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 Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency |
0 |
0 |
1 |
484 |
2 |
2 |
9 |
2,034 |
| A general approach to testing for autocorrelation |
1 |
7 |
32 |
80 |
5 |
20 |
90 |
176 |
| A general approach to testing for autocorrelation |
0 |
1 |
9 |
55 |
1 |
7 |
42 |
78 |
| A little bit of Stata programming goes a long way |
0 |
4 |
22 |
2,010 |
3 |
9 |
55 |
3,395 |
| A little bit of Stata programming goes a long way |
3 |
12 |
52 |
5,384 |
5 |
26 |
128 |
9,564 |
| A re-evaluation of empirical tests of the Fisher hypothesis |
0 |
0 |
1 |
386 |
0 |
1 |
11 |
1,465 |
| A re-evaluation of empirical tests of the Fisher hypothesis |
0 |
0 |
2 |
352 |
0 |
1 |
7 |
1,314 |
| A review of Stata 8.1 and its time series capabilities |
0 |
0 |
8 |
1,729 |
1 |
5 |
19 |
3,618 |
| A simple alternative to the linear probability model for binary choice models with endogenous regressors |
1 |
2 |
30 |
149 |
4 |
11 |
67 |
340 |
| An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates |
0 |
0 |
0 |
214 |
0 |
1 |
7 |
1,851 |
| An interpretation and implementation of the Theil-Goldberger 'mixed' estimator |
0 |
4 |
16 |
133 |
1 |
9 |
63 |
315 |
| Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests |
0 |
0 |
0 |
0 |
11 |
26 |
58 |
1,186 |
| Binary choice models with endogenous regressors |
7 |
13 |
57 |
217 |
11 |
21 |
106 |
337 |
| Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? |
2 |
11 |
44 |
106 |
3 |
23 |
104 |
245 |
| Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 |
0 |
0 |
0 |
58 |
0 |
3 |
6 |
633 |
| Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes |
0 |
0 |
1 |
93 |
1 |
6 |
25 |
449 |
| Corporate Liquidity Management and Future Investment Expenditures |
1 |
4 |
16 |
101 |
1 |
7 |
41 |
338 |
| Credible Disinflation Policy in a Dynamic Setting |
0 |
0 |
0 |
167 |
1 |
1 |
4 |
1,393 |
| Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises |
0 |
0 |
18 |
20 |
0 |
4 |
51 |
74 |
| Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis |
2 |
11 |
33 |
52 |
7 |
30 |
92 |
104 |
| Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises |
2 |
7 |
40 |
81 |
7 |
23 |
102 |
129 |
| Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises |
0 |
10 |
74 |
74 |
9 |
34 |
41 |
41 |
| Credit rating agency downgrades and the Eurozone sovereign debt crises |
1 |
6 |
35 |
35 |
2 |
11 |
19 |
19 |
| Does Regular Economic News from Emerging Countries Move Markets? Evidence from Chinese Macro Announcements |
0 |
1 |
8 |
15 |
0 |
8 |
32 |
45 |
| Does the Tenure of Private Equity Investment Improve the Performance of European Firms? |
0 |
1 |
2 |
81 |
3 |
4 |
22 |
111 |
| Does the Tenure of Private Equity Investment Improve the Performance of European Firms? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Does the tenure of Private Equity investment improve the performance of European firms? |
1 |
1 |
4 |
66 |
2 |
3 |
17 |
171 |
| Dynamics of Intra-EMS Interest Rate Linkages |
0 |
0 |
0 |
60 |
1 |
2 |
6 |
308 |
| Dynamics of Intra-EMS Interest Rate Linkages |
0 |
1 |
1 |
187 |
0 |
2 |
6 |
953 |
| Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports |
0 |
1 |
8 |
314 |
1 |
4 |
29 |
868 |
| Efficient Management of Multi-Frequency Panel Data with Stata |
0 |
2 |
6 |
697 |
0 |
3 |
14 |
1,753 |
| Efficient management of multi-frequency panel data with Stata |
1 |
4 |
23 |
502 |
4 |
11 |
63 |
1,230 |
| Enhanced routines for instrumental variables/GMM estimation and testing |
1 |
4 |
16 |
524 |
5 |
11 |
54 |
1,078 |
| Enhanced routines for instrumental variables/GMM estimation and testing |
6 |
31 |
126 |
1,979 |
18 |
72 |
308 |
3,773 |
| Evaluating one-way and two-way cluster-robust covariance matrix estimates |
1 |
5 |
35 |
378 |
2 |
15 |
81 |
868 |
| Evaluating one-way and two-way cluster-robust covariance matrix estimates |
0 |
3 |
12 |
155 |
1 |
8 |
36 |
385 |
| Evaluating one-way and two-way cluster–robust covariance matrix estimates |
2 |
6 |
37 |
180 |
4 |
19 |
113 |
549 |
| Exchange Rate Effects on the Volume and Variability of Trade Flows |
0 |
0 |
4 |
981 |
0 |
3 |
21 |
3,113 |
| Exchange Rate Effects on the Volume and Variability of Trade Flows |
0 |
0 |
0 |
3 |
0 |
2 |
14 |
1,577 |
| Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data |
3 |
4 |
10 |
814 |
7 |
10 |
54 |
2,284 |
| Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data |
0 |
0 |
4 |
682 |
3 |
8 |
