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 1 1 1 1 1 1 1
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 4 8 35 159 7 16 70 203
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 2 6 11 108 3 10 21 70
A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency 0 0 0 487 2 2 8 2,054
A general approach to testing for autocorrelation 0 1 15 125 1 3 36 263
A general approach to testing for autocorrelation 0 1 6 68 1 2 25 127
A large-scale application of Stata's forecast suite: challenges and potential 3 5 18 66 7 12 39 75
A little bit of Stata programming goes a long way 1 2 14 2,051 7 14 42 3,490
A little bit of Stata programming goes a long way 1 2 19 5,432 8 18 68 9,734
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 0 389 1 1 6 1,489
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 0 352 3 4 15 1,343
A review of Stata 8.1 and its time series capabilities 1 2 6 1,741 3 7 35 3,682
A simple alternative to the linear probability model for binary choice models with endogenous regressors 0 2 15 186 1 3 28 411
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates 0 0 0 214 2 4 15 1,876
An interpretation and implementation of the Theil-Goldberger 'mixed' estimator 0 0 15 176 2 5 39 419
Analyzing volatility shocks to Eurozone CDS spreads with a multicountry GMM model in Stata 4 9 30 30 7 20 43 43
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests 0 0 0 0 3 4 9 1,238
Binary choice models with endogenous regressors 1 3 22 277 4 10 53 462
Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? 3 6 15 152 6 13 49 362
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 58 1 1 6 653
Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes 0 0 2 99 2 2 12 477
Corporate Financial Policy and the Value of Cash under Uncertainty 2 7 35 35 8 17 49 49
Corporate Liquidity Management and Future Investment Expenditures 2 2 5 115 6 8 26 393
Credible Disinflation Policy in a Dynamic Setting 0 0 0 167 2 2 6 1,411
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises 0 0 2 26 1 1 13 111
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis 0 1 3 68 1 2 28 194
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 1 2 3 101 3 4 19 139
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 2 2 8 111 8 11 35 250
Credit rating agency downgrades and the Eurozone sovereign debt crises 0 1 5 58 7 8 28 104
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 0 1 1 3 10 22
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 1 1 85 1 4 17 138
Does the tenure of Private Equity investment improve the performance of European firms? 0 0 0 68 3 4 14 196
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 191 2 3 17 981
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 60 1 2 9 320
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 2 2 8 326 3 7 20 905
Efficient Management of Multi-Frequency Panel Data with Stata 1 1 5 704 3 6 14 1,778
Efficient management of multi-frequency panel data with Stata 3 9 31 563 8 20 76 1,372
Enhanced routines for instrumental variables/GMM estimation and testing 6 19 80 2,174 25 61 253 4,319
Enhanced routines for instrumental variables/GMM estimation and testing 5 7 15 554 8 17 48 1,170
Estimating a dose-response function with heterogeneous response to confounders when treatment is continuous and endogenous 0 0 0 0 1 1 1 1
Evaluating one-way and two-way cluster-robust covariance matrix estimates 1 6 31 437 6 20 70 1,016
Evaluating one-way and two-way cluster-robust covariance matrix estimates 0 3 7 172 1 5 18 427
Evaluating one-way and two-way cluster–robust covariance matrix estimates 1 8 27 242 4 17 73 806
Exchange Rate Effects on the Volume and Variability of Trade Flows 1 1 4 991 4 5 19 3,164
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 2 4 15 1,607
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 2 2 4 691 3 4 17 1,763
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 1 1 3 822 2 4 17 2,324
Exchange Rate Uncertainty and Firm Profitability 1 3 15 697 4 13 59 2,458
Extending Stata's capabilities for asymptotic covariance matrix estimation 0 0 11 67 4 8 46 201
Facilitating Applied Economic Research with Stata 3 3 7 879 5 6 19 2,083
Firm Investment and Financial Frictions 1 2 6 186 2 5 24 480
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 0 0 2 552 2 2 14 2,081
