-day t-bill rate 0 0 1 39 1 4 15 547
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency 0 0 1 48 3 7 12 408
A review of Stata 8.1 and its time series capabilities 1 2 2 197 3 4 7 558
A test for long-range dependence in a time series 0 0 1 36 1 2 7 103
Activist policy and macroeconomic instability 0 0 0 15 0 2 4 123
An empirical analysis of the composition of manufacturing employment in the industrialized countries 0 0 2 17 2 2 8 73
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 1 110 0 1 2 603
Compacting time series data 0 0 1 37 1 1 7 100
Coordination of large macroeconomies'policies and the stability of small economies 0 0 1 7 1 2 6 64
Cumulative author index, volumes 1-15 0 0 11 11 0 3 25 25
Dynamic adjustment of firms' capital structures in a varying-risk environment 0 0 1 16 2 3 6 69
Dynamics of Intra-EMS Interest Rate Linkages 0 0 2 37 1 7 12 219
Enhanced routines for instrumental variables/generalized method of moments estimation and testing 14 29 127 1,269 35 71 243 2,142
Evaluating concavity for production and cost functions 0 2 2 91 1 4 20 237
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports 1 1 4 98 3 5 13 451
Exchange Rate Uncertainty and Firm Profitability 0 1 5 69 1 7 23 357
Exchange rate effects on the volume and variability of trade flows 1 3 13 247 3 14 45 845
FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES 1 1 1 1 2 4 8 13
Foreword 0 0 0 0 0 1 4 35
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 0 0 1 81 3 7 23 386
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 0 0 3 12 85
Fractional dynamics in Japanese financial time series 0 0 0 28 2 6 10 212
Fractional monetary dynamics 0 0 0 30 1 5 12 367
Happily Ever After? Pre-and-Post Disaster Determinants of Happiness Among Survivors of Hurricane Katrina 0 0 3 7 0 1 17 26
Instrumental variables and GMM: Estimation and testing 3 11 59 3,110 10 39 148 7,020
Long memory in the Greek stock market 0 0 0 96 2 5 9 530
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 0 0 49 1 5 11 325
Long-memory forecasting of US monetary indices 0 0 0 34 2 6 11 195
Long-term dependence in stock returns 0 0 1 81 4 9 15 389
Macroeconomic uncertainty and credit default swap spreads 0 1 1 70 1 4 13 254
Metadata for user-written contributions to the Stata programming language 0 1 1 16 2 5 7 78
Metadata for user-written contributions to the Stata programming language: extensions 0 0 0 21 1 2 3 61
Modelling Federal Reserve Discount Policy 0 0 0 81 2 3 8 902
Multivariate portmanteau (Q) test for white noise 0 0 4 219 2 8 26 738
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 0 0 1 85 2 5 19 460
Nonlinear effects of exchange rate volatility on the volume of bilateral exports 0 3 7 374 2 9 23 1,156
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 0 0 0 0 2 4 9 544
On the investment sensitivity of debt under uncertainty 0 0 2 63 2 5 23 235
On the sensitivity of firms' investment to cash flow and uncertainty 0 1 4 97 2 9 20 321
On the sensitivity of optimal control solutions 0 0 0 23 1 2 5 92
On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty 1 3 15 117 4 12 46 363
Parliamentary election cycles and the Turkish banking sector 0 2 6 63 1 6 23 272
Persistence in International Inflation Rates 0 0 0 0 2 4 11 92
Political patronage in Ukrainian banking 1 1 1 40 2 5 14 271
Q, Cash Flow and Investment: An Econometric Critique 0 0 0 44 0 2 5 282
Reexamining the term structure of interest rates and the interwar demand for money 0 0 0 1 1 2 4 8
Residual diagnostics for cross-section time series regression models 1 5 9 920 5 15 34 2,580
Richard Sperling (1961-2011) 0 0 0 0 1 2 13 133
Sectoral fluctuations in U.K. firms' investment expenditures 0 0 0 1 1 1 5 17
Stata tip 126: Handling irregularly spaced high-frequency transactions data 0 0 0 0 2 2 2 2
Stata tip 37: And the last shall be first 1 1 3 42 1 2 7 130
Stata tip 38: Testing for groupwise heteroskedasticity 1 4 12 556 2 8 33 1,116
Stata tip 40: Taking care of business 16 62 257 1,100 28 122 537 2,167
Stata tip 45: Getting those data into shape 0 1 3 172 0 2 17 463
Stata tip 63: Modeling proportions 1 3 10 283 3 7 28 482
Stata tip 73: append with care! 0 1 1 154 0 4 5 374
