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 Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency 0 0 1 484 0 0 10 2,032
A general approach to testing for autocorrelation 3 9 40 73 8 22 106 156
A general approach to testing for autocorrelation 0 2 31 54 0 3 56 71
A little bit of Stata programming goes a long way 4 6 22 2,006 8 13 64 3,386
A little bit of Stata programming goes a long way 2 9 70 5,372 11 25 169 9,538
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 1 386 1 2 17 1,464
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 2 352 1 1 9 1,313
A review of Stata 8.1 and its time series capabilities 1 4 9 1,729 1 7 22 3,613
A simple alternative to the linear probability model for binary choice models with endogenous regressors 2 10 37 147 4 13 82 329
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates 0 0 0 214 0 3 6 1,850
An interpretation and implementation of the Theil-Goldberger 'mixed' estimator 1 3 18 129 8 18 69 306
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests 0 0 0 0 0 4 71 1,160
Binary choice models with endogenous regressors 5 9 56 204 7 13 112 316
Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? 4 10 50 95 9 22 127 222
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 58 0 0 7 630
Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes 0 0 1 93 1 3 27 443
Corporate Liquidity Management and Future Investment Expenditures 1 3 14 97 1 7 45 331
Credible Disinflation Policy in a Dynamic Setting 0 0 0 167 0 1 4 1,392
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises 0 4 20 20 1 8 70 70
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis 1 4 41 41 6 13 74 74
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 1 7 74 74 9 20 106 106
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 62 64 64 64 4 7 7 7
Credit rating agency downgrades and the Eurozone sovereign debt crises 1 29 29 29 2 8 8 8
Does Regular Economic News from Emerging Countries Move Markets? Evidence from Chinese Macro Announcements 1 2 14 14 3 7 37 37
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 1 80 1 3 22 107
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? 0 0 3 65 0 2 15 168
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 60 0 1 5 306
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 186 0 0 10 951
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 0 1 8 313 0 3 35 864
Efficient Management of Multi-Frequency Panel Data with Stata 0 2 6 695 1 4 18 1,750
Efficient management of multi-frequency panel data with Stata 2 9 29 498 3 17 78 1,219
Enhanced routines for instrumental variables/GMM estimation and testing 0 1 20 520 2 7 64 1,067
Enhanced routines for instrumental variables/GMM estimation and testing 6 25 129 1,948 14 57 332 3,701
Evaluating one-way and two-way cluster-robust covariance matrix estimates 1 9 33 373 2 20 92 853
Evaluating one-way and two-way cluster-robust covariance matrix estimates 1 3 12 152 2 6 40 377
Evaluating one-way and two-way cluster–robust covariance matrix estimates 2 10 38 174 4 21 123 530
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 5 981 0 3 32 3,110
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 1 3 19 1,575
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 1 10 810 0 4 64 2,274
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 1 6 682 1 4 18 1,714
Exchange Rate Uncertainty and Firm Profitability 3 5 31 660 6 18 96 2,289
Extending Stata's capabilities for asymptotic covariance matrix estimation 1 1 1 1 1 1 1 1
Facilitating Applied Economic Research with Stata 6 13 50 843 15 35 142 1,968
Firm Investment and Financial Frictions 1 1 1 172 1 4 13 432
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 0 1 4 549 1 3 18 2,050
Fractional Cointegration Analysis of Long Term International Interest Rates 0 0 3 786 1 3 14 2,853
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 3 378 2 4 32 2,126
Fractional Dynamics in Japanese Financial Time Series 0 1 1 326 0 3 20 1,477
Fractional Monetary Dynamics 0 0 0 213 0 0 14 1,140
Implementing econometric estimators with Mata 1 2 8 232 2 4 18 373
Implementing econometric estimators with Mata 0 0 1 143 0 5 15 259
Implementing new econometric tools in Stata 1 11 78 144 3 24 150 252
Instrumental variables and GMM: Estimation and testing 5 24 148 4,361 20 63 342 8,415
Instrumental variables and GMM: Estimation and testing 1 1 5 597 3 7 35 1,408
Instrumental variables and GMM: Estimation and testing 1 4 13 1,230 5 16 68 2,347
Instrumental variables estimation using heteroskedasticity-based instruments 2 7 26 56 5 16 71 117