21 |
1,722 |
| Exchange Rate Uncertainty and Firm Profitability |
2 |
4 |
26 |
664 |
7 |
20 |
89 |
2,309 |
| Extending Stata's capabilities for asymptotic covariance matrix estimation |
3 |
15 |
16 |
16 |
9 |
36 |
37 |
37 |
| Facilitating Applied Economic Research with Stata |
5 |
16 |
49 |
859 |
22 |
57 |
152 |
2,025 |
| Firm Investment and Financial Frictions |
1 |
2 |
3 |
174 |
2 |
3 |
12 |
435 |
| Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums |
0 |
0 |
3 |
549 |
0 |
0 |
13 |
2,050 |
| Fractional Cointegration Analysis of Long Term International Interest Rates |
0 |
1 |
4 |
787 |
0 |
4 |
16 |
2,857 |
| Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates |
0 |
0 |
2 |
378 |
0 |
0 |
28 |
2,126 |
| Fractional Dynamics in Japanese Financial Time Series |
0 |
0 |
1 |
326 |
0 |
1 |
15 |
1,478 |
| Fractional Monetary Dynamics |
0 |
0 |
0 |
213 |
0 |
1 |
7 |
1,141 |
| Implementing econometric estimators with Mata |
0 |
2 |
6 |
234 |
0 |
5 |
16 |
378 |
| Implementing econometric estimators with Mata |
1 |
4 |
4 |
147 |
3 |
6 |
19 |
265 |
| Implementing new econometric tools in Stata |
7 |
18 |
75 |
162 |
9 |
28 |
136 |
280 |
| Instrumental variables and GMM: Estimation and testing |
9 |
31 |
145 |
4,392 |
18 |
72 |
328 |
8,487 |
| Instrumental variables and GMM: Estimation and testing |
2 |
4 |
8 |
601 |
3 |
5 |
30 |
1,413 |
| Instrumental variables and GMM: Estimation and testing |
4 |
7 |
16 |
1,237 |
7 |
16 |
62 |
2,363 |
| Instrumental variables estimation using heteroskedasticity-based instruments |
4 |
7 |
23 |
63 |
9 |
14 |
60 |
131 |
| Instrumental variables estimation using heteroskedasticity-based instruments |
4 |
11 |
47 |
171 |
5 |
15 |
74 |
294 |
| Instrumental variables: Overview and advances |
2 |
10 |
28 |
833 |
3 |
11 |
49 |
1,424 |
| Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility |
6 |
29 |
29 |
29 |
9 |
21 |
21 |
21 |
| Long Memory and Forecasting in Euroyen Deposit Rates |
0 |
0 |
0 |
301 |
0 |
0 |
5 |
1,895 |
| Long Memory in the Greek Stock Market |
0 |
1 |
4 |
972 |
0 |
3 |
18 |
5,337 |
| Long Term Dependence in Stock Returns |
0 |
0 |
1 |
611 |
1 |
1 |
8 |
1,764 |
| Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? |
0 |
2 |
5 |
518 |
1 |
4 |
17 |
2,297 |
| Long-Memory Forecasting of U.S. Monetary Indices |
0 |
0 |
2 |
256 |
1 |
1 |
12 |
659 |
| Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance |
0 |
0 |
1 |
89 |
0 |
1 |
2 |
435 |
| Macroeconomic Uncertainty and Credit Default Swap Spreads |
2 |
3 |
10 |
192 |
9 |
15 |
36 |
474 |
| Macroeconomic Uncertainty and Firm Leverage |
0 |
0 |
3 |
147 |
3 |
8 |
42 |
565 |
| Macroeconomics Uncertainty and Firm Leverage |
0 |
1 |
2 |
85 |
0 |
4 |
12 |
421 |
| Modeling Returns on the Term Structure of Treasury Interest Rates |
1 |
1 |
4 |
819 |
2 |
3 |
13 |
3,395 |
| Modeling fixed income excess returns |
0 |
0 |
0 |
425 |
1 |
2 |
9 |
2,361 |
| Modelling Federal Reserve Discount Policy |
0 |
0 |
0 |
178 |
2 |
3 |
19 |
1,728 |
| Monetary Policy in the Transition to a Zero Federal Deficit |
0 |
0 |
1 |
202 |
0 |
1 |
5 |
2,103 |
| Nearest-Neighbor Forecasts of U.S. Interest Rates |
0 |
0 |
2 |
825 |
0 |
0 |
7 |
3,979 |
| Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era |
0 |
0 |
1 |
867 |
1 |
4 |
18 |
4,738 |
| Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports |
0 |
0 |
8 |
742 |
0 |
2 |
27 |
2,051 |
| Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate |
1 |
2 |
5 |
735 |
3 |
11 |
33 |
7,347 |
| On the Investment Sensitivity of Debt under Uncertainty |
0 |
2 |
2 |
162 |
0 |
5 |
10 |
352 |
| On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty |
2 |
3 |
8 |
440 |
5 |
8 |
30 |
1,184 |
| On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty |
0 |
1 |
4 |
262 |
0 |
4 |
17 |
737 |
| Parliamentary Election Cycles and the Turkish Banking Sector |
1 |
2 |
4 |
31 |
2 |
3 |
13 |
137 |
| Parliamentary Election Cycles and the Turkish Banking Sector |
0 |
0 |
0 |
27 |
0 |
0 |
12 |
103 |
| Parliamentary Election Cycles and the Turkish Banking Sector |
0 |
1 |
3 |
160 |
1 |
4 |
22 |
463 |
| Persistence in International Inflation Rates |
0 |
0 |
2 |
550 |
0 |
3 |
13 |
4,958 |
| Persistent Dependence in Foreign Exchange Rates? A Reexamination |
0 |
0 |
3 |
366 |
0 |
1 |
7 |
2,177 |
| Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms |
0 |
0 |
2 |
1,255 |
0 |
2 |
7 |
5,838 |
| Political patronage in Ukranian banking |
0 |