Stata tip 88: Efficiently evaluating elasticities with the margins command 0 0 0 0 4 5 10 299
Stata: The language of choice for time-series analysis? 0 2 10 369 2 8 27 966
Stochastic long memory in traded goods prices 0 0 1 22 2 8 14 185
THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS 0 1 6 70 2 4 39 316
THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING 0 0 3 12 1 4 13 40
Test for autoregressive conditional heteroskedasticity in regression error distribution 1 1 2 56 2 4 10 161
Tests for heteroskedasticity in regression error distribution 0 0 1 49 0 2 12 147
Tests for long memory in a time series 0 1 3 106 0 2 13 186
Tests for serial correlation in regression error distribution 0 0 0 39 0 2 7 116
Tests for stationarity of a time series 1 2 5 218 1 4 11 404
Tests for stationarity of a time series: update 1 1 3 60 2 4 11 124
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 1 12 32 60 7 38 137 228
The contextual effects of social capital on health: A cross-national instrumental variable analysis 0 0 1 14 1 5 15 68
The effects of price- and output-stabilising policies in an interdependent world economy 0 0 1 9 1 1 4 59
The effects of uncertainty and corporate governance on firms’ demand for liquidity 0 0 2 25 3 8 12 107
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 0 0 2 82 2 7 18 372
The impact of macroeconomic uncertainty on firms' changes in financial leverage 0 0 4 85 1 3 20 276
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity 0 3 7 132 2 8 21 431
The impact of the financial system's structure on firms' financial constraints 1 5 17 113 3 17 102 782
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 1 1 2 57 2 4 20 183
Time‐varying risk premia in the foreign currency futures basis 0 0 0 0 0 1 5 6
Tobin's Q, intangible capital, and financial policy 0 0 1 91 1 3 10 305
Tobin's q and measurement error: Caveat investigator 0 0 0 89 1 2 3 300
USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES 0 0 0 0 1 8 22 243
Ukrainische Banken: politische Patronage von Bedeutung 0 0 0 30 1 6 25 407
Uncertainty determinants of corporate liquidity 0 13 21 142 2 42 76 479
Uncertainty determinants of firm investment 0 0 4 100 5 8 23 338
Utility for time series data 0 1 9 183 0 5 48 960
Waves and persistence in merger and acquisition activity 0 0 0 168 1 8 13 656
What do Chinese macro announcements tell us about the world economy? 1 3 11 11 1 6 30 30
Total Journal Articles 50 185 726 12,808 209 714 2,455 39,532


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 20 60 430 3,733 66 211 1,137 9,111
An Introduction to Stata Programming, Second Edition 1 10 81 1,074 11 30 193 2,443
Total Books 21 70 511 4,807 77 241 1,330 11,554


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 1 1 8 2 3 5 45
Total Chapters 0 1 1 8 2 3 5 45


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ACTEST: Stata module to perform Cumby-Huizinga general test for autocorrelation in time series 4 16 71 169 21 81 296 765
ARCH: MATLAB function to compute ARCH test 1 6 26 1,703 11 24 114 5,528
ARCHLM: Stata module to calculate LM test for ARCH effects 2 7 54 1,496 11 64 399 7,486
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries 0 0 2 645 2 5 12 1,846
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model 3 12 36 1,613 14 73 268 7,295
ARRANGEDAR: RATS procedures to calculate arranged autoregressions 0 0 2 266 5 6 17 882
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 4 7 33 99 14 42 191 529
AVPLOT3: Stata module to generate partial regression plots for subsamples 1 1 1 164 3 9 29 2,014
BCUSE: Stata module to access instructional datasets on Boston College server 4 14 81 275 13 72 347 1,183
BETACOEF: Stata module to calculate beta coefficients from regression 2 5 32 1,516 8 37 227 10,318
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation 2 14 36 1,736 24 68 281 10,848
BIDENSITY: Stata module to produce and graph bivariate density estimates 4 11 38 165 19 68 198 770
BKING: Stata module to implement Baxter-King filter for timeseries data 2 5 15 1,233 17 44 146 4,340
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity 3 10 29 2,609 7 31 151 10,033