Fractional Cointegration Analysis of Long Term International Interest Rates 1 1 1 789 3 4 17 2,886
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 381 3 4 13 2,149
Fractional Dynamics in Japanese Financial Time Series 0 0 0 328 2 2 12 1,498
Fractional Monetary Dynamics 0 0 0 215 3 5 13 1,160
Implementing econometric estimators with Mata 0 1 5 158 1 3 15 296
Implementing econometric estimators with Mata 1 1 4 251 3 4 11 418
Implementing new econometric tools in Stata 4 10 33 260 6 16 57 456
Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach 0 0 0 0 1 1 1 1
Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach 3 9 41 151 6 18 78 124
Instrumental variables and GMM: Estimation and testing 3 6 21 1,269 8 20 65 2,477
Instrumental variables and GMM: Estimation and testing 6 17 63 4,558 27 63 187 8,902
Instrumental variables and GMM: Estimation and testing 1 1 3 611 4 11 23 1,460
Instrumental variables estimation using heteroskedasticity-based instruments 4 8 22 105 8 18 48 223
Instrumental variables estimation using heteroskedasticity-based instruments 1 5 18 216 4 11 37 381
Instrumental variables: Overview and advances 1 2 16 877 4 8 36 1,509
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 0 2 18 72 4 11 41 135
Long Memory and Forecasting in Euroyen Deposit Rates 0 0 1 304 2 2 12 1,915
Long Memory in the Greek Stock Market 0 0 2 978 2 2 17 5,362
Long Term Dependence in Stock Returns 0 0 1 613 2 2 13 1,783
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 1 1 2 524 3 3 14 2,328
Long-Memory Forecasting of U.S. Monetary Indices 0 0 0 256 2 2 12 684
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance 0 0 0 90 1 2 3 444
Macroeconomic Uncertainty and Credit Default Swap Spreads 1 3 9 219 5 19 93 626
Macroeconomic Uncertainty and Firm Leverage 0 1 8 170 1 3 18 653
Macroeconomics Uncertainty and Firm Leverage 0 0 1 89 1 1 12 451
Modeling Rating Transition Matrices for Wholesale Loan Portfolios 2 11 72 72 6 22 50 50
Modeling Returns on the Term Structure of Treasury Interest Rates 0 0 1 822 1 1 4 3,411
Modeling fixed income excess returns 0 0 1 427 3 4 11 2,388
Modelling Federal Reserve Discount Policy 0 0 0 180 2 2 11 1,759
Monetary Policy in the Transition to a Zero Federal Deficit 0 0 0 202 2 2 5 2,111
Nearest-Neighbor Forecasts of U.S. Interest Rates 0 0 1 827 2 4 15 4,004
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 0 0 1 876 2 3 22 4,795
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports 0 2 8 752 5 11 32 2,107
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 0 0 735 2 2 12 7,383
On the Investment Sensitivity of Debt under Uncertainty 0 0 2 166 2 2 15 377
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty 2 2 8 454 4 8 57 1,287
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty 2 3 7 275 6 9 46 815
Openness and financial stability 0 0 0 0 2 2 2 2
Parliamentary Election Cycles and the Turkish Banking Sector 0 1 3 168 5 10 18 509
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 1 28 1 2 12 132
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 0 35 1 4 13 180
Persistence in International Inflation Rates 0 1 1 552 3 5 14 4,982
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 0 0 368 4 5 30 2,223
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms 0 0 0 1,256 3 4 14 5,868
Political patronage in Ukranian banking 0 0 0 136 2 7 18 663
Powerful new tools for time series analysis 0 1 6 513 2 5 15 898
Q, Cash Flow and Investment: An Econometric Critique 1 1 4 378 3 5 19 1,690
R&D Expenditures and Geographical Sales Diversification 0 0 9 150 5 9 33 379
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say 0 2 5 166 2 5 18 429
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money 0 0 0 255 2 3 7 1,953
Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey 1 3 7 59 3 8 18 60
Rolling Regressions with Stata 1 2 12 1,576 8 12 36 3,677
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 2 3 3 114 4 5 11 805
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 90 1 1 18 583
Should you become a Stata programmer? 2 3 9 1,075 4 6 24 1,546
Stata: The language of choice for time series analysis? 0 0 9 1,914 3 5 39 3,821
Stochastic Long Memory in Traded Goods Prices 0 0 1 137 2 2 9 826