0 |
3 |
133 |
1 |
1 |
6 |
626 |
| Powerful new tools for time series analysis |
0 |
2 |
6 |
498 |
0 |
4 |
21 |
862 |
| Q, Cash Flow and Investment: An Econometric Critique |
0 |
0 |
1 |
370 |
0 |
1 |
6 |
1,649 |
| R&D Expenditures and Geographical Sales Diversification |
0 |
5 |
16 |
126 |
4 |
13 |
54 |
297 |
| Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say |
0 |
0 |
2 |
157 |
0 |
0 |
5 |
389 |
| Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money |
0 |
0 |
0 |
254 |
0 |
0 |
3 |
1,939 |
| Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey |
0 |
2 |
34 |
34 |
2 |
11 |
18 |
18 |
| Rolling Regressions with Stata |
3 |
14 |
46 |
1,536 |
9 |
40 |
146 |
3,552 |
| Sectoral Fluctuations in U.K. Firms' Investment Expenditures |
0 |
0 |
0 |
111 |
0 |
1 |
7 |
790 |
| Sectoral Fluctuations in U.K. Firms' Investment Expenditures |
0 |
0 |
0 |
90 |
1 |
3 |
12 |
545 |
| Should you become a Stata programmer? |
0 |
5 |
13 |
1,045 |
0 |
5 |
24 |
1,489 |
| Stata: The language of choice for time series analysis? |
0 |
6 |
14 |
1,888 |
1 |
10 |
46 |
3,722 |
| Stochastic Long Memory in Traded Goods Prices |
0 |
0 |
2 |
135 |
0 |
0 |
7 |
803 |
| The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity |
0 |
1 |
5 |
186 |
2 |
5 |
27 |
488 |
| The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany |
0 |
0 |
1 |
133 |
0 |
1 |
15 |
703 |
| The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany |
0 |
0 |
3 |
28 |
1 |
4 |
22 |
208 |
| The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms |
0 |
1 |
7 |
275 |
0 |
5 |
29 |
1,362 |
| The Effects of Short-Term Liabilities on Profitability: The Case of Germany |
0 |
1 |
5 |
98 |
0 |
3 |
21 |
459 |
| The Effects of Short-Term Liabilities on Profitability: The Case of Germany |
3 |
6 |
16 |
134 |
9 |
34 |
84 |
669 |
| The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity |
0 |
1 |
4 |
100 |
0 |
2 |
26 |
289 |
| The Effects of Uncertainty on the Leverage of Non-Financial Firms |
0 |
0 |
1 |
269 |
2 |
2 |
7 |
1,006 |
| The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates |
0 |
0 |
0 |
46 |
0 |
0 |
3 |
350 |
| The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates |
0 |
0 |
1 |
815 |
0 |
2 |
13 |
2,917 |
| The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test |
0 |
0 |
2 |
978 |
1 |
5 |
16 |
3,980 |
| The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis |
0 |
2 |
6 |
92 |
1 |
4 |
15 |
236 |
| The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis |
0 |
0 |
4 |
92 |
0 |
9 |
34 |
295 |
| The Impact of Macroeconomic Uncertainty on Bank Lending Behavior |
1 |
4 |
14 |
408 |
3 |
9 |
35 |
1,091 |
| The Impact of Macroeconomic Uncertainty on Bank Lending Behavior |
0 |
1 |
6 |
206 |
1 |
2 |
17 |
596 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms |
3 |
5 |
11 |
116 |
6 |
14 |
49 |
499 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms |
0 |
0 |
2 |
212 |
0 |
2 |
9 |
562 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms |
0 |
1 |
3 |
46 |
2 |
7 |
25 |
266 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms |
0 |
0 |
3 |
128 |
1 |
5 |
25 |
524 |
| The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage |
0 |
1 |
4 |
185 |
1 |
3 |
14 |
498 |
| The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity |
2 |
2 |
7 |
378 |
3 |
10 |
36 |
1,660 |
| The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms |
0 |
1 |
1 |
168 |
0 |
1 |
8 |
633 |
| The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity |
0 |
0 |
2 |
37 |
0 |
0 |
7 |
184 |
| The Impact of the Financial System's Structure on Firms' Financial Constraints |
0 |
2 |
5 |
198 |
1 |
3 |
27 |
556 |
| The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility |
17 |
17 |
17 |
17 |
3 |
8 |
8 |
8 |
| The Volatility of International Trade Flows and Exchange Rate Uncertainty |
0 |
3 |
4 |
196 |
1 |
4 |
17 |
492 |
| The contextual effects of social capital on health: a cross-national instrumental variable analysis |
0 |
0 |
1 |
87 |
1 |
2 |
12 |
159 |
| The role of uncertainty in the transmission of monetary policy effects on bank lending |
0 |
1 |
3 |
316 |
0 |
1 |
25 |
982 |
| The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds |
1 |
2 |
3 |
519 |
1 |
4 |
20 |
1,476 |
| The second moments matter: The response of bank lending behavior to macroeconomic uncertainty |
5 |
10 |
20 |
198 |
12 |
24 |
62 |
717 |
| The second moments matter: The response of bank lending behavior to macroeconomic uncertainty |