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data 0 2 5 204 3 9 26 976
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data 1 7 22 454 4 14 56 1,219
CHECKREG3: Stata module to check identification status of simultaneous equations system 2 5 16 320 5 17 62 1,200
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks 20 56 252 2,194 61 194 818 6,491
CMAXUSE: Stata module to access Cmax instructional datasets 0 0 0 9 6 7 27 85
CNSRSIG: Stata module to evaluate validity of restrictions on a regression 1 4 16 402 4 14 70 2,089
CUSUM6: Stata module to compute cusum, cusum^2 stability tests 10 23 91 1,511 36 112 401 5,146
DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method 13 51 173 2,125 63 213 790 7,245
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test 3 13 59 3,020 14 74 376 13,035
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy 8 29 136 1,766 30 98 447 4,515
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates 4 8 42 1,109 19 68 286 4,342
DURBINH: Stata module to calculate Durbin's h test for serial correlation 3 15 44 1,449 28 72 254 7,822
FRACDIFF: Stata module to generate fractionally-differenced timeseries 1 5 13 370 3 15 60 1,305
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries 0 2 8 909 8 22 65 3,730
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix 0 3 26 477 1 13 105 2,618
GHISTCUM: Stata module to graph histogram and cumulative distribution 3 8 42 790 27 84 316 4,915
GPHROB: RATS modules to perform tests for fractional integration of timeseries 0 1 9 669 2 4 29 1,759
GPHUDAK: Stata module to estimate long memory in a timeseries 5 7 19 479 26 40 96 1,340
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries 1 1 2 315 2 4 17 913
GRPDF: Stata module to produce PDFs from memory graphs 1 7 7 7 11 47 47 47
HADRILM: Stata module to perform Hadri panel unit root test 2 13 33 1,834 7 39 130 4,770
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test 4 10 52 741 25 54 194 2,141
HLP2PDF: Stata module to create PDF or PostScript from Stata help file 0 1 10 226 4 11 42 1,028
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data 16 48 242 7,314 48 179 755 15,329
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test 6 19 65 4,545 17 65 271 10,243
ITSP_ADO: Stata module to accompany Introduction to Stata Programming book 2 3 20 127 8 19 75 474
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation 1 3 11 234 4 15 57 1,104
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg 10 52 252 5,868 100 355 1,858 27,847
IVGMM0: Stata module to perform instrumental variables via GMM 1 1 4 1,356 1 7 33 4,214
IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10) 1 6 19 43 13 32 101 190
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) 1 4 17 1,234 7 24 95 5,083
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) 0 4 31 737 7 42 167 2,585
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation 75 230 1,094 16,921 310 1,102 4,997 56,861
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments 22 78 300 916 67 217 982 3,770
KDENS2: Stata module to estimate bivariate kernel density 6 21 69 1,210 25 87 354 4,238
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity 18 52 189 3,164 58 177 668 9,319
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test 3 12 58 4,011 32 93 329 10,181
LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias 2 7 18 309 4 15 92 1,357
LOG2HTML: Stata module to produce HTML log files 3 10 22 577 14 45 180 2,947
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test 4 25 66 1,272 10 54 184 3,244
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries 0 3 7 646 9 23 53 2,113
MADFULLER: Stata module to perform Dickey-Fuller test on panel data 0 1 13 1,942 5 19 95 6,418
MATIN4-MATOUT4: Stata module to import and export matrices 1 4 16 439 2 14 60 1,791
MODLPR: Stata module to estimate long memory in a timeseries 2 5 10 424 5 16 46 1,336
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel 5 13 79 786 21 68 293 3,095
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel 6 10 66 1,114 21 63 341 4,971
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating 6 29 170 989 46 155 641 3,922