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 1 1 5 205 3 5 28 601
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 1 1 4 38 4 4 13 252
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 1 1 3 142 3 3 14 737
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms 1 2 20 314 7 15 84 1,570
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 8 13 23 179 30 80 181 983
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 2 2 10 114 5 8 28 514
The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity 1 4 7 110 3 8 28 353
The Effects of Uncertainty on the Leverage of Non-Financial Firms 2 3 6 283 5 8 34 1,073
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 1 816 1 1 8 2,939
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 46 1 1 14 371
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 0 0 978 5 10 55 4,095
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 2 2 101 1 9 18 341
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 1 2 3 95 2 7 18 266
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 1 3 419 2 5 24 1,151
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 2 4 11 228 6 11 29 664
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 1 1 214 1 4 10 579
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 1 4 126 3 6 24 549
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 3 4 6 54 9 14 34 307
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms 1 1 2 134 2 3 14 558
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage 1 3 4 195 4 8 19 550
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity 3 5 15 406 11 20 86 1,818
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms 1 1 17 190 3 6 30 686
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity 0 0 6 47 3 6 26 228
The Impact of the Financial System's Structure on Firms' Financial Constraints 0 1 3 205 1 7 35 623
The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility 0 0 4 32 3 4 33 107
The Volatility of International Trade Flows and Exchange Rate Uncertainty 1 1 3 206 2 4 18 532
The contextual effects of social capital on health: a cross-national instrumental variable analysis 0 0 1 90 2 3 16 189
The role of uncertainty in the transmission of monetary policy effects on bank lending 0 1 5 328 6 7 21 1,035
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 1 1 4 529 6 9 29 1,542
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 1 2 5 156 2 4 15 498
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 1 1 4 209 2 5 26 792
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty 1 1 4 74 3 5 19 249
Time series filtering techniques in Stata 8 20 94 1,173 26 64 283 2,716
Time series filtering techniques in Stata 5 7 15 447 10 16 46 981
Time-Varying Risk Premia in the Foreign Currency Futures Basis 0 4 5 662 2 8 40 3,286
Tobin's Q And Financial Policy Revisited 0 0 0 0 2 2 12 873
Topics in time series regression modeling 5 12 39 1,538 27 76 286 4,271
Uncertainty Determinants of Corporate Liquidity 1 1 2 172 3 4 15 655
Uncertainty Determinants of Corporate Liquidity 0 0 3 58 1 3 15 256
Uncertainty Determinants of Corporate Liquidity 1 1 1 64 2 3 9 314
Uncertainty Determinants of Corporate Liquidity 1 1 2 49 3 5 17 317
Uncertainty Determinants of Firm Investment 1 1 4 288 2 4 23 704
Using Mata to work more effectively with Stata: A tutorial 1 1 2 418 3 5 15 777
Using Mata to work more effectively with Stata: A tutorial 2 6 17 575 4 13 42 1,025
Using Mata to work more effectively with Stata: A tutorial 0 4 30 2,432 4 12 62 3,931
Using Stata for Applied Research: Reviewing its Capabilities 1 6 23 745 2 9 50 1,031
Using instrumental variables techniques in economics and finance 1 4 15 558 3 9 35 895
Waves and Persistence in Merger and Acquisition Activity 1 3 10 2,056 4 8 42 8,688
What do Chinese Macro Announcements Tell Us About the World Economy? 2 4 16 47 6 11 42 137
cron, perl and Stata: automated production and presentation of a business-daily index 0 0 1 237 2 4 8 803
Total Working Papers 160 369 1,447 70,341 653 1,382 5,263 219,181


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 3 178
A logit analysis of the factor content of West German foreign trade 0 0 0 13 1 1 9 87
A nonparametric investigation of the 90-day t-bill rate 0 0 0 39 0 1 10 551
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency 0 0 0 48 1 1 13 411