Instrumental variables estimation using heteroskedasticity-based instruments 2 6 45 160 3 13 78 279
Instrumental variables: Overview and advances 2 4 20 823 3 10 43 1,413
Long Memory and Forecasting in Euroyen Deposit Rates 0 0 0 301 0 0 7 1,895
Long Memory in the Greek Stock Market 1 2 3 971 2 3 20 5,334
Long Term Dependence in Stock Returns 0 0 2 611 0 0 10 1,763
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 0 1 3 516 1 4 20 2,293
Long-Memory Forecasting of U.S. Monetary Indices 0 0 2 256 0 0 12 658
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance 0 1 1 89 0 1 2 434
Macroeconomic Uncertainty and Credit Default Swap Spreads 1 2 9 189 3 7 29 459
Macroeconomic Uncertainty and Firm Leverage 0 1 6 147 2 4 51 557
Macroeconomics Uncertainty and Firm Leverage 0 0 2 84 1 2 15 417
Modeling Returns on the Term Structure of Treasury Interest Rates 0 1 3 818 1 2 13 3,392
Modeling fixed income excess returns 0 0 1 425 0 1 17 2,359
Modelling Federal Reserve Discount Policy 0 0 1 178 0 1 26 1,725
Monetary Policy in the Transition to a Zero Federal Deficit 0 1 1 202 0 2 6 2,102
Nearest-Neighbor Forecasts of U.S. Interest Rates 0 0 3 825 0 0 11 3,979
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 0 0 3 867 0 2 20 4,734
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports 1 1 12 742 5 7 33 2,049
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 0 4 733 0 4 28 7,336
On the Investment Sensitivity of Debt under Uncertainty 0 0 3 160 0 0 13 347
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty 2 4 8 437 3 9 42 1,176
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty 1 1 4 261 2 4 20 733
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 2 29 2 2 14 134
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 0 27 0 3 16 103
Parliamentary Election Cycles and the Turkish Banking Sector 0 1 3 159 1 3 28 459
Persistence in International Inflation Rates 0 0 2 550 0 2 14 4,955
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 0 3 366 0 1 8 2,176
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms 0 1 2 1,255 0 1 7 5,836
Political patronage in Ukranian banking 0 2 3 133 0 2 12 625
Powerful new tools for time series analysis 0 1 8 496 1 3 23 858
Q, Cash Flow and Investment: An Econometric Critique 0 1 3 370 0 1 7 1,648
R&D Expenditures and Geographical Sales Diversification 0 3 16 121 1 8 55 284
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say 0 1 3 157 0 1 8 389
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money 0 0 0 254 0 0 4 1,939
Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey 32 32 32 32 6 7 7 7
Rolling Regressions with Stata 2 6 43 1,522 9 19 137 3,512
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 1 111 0 1 11 789
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 1 90 1 2 14 542
Should you become a Stata programmer? 0 2 12 1,040 1 4 29 1,484
Stata: The language of choice for time series analysis? 1 2 11 1,882 3 8 53 3,712
Stochastic Long Memory in Traded Goods Prices 0 0 2 135 0 0 11 803
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 0 5 185 0 4 29 483
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 0 1 133 2 3 18 702
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 1 2 4 28 5 9 23 204
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms 1 1 10 274 1 5 36 1,357
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 3 5 97 1 5 22 456
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 2 3 16 128 8 16 72 635
The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity 0 0 6 99 2 3 37 287
The Effects of Uncertainty on the Leverage of Non-Financial Firms 1 1 2 269 1 2 10 1,004
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 46 0 0 6 350
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 2 815 0 0 19 2,915
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 0 2 978 1 3 15 3,975
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 4 90 2 2 17 232
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 4 92 0 2 33 286
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 2 4 12 404 3 10 38 1,082
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 2 6 205 1 3 22 594
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 6 111 3 4 50 485
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 4 212 0 1 13 560
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 2 2 2 45 2 4 23 259
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms 0 0 4 128 1 4 27 519
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage 0 0 3 184 0 1 15 495
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity 0 1 11 376 4 6 41 1,650