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends 2 4 13 1,019 8 25 83 3,468
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality 1 3 17 457 8 24 136 2,778
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise 0 1 5 166 4 9 31 1,011
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit 1 4 13 197 7 19 60 994
OUTSERIES: Stata module to write timeseries to text files 0 0 0 76 3 6 9 484
OUTTABLE: Stata module to write matrix to LaTeX table 6 21 123 2,525 40 133 775 17,444
OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg2, ivreg29, ivregress, ivprobit, ivtobit, reg3 17 57 225 5,740 66 234 933 19,064
PANELAUTO: Stata module to support tests for autocorrelation on panel data 12 52 188 1,987 52 205 722 7,389
PANELUNIT: Stata module to support unit root tests on panel data 0 1 5 1,204 2 4 24 3,363
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit 7 14 70 1,702 23 92 284 5,963
PWCORR2: Stata module to compute pairwise correlations and return results 1 5 28 222 18 59 265 1,562
PWCOV: Stata module to compute pairwise covariances 0 2 4 103 0 3 31 566
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients 4 10 25 387 6 21 90 1,492
QSTAT2: MATLAB function to compute Ljung-Box Q statistic 5 16 93 2,491 9 44 259 8,074
ROBLPR: Stata module to estimate long memory in a set of timeseries 3 5 13 448 11 19 62 1,495
ROLLING2: Stata module to perform rolling window and recursive estimation 3 6 36 741 10 38 186 3,144
ROLLREG: Stata module to perform rolling regression estimation 9 37 166 2,224 33 163 731 7,111
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) 2 6 48 602 31 128 587 5,493
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended 4 4 23 596 12 37 220 4,494
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users 0 0 10 734 0 2 23 2,230
SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method 10 39 137 523 30 116 406 1,540
STATICFC: Stata module to compute static forecasts for a recursive rolling regression 2 12 49 234 9 41 168 804
STATSMAT: Stata module to place descriptive statistics in matrix 0 3 15 674 6 23 106 3,231
TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation 1 3 11 40 3 8 24 215
TORATS: Stata module to facilitate transfer of data to RATS 0 1 7 166 3 9 39 1,025
TOSQL: Stata module to transfer data to SQL database 0 0 8 383 12 27 96 2,878
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values 8 10 75 640 16 61 329 3,036
TSGRAPH: Stata module to produce time series line graph 1 9 25 783 11 54 203 4,690
TSLIST: Stata module to list time series data 0 0 0 203 2 12 41 6,364
TSMKTIM: Stata module to generate time-series calendar variable 5 14 61 1,009 17 56 234 3,646
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates 0 0 7 191 0 2 29 677
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) 2 3 6 802 3 7 26 2,625
VECAR: Stata module to estimate vector autoregressive (VAR) models 1 2 11 1,979 8 15 83 7,320
WHITETST: Stata module to perform White's test for heteroskedasticity 11 38 162 5,976 45 221 1,071 24,340
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test 1 9 32 936 16 54 195 4,941
XTILETEST: Stata module to test equality of percentiles across groups of observations 1 3 8 8 10 20 62 62
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model 15 54 198 3,773 55 216 908 15,093
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity 15 63 315 3,606 72 308 1,328 11,597
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break 40 103 368 4,491 93 282 1,056 10,435
aer.pl, a script converting XML data to ReDIF 2 2 9 158 6 10 39 1,152
bejeap.pl, a script converting OAI data to ReDIF 0 0 5 76 2 3 22 756
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support 0 0 9 109 2 4 34 780
cdl-ciders.pl, a script converting XML data to ReDIF 0 0 6 69 7 12 42 851
dspace2redif.pl, a script converting DSpace metadata to ReDIF 0 1 9 165 6 18 81 950
ectj.pl, a script converting html data to ReDIF 0 0 1 75 0 3 19 901
imfocpcvt.pl, a script converting html data to ReDIF 0 0 0 50 3 7 16 756
rjeyr.pl, a script converting html data to ReDIF 0 0 2 48 0 0 12 816
Total Software Items 497 1,636 7,012 142,035 2,172 7,589 32,297 534,300


Statistics updated 2016-08-02