Access Statistics for Christopher Baum
Author contact details at EconPapers.
| 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 |
22 |
161 |
2 |
8 |
52 |
213 |
| A New Approach to Estimation of the R&D-Innovation-Productivity Relationship |
0 |
2 |
10 |
111 |
1 |
6 |
22 |
78 |
| A New Approach to Estimation of the R&D-Innovation-Productivity Relationship |
2 |
4 |
59 |
59 |
3 |
6 |
19 |
19 |
| A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency |
0 |
0 |
0 |
487 |
0 |
1 |
5 |
2,055 |
| A general approach to testing for autocorrelation |
0 |
2 |
6 |
70 |
0 |
5 |
13 |
133 |
| A general approach to testing for autocorrelation |
0 |
1 |
11 |
126 |
0 |
4 |
24 |
268 |
| A large-scale application of Stata's forecast suite: challenges and potential |
1 |
2 |
16 |
71 |
2 |
2 |
29 |
80 |
| A little bit of Stata programming goes a long way |
1 |
4 |
14 |
5,436 |
2 |
12 |
57 |
9,751 |
| A little bit of Stata programming goes a long way |
1 |
1 |
7 |
2,052 |
2 |
5 |
29 |
3,495 |
| A re-evaluation of empirical tests of the Fisher hypothesis |
0 |
0 |
0 |
389 |
1 |
1 |
4 |
1,490 |
| A re-evaluation of empirical tests of the Fisher hypothesis |
0 |
0 |
1 |
353 |
0 |
0 |
11 |
1,344 |
| A review of Stata 8.1 and its time series capabilities |
1 |
2 |
6 |
1,743 |
1 |
3 |
19 |
3,686 |
| A simple alternative to the linear probability model for binary choice models with endogenous regressors |
0 |
3 |
17 |
191 |
0 |
3 |
26 |
417 |
| An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates |
0 |
0 |
0 |
214 |
1 |
1 |
13 |
1,877 |
| An interpretation and implementation of the Theil-Goldberger 'mixed' estimator |
1 |
2 |
10 |
181 |
2 |
4 |
28 |
426 |
| Analyzing volatility shocks to Eurozone CDS spreads with a multicountry GMM model in Stata |
1 |
6 |
36 |
36 |
1 |
7 |
50 |
50 |
| Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests |
0 |
0 |
0 |
0 |
1 |
4 |
11 |
1,245 |
| Binary choice models with endogenous regressors |
0 |
3 |
22 |
281 |
0 |
5 |
46 |
470 |
| Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? |
0 |
2 |
17 |
156 |
4 |
8 |
47 |
374 |
| Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 |
0 |
0 |
0 |
58 |
0 |
0 |
4 |
653 |
| Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes |
0 |
0 |
2 |
99 |
0 |
0 |
8 |
477 |
| Corporate Financial Policy and the Value of Cash under Uncertainty |
1 |
5 |
44 |
44 |
3 |
12 |
68 |
68 |
| Corporate Liquidity Management and Future Investment Expenditures |
0 |
0 |
4 |
115 |
0 |
2 |
16 |
396 |
| Credible Disinflation Policy in a Dynamic Setting |
0 |
0 |
0 |
167 |
0 |
0 |
3 |
1,411 |
| Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises |
0 |
2 |
4 |
28 |
3 |
6 |
14 |
117 |
| Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis |
0 |
2 |
3 |
70 |
2 |
8 |
20 |
202 |
| Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises |
3 |
4 |
10 |
115 |
6 |
13 |
38 |
265 |
| Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises |
0 |
0 |
5 |
103 |
1 |
1 |
16 |
143 |
| Credit rating agency downgrades and the Eurozone sovereign debt crises |
0 |
2 |
6 |
62 |
2 |
7 |
27 |
114 |
| Does the Tenure of Private Equity Investment Improve the Performance of European Firms? |
0 |
0 |
1 |
85 |
0 |
2 |
15 |
142 |
| Does the Tenure of Private Equity Investment Improve the Performance of European Firms? |
0 |
0 |
0 |
1 |
0 |
2 |
9 |
25 |
| Does the tenure of Private Equity investment improve the performance of European firms? |
0 |
1 |
1 |
69 |
0 |
2 |
11 |
199 |
| Dynamics of Intra-EMS Interest Rate Linkages |
0 |
0 |
0 |
60 |
0 |
0 |
5 |
320 |
| Dynamics of Intra-EMS Interest Rate Linkages |
0 |
0 |
0 |
191 |
0 |
0 |
7 |
981 |
| Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports |
0 |
1 |
6 |
328 |
0 |
3 |
18 |
909 |
| Efficient Management of Multi-Frequency Panel Data with Stata |
0 |
0 |
2 |
704 |
0 |
2 |
10 |
1,780 |
| Efficient management of multi-frequency panel data with Stata |
2 |
10 |
35 |
577 |
6 |
25 |
86 |
1,407 |
| Enhanced routines for instrumental variables/GMM estimation and testing |
2 |
2 |
17 |
558 |
4 |
6 |
48 |
1,180 |
| Enhanced routines for instrumental variables/GMM estimation and testing |
5 |
27 |
100 |
2,220 |
14 |
70 |
270 |
4,420 |
| Estimating a dose-response function with heterogeneous response to confounders when treatment is continuous and endogenous |
0 |
3 |
3 |
3 |
1 |
6 |
7 |
7 |
| Evaluating one-way and two-way cluster-robust covariance matrix estimates |
1 |
5 |
32 |
447 |
3 |
12 |
78 |
1,040 |
| Evaluating one-way and two-way cluster-robust covariance matrix estimates |
1 |
2 |
8 |
175 |
1 |
8 |
19 |
436 |
| Evaluating one-way and two-way cluster–robust covariance matrix estimates |
2 |
5 |
20 |
247 |
8 |
23 |
67 |
832 |
| Exchange Rate Effects on the Volume and Variability of Trade Flows |