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms 0 0 0 167 1 1 12 632
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity 1 1 2 37 2 2 9 184
The Impact of the Financial System's Structure on Firms' Financial Constraints 1 1 4 196 1 3 36 553
The Volatility of International Trade Flows and Exchange Rate Uncertainty 0 0 4 193 1 2 19 488
The contextual effects of social capital on health: a cross-national instrumental variable analysis 0 0 4 87 0 1 21 157
The role of uncertainty in the transmission of monetary policy effects on bank lending 1 1 6 315 4 8 32 981
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 0 1 517 0 1 21 1,472
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 5 5 14 188 8 11 54 693
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 0 4 144 0 0 11 465
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty 0 0 0 68 2 3 11 214
Time series filtering techniques in Stata 5 16 105 929 29 72 323 1,980
Time series filtering techniques in Stata 1 5 26 414 2 9 66 881
Time-Varying Risk Premia in the Foreign Currency Futures Basis 0 0 4 651 0 1 27 3,207
Tobin's Q And Financial Policy Revisited 0 0 0 0 0 1 11 852
Topics in time series regression modeling 2 3 24 1,443 10 17 143 3,586
Uncertainty Determinants of Corporate Liquidity 0 0 2 50 1 4 13 222
Uncertainty Determinants of Corporate Liquidity 0 1 1 45 1 4 18 283
Uncertainty Determinants of Corporate Liquidity 0 0 1 167 0 0 12 620
Uncertainty Determinants of Corporate Liquidity 0 0 0 63 0 1 15 297
Uncertainty Determinants of Firm Investment 0 0 3 271 0 4 19 652
Using Mata to work more effectively with Stata: A tutorial 1 6 32 515 5 13 76 893
Using Mata to work more effectively with Stata: A tutorial 1 2 5 411 3 7 27 743
Using Mata to work more effectively with Stata: A tutorial 4 14 70 2,312 10 36 153 3,706
Using Stata for Applied Research: Reviewing its Capabilities 0 2 41 677 1 5 72 904
Using instrumental variables techniques in economics and finance 1 2 18 524 3 6 38 817
Waves and Persistence in Merger and Acquisition Activity 1 3 12 2,038 3 11 60 8,595
cron, perl and Stata: automated production and presentation of a business-daily index 0 1 5 231 1 7 25 772
Total Working Papers 201 467 2,047 66,209 357 1,042 6,185 205,995


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 4 173
A logit analysis of the factor content of West German foreign trade 0 1 1 12 0 1 6 74
A nonparametric investigation of the 90-day t-bill rate 0 0 0 38 0 3 11 530
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency 0 0 0 45 1 3 10 390
A review of Stata 8.1 and its time series capabilities 2 3 7 193 4 6 16 544
A test for long-range dependence in a time series 0 0 0 34 0 0 3 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 0 1 13 0 0 3 59
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 0 109 0 1 6 597
Compacting time series data 0 0 1 34 1 1 7 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 4 4 1 4 19 19
Dynamic adjustment of firms' capital structures in a varying-risk environment 0 0 0 15 0 0 3 60
Dynamics of Intra-EMS Interest Rate Linkages 0 0 3 35 2 2 24 202
Enhanced routines for instrumental variables/generalized method of moments estimation and testing 11 34 132 1,037 15 66 231 1,714
Evaluating concavity for production and cost functions 0 1 1 88 4 7 18 207
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports 0 0 1 93 2 2 8 435
Exchange Rate Uncertainty and Firm Profitability 0 1 4 62 2 3 14 327
Exchange rate effects on the volume and variability of trade flows 0 3 20 222 7 13 57 755
FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES 0 0 0 0 0 0 0 0
Foreword 0 0 0 0 0 0 1 29
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 0 1 2 79 1 2 14 360
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 0 3 5 13 67
Fractional dynamics in Japanese financial time series 0 0 1 28 3 3 12 195
Fractional monetary dynamics 0 1 2 29 3 19 31 333
Instrumental variables and GMM: Estimation and testing 9 22 103 2,997 17 46 238 6,726
Long memory in the Greek stock market 0 0 0 96 1 1 13 520
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 1 1 3 49 3 4 16 303
Long-memory forecasting of US monetary indices 0 0 2 32 3 4 11 179
Long-term dependence in stock returns 0 0 3 79 2 2 9 369
Macroeconomic uncertainty and credit default swap spreads 0 2 6 64 2 8 59 220
Metadata for user-written contributions to the Stata programming language 0 0 0 14 0 1 2 64
Metadata for user-written contributions to the Stata programming language: extensions 0 0 0 21 0 0 0 53