A review of Stata 8.1 and its time series capabilities 1 1 3 198 2 3 9 563
A test for long-range dependence in a time series 0 0 1 37 0 0 5 106
Activist policy and macroeconomic instability 0 0 0 15 0 0 3 124
An empirical analysis of the composition of manufacturing employment in the industrialized countries 0 0 2 18 0 1 10 78
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 0 110 1 1 5 607
Compacting time series data 0 0 1 37 0 1 6 103
Coordination of large macroeconomies'policies and the stability of small economies 0 0 0 7 0 0 6 67
Credit rating agency downgrades and the Eurozone sovereign debt crises 1 2 6 6 5 7 30 30
Cumulative author index, volumes 1-16 1 3 21 21 2 5 33 33
Dynamic adjustment of firms' capital structures in a varying-risk environment 1 1 1 17 1 1 6 70
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 37 1 2 14 224
Enhanced routines for instrumental variables/generalized method of moments estimation and testing 16 33 138 1,369 35 68 273 2,323
Evaluating concavity for production and cost functions 1 1 4 93 2 3 11 243
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports 0 0 1 98 0 0 6 452
Exchange Rate Uncertainty and Firm Profitability 0 1 2 70 1 3 15 365
Exchange rate effects on the volume and variability of trade flows 0 0 7 251 5 11 53 882
FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES 0 1 2 2 1 2 7 16
Foreword 0 0 0 0 0 0 4 37
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 0 0 2 83 1 1 15 393
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 0 1 2 8 88
Fractional dynamics in Japanese financial time series 0 0 0 28 1 1 11 216
Fractional monetary dynamics 0 0 0 30 1 4 13 374
Happily Ever After? Pre-and-Post Disaster Determinants of Happiness Among Survivors of Hurricane Katrina 0 0 1 8 1 1 11 36
Instrumental variables and GMM: Estimation and testing 9 18 63 3,154 19 53 169 7,137
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 2 2 9 9 5 6 28 28
Long memory in the Greek stock market 0 0 0 96 1 1 10 535
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 0 2 51 1 2 26 345
Long-memory forecasting of US monetary indices 0 0 0 34 2 2 11 199
Long-term dependence in stock returns 0 0 2 83 3 4 21 400
Macroeconomic uncertainty and credit default swap spreads 1 3 5 74 2 4 13 262
Metadata for user-written contributions to the Stata programming language 0 0 1 16 0 0 5 78
Metadata for user-written contributions to the Stata programming language: extensions 0 0 0 21 0 1 4 63
Modelling Federal Reserve Discount Policy 0 0 0 81 1 1 7 906
Multivariate portmanteau (Q) test for white noise 0 0 2 220 0 2 17 744
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 0 1 1 86 7 8 18 472
Nonlinear effects of exchange rate volatility on the volume of bilateral exports 0 0 5 376 1 2 23 1,169
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 0 0 0 0 1 1 6 546
On the investment sensitivity of debt under uncertainty 0 0 2 64 1 2 18 245
On the sensitivity of firms' investment to cash flow and uncertainty 0 0 2 98 4 6 23 335
On the sensitivity of optimal control solutions 0 0 0 23 0 0 7 95
On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty 0 3 9 122 3 13 45 392
Parliamentary election cycles and the Turkish banking sector 0 0 4 65 2 3 19 283
Persistence in International Inflation Rates 0 0 0 0 1 2 10 96
Political patronage in Ukrainian banking 0 0 3 42 2 3 18 283
Q, Cash Flow and Investment: An Econometric Critique 0 0 1 45 1 1 6 286
R&D Expenditures and Geographical Sales Diversification 0 2 3 3 3 6 10 10
Reexamining the term structure of interest rates and the interwar demand for money 0 0 0 1 1 1 5 11
Residual diagnostics for cross-section time series regression models 1 3 12 927 3 8 38 2,601
Richard Sperling (1961-2011) 0 0 0 0 0 0 9 137
Sectoral fluctuations in U.K. firms' investment expenditures 0 1 1 2 1 3 10 25
Securities fraud and corporate board turnover: New evidence from lawsuit outcomes 0 1 1 1 1 4 6 6
Stata tip 126: Handling irregularly spaced high-frequency transactions data 4 6 13 13 7 10 38 38
Stata tip 37: And the last shall be first 0 0 2 43 1 1 5 133
Stata tip 38: Testing for groupwise heteroskedasticity 4 8 25 577 6 14 42 1,149
Stata tip 40: Taking care of business 27 59 237 1,240 45 124 497 2,464