0 |
0 |
0 |
3 |
0 |
1 |
12 |
1,608 |
| Exchange Rate Effects on the Volume and Variability of Trade Flows |
1 |
2 |
6 |
993 |
2 |
5 |
19 |
3,169 |
| Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data |
0 |
2 |
5 |
693 |
2 |
6 |
21 |
1,772 |
| Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data |
0 |
0 |
2 |
822 |
1 |
4 |
15 |
2,328 |
| Exchange Rate Uncertainty and Firm Profitability |
0 |
0 |
11 |
700 |
4 |
7 |
47 |
2,469 |
| Extending Stata's capabilities for asymptotic covariance matrix estimation |
0 |
0 |
8 |
67 |
1 |
6 |
42 |
208 |
| Facilitating Applied Economic Research with Stata |
1 |
1 |
5 |
880 |
1 |
1 |
11 |
2,084 |
| Firm Investment and Financial Frictions |
0 |
1 |
5 |
188 |
1 |
2 |
16 |
484 |
| Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums |
0 |
0 |
1 |
552 |
1 |
1 |
8 |
2,082 |
| Fractional Cointegration Analysis of Long Term International Interest Rates |
0 |
1 |
2 |
790 |
0 |
1 |
9 |
2,888 |
| Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates |
0 |
0 |
0 |
381 |
0 |
0 |
8 |
2,149 |
| Fractional Dynamics in Japanese Financial Time Series |
0 |
0 |
0 |
328 |
0 |
0 |
6 |
1,499 |
| Fractional Monetary Dynamics |
0 |
0 |
0 |
215 |
0 |
0 |
8 |
1,160 |
| Implementing econometric estimators with Mata |
0 |
0 |
4 |
158 |
0 |
3 |
15 |
300 |
| Implementing econometric estimators with Mata |
0 |
0 |
3 |
251 |
0 |
0 |
10 |
420 |
| Implementing new econometric tools in Stata |
1 |
3 |
30 |
264 |
1 |
5 |
47 |
465 |
| Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach |
2 |
4 |
59 |
59 |
2 |
4 |
16 |
16 |
| Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach |
1 |
4 |
32 |
156 |
1 |
9 |
56 |
137 |
| Instrumental variables and GMM: Estimation and testing |
0 |
0 |
3 |
611 |
1 |
3 |
21 |
1,463 |
| Instrumental variables and GMM: Estimation and testing |
0 |
1 |
14 |
1,270 |
3 |
13 |
63 |
2,497 |
| Instrumental variables and GMM: Estimation and testing |
7 |
24 |
80 |
4,591 |
14 |
53 |
222 |
8,975 |
| Instrumental variables estimation using heteroskedasticity-based instruments |
0 |
2 |
21 |
108 |
1 |
8 |
56 |
241 |
| Instrumental variables estimation using heteroskedasticity-based instruments |
0 |
1 |
15 |
219 |
0 |
6 |
34 |
389 |
| Instrumental variables: Overview and advances |
0 |
2 |
13 |
880 |
0 |
3 |
30 |
1,515 |
| Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility |
0 |
6 |
16 |
78 |
0 |
9 |
37 |
144 |
| Long Memory and Forecasting in Euroyen Deposit Rates |
0 |
0 |
1 |
304 |
1 |
2 |
8 |
1,917 |
| Long Memory in the Greek Stock Market |
0 |
0 |
2 |
978 |
3 |
3 |
16 |
5,367 |
| Long Term Dependence in Stock Returns |
1 |
1 |
2 |
614 |
1 |
1 |
10 |
1,785 |
| Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? |
0 |
0 |
1 |
524 |
0 |
2 |
14 |
2,332 |
| Long-Memory Forecasting of U.S. Monetary Indices |
0 |
0 |
0 |
256 |
0 |
0 |
6 |
684 |
| Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance |
0 |
0 |
0 |
90 |
2 |
2 |
5 |
446 |
| Macroeconomic Uncertainty and Credit Default Swap Spreads |
0 |
4 |
10 |
224 |
5 |
10 |
77 |
640 |
| Macroeconomic Uncertainty and Firm Leverage |
1 |
3 |
9 |
173 |
1 |
3 |
15 |
656 |
| Macroeconomics Uncertainty and Firm Leverage |
0 |
0 |
0 |
89 |
1 |
1 |
5 |
452 |
| Modeling Rating Transition Matrices for Wholesale Loan Portfolios |
0 |
5 |
80 |
80 |
1 |
8 |
62 |
62 |
| Modeling Returns on the Term Structure of Treasury Interest Rates |
0 |
0 |
1 |
822 |
1 |
1 |
3 |
3,412 |
| Modeling fixed income excess returns |
1 |
1 |
1 |
428 |
1 |
1 |
9 |
2,389 |
| Modelling Federal Reserve Discount Policy |
0 |
0 |
0 |
180 |
0 |
0 |
7 |
1,759 |
| Monetary Policy in the Transition to a Zero Federal Deficit |
0 |
0 |
0 |
202 |
0 |
0 |
2 |
2,111 |
| Nearest-Neighbor Forecasts of U.S. Interest Rates |
0 |
0 |
0 |
827 |
0 |
0 |
10 |
4,004 |
| Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era |
0 |
1 |
1 |
877 |
1 |
4 |
19 |
4,800 |
| Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports |
1 |
4 |
9 |
756 |
2 |
6 |
35 |
2,116 |
| Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate |
0 |
0 |
0 |
735 |
0 |
0 |
5 |
7,384 |
| On the Investment Sensitivity of Debt under Uncertainty |
0 |
3 |
4 |
169 |
1 |
4 |
13 |
383 |
| On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty |
0 |
0 |
8 |
455 |
2 |
6 |
39 |
1,294 |
| On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty |
0 |
1 |
8 |
276 |
3 |
7 |
42 |
823 |
| Openness and financial stability |
1 |
6 |
8 |
8 |
2 |
12 |
17 |
17 |
| Parliamentary Election Cycles and the Turkish Banking Sector |
0 |
0 |
3 |
168 |
1 |
3 |
19 |
513 |
| Parliamentary Election Cycles and the Turkish Banking Sector |
0 |
0 |
0 |
35 |
1 |
2 |
9 |
182 |
| Parliamentary Election Cycles and the Turkish Banking Sector |
0 |
0 |
1 |
28 |
1 |
2 |
9 |