Modelling Federal Reserve Discount Policy 0 0 1 80 0 0 4 890
Multivariate portmanteau (Q) test for white noise 0 1 9 208 2 9 34 696
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 0 0 1 83 2 4 16 433
Nonlinear effects of exchange rate volatility on the volume of bilateral exports 1 1 11 360 5 8 46 1,108
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 0 0 0 0 0 2 10 533
On the investment sensitivity of debt under uncertainty 0 2 8 56 1 6 20 195
On the sensitivity of firms' investment to cash flow and uncertainty 1 4 11 84 1 5 28 269
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 21 86 3 13 60 267
Parliamentary election cycles and the Turkish banking sector 2 6 21 50 7 32 92 220
Persistence in International Inflation Rates 0 0 0 0 3 3 9 75
Political patronage in Ukrainian banking 0 0 4 38 1 3 23 247
Q, Cash Flow and Investment: An Econometric Critique 0 0 0 44 0 0 12 274
Reexamining the term structure of interest rates and the interwar demand for money 0 0 0 0 0 0 0 0
Residual diagnostics for cross-section time series regression models 0 1 12 909 3 7 35 2,531
Richard Sperling (1961-2011) 0 0 0 0 0 0 20 115
Sectoral fluctuations in U.K. firms' investment expenditures 0 0 0 0 0 0 4 8
Stata tip 37: And the last shall be first 0 0 0 38 0 0 1 120
Stata tip 38: Testing for groupwise heteroskedasticity 1 13 48 523 3 21 92 1,042
Stata tip 40: Taking care of business 14 40 177 680 25 74 347 1,316
Stata tip 45: Getting those data into shape 1 2 5 165 1 2 12 433
Stata tip 63: Modeling proportions 0 2 15 264 2 7 25 433
Stata tip 73: append with care! 0 0 3 153 0 0 7 361
Stata tip 88: Efficiently evaluating elasticities with the margins command 0 0 0 0 0 5 25 276
Stata: The language of choice for time-series analysis? 0 3 9 355 3 10 29 925
Stochastic long memory in traded goods prices 0 0 0 21 1 1 4 171
THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS 1 1 7 63 2 6 22 264
THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING 0 0 6 6 0 1 20 20
Test for autoregressive conditional heteroskedasticity in regression error distribution 0 0 1 53 0 0 5 148
Tests for heteroskedasticity in regression error distribution 0 1 4 47 0 2 6 131
Tests for long memory in a time series 1 1 6 100 1 2 15 165
Tests for serial correlation in regression error distribution 0 0 0 37 0 0 2 106
Tests for stationarity of a time series 1 3 12 205 3 6 23 381
Tests for stationarity of a time series: update 0 0 0 56 0 1 5 109
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 1 9 9 0 2 28 28
The contextual effects of social capital on health: A cross-national instrumental variable analysis 0 1 2 12 1 4 18 46
The effects of price- and output-stabilising policies in an interdependent world economy 0 0 0 8 0 0 1 54
The effects of uncertainty and corporate governance on firms’ demand for liquidity 0 0 5 22 0 0 18 89
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 0 0 1 75 6 11 49 336
The impact of macroeconomic uncertainty on firms' changes in financial leverage 0 0 6 77 2 6 25 225
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity 1 3 9 119 3 6 24 385
The impact of the financial system's structure on firms' financial constraints 1 5 28 81 7 27 195 568
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 1 2 5 51 1 3 22 151
Tobin's Q, intangible capital, and financial policy 0 0 0 89 0 0 2 293
Tobin's q and measurement error: Caveat investigator 0 0 1 89 1 1 5 295
USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES 0 0 0 0 2 9 27 199
Ukrainische Banken: politische Patronage von Bedeutung 0 0 0 30 0 7 38 369
Uncertainty determinants of corporate liquidity 0 2 6 106 5 8 38 352
Uncertainty determinants of firm investment 0 1 10 90 0 7 23 300
Utility for time series data 0 2 7 170 9 17 99 852
Waves and persistence in merger and acquisition activity 0 0 1 166 1 2 13 635
Total Journal Articles 50 174 779 11,523 184 548 2,542 35,387


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 48 94 338 2,906 121 284 970 6,810
An Introduction to Stata Programming 13 25 82 923 37 79 244 2,045
Total Books 61 119 420 3,829 158 363 1,214 8,855


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 7 0 0 4 39
Total Chapters 0 0 0 7 0 0 4 39


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 5 12 45 53 20 56 206 248
ARCH: MATLAB function to compute ARCH test 4 11 45 1,648 16 53 246 5,264
ARCHLM: Stata module to calculate LM test for ARCH effects 2 3 50 1,401 31 63 368 6,695
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries 0 0 1 641 0 1 23 1,825
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model 4 8 57 1,535 32 64 401 6,698