0 |
0 |
2 |
144 |
0 |
0 |
7 |
465 |
| The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty |
0 |
1 |
1 |
69 |
1 |
2 |
10 |
216 |
| Time series filtering techniques in Stata |
6 |
24 |
109 |
953 |
19 |
73 |
327 |
2,053 |
| Time series filtering techniques in Stata |
3 |
6 |
25 |
420 |
5 |
15 |
63 |
896 |
| Time-Varying Risk Premia in the Foreign Currency Futures Basis |
3 |
5 |
6 |
656 |
3 |
7 |
27 |
3,214 |
| Tobin's Q And Financial Policy Revisited |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
853 |
| Topics in time series regression modeling |
0 |
5 |
19 |
1,448 |
3 |
40 |
144 |
3,626 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
0 |
0 |
50 |
1 |
1 |
9 |
223 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
0 |
1 |
45 |
1 |
3 |
18 |
286 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
0 |
0 |
167 |
1 |
3 |
12 |
623 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
0 |
0 |
63 |
0 |
1 |
10 |
298 |
| Uncertainty Determinants of Firm Investment |
2 |
4 |
6 |
275 |
2 |
6 |
23 |
658 |
| Using Mata to work more effectively with Stata: A tutorial |
4 |
10 |
30 |
525 |
6 |
21 |
65 |
914 |
| Using Mata to work more effectively with Stata: A tutorial |
0 |
2 |
5 |
413 |
1 |
5 |
25 |
748 |
| Using Mata to work more effectively with Stata: A tutorial |
7 |
17 |
67 |
2,329 |
9 |
32 |
146 |
3,738 |
| Using Stata for Applied Research: Reviewing its Capabilities |
1 |
11 |
39 |
688 |
2 |
15 |
61 |
919 |
| Using instrumental variables techniques in economics and finance |
1 |
3 |
14 |
527 |
4 |
7 |
35 |
824 |
| Waves and Persistence in Merger and Acquisition Activity |
0 |
0 |
9 |
2,038 |
4 |
10 |
51 |
8,605 |
| cron, perl and Stata: automated production and presentation of a business-daily index |
0 |
3 |
8 |
234 |
0 |
6 |
27 |
778 |
| Total Working Papers |
154 |
523 |
1,988 |
66,732 |
396 |
1,386 |
5,748 |
207,381 |
| 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 |
1 |
3 |
174 |
| A logit analysis of the factor content of West German foreign trade |
0 |
0 |
1 |
12 |
1 |
1 |
4 |
75 |
| A nonparametric investigation of the 90-day t-bill rate |
0 |
0 |
0 |
38 |
0 |
2 |
11 |
532 |
| A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency |
1 |
1 |
1 |
46 |
1 |
2 |
8 |
392 |
| A review of Stata 8.1 and its time series capabilities |
0 |
1 |
8 |
194 |
0 |
6 |
20 |
550 |
| A test for long-range dependence in a time series |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
95 |
| Activist policy and macroeconomic instability |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
118 |
| An empirical analysis of the composition of manufacturing employment in the industrialized countries |
0 |
2 |
3 |
15 |
0 |
2 |
5 |
61 |
| Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques |
0 |
0 |
0 |
109 |
2 |
2 |
7 |
599 |
| Compacting time series data |
0 |
0 |
0 |
34 |
0 |
0 |
4 |
88 |
| Coordination of large macroeconomies'policies and the stability of small economies |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
58 |
| Cumulative author index, volumes 1-13 |
0 |
1 |
5 |
5 |
0 |
2 |
21 |
21 |
| Dynamic adjustment of firms' capital structures in a varying-risk environment |
0 |
0 |
0 |
15 |
1 |
2 |
4 |
62 |
| Dynamics of Intra-EMS Interest Rate Linkages |
0 |
0 |
0 |
35 |
1 |
2 |
14 |
204 |
| Enhanced routines for instrumental variables/generalized method of moments estimation and testing |
9 |
31 |
135 |
1,068 |
13 |
57 |
235 |
1,771 |
| Evaluating concavity for production and cost functions |
0 |
0 |
1 |
88 |
0 |
0 |
13 |
207 |
| Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports |
0 |
1 |
1 |
94 |
0 |
1 |
6 |
436 |
| Exchange Rate Uncertainty and Firm Profitability |
0 |
1 |
3 |
63 |
0 |
2 |
10 |
329 |
| Exchange rate effects on the volume and variability of trade flows |
0 |
2 |
16 |
224 |
5 |
13 |
55 |
768 |
| FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
| Foreword |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
29 |
| Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums |
0 |
0 |
2 |
79 |
0 |
0 |
8 |
360 |
| Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates |
0 |
0 |
0 |
0 |
0 |
1 |
11 |
68 |
| Fractional dynamics in Japanese financial time series |
0 |
0 |
1 |
28 |
1 |
3 |
14 |
198 |
| Fractional monetary dynamics |
0 |
0 |
2 |
29 |
6 |
15 |
45 |
348 |
| Instrumental variables and GMM: Estimation and testing |
5 |
17 |