134 |
| Persistence in International Inflation Rates |
0 |
0 |
1 |
552 |
1 |
1 |
12 |
4,983 |
| Persistent Dependence in Foreign Exchange Rates? A Reexamination |
0 |
0 |
0 |
368 |
1 |
1 |
22 |
2,225 |
| Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms |
0 |
0 |
0 |
1,256 |
0 |
0 |
9 |
5,868 |
| Political patronage in Ukranian banking |
0 |
0 |
0 |
136 |
4 |
5 |
19 |
668 |
| Powerful new tools for time series analysis |
0 |
0 |
5 |
514 |
0 |
0 |
11 |
899 |
| Q, Cash Flow and Investment: An Econometric Critique |
0 |
0 |
4 |
378 |
0 |
0 |
14 |
1,690 |
| R&D Expenditures and Geographical Sales Diversification |
0 |
0 |
4 |
150 |
1 |
3 |
24 |
382 |
| Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say |
0 |
0 |
5 |
166 |
0 |
1 |
15 |
430 |
| Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money |
0 |
1 |
1 |
256 |
1 |
2 |
7 |
1,955 |
| Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey |
0 |
0 |
6 |
59 |
0 |
0 |
14 |
60 |
| Rolling Regressions with Stata |
1 |
4 |
12 |
1,581 |
2 |
9 |
37 |
3,690 |
| Sectoral Fluctuations in U.K. Firms' Investment Expenditures |
0 |
0 |
0 |
90 |
0 |
0 |
7 |
583 |
| Sectoral Fluctuations in U.K. Firms' Investment Expenditures |
0 |
0 |
3 |
114 |
0 |
0 |
8 |
805 |
| Should you become a Stata programmer? |
0 |
2 |
12 |
1,078 |
0 |
3 |
23 |
1,550 |
| Stata: The language of choice for time series analysis? |
2 |
6 |
12 |
1,920 |
3 |
8 |
32 |
3,829 |
| Stochastic Long Memory in Traded Goods Prices |
0 |
0 |
0 |
137 |
0 |
0 |
4 |
826 |
| The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity |
0 |
1 |
5 |
206 |
0 |
3 |
25 |
605 |
| The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany |
0 |
2 |
4 |
144 |
1 |
3 |
12 |
742 |
| The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany |
0 |
1 |
4 |
40 |
3 |
5 |
14 |
258 |
| The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms |
3 |
3 |
15 |
318 |
7 |
10 |
71 |
1,588 |
| The Effects of Short-Term Liabilities on Profitability: The Case of Germany |
3 |
6 |
28 |
189 |
6 |
23 |
184 |
1,020 |
| The Effects of Short-Term Liabilities on Profitability: The Case of Germany |
1 |
2 |
11 |
116 |
1 |
3 |
26 |
518 |
| The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity |
0 |
1 |
7 |
111 |
1 |
2 |
18 |
356 |
| The Effects of Uncertainty on the Leverage of Non-Financial Firms |
2 |
2 |
7 |
285 |
4 |
10 |
31 |
1,083 |
| The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates |
0 |
0 |
0 |
46 |
0 |
0 |
8 |
371 |
| The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates |
0 |
0 |
0 |
816 |
0 |
0 |
4 |
2,939 |
| The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test |
0 |
0 |
0 |
978 |
1 |
4 |
37 |
4,099 |
| The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis |
0 |
3 |
5 |
104 |
1 |
4 |
18 |
347 |
| The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis |
0 |
0 |
3 |
95 |
0 |
1 |
15 |
267 |
| The Impact of Macroeconomic Uncertainty on Bank Lending Behavior |
1 |
3 |
10 |
231 |
4 |
13 |
38 |
681 |
| The Impact of Macroeconomic Uncertainty on Bank Lending Behavior |
2 |
3 |
5 |
422 |
3 |
5 |
20 |
1,156 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms |
0 |
0 |
8 |
57 |
1 |
3 |
38 |
318 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms |
0 |
0 |
1 |
214 |
0 |
0 |
7 |
581 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms |
0 |
0 |
2 |
126 |
1 |
4 |
19 |
554 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms |
0 |
0 |
1 |
134 |
1 |
2 |
11 |
560 |
| The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage |
1 |
4 |
7 |
199 |
3 |
6 |
19 |
557 |
| The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity |
1 |
5 |
13 |
411 |
4 |
11 |
63 |
1,832 |
| The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms |
1 |
1 |
12 |
191 |
1 |
2 |
24 |
689 |
| The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity |
0 |
1 |
7 |
49 |
1 |
3 |
26 |
235 |
| The Impact of the Financial System's Structure on Firms' Financial Constraints |
0 |
2 |
5 |
207 |
4 |
7 |
36 |
632 |
| The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility |
0 |
0 |
1 |
33 |
0 |
3 |
23 |
111 |
| The Volatility of International Trade Flows and Exchange Rate Uncertainty |
0 |
1 |
3 |
207 |
3 |
4 |
21 |
540 |
| The contextual effects of social capital on health: a cross-national instrumental variable analysis |
0 |
0 |
2 |
91 |
1 |
3 |
18 |
194 |
| The role of uncertainty in the transmission of monetary policy effects on bank lending |
0 |
2 |
6 |
330 |
2 |
6 |
22 |
1,042 |
| The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds |
0 |
1 |
5 |
530 |
3 |
7 |
31 |
1,551 |
| The second moments matter: The response of bank lending behavior to macroeconomic uncertainty |
1 |
1 |
5 |
157 |
1 |
2 |
11 |
502 |
| The second moments matter: The response of bank lending behavior to macroeconomic uncertainty |
