Access Statistics for Christopher Baum

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 1 2 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


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 71 299 4,032 76 208 888 9,999
An Introduction to Stata Programming, Second Edition 4 14 56 1,130 8 29 127 2,570
Total Books 28 85 355 5,162 84 237 1,015 12,569


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 8 0 0 4 49
Total Chapters 0 0 0 8 0 0 4 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 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


Statistics updated 2017-08-03