89 |
3,014 |
19 |
53 |
216 |
6,779 |
| Long memory in the Greek stock market |
0 |
0 |
0 |
96 |
0 |
0 |
9 |
520 |
| Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? |
0 |
0 |
2 |
49 |
0 |
2 |
15 |
305 |
| Long-memory forecasting of US monetary indices |
0 |
0 |
2 |
32 |
0 |
1 |
10 |
180 |
| Long-term dependence in stock returns |
0 |
0 |
3 |
79 |
0 |
1 |
8 |
370 |
| Macroeconomic uncertainty and credit default swap spreads |
0 |
3 |
8 |
67 |
2 |
12 |
58 |
232 |
| Metadata for user-written contributions to the Stata programming language |
0 |
0 |
0 |
14 |
0 |
0 |
2 |
64 |
| Metadata for user-written contributions to the Stata programming language: extensions |
0 |
0 |
0 |
21 |
0 |
2 |
2 |
55 |
| Modelling Federal Reserve Discount Policy |
0 |
0 |
0 |
80 |
1 |
1 |
3 |
891 |
| Multivariate portmanteau (Q) test for white noise |
0 |
0 |
4 |
208 |
0 |
3 |
27 |
699 |
| Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era |
0 |
0 |
0 |
83 |
0 |
3 |
12 |
436 |
| Nonlinear effects of exchange rate volatility on the volume of bilateral exports |
0 |
1 |
7 |
361 |
3 |
6 |
40 |
1,114 |
| On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 |
0 |
0 |
0 |
0 |
1 |
2 |
8 |
535 |
| On the investment sensitivity of debt under uncertainty |
0 |
1 |
9 |
57 |
1 |
7 |
23 |
202 |
| On the sensitivity of firms' investment to cash flow and uncertainty |
1 |
1 |
11 |
85 |
6 |
11 |
29 |
280 |
| On the sensitivity of optimal control solutions |
0 |
0 |
0 |
22 |
0 |
0 |
4 |
85 |
| On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty |
1 |
5 |
19 |
91 |
6 |
25 |
65 |
292 |
| Parliamentary election cycles and the Turkish banking sector |
0 |
1 |
14 |
51 |
4 |
14 |
88 |
234 |
| Persistence in International Inflation Rates |
0 |
0 |
0 |
0 |
1 |
2 |
11 |
77 |
| Political patronage in Ukrainian banking |
0 |
0 |
3 |
38 |
0 |
0 |
15 |
247 |
| Q, Cash Flow and Investment: An Econometric Critique |
0 |
0 |
0 |
44 |
0 |
1 |
9 |
275 |
| Reexamining the term structure of interest rates and the interwar demand for money |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
| Residual diagnostics for cross-section time series regression models |
0 |
1 |
11 |
910 |
0 |
2 |
28 |
2,533 |
| Richard Sperling (1961-2011) |
0 |
0 |
0 |
0 |
2 |
2 |
15 |
117 |
| Sectoral fluctuations in U.K. firms' investment expenditures |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
9 |
| Stata tip 37: And the last shall be first |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
120 |
| Stata tip 38: Testing for groupwise heteroskedasticity |
3 |
5 |
38 |
528 |
7 |
14 |
78 |
1,056 |
| Stata tip 40: Taking care of business |
8 |
40 |
184 |
720 |
18 |
79 |
342 |
1,395 |
| Stata tip 45: Getting those data into shape |
1 |
2 |
7 |
167 |
1 |
2 |
13 |
435 |
| Stata tip 63: Modeling proportions |
1 |
3 |
16 |
267 |
2 |
6 |
29 |
439 |
| Stata tip 73: append with care! |
0 |
0 |
2 |
153 |
0 |
3 |
9 |
364 |
| Stata tip 88: Efficiently evaluating elasticities with the margins command |
0 |
0 |
0 |
0 |
1 |
7 |
20 |
283 |
| Stata: The language of choice for time-series analysis? |
0 |
0 |
5 |
355 |
1 |
3 |
23 |
928 |
| Stochastic long memory in traded goods prices |
0 |
0 |
0 |
21 |
0 |
0 |
3 |
171 |
| THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS |
0 |
1 |
6 |
64 |
0 |
4 |
19 |
268 |
| THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING |
0 |
1 |
5 |
7 |
0 |
3 |
19 |
23 |
| Test for autoregressive conditional heteroskedasticity in regression error distribution |
0 |
0 |
1 |
53 |
0 |
0 |
3 |
148 |
| Tests for heteroskedasticity in regression error distribution |
0 |
0 |
4 |
47 |
0 |
1 |
6 |
132 |
| Tests for long memory in a time series |
1 |
1 |
6 |
101 |
1 |
1 |
13 |
166 |
| Tests for serial correlation in regression error distribution |
0 |
1 |
1 |
38 |
0 |
1 |
3 |
107 |
| Tests for stationarity of a time series |
2 |
3 |
13 |
208 |
2 |
5 |
26 |
386 |
| Tests for stationarity of a time series: update |
0 |
0 |
0 |
56 |
1 |
1 |
6 |
110 |
| The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity |
0 |
0 |
7 |
9 |
6 |
7 |
27 |
35 |
| The contextual effects of social capital on health: A cross-national instrumental variable analysis |
0 |
0 |
2 |
12 |
0 |
2 |
17 |
48 |
| The effects of price- and output-stabilising policies in an interdependent world economy |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
54 |