0 |
0 |
5 |
211 |
1 |
1 |
17 |
795 |
| The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty |
0 |
0 |
1 |
74 |
1 |
1 |
9 |
251 |
| Time series filtering techniques in Stata |
7 |
24 |
92 |
1,208 |
22 |
70 |
271 |
2,804 |
| Time series filtering techniques in Stata |
2 |
3 |
17 |
451 |
3 |
8 |
43 |
990 |
| Time-Varying Risk Premia in the Foreign Currency Futures Basis |
0 |
1 |
7 |
664 |
0 |
1 |
30 |
3,288 |
| Tobin's Q And Financial Policy Revisited |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
874 |
| Topics in time series regression modeling |
1 |
8 |
34 |
1,547 |
11 |
48 |
268 |
4,347 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
0 |
2 |
173 |
1 |
1 |
10 |
657 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
0 |
4 |
59 |
0 |
0 |
11 |
257 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
0 |
2 |
49 |
1 |
5 |
22 |
324 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
0 |
1 |
64 |
0 |
0 |
8 |
315 |
| Uncertainty Determinants of Firm Investment |
0 |
0 |
4 |
288 |
1 |
2 |
17 |
707 |
| Using Mata to work more effectively with Stata: A tutorial |
0 |
1 |
3 |
419 |
1 |
4 |
13 |
781 |
| Using Mata to work more effectively with Stata: A tutorial |
1 |
3 |
19 |
579 |
3 |
9 |
46 |
1,037 |
| Using Mata to work more effectively with Stata: A tutorial |
2 |
7 |
20 |
2,439 |
5 |
11 |
51 |
3,944 |
| Using Stata for Applied Research: Reviewing its Capabilities |
0 |
1 |
23 |
751 |
0 |
5 |
43 |
1,041 |
| Using instrumental variables techniques in economics and finance |
1 |
4 |
12 |
562 |
3 |
7 |
32 |
905 |
| Waves and Persistence in Merger and Acquisition Activity |
1 |
1 |
10 |
2,057 |
2 |
4 |
35 |
8,692 |
| What do Chinese Macro Announcements Tell Us About the World Economy? |
0 |
0 |
9 |
49 |
2 |
2 |
27 |
141 |
| cron, perl and Stata: automated production and presentation of a business-daily index |
0 |
0 |
0 |
237 |
0 |
1 |
6 |
804 |
| Total Working Papers |
78 |
301 |
1,553 |
70,871 |
272 |
887 |
4,770 |
220,444 |
| 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 |
178 |
| A logit analysis of the factor content of West German foreign trade |
0 |
0 |
0 |
13 |
0 |
0 |
6 |
87 |
| A nonparametric investigation of the 90-day t-bill rate |
0 |
0 |
0 |
39 |
0 |
0 |
4 |
551 |
| A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency |
0 |
0 |
0 |
48 |
0 |
1 |
4 |
412 |
| A review of Stata 8.1 and its time series capabilities |
0 |
1 |
2 |
199 |
0 |
1 |
7 |
565 |
| A test for long-range dependence in a time series |
0 |
0 |
1 |
37 |
1 |
2 |
5 |
108 |
| Activist policy and macroeconomic instability |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
124 |
| An empirical analysis of the composition of manufacturing employment in the industrialized countries |
0 |
0 |
1 |
18 |
0 |
0 |
5 |
78 |
| Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques |
0 |
0 |
0 |
110 |
0 |
0 |
4 |
607 |
| Compacting time series data |
0 |
0 |
0 |
37 |
0 |
0 |
3 |
103 |
| Coordination of large macroeconomies'policies and the stability of small economies |
0 |
0 |
0 |
7 |
0 |
0 |
3 |
67 |
| Credit rating agency downgrades and the Eurozone sovereign debt crises |
0 |
1 |
8 |
9 |
6 |
9 |
34 |
43 |
| Cumulative author index, volumes 1-16 |
0 |
2 |
25 |
25 |
0 |
2 |
37 |
37 |
| Dynamic adjustment of firms' capital structures in a varying-risk environment |
0 |
0 |
1 |
17 |
0 |
0 |
1 |
70 |
| Dynamics of Intra-EMS Interest Rate Linkages |
1 |
2 |
3 |
40 |
1 |
2 |
8 |
227 |
| Enhanced routines for instrumental variables/generalized method of moments estimation and testing |
13 |
40 |
153 |
1,422 |
23 |
80 |
281 |
2,423 |
| Evaluating concavity for production and cost functions |
0 |
0 |
2 |
93 |
0 |
4 |
10 |
247 |
| Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports |
0 |
0 |
0 |
98 |
0 |
0 |
1 |
452 |
| Exchange Rate Uncertainty and Firm Profitability |
1 |
1 |
5 |
74 |
1 |
1 |
12 |
369 |
| Exchange rate effects on the volume and variability of trade flows |
1 |
3 |
9 |
256 |
6 |
12 |
53 |
898 |
| FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES |
0 |
0 |
1 |
2 |
0 |
1 |
4 |
17 |
| Foreword |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
37 |
| Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums |
0 |
0 |
3 |
84 |
0 |
0 |
8 |
394 |
| Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
90 |
| Fractional dynamics in Japanese financial time series |
0 |
0 |
0 |
28 |
0 |
0 |
4 |
216 |
| Fractional monetary dynamics |
0 |
0 |
0 |
30 |
0 |
0 |
7 |
374 |
| Happily Ever After? Pre-and-Post Disaster Determinants of Happiness Among Survivors of Hurricane Katrina |
0 |
0 |
1 |
8 |
1 |
1 |
11 |
37 |
| Instrumental variables and GMM: Estimation and testing |
8 |
19 |
70 |
3,180 |
12 |
47 |
187 |