ARRANGEDAR: RATS procedures to calculate arranged autoregressions 1 2 4 263 1 6 15 860
AVAR: Stata module to perform asymptotic covariance estimation for iid and non-iid data robust to heteroskedasticity, autocorrelation, 1- and 2-way clustering, and common cross-panel autocorrelated disturbances 4 10 34 35 11 30 157 185
AVPLOT3: Stata module to generate partial regression plots for subsamples 0 0 6 160 1 5 64 1,931
BCUSE: Stata module to access instructional datasets on Boston College server 8 15 70 126 18 37 290 546
BETACOEF: Stata module to calculate beta coefficients from regression 2 3 37 1,455 26 56 362 9,840
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation 1 8 31 1,669 24 59 327 10,299
BIDENSITY: Stata module to produce and graph bivariate density estimates 3 12 45 84 12 57 245 397
BKING: Stata module to implement Baxter-King filter for timeseries data 0 0 19 1,199 8 30 146 4,082
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity 0 1 26 2,552 6 22 220 9,731
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data 0 0 8 194 2 4 35 926
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data 2 3 13 422 7 16 54 1,126
CHECKREG3: Stata module to check identification status of simultaneous equations system 1 4 15 289 5 20 65 1,085
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks 24 65 266 1,686 81 198 806 4,794
CMAXUSE: Stata module to access Cmax instructional datasets 1 1 5 7 2 3 14 37
CNSRSIG: Stata module to evaluate validity of restrictions on a regression 1 1 15 368 5 13 93 1,934
CUSUM6: Stata module to compute cusum, cusum^2 stability tests 5 15 112 1,340 36 95 412 4,431
DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method 19 49 193 1,778 65 188 681 5,665
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test 2 12 56 2,907 17 65 344 12,344
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy 15 37 134 1,497 28 74 391 3,679
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates 3 10 70 1,015 24 66 374 3,813
DURBINH: Stata module to calculate Durbin's h test for serial correlation 3 9 40 1,369 7 24 332 7,294
FRACDIFF: Stata module to generate fractionally-differenced timeseries 0 2 24 353 2 10 65 1,206
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries 0 4 29 875 4 30 128 3,542
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix 0 0 18 432 6 18 177 2,417
GHISTCUM: Stata module to graph histogram and cumulative distribution 2 3 24 712 15 33 199 4,380
GPHROB: RATS modules to perform tests for fractional integration of timeseries 1 3 13 655 4 6 44 1,712
GPHUDAK: Stata module to estimate long memory in a timeseries 2 5 25 442 5 13 60 1,182
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries 0 0 1 313 1 1 22 890
HADRILM: Stata module to perform Hadri panel unit root test 2 5 38 1,766 4 22 128 4,505
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test 2 9 49 663 11 30 136 1,821
HLP2PDF: Stata module to create PDF or PostScript from Stata help file 0 3 15 207 1 15 58 939
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data 25 73 421 6,768 69 204 1,052 13,639
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test 9 26 135 4,388 23 66 416 9,669
ITSP_ADO: Stata module to accompany Introduction to Stata Programming book 1 2 11 96 4 10 41 339
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation 3 3 16 214 4 10 57 994
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg 27 60 276 5,341 139 303 1,852 23,931
IVGMM0: Stata module to perform instrumental variables via GMM 0 2 14 1,343 3 13 62 4,143
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) 2 5 37 1,197 10 30 125 4,916
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) 7 19 88 678 26 62 329 2,291
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation 72 228 1,125 14,885 220 756 3,939 47,432
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments 13 42 214 399 45 169 1,179 1,995
KDENS2: Stata module to estimate bivariate kernel density 3 16 61 1,085 22 73 332 3,592
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity 11 46 236 2,810 38 136 739 8,016
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test 5 19 127 3,888 36 121 546 9,514
LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias 1 4 29 275 8 22 166 1,171
LOG2HTML: Stata module to produce HTML log files 3 6 29 538 9 27 138 2,656
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test 6 13 67 1,099 14 44 206 2,803
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries 4 7 31 617 13 26 108 1,975