| The effects of uncertainty and corporate governance on firms’ demand for liquidity |
0 |
0 |
3 |
22 |
1 |
1 |
12 |
90 |
| The forward rate unbiasedness hypothesis reexamined: evidence from a new test |
0 |
1 |
2 |
76 |
2 |
7 |
48 |
343 |
| The impact of macroeconomic uncertainty on firms' changes in financial leverage |
1 |
2 |
5 |
79 |
3 |
12 |
31 |
237 |
| The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity |
0 |
1 |
9 |
120 |
1 |
2 |
19 |
387 |
| The impact of the financial system's structure on firms' financial constraints |
0 |
3 |
22 |
84 |
5 |
31 |
140 |
599 |
| The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds |
0 |
1 |
5 |
52 |
1 |
6 |
24 |
157 |
| Tobin's Q, intangible capital, and financial policy |
0 |
1 |
1 |
90 |
0 |
1 |
2 |
294 |
| Tobin's q and measurement error: Caveat investigator |
0 |
0 |
0 |
89 |
0 |
0 |
3 |
295 |
| USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES |
0 |
0 |
0 |
0 |
1 |
7 |
28 |
206 |
| Ukrainische Banken: politische Patronage von Bedeutung |
0 |
0 |
0 |
30 |
0 |
2 |
33 |
371 |
| Uncertainty determinants of corporate liquidity |
1 |
1 |
5 |
107 |
1 |
8 |
31 |
360 |
| Uncertainty determinants of firm investment |
0 |
0 |
7 |
90 |
2 |
3 |
21 |
303 |
| Utility for time series data |
0 |
0 |
6 |
170 |
8 |
23 |
98 |
875 |
| Waves and persistence in merger and acquisition activity |
1 |
1 |
2 |
167 |
1 |
2 |
11 |
637 |
| Total Journal Articles |
36 |
138 |
725 |
11,661 |
143 |
511 |
2,359 |
35,898 |
| 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 |
13 |
50 |
66 |
22 |
59 |
224 |
307 |
| ARCH: MATLAB function to compute ARCH test |
8 |
13 |
46 |
1,661 |
19 |
51 |
252 |
5,315 |
| ARCHLM: Stata module to calculate LM test for ARCH effects |
5 |
15 |
47 |
1,416 |
36 |
109 |
371 |
6,804 |
| ARFIMAFC: RATS modules to forecast fractionally differenced timeseries |
0 |
1 |
2 |
642 |
0 |
2 |
18 |
1,827 |
| ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model |
7 |
17 |
62 |
1,552 |
31 |
95 |
384 |
6,793 |
| ARRANGEDAR: RATS procedures to calculate arranged autoregressions |
0 |
1 |
3 |
264 |
1 |
2 |
13 |
862 |
| AVAR: Stata module to perform asymptotic covariance estimation for iid and non-iid data robust to heteroskedasticity, autocorrelation, 1- and 2-way clustering, and common cross-panel autocorrelated disturbances |
3 |
9 |
36 |
44 |
13 |
46 |
168 |
231 |
| AVPLOT3: Stata module to generate partial regression plots for subsamples |
0 |
1 |
5 |
161 |
9 |
26 |
67 |
1,957 |
| BCUSE: Stata module to access instructional datasets on Boston College server |
5 |
23 |
77 |
149 |
32 |
110 |
327 |
656 |
| BETACOEF: Stata module to calculate beta coefficients from regression |
2 |
3 |
25 |
1,458 |
8 |
53 |
307 |
9,893 |
| BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation |
2 |
7 |
33 |
1,676 |
27 |
72 |
303 |
10,371 |
| BIDENSITY: Stata module to produce and graph bivariate density estimates |
3 |
10 |
45 |
94 |
16 |
61 |
226 |
458 |
| BKING: Stata module to implement Baxter-King filter for timeseries data |
1 |
6 |
19 |
1,205 |
11 |
28 |
142 |
4,110 |
| BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity |
2 |
7 |
26 |
2,559 |
21 |
57 |
204 |
9,788 |
| BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data |
0 |
0 |
6 |
194 |
0 |
4 |
25 |
930 |
| CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data |
1 |
3 |
13 |
425 |
2 |
11 |
47 |
1,137 |
| CHECKREG3: Stata module to check identification status of simultaneous equations system |
1 |
7 |
18 |
296 |
5 |
26 |
73 |
1,111 |
| CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks |
15 |
72 |
295 |
1,758 |
74 |
263 |
925 |
5,057 |
| CMAXUSE: Stata module to access Cmax instructional datasets |
0 |
0 |
3 |
7 |
1 |
1 |
9 |
38 |
| CNSRSIG: Stata module to evaluate validity of restrictions on a regression |
1 |
5 |
12 |
373 |
6 |
22 |
73 |
1,956 |
| CUSUM6: Stata module to compute cusum, cusum^2 stability tests |
7 |
24 |
102 |
1,364 |
22 |
100 |
403 |
4,531 |
| DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method |
20 |
59 |
207 |
1,837 |
67 |
221 |
744 |
5,886 |
| DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test |
6 |
13 |
54 |
2,920 |
31 |
94 |
342 |
12,438 |
| DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy |
10 |
34 |
139 |
1,531 |
46 |
121 |
428 |
3,800 |
| DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates |
5 |
13 |
57 |
1,028 |
19 |
79 |
322 |
3,892 |
| DURBINH: Stata module to calculate Durbin's h test for serial correlation |