Stata tip 45: Getting those data into shape 0 1 4 175 0 1 7 467
Stata tip 63: Modeling proportions 2 5 20 300 7 11 42 514
Stata tip 73: append with care! 1 1 3 156 1 1 13 383
Stata tip 88: Efficiently evaluating elasticities with the margins command 0 0 0 0 0 0 6 300
Stata: The language of choice for time-series analysis? 0 3 10 376 1 8 29 986
Stochastic long memory in traded goods prices 0 0 1 22 2 2 13 188
THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS 0 0 4 73 4 5 17 328
THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING 0 0 0 12 2 3 15 51
Test for autoregressive conditional heteroskedasticity in regression error distribution 0 1 4 58 0 2 10 164
Tests for heteroskedasticity in regression error distribution 0 0 2 51 0 1 9 152
Tests for long memory in a time series 0 1 4 109 0 2 11 194
Tests for serial correlation in regression error distribution 0 0 0 39 0 1 6 119
Tests for stationarity of a time series 1 1 7 223 1 2 15 414
Tests for stationarity of a time series: update 1 1 4 62 1 1 9 127
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 2 17 65 2 9 79 264
The contextual effects of social capital on health: A cross-national instrumental variable analysis 0 0 0 14 1 1 12 73
The effects of price- and output-stabilising policies in an interdependent world economy 0 0 0 9 0 0 4 60
The effects of uncertainty and corporate governance on firms’ demand for liquidity 0 0 1 25 3 6 24 122
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 0 0 0 82 0 0 13 376
The impact of macroeconomic uncertainty on firms' changes in financial leverage 0 0 1 85 2 3 18 285
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity 1 1 6 134 4 7 24 445
The impact of the financial system's structure on firms' financial constraints 0 1 10 118 2 5 51 809
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 1 2 3 59 2 4 14 193
The self-medication hypothesis: Evidence from terrorism and cigarette accessibility 0 0 1 1 1 1 10 10
Time‐varying risk premia in the foreign currency futures basis 0 0 0 0 1 1 4 9
Tobin's Q, intangible capital, and financial policy 0 1 1 92 2 4 9 310
Tobin's q and measurement error: Caveat investigator 0 0 0 89 0 0 2 300
USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES 0 0 0 0 2 5 17 250
Ukrainische Banken: politische Patronage von Bedeutung 0 0 0 30 0 0 13 412
Uncertainty determinants of corporate liquidity 3 3 23 151 5 7 74 509
Uncertainty determinants of firm investment 2 2 6 105 3 4 24 349
Utility for time series data 0 1 4 185 2 9 33 978
Waves and persistence in merger and acquisition activity 0 0 2 170 1 1 20 667
What do Chinese macro announcements tell us about the world economy? 2 2 9 17 5 7 26 46
Total Journal Articles 83 179 744 13,289 245 522 2,426 40,984


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 24 82 296 3,929 85 263 898 9,712
An Introduction to Stata Programming, Second Edition 6 12 56 1,112 14 33 134 2,530
Total Books 30 94 352 5,041 99 296 1,032 12,242


Chapter File Downloads Abstract Views
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Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 1 8 1 1 7 49
Total Chapters 0 0 1 8 1 1 7 49


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 12 22 67 214 46 86 288 940
ARCH: MATLAB function to compute ARCH test 1 3 22 1,718 11 30 107 5,601
ARCHLM: Stata module to calculate LM test for ARCH effects 6 8 41 1,519 31 61 313 7,658
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries 0 0 1 646 0 1 10 1,851
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model 4 13 46 1,642 34 84 321 7,512
ARRANGEDAR: RATS procedures to calculate arranged autoregressions 0 0 0 266 0 0 7 883
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 23 58 147 28 86 259 731
AVPLOT3: Stata module to generate partial regression plots for subsamples 0 0 1 164 3 6 27 2,027
BCUSE: Stata module to access instructional datasets on Boston College server 12 39 100 351 58 142 410 1,494
BETACOEF: Stata module to calculate beta coefficients from regression 5 9 30 1,539 21 52 200 10,460
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation 3 6 41 1,758 27 113 346 11,096
BIDENSITY: Stata module to produce and graph bivariate density estimates 7 11 41 193 29 60 217 905
BKING: Stata module to implement Baxter-King filter for timeseries data 1 5 12 1,240 17 97 227 4,516