7,207 |
| Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility |
0 |
0 |
8 |
9 |
1 |
3 |
23 |
31 |
| Long memory in the Greek stock market |
0 |
0 |
0 |
96 |
0 |
1 |
6 |
536 |
| Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? |
0 |
0 |
2 |
51 |
1 |
6 |
26 |
351 |
| Long-memory forecasting of US monetary indices |
0 |
0 |
1 |
35 |
0 |
0 |
5 |
200 |
| Long-term dependence in stock returns |
0 |
0 |
2 |
83 |
1 |
2 |
14 |
403 |
| Macroeconomic uncertainty and credit default swap spreads |
0 |
0 |
4 |
74 |
0 |
0 |
8 |
262 |
| Metadata for user-written contributions to the Stata programming language |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
78 |
| Metadata for user-written contributions to the Stata programming language: extensions |
0 |
0 |
0 |
21 |
0 |
0 |
2 |
63 |
| Modelling Federal Reserve Discount Policy |
0 |
0 |
0 |
81 |
0 |
0 |
4 |
906 |
| Multivariate portmanteau (Q) test for white noise |
0 |
0 |
1 |
220 |
0 |
2 |
8 |
746 |
| Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era |
0 |
0 |
1 |
86 |
0 |
2 |
15 |
475 |
| Nonlinear effects of exchange rate volatility on the volume of bilateral exports |
1 |
1 |
4 |
378 |
2 |
6 |
21 |
1,177 |
| On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
546 |
| On the investment sensitivity of debt under uncertainty |
0 |
0 |
1 |
64 |
1 |
3 |
13 |
248 |
| On the sensitivity of firms' investment to cash flow and uncertainty |
0 |
1 |
2 |
99 |
1 |
3 |
17 |
338 |
| On the sensitivity of optimal control solutions |
0 |
0 |
0 |
23 |
0 |
0 |
3 |
95 |
| On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty |
1 |
4 |
10 |
127 |
7 |
24 |
61 |
424 |
| Parliamentary election cycles and the Turkish banking sector |
0 |
0 |
2 |
65 |
1 |
1 |
12 |
284 |
| Persistence in International Inflation Rates |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
96 |
| Political patronage in Ukrainian banking |
0 |
0 |
2 |
42 |
0 |
0 |
14 |
285 |
| Q, Cash Flow and Investment: An Econometric Critique |
0 |
0 |
1 |
45 |
1 |
1 |
5 |
287 |
| R&D Expenditures and Geographical Sales Diversification |
1 |
1 |
4 |
4 |
2 |
2 |
12 |
12 |
| Reexamining the term structure of interest rates and the interwar demand for money |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
11 |
| Residual diagnostics for cross-section time series regression models |
1 |
4 |
11 |
931 |
1 |
6 |
28 |
2,608 |
| Richard Sperling (1961-2011) |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
138 |
| Sectoral fluctuations in U.K. firms' investment expenditures |
0 |
0 |
1 |
2 |
0 |
1 |
9 |
26 |
| Securities fraud and corporate board turnover: New evidence from lawsuit outcomes |
0 |
1 |
2 |
2 |
0 |
1 |
7 |
7 |
| Stata tip 126: Handling irregularly spaced high-frequency transactions data |
0 |
1 |
18 |
18 |
1 |
5 |
45 |
47 |
| Stata tip 37: And the last shall be first |
0 |
2 |
3 |
45 |
0 |
2 |
5 |
135 |
| Stata tip 38: Testing for groupwise heteroskedasticity |
2 |
7 |
28 |
584 |
5 |
14 |
47 |
1,163 |
| Stata tip 40: Taking care of business |
15 |
56 |
220 |
1,320 |
34 |
129 |
479 |
2,646 |
| Stata tip 45: Getting those data into shape |
0 |
1 |
4 |
176 |
3 |
5 |
9 |
472 |
| Stata tip 63: Modeling proportions |
6 |
9 |
28 |
311 |
6 |
15 |
51 |
533 |
| Stata tip 73: append with care! |
0 |
2 |
4 |
158 |
0 |
5 |
14 |
388 |
| Stata tip 88: Efficiently evaluating elasticities with the margins command |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
301 |
| Stata: The language of choice for time-series analysis? |
3 |
3 |
11 |
380 |
4 |
5 |
27 |
993 |
| Stochastic long memory in traded goods prices |
0 |
0 |
0 |
22 |
0 |
1 |
4 |
189 |
| THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS |
0 |
0 |
3 |
73 |
3 |
5 |
19 |
335 |
| THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING |
1 |
2 |
2 |
14 |
1 |
4 |
16 |
56 |
| Test for autoregressive conditional heteroskedasticity in regression error distribution |
0 |
0 |
2 |
58 |
0 |
0 |
3 |
164 |
| Tests for heteroskedasticity in regression error distribution |
1 |
1 |
3 |
52 |
1 |
1 |
6 |
153 |
| Tests for long memory in a time series |
0 |
0 |
3 |
109 |
1 |
2 |
11 |
197 |
| Tests for serial correlation in regression error distribution |
0 |
0 |
0 |
39 |
0 |
1 |
4 |
120 |
| Tests for stationarity of a time series |
1 |
2 |
7 |
225 |
1 |
2 |
12 |
416 |
| Tests for stationarity of a time series: update |
0 |
0 |
2 |
62 |
0 |
0 |
3 |
127 |
| The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity |
0 |
0 |
6 |
66 |
0 |
1 |
38 |
266 |
| The contextual effects of social capital on health: A cross-national instrumental variable analysis |
1 |
1 |
1 |
15 |
1 |
2 |
7 |
75 |
| The effects of price- and output-stabilising policies in an interdependent world economy |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