1 |
4 |
38 |
1,373 |
23 |
62 |
326 |
7,356 |
| FRACDIFF: Stata module to generate fractionally-differenced timeseries |
1 |
1 |
17 |
354 |
3 |
10 |
50 |
1,216 |
| FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries |
3 |
13 |
29 |
888 |
13 |
42 |
123 |
3,584 |
| GENEIGEN: Stata module to calculate eigenvalues of a real general matrix |
1 |
2 |
8 |
434 |
6 |
26 |
132 |
2,443 |
| GHISTCUM: Stata module to graph histogram and cumulative distribution |
1 |
6 |
22 |
718 |
16 |
51 |
190 |
4,431 |
| GPHROB: RATS modules to perform tests for fractional integration of timeseries |
0 |
0 |
9 |
655 |
0 |
2 |
30 |
1,714 |
| GPHUDAK: Stata module to estimate long memory in a timeseries |
2 |
4 |
25 |
446 |
7 |
20 |
70 |
1,202 |
| GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries |
0 |
0 |
0 |
313 |
0 |
0 |
14 |
890 |
| HADRILM: Stata module to perform Hadri panel unit root test |
3 |
12 |
39 |
1,778 |
9 |
30 |
122 |
4,535 |
| HEGY4: Stata module to compute Hylleberg et al seasonal unit root test |
0 |
7 |
42 |
670 |
6 |
40 |
149 |
1,861 |
| HLP2PDF: Stata module to create PDF or PostScript from Stata help file |
1 |
2 |
14 |
209 |
4 |
12 |
56 |
951 |
| HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data |
17 |
80 |
387 |
6,848 |
51 |
240 |
997 |
13,879 |
| IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test |
6 |
17 |
118 |
4,405 |
30 |
81 |
384 |
9,750 |
| ITSP_ADO: Stata module to accompany Introduction to Stata Programming book |
0 |
3 |
10 |
99 |
3 |
15 |
46 |
354 |
| IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation |
1 |
1 |
16 |
215 |
5 |
16 |
58 |
1,010 |
| IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg |
23 |
73 |
247 |
5,414 |
177 |
579 |
1,702 |
24,510 |
| IVGMM0: Stata module to perform instrumental variables via GMM |
1 |
4 |
12 |
1,347 |
3 |
15 |
57 |
4,158 |
| IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) |
0 |
6 |
34 |
1,203 |
6 |
24 |
112 |
4,940 |
| IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) |
1 |
6 |
62 |
684 |
9 |
37 |
251 |
2,328 |
| IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation |
63 |
217 |
1,019 |
15,102 |
246 |
886 |
3,566 |
48,318 |
| IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments |
24 |
62 |
229 |
461 |
131 |
292 |
1,064 |
2,287 |
| KDENS2: Stata module to estimate bivariate kernel density |
5 |
19 |
65 |
1,104 |
25 |
85 |
315 |
3,677 |
| KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity |
13 |
51 |
234 |
2,861 |
61 |
168 |
724 |
8,184 |
| LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test |
5 |
20 |
109 |
3,908 |
28 |
92 |
472 |
9,606 |
| LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias |
1 |
3 |
22 |
278 |
11 |
29 |
148 |
1,200 |
| LOG2HTML: Stata module to produce HTML log files |
2 |
5 |
27 |
543 |
11 |
30 |
126 |
2,686 |
| LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test |
5 |
18 |
64 |
1,117 |
19 |
60 |
197 |
2,863 |
| LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries |
4 |
7 |
31 |
624 |
10 |
30 |
111 |
2,005 |
| MADFULLER: Stata module to perform Dickey-Fuller test on panel data |
3 |
6 |
35 |
1,913 |
13 |
36 |
138 |
6,233 |
| MATIN4-MATOUT4: Stata module to import and export matrices |
1 |
4 |
33 |
408 |
9 |
23 |
158 |
1,677 |
| MODLPR: Stata module to estimate long memory in a timeseries |
2 |
2 |
14 |
402 |
7 |
10 |
51 |
1,243 |
| MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel |
8 |
21 |
61 |
658 |
22 |
80 |
262 |
2,620 |
| MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel |
4 |
20 |
105 |
993 |
43 |
145 |
605 |
4,297 |
| NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating |
13 |
36 |
132 |
708 |
45 |
149 |
549 |
2,893 |
| NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends |
2 |
6 |
30 |
1,000 |
4 |
14 |
104 |
3,333 |
| OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality |
0 |
4 |
18 |
434 |
7 |
33 |
113 |
2,573 |
| ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise |
0 |
2 |
9 |
158 |
1 |
5 |
32 |
954 |
| ORSE: Stata module to save odds ratios and their standard errors after logit, ologit |
0 |
3 |
10 |
181 |
2 |
12 |
47 |
905 |
| OUTSERIES: Stata module to write timeseries to text files |
0 |
0 |
1 |
76 |
1 |
2 |
8 |
470 |
| OUTTABLE: Stata module to write matrix to LaTeX table |
10 |
53 |
205 |
2,294 |
75 |
341 |
1,148 |
16,065 |
| OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg, ivreg2, ivreg29, ivprobit, ivtobit, reg3 |