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity 7 10 35 2,630 20 48 163 10,143
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data 1 1 9 210 6 8 32 995
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data 4 6 17 463 11 16 49 1,252
CHECKREG3: Stata module to check identification status of simultaneous equations system 1 2 23 334 7 16 84 1,258
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks 26 50 235 2,348 86 194 812 7,014
CMAXUSE: Stata module to access Cmax instructional datasets 0 0 0 9 0 3 16 91
CNSRSIG: Stata module to evaluate validity of restrictions on a regression 1 3 15 413 8 13 70 2,137
CUSUM6: Stata module to compute cusum, cusum^2 stability tests 11 24 93 1,573 40 110 430 5,431
DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method 18 60 210 2,267 68 203 891 7,840
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test 6 19 61 3,059 36 86 315 13,236
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy 18 32 142 1,862 44 96 439 4,806
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates 3 8 36 1,133 17 53 236 4,474
DURBINH: Stata module to calculate Durbin's h test for serial correlation 3 6 40 1,471 25 71 296 8,020
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 0 0 7 7 7 7
FRACDIFF: Stata module to generate fractionally-differenced timeseries 1 2 14 378 3 4 53 1,332
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries 0 0 5 912 2 5 65 3,770
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix 0 1 5 479 5 16 71 2,670
GHISTCUM: Stata module to graph histogram and cumulative distribution 5 12 39 815 26 67 286 5,088
GPHROB: RATS modules to perform tests for fractional integration of timeseries 0 1 3 671 2 4 13 1,768
GPHUDAK: Stata module to estimate long memory in a timeseries 4 11 29 501 4 24 106 1,403
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries 0 0 3 317 0 2 12 920
GRPDF: Stata module to produce PDFs from memory graphs 0 1 9 9 2 10 86 86
HADRILM: Stata module to perform Hadri panel unit root test 6 12 44 1,861 19 42 148 4,864
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test 4 12 38 765 18 46 175 2,243
HLP2PDF: Stata module to create PDF or PostScript from Stata help file 1 3 10 234 5 11 47 1,061
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data 21 47 208 7,446 90 183 702 15,771
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test 10 26 81 4,603 29 75 284 10,432
ITSP_ADO: Stata module to accompany Introduction to Stata Programming book 1 3 12 136 6 18 65 514
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation 3 4 14 243 5 10 46 1,131
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg 15 49 213 6,004 106 314 1,361 28,677
IVGMM0: Stata module to perform instrumental variables via GMM 1 4 7 1,362 1 6 22 4,227
IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10) 4 6 21 56 16 31 111 263
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) 1 2 16 1,246 10 26 92 5,147
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) 4 10 35 763 14 38 153 2,681
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation 70 193 890 17,475 278 740 3,898 59,166
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments 37 90 289 1,106 97 309 1,019 4,495
KDENS2: Stata module to estimate bivariate kernel density 6 19 68 1,251 30 90 331 4,454
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity 25 51 184 3,279 78 186 653 9,719
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test 8 16 55 4,049 40 82 294 10,360
LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias 1 8 28 327 10 27 100 1,430
LOG2HTML: Stata module to produce HTML log files 0 1 27 591 9 28 186 3,074
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test 1 16 74 1,309 10 41 183 3,350
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries 1 9 21 664 2 22 78 2,166
MADFULLER: Stata module to perform Dickey-Fuller test on panel data 2 5 10 1,949 5 19 61 6,454
MATIN4-MATOUT4: Stata module to import and export matrices 2 3 16 449 6 10 51 1,819
MODLPR: Stata module to estimate long memory in a timeseries 1 4 25 442 3 13 67 1,381
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel 4 13 52 820 28 72 268 3,269
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel 4 10 59 1,154 32 69 277 5,157