60 |
| The effects of uncertainty and corporate governance on firms’ demand for liquidity |
1 |
2 |
2 |
27 |
2 |
3 |
19 |
126 |
| The forward rate unbiasedness hypothesis reexamined: evidence from a new test |
0 |
1 |
1 |
83 |
0 |
3 |
9 |
381 |
| The impact of macroeconomic uncertainty on firms' changes in financial leverage |
0 |
1 |
1 |
86 |
0 |
5 |
15 |
291 |
| The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity |
0 |
2 |
4 |
136 |
0 |
9 |
24 |
455 |
| The impact of the financial system's structure on firms' financial constraints |
0 |
0 |
5 |
118 |
0 |
0 |
27 |
809 |
| The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds |
0 |
2 |
5 |
62 |
1 |
5 |
16 |
199 |
| The self-medication hypothesis: Evidence from terrorism and cigarette accessibility |
0 |
1 |
3 |
3 |
0 |
4 |
16 |
16 |
| Time‐varying risk premia in the foreign currency futures basis |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
9 |
| Tobin's Q, intangible capital, and financial policy |
0 |
0 |
1 |
92 |
0 |
1 |
6 |
311 |
| Tobin's q and measurement error: Caveat investigator |
0 |
0 |
0 |
89 |
0 |
0 |
0 |
300 |
| USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES |
0 |
0 |
0 |
0 |
0 |
3 |
11 |
254 |
| Ukrainische Banken: politische Patronage von Bedeutung |
0 |
0 |
0 |
30 |
2 |
2 |
7 |
414 |
| Uncertainty determinants of corporate liquidity |
1 |
1 |
11 |
153 |
1 |
5 |
39 |
518 |
| Uncertainty determinants of firm investment |
0 |
2 |
7 |
107 |
1 |
8 |
22 |
360 |
| Utility for time series data |
0 |
0 |
2 |
185 |
1 |
3 |
23 |
983 |
| Waves and persistence in merger and acquisition activity |
0 |
0 |
2 |
170 |
0 |
0 |
12 |
668 |
| What do Chinese macro announcements tell us about the world economy? |
2 |
2 |
8 |
19 |
5 |
7 |
23 |
53 |
| Total Journal Articles |
62 |
182 |
741 |
13,540 |
145 |
488 |
2,110 |
41,634 |
| 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 |
8 |
24 |
77 |
246 |
42 |
109 |
321 |
1,086 |
| ADFMAXUR: Stata module to calculate Leybourne (1995) ADFmax unit root test statistic along with 1, 5 and 10% finite-sample critical values and associated p-values |
0 |
4 |
6 |
6 |
9 |
23 |
39 |
39 |
| ARCH: MATLAB function to compute ARCH test |
0 |
6 |
21 |
1,724 |
0 |
21 |
103 |
5,631 |
| ARCHLM: Stata module to calculate LM test for ARCH effects |
4 |
8 |
34 |
1,530 |
9 |
43 |
254 |
7,740 |
| ARFIMAFC: RATS modules to forecast fractionally differenced timeseries |
0 |
1 |
2 |
647 |
0 |
2 |
8 |
1,854 |
| ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model |
3 |
7 |
42 |
1,655 |
26 |
83 |
333 |
7,628 |
| ARRANGEDAR: RATS procedures to calculate arranged autoregressions |
0 |
0 |
0 |
266 |
0 |
0 |
2 |
884 |
| 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 |
6 |
14 |
64 |
163 |
18 |
50 |
269 |
798 |
| AVPLOT3: Stata module to generate partial regression plots for subsamples |
0 |
0 |
0 |
164 |
2 |
3 |
17 |
2,031 |
| BCUSE: Stata module to access instructional datasets on Boston College server |
3 |
21 |
104 |
379 |
7 |
67 |
422 |
1,605 |
| BETACOEF: Stata module to calculate beta coefficients from regression |
2 |
8 |
31 |
1,547 |
16 |
73 |
237 |
10,555 |
| BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation |
2 |
12 |
39 |
1,775 |
22 |
90 |
380 |
11,228 |
| BIDENSITY: Stata module to produce and graph bivariate density estimates |
5 |
11 |
44 |
209 |
18 |
41 |
191 |
961 |
| BKING: Stata module to implement Baxter-King filter for timeseries data |
0 |
1 |
12 |
1,245 |
15 |
46 |
245 |
4,585 |
| BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity |
0 |
1 |
27 |
2,636 |
4 |
30 |
158 |
10,191 |
| BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data |
0 |
0 |
6 |
210 |
1 |
1 |
20 |
996 |
| CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data |
1 |
8 |
19 |
473 |
4 |
22 |
58 |
1,277 |
| CHECKREG3: Stata module to check identification status of simultaneous equations system |
1 |
3 |
17 |
337 |
3 |
17 |
80 |
1,280 |
| CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks |
17 |
55 |
225 |
2,419 |
71 |
191 |
781 |
7,272 |
| CMAXUSE: Stata module to access Cmax instructional datasets |
0 |
0 |
0 |
9 |
0 |
0 |
6 |
91 |
| CNSRSIG: Stata module to evaluate validity of restrictions on a regression |
1 |
1 |
14 |
416 |
3 |
10 |
63 |
2,152 |
| CUSUM6: Stata module to compute cusum, cusum^2 stability tests |
8 |
25 |
100 |
1,611 |
33 |
89 |
414 |
5,560 |
| DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method |
19 |
64 |
233 |
2,358 |
76 |
224 |
894 |
8,139 |
| DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test |
0 |
6 |
52 |
3,072 |
13 |
64 |
303 |
13,338 |
| DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy |
20 |
38 |
157 |
1,923 |
40 |
108 |
464 |
4,979 |
| DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates |
2 |
11 |
40 |
1,149 |
14 |
41 |
187 |
4,529 |
| DURBINH: Stata module to calculate Durbin's h test for serial correlation |
3 |
6 |
34 |
1,483 |
10 |
51 |
279 |
8,101 |
| 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 |
1 |
4 |
6 |
6 |
10 |
24 |
45 |
45 |
| FCSTATS: Stata module to compute time series forecast accuracy statistics |
5 |
13 |
13 |
13 |
25 |
74 |
74 |
74 |
| FRACDIFF: Stata module to generate fractionally-differenced timeseries |
0 |
1 |
10 |
380 |
2 |
12 |
42 |
1,347 |
| FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries |
1 |
4 |
7 |
916 |
2 |
13 |
54 |
3,784 |
| GENEIGEN: Stata module to calculate eigenvalues of a real general matrix |
1 |
3 |
6 |
483 |
5 |
16 |
73 |
2,691 |
| GHISTCUM: Stata module to graph histogram and cumulative distribution |
5 |
8 |
39 |
829 |
24 |
54 |
249 |
5,164 |
| GPHROB: RATS modules to perform tests for fractional integration of timeseries |
0 |
1 |
3 |
672 |
1 |
2 |
11 |
1,770 |
| GPHUDAK: Stata module to estimate long memory in a timeseries |
0 |
11 |
33 |
512 |
3 |
25 |
94 |
1,434 |
| GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries |
0 |
0 |
2 |
317 |
0 |
0 |
7 |
920 |
| GRPDF: Stata module to produce PDFs from memory graphs |
1 |
1 |
5 |
12 |
3 |
8 |
52 |
99 |
| HADRILM: Stata module to perform Hadri panel unit root test |
3 |
8 |
36 |
1,870 |
12 |
32 |
135 |
4,905 |
| HEGY4: Stata module to compute Hylleberg et al seasonal unit root test |
1 |
7 |
33 |
774 |
5 |
23 |
137 |
2,278 |
| HLP2PDF: Stata module to create PDF or PostScript from Stata help file |
0 |
1 |
11 |
237 |
2 |
5 |
42 |
1,070 |
| HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data |
9 |
29 |
179 |
7,493 |
29 |
117 |
611 |
15,940 |
| IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test |
5 |
11 |
77 |
4,622 |
20 |
48 |
262 |
10,505 |
| ITSP_ADO: Stata module to accompany Introduction to Stata Programming book |
4 |
9 |
22 |
149 |
4 |
18 |
65 |
539 |
| IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation |
0 |
1 |
10 |
244 |
2 |
12 |
40 |
1,144 |
| IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg |
15 |
53 |
209 |
6,077 |
95 |
320 |
1,257 |
29,104 |
| IVGMM0: Stata module to perform instrumental variables via GMM |
0 |
0 |
6 |
1,362 |
0 |
2 |
15 |
4,229 |
| IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10) |
1 |
7 |
21 |
64 |
7 |
31 |
114 |
304 |
| IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) |
0 |
3 |
16 |
1,250 |
7 |
20 |
90 |
5,173 |
| IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) |
0 |
6 |
35 |
772 |
5 |
38 |
149 |
2,734 |
| IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation |
65 |
211 |
811 |
17,732 |
224 |
862 |
3,391 |
60,252 |
| IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments |
17 |
60 |
283 |
1,199 |
58 |
224 |
1,095 |
4,865 |
| KDENS2: Stata module to estimate bivariate kernel density |
4 |
22 |
64 |
1,274 |
30 |
103 |
352 |
4,590 |
| KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity |
14 |
37 |
168 |
3,332 |
52 |
156 |
626 |
9,945 |
| LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test |
3 |
10 |
54 |
4,065 |
19 |
74 |
291 |
10,472 |
| LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias |
1 |
6 |
30 |
339 |
6 |
21 |
110 |
1,467 |
| LOG2HTML: Stata module to produce HTML log files |
1 |
1 |
19 |
596 |
8 |
27 |
162 |
3,109 |
| LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test |
2 |
30 |
74 |
1,346 |
13 |
71 |
189 |
3,433 |
| LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries |
2 |
4 |
24 |
670 |
5 |
20 |
78 |
2,191 |
| MADFULLER: Stata module to perform Dickey-Fuller test on panel data |
1 |
4 |
13 |
1,955 |
2 |
10 |
56 |
6,474 |
| MATIN4-MATOUT4: Stata module to import and export matrices |
2 |
6 |
20 |
459 |
4 |
15 |
49 |
1,840 |
| MODLPR: Stata module to estimate long memory in a timeseries |
2 |
5 |
25 |
449 |
2 |
7 |
57 |
1,393 |
| MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel |
4 |
12 |
46 |
832 |
23 |
67 |
263 |
3,358 |
| MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel |
0 |
9 |
52 |
1,166 |
12 |
60 |
276 |
5,247 |
| NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating |
8 |
24 |
156 |
1,145 |
44 |
110 |
584 |
4,506 |
| NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends |
2 |
4 |
10 |
1,029 |
5 |
15 |
57 |
3,525 |
| OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality |
0 |
2 |
19 |
476 |
9 |
34 |
171 |
2,949 |
| ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise |
0 |
0 |
2 |
168 |
1 |
5 |
24 |
1,035 |
| ORSE: Stata module to save odds ratios and their standard errors after logit, ologit |
1 |
4 |
12 |
209 |
3 |
11 |
50 |
1,044 |
| OUTSERIES: Stata module to write timeseries to text files |
0 |
0 |
0 |
76 |