MADFULLER: Stata module to perform Dickey-Fuller test on panel data 3 8 38 1,907 8 26 171 6,197
MATIN4-MATOUT4: Stata module to import and export matrices 1 4 40 404 6 21 211 1,654
MODLPR: Stata module to estimate long memory in a timeseries 1 2 16 400 2 10 62 1,233
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel 4 12 49 637 22 56 252 2,540
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel 5 19 119 973 40 133 623 4,152
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating 16 34 126 672 46 123 524 2,744
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends 5 9 31 994 10 31 114 3,319
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality 2 2 20 430 11 21 133 2,540
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise 0 1 12 156 2 7 45 949
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit 1 1 10 178 4 8 58 893
OUTSERIES: Stata module to write timeseries to text files 0 0 1 76 0 1 7 468
OUTTABLE: Stata module to write matrix to LaTeX table 28 53 208 2,241 122 274 1,111 15,724
OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg, ivreg2, ivreg29, ivprobit, ivtobit, reg3 17 54 268 5,282 55 153 1,053 17,186
PANELAUTO: Stata module to support tests for autocorrelation on panel data 8 27 120 1,665 40 129 540 6,129
PANELUNIT: Stata module to support unit root tests on panel data 0 6 23 1,188 5 14 91 3,293
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit 4 17 78 1,561 18 71 350 5,383
PWCORR2: Stata module to compute pairwise correlations and return results 0 4 21 170 5 34 148 1,084
PWCOV: Stata module to compute pairwise covariances 0 1 5 90 2 6 43 491
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients 6 10 34 336 10 29 152 1,311
QSTAT2: MATLAB function to compute Ljung-Box Q statistic 20 31 84 2,299 36 67 282 7,519
ROBLPR: Stata module to estimate long memory in a set of timeseries 2 7 23 418 7 27 98 1,380
ROLLING2: Stata module to perform rolling window and recursive estimation 4 12 62 658 10 54 302 2,732
ROLLREG: Stata module to perform rolling regression estimation 25 46 147 1,886 72 143 513 5,537
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) 3 11 45 514 39 89 467 4,430
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended 0 6 24 557 8 71 326 4,068
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users 0 4 16 715 2 10 37 2,183
SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method 13 27 121 266 26 81 364 764
STATICFC: Stata module to compute static forecasts for a recursive rolling regression 3 10 62 113 13 50 251 430
STATSMAT: Stata module to place descriptive statistics in matrix 0 4 31 641 8 30 166 3,033
TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation 0 0 2 28 1 6 33 173
TORATS: Stata module to facilitate transfer of data to RATS 3 4 8 155 3 5 31 959
TOSQL: Stata module to transfer data to SQL database 1 3 7 363 7 16 93 2,680
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values 3 23 67 493 23 70 273 2,346
TSGRAPH: Stata module to produce time series line graph 1 3 11 740 7 22 111 4,335
TSLIST: Stata module to list time series data 0 0 1 203 2 2 50 6,305
TSMKTIM: Stata module to generate time-series calendar variable 5 14 53 890 19 41 229 3,191
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates 1 1 12 175 2 5 34 608
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) 1 1 6 790 3 4 27 2,574
VECAR: Stata module to estimate vector autoregressive (VAR) models 3 6 45 1,933 19 37 216 7,058
WHITETST: Stata module to perform White's test for heteroskedasticity 15 29 292 5,609 56 135 1,595 22,024
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test 4 8 42 884 8 27 209 4,586
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model 13 35 198 3,401 48 140 956 13,310
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity 13 56 331 2,968 76 230 1,279 8,964
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break 32 87 345 3,737 87 215 971 8,293
aer.pl, a script converting XML data to ReDIF 0 0 6 144 4 9 60 1,092
bejeap.pl, a script converting OAI data to ReDIF 0 0 3 67 2 4 25 721
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support 0 1 8 93 2 8 39 722
cdl-ciders.pl, a script converting XML data to ReDIF 0 1 6 58 2 5 34 795
dspace2redif.pl, a script converting DSpace metadata to ReDIF 2 4 22 139 4 12 92 794
ectj.pl, a script converting html data to ReDIF 0 1 2 73 3 6 22 877
imfocpcvt.pl, a script converting html data to ReDIF 0 0 1 49 0 1 10 735
rjeyr.pl, a script converting html data to ReDIF 0 0 0 43 0 1 16 798
Total Software Items 579 1,595 7,852 128,194 2,228 6,325 33,874 470,705


Statistics updated 2014-10-03