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating 14 42 172 1,106 55 166 646 4,339
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends 0 0 9 1,024 6 10 71 3,508
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality 2 5 22 473 23 50 162 2,898
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise 0 0 3 168 2 3 28 1,028
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit 2 3 13 205 4 9 57 1,029
OUTSERIES: Stata module to write timeseries to text files 0 0 0 76 0 0 12 489
OUTTABLE: Stata module to write matrix to LaTeX table 17 39 119 2,614 111 238 709 17,951
OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg2, ivreg29, ivregress, ivprobit, ivtobit, reg3 16 47 229 5,886 57 158 777 19,509
PANELAUTO: Stata module to support tests for autocorrelation on panel data 20 45 191 2,097 112 209 806 7,896
PANELUNIT: Stata module to support unit root tests on panel data 0 1 5 1,207 3 12 26 3,384
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit 5 17 53 1,734 17 47 246 6,089
PWCORR2: Stata module to compute pairwise correlations and return results 4 6 22 238 16 38 177 1,658
PWCOV: Stata module to compute pairwise covariances 0 2 7 107 2 5 33 595
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients 3 7 25 402 13 35 106 1,566
QSTAT2: MATLAB function to compute Ljung-Box Q statistic 8 22 63 2,532 28 61 207 8,219
ROBLPR: Stata module to estimate long memory in a set of timeseries 4 8 22 463 5 21 73 1,546
ROLLING2: Stata module to perform rolling window and recursive estimation 5 9 31 764 31 72 188 3,277
ROLLREG: Stata module to perform rolling regression estimation 13 28 140 2,303 60 144 660 7,504
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) 5 12 37 627 44 145 529 5,844
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended 2 7 17 609 12 44 158 4,598
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users 1 3 8 740 2 4 19 2,243
SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method 16 39 145 619 38 105 397 1,788
STATICFC: Stata module to compute static forecasts for a recursive rolling regression 5 8 36 254 20 36 134 879
STATSMAT: Stata module to place descriptive statistics in matrix 3 6 22 693 14 34 117 3,318
TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation 0 0 8 44 0 2 26 229
TORATS: Stata module to facilitate transfer of data to RATS 0 0 2 167 2 9 37 1,049
TOSQL: Stata module to transfer data to SQL database 0 3 6 388 9 35 113 2,958
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values 3 11 35 661 22 65 233 3,173
TSGRAPH: Stata module to produce time series line graph 3 9 27 800 26 57 184 4,803
TSLIST: Stata module to list time series data 0 0 0 203 17 28 61 6,411
TSMKTIM: Stata module to generate time-series calendar variable 8 24 65 1,051 38 134 332 3,895
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates 1 2 7 196 2 5 32 699
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) 1 1 6 805 2 4 19 2,636
VECAR: Stata module to estimate vector autoregressive (VAR) models 2 4 10 1,987 5 10 45 7,343
WHITETST: Stata module to perform White's test for heteroskedasticity 29 54 179 6,098 150 310 1,101 25,069
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test 7 11 34 957 38 87 260 5,115
XTILETEST: Stata module to test equality of percentiles across groups of observations 2 4 12 16 5 11 62 98
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model 20 48 188 3,891 73 229 935 15,689
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity 37 76 299 3,813 149 331 1,314 12,433
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break 40 99 387 4,735 115 309 1,121 11,169
aer.pl, a script converting XML data to ReDIF 1 1 5 160 5 6 26 1,166
bejeap.pl, a script converting OAI data to ReDIF 0 1 3 79 1 3 20 773
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support 1 1 3 112 1 1 14 789
cdl-ciders.pl, a script converting XML data to ReDIF 0 0 2 71 2 3 27 866
dspace2redif.pl, a script converting DSpace metadata to ReDIF 0 1 9 173 6 16 77 1,003
ectj.pl, a script converting html data to ReDIF 0 1 2 77 1 2 8 906
imfocpcvt.pl, a script converting html data to ReDIF 0 0 1 51 0 0 12 761
rjeyr.pl, a script converting html data to ReDIF 0 0 0 48 0 1 4 819
Total Software Items 697 1,711 6,661 146,359 3,015 7,686 30,337 553,727


Statistics updated 2017-04-03