0 |
0 |
5 |
489 |
| OUTTABLE: Stata module to write matrix to LaTeX table |
17 |
46 |
144 |
2,669 |
65 |
197 |
770 |
18,214 |
| OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg2, ivreg29, ivregress, ivprobit, ivtobit, reg3 |
11 |
44 |
204 |
5,944 |
34 |
134 |
628 |
19,692 |
| PANELAUTO: Stata module to support tests for autocorrelation on panel data |
18 |
58 |
185 |
2,172 |
68 |
229 |
834 |
8,223 |
| PANELUNIT: Stata module to support unit root tests on panel data |
2 |
5 |
9 |
1,213 |
3 |
9 |
34 |
3,397 |
| PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit |
4 |
14 |
54 |
1,756 |
18 |
46 |
191 |
6,154 |
| PWCORR2: Stata module to compute pairwise correlations and return results |
2 |
4 |
22 |
244 |
18 |
43 |
155 |
1,717 |
| PWCOV: Stata module to compute pairwise covariances |
0 |
0 |
5 |
108 |
2 |
4 |
36 |
602 |
| QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients |
2 |
7 |
22 |
409 |
5 |
19 |
102 |
1,594 |
| QSTAT2: MATLAB function to compute Ljung-Box Q statistic |
3 |
7 |
52 |
2,543 |
7 |
25 |
183 |
8,257 |
| ROBLPR: Stata module to estimate long memory in a set of timeseries |
3 |
6 |
22 |
470 |
6 |
18 |
74 |
1,569 |
| ROLLING2: Stata module to perform rolling window and recursive estimation |
4 |
20 |
52 |
793 |
29 |
96 |
271 |
3,415 |
| ROLLREG: Stata module to perform rolling regression estimation |
10 |
34 |
129 |
2,353 |
45 |
146 |
606 |
7,717 |
| SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) |
2 |
7 |
35 |
637 |
33 |
104 |
479 |
5,972 |
| SPEARMAN2: Stata module to calculate Spearman rank correlations, extended |
2 |
6 |
20 |
616 |
20 |
53 |
169 |
4,663 |
| SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users |
0 |
1 |
7 |
741 |
1 |
6 |
19 |
2,249 |
| SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method |
14 |
45 |
152 |
675 |
28 |
102 |
385 |
1,925 |
| STATICFC: Stata module to compute static forecasts for a recursive rolling regression |
9 |
16 |
38 |
272 |
16 |
44 |
128 |
932 |
| STATSMAT: Stata module to place descriptive statistics in matrix |
1 |
3 |
23 |
697 |
12 |
28 |
123 |
3,354 |
| TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation |
0 |
0 |
7 |
47 |
3 |
6 |
25 |
240 |
| TORATS: Stata module to facilitate transfer of data to RATS |
0 |
0 |
1 |
167 |
1 |
4 |
28 |
1,053 |
| TOSQL: Stata module to transfer data to SQL database |
1 |
6 |
11 |
394 |
14 |
29 |
120 |
2,998 |
| TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values |
5 |
11 |
32 |
672 |
18 |
44 |
194 |
3,230 |
| TSGRAPH: Stata module to produce time series line graph |
3 |
8 |
26 |
809 |
14 |
39 |
162 |
4,852 |
| TSLIST: Stata module to list time series data |
0 |
0 |
1 |
204 |
2 |
12 |
71 |
6,435 |
| TSMKTIM: Stata module to generate time-series calendar variable |
6 |
15 |
64 |
1,073 |
12 |
52 |
334 |
3,980 |
| URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates |
0 |
1 |
6 |
197 |
0 |
2 |
27 |
704 |
| VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) |
0 |
1 |
4 |
806 |
1 |
4 |
16 |
2,641 |
| VECAR: Stata module to estimate vector autoregressive (VAR) models |
1 |
2 |
10 |
1,989 |
2 |
5 |
29 |
7,349 |
| WHITETST: Stata module to perform White's test for heteroskedasticity |
5 |
42 |
187 |
6,163 |
35 |
261 |
1,119 |
25,459 |
| WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test |
3 |
8 |
30 |
966 |
27 |
77 |
281 |
5,222 |
| XTILETEST: Stata module to test equality of percentiles across groups of observations |
2 |
5 |
13 |
21 |
2 |
8 |
49 |
111 |
| XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model |
11 |
44 |
180 |
3,953 |
52 |
196 |
887 |
15,980 |
| XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity |
19 |
95 |
342 |
3,948 |
115 |
428 |
1,429 |
13,026 |
| ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break |
18 |
90 |
373 |
4,864 |
64 |
260 |
1,100 |
11,535 |
| aer.pl, a script converting XML data to ReDIF |
0 |
0 |
3 |
161 |
2 |
4 |
21 |
1,173 |
| bejeap.pl, a script converting OAI data to ReDIF |
0 |
1 |
4 |
80 |
0 |
4 |
23 |
779 |
| bejeap2.pl, a script converting OAI data to ReDIF with Unicode support |
0 |
0 |
3 |
112 |
0 |
0 |
10 |
790 |
| cdl-ciders.pl, a script converting XML data to ReDIF |
0 |
0 |
2 |
71 |
2 |
2 |
17 |
868 |
| dspace2redif.pl, a script converting DSpace metadata to ReDIF |
1 |
2 |
11 |
176 |
5 |
10 |
68 |
1,018 |
| ectj.pl, a script converting html data to ReDIF |
0 |
0 |
2 |
77 |
0 |
0 |
5 |
906 |
| imfocpcvt.pl, a script converting html data to ReDIF |
0 |
0 |
1 |
51 |
0 |
0 |
5 |
761 |
| rjeyr.pl, a script converting html data to ReDIF |
0 |
0 |
0 |
48 |
0 |
0 |
3 |
819 |
| Total Software Items |
465 |
1,621 |
6,549 |
148,584 |
2,020 |
7,035 |
29,242 |
563,542 |
|
|
LogEc is hosted by the
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