16 |
60 |
232 |
5,342 |
82 |
242 |
896 |
17,428 |
| PANELAUTO: Stata module to support tests for autocorrelation on panel data |
14 |
38 |
126 |
1,703 |
53 |
154 |
566 |
6,283 |
| PANELUNIT: Stata module to support unit root tests on panel data |
2 |
7 |
20 |
1,195 |
5 |
21 |
69 |
3,314 |
| PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit |
3 |
18 |
70 |
1,579 |
16 |
79 |
324 |
5,462 |
| PWCORR2: Stata module to compute pairwise correlations and return results |
1 |
4 |
17 |
174 |
20 |
61 |
159 |
1,145 |
| PWCOV: Stata module to compute pairwise covariances |
0 |
1 |
3 |
91 |
7 |
14 |
39 |
505 |
| QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients |
0 |
8 |
29 |
344 |
8 |
29 |
132 |
1,340 |
| QSTAT2: MATLAB function to compute Ljung-Box Q statistic |
8 |
37 |
106 |
2,336 |
42 |
113 |
330 |
7,632 |
| ROBLPR: Stata module to estimate long memory in a set of timeseries |
2 |
5 |
26 |
423 |
4 |
13 |
95 |
1,393 |
| ROLLING2: Stata module to perform rolling window and recursive estimation |
1 |
18 |
68 |
676 |
19 |
87 |
311 |
2,819 |
| ROLLREG: Stata module to perform rolling regression estimation |
14 |
67 |
184 |
1,953 |
82 |
312 |
687 |
5,849 |
| SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) |
2 |
10 |
44 |
524 |
29 |
118 |
469 |
4,548 |
| SPEARMAN2: Stata module to calculate Spearman rank correlations, extended |
2 |
6 |
23 |
563 |
15 |
51 |
302 |
4,119 |
| SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users |
1 |
3 |
18 |
718 |
4 |
10 |
40 |
2,193 |
| SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method |
9 |
33 |
118 |
299 |
34 |
96 |
352 |
860 |
| STATICFC: Stata module to compute static forecasts for a recursive rolling regression |
3 |
16 |
62 |
129 |
22 |
62 |
242 |
492 |
| STATSMAT: Stata module to place descriptive statistics in matrix |
2 |
5 |
29 |
646 |
8 |
28 |
142 |
3,061 |
| TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation |
0 |
0 |
2 |
28 |
2 |
6 |
25 |
179 |
| TORATS: Stata module to facilitate transfer of data to RATS |
2 |
3 |
9 |
158 |
2 |
6 |
23 |
965 |
| TOSQL: Stata module to transfer data to SQL database |
1 |
4 |
10 |
367 |
6 |
20 |
86 |
2,700 |
| TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values |
3 |
13 |
61 |
506 |
25 |
86 |
278 |
2,432 |
| TSGRAPH: Stata module to produce time series line graph |
1 |
5 |
12 |
745 |
13 |
52 |
125 |
4,387 |
| TSLIST: Stata module to list time series data |
0 |
0 |
0 |
203 |
1 |
4 |
39 |
6,309 |
| TSMKTIM: Stata module to generate time-series calendar variable |
1 |
15 |
51 |
905 |
16 |
62 |
228 |
3,253 |
| URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates |
0 |
2 |
7 |
177 |
3 |
11 |
32 |
619 |
| VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) |
0 |
0 |
6 |
790 |
2 |
5 |
31 |
2,579 |
| VECAR: Stata module to estimate vector autoregressive (VAR) models |
3 |
10 |
44 |
1,943 |
14 |
53 |
202 |
7,111 |
| WHITETST: Stata module to perform White's test for heteroskedasticity |
22 |
69 |
254 |
5,678 |
174 |
488 |
1,479 |
22,512 |
| WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test |
2 |
5 |
35 |
889 |
18 |
57 |
203 |
4,643 |
| XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model |
10 |
37 |
184 |
3,438 |
51 |
201 |
894 |
13,511 |
| XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity |
26 |
75 |
325 |
3,043 |
100 |
289 |
1,240 |
9,253 |
| ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break |
30 |
103 |
355 |
3,840 |
74 |
276 |
983 |
8,569 |
| aer.pl, a script converting XML data to ReDIF |
1 |
2 |
4 |
146 |
3 |
9 |
52 |
1,101 |
| bejeap.pl, a script converting OAI data to ReDIF |
1 |
2 |
3 |
69 |
2 |
4 |
18 |
725 |
| bejeap2.pl, a script converting OAI data to ReDIF with Unicode support |
0 |
1 |
8 |
94 |
0 |
7 |
36 |
729 |
| cdl-ciders.pl, a script converting XML data to ReDIF |
1 |
1 |
2 |
59 |
2 |
5 |
21 |
800 |
| dspace2redif.pl, a script converting DSpace metadata to ReDIF |
4 |
6 |
24 |
145 |
7 |
16 |
73 |
810 |
| ectj.pl, a script converting html data to ReDIF |
0 |
1 |
2 |
74 |
1 |
4 |
19 |
881 |
| imfocpcvt.pl, a script converting html data to ReDIF |
0 |
0 |
1 |
49 |
0 |
0 |
6 |
735 |
| rjeyr.pl, a script converting html data to ReDIF |
0 |
1 |
1 |
44 |
0 |
2 |
10 |
800 |
| Total Software Items |
523 |
1,847 |
7,539 |
130,041 |
2,627 |
8,690 |
32,462 |
479,395 |
|
|
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