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 0 4 24 159 3 12 56 208
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 0 3 11 109 0 5 20 72
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 1 56 56 56 1 14 14 14
A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency 0 0 0 487 0 2 6 2,054
A general approach to testing for autocorrelation 2 2 6 70 4 6 19 132
A general approach to testing for autocorrelation 1 1 13 126 3 5 26 267
A large-scale application of Stata's forecast suite: challenges and potential 1 7 17 70 0 10 31 78
A little bit of Stata programming goes a long way 3 4 18 5,435 8 21 66 9,747
A little bit of Stata programming goes a long way 0 1 9 2,051 0 7 33 3,490
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 0 389 0 1 4 1,489
A re-evaluation of empirical tests of the Fisher hypothesis 0 1 1 353 0 4 12 1,344
A review of Stata 8.1 and its time series capabilities 0 1 5 1,741 1 5 25 3,684
A simple alternative to the linear probability model for binary choice models with endogenous regressors 2 4 19 190 2 6 31 416
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates 0 0 0 214 0 2 14 1,876
An interpretation and implementation of the Theil-Goldberger 'mixed' estimator 0 3 12 179 0 5 34 422
Analyzing volatility shocks to Eurozone CDS spreads with a multicountry GMM model in Stata 3 7 33 33 4 11 47 47
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests 0 0 0 0 2 8 11 1,243
Binary choice models with endogenous regressors 2 4 23 280 3 10 55 468
Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? 1 6 16 155 3 13 49 369
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 58 0 1 5 653
Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes 0 0 2 99 0 2 12 477
Corporate Financial Policy and the Value of Cash under Uncertainty 1 7 40 40 4 19 60 60
Corporate Liquidity Management and Future Investment Expenditures 0 2 5 115 0 7 18 394
Credible Disinflation Policy in a Dynamic Setting 0 0 0 167 0 2 6 1,411
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises 2 2 4 28 3 4 13 114
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis 2 2 3 70 5 6 24 199
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 0 3 5 103 0 6 19 142
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 1 3 8 112 4 14 32 256
Credit rating agency downgrades and the Eurozone sovereign debt crises 2 4 8 62 2 12 29 109
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 1 85 1 4 18 141
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 0 1 1 3 10 24
Does the tenure of Private Equity investment improve the performance of European firms? 1 1 1 69 2 6 14 199
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 191 0 2 14 981
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 60 0 1 8 320
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 1 4 9 328 2 6 20 908
Efficient Management of Multi-Frequency Panel Data with Stata 0 1 5 704 1 4 13 1,779
Efficient management of multi-frequency panel data with Stata 4 11 34 571 9 27 81 1,391
Enhanced routines for instrumental variables/GMM estimation and testing 0 7 16 556 1 13 49 1,175
Enhanced routines for instrumental variables/GMM estimation and testing 14 39 103 2,207 36 92 281 4,386
Estimating a dose-response function with heterogeneous response to confounders when treatment is continuous and endogenous 2 2 2 2 3 4 4 4
Evaluating one-way and two-way cluster-robust covariance matrix estimates 2 8 32 444 4 22 75 1,032
Evaluating one-way and two-way cluster-robust covariance matrix estimates 0 1 7 173 1 3 14 429
Evaluating one-way and two-way cluster–robust covariance matrix estimates 1 2 22 243 11 18 66 820
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 0 2 13 1,607
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 1 4 991 0 4 17 3,164
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 2 4 5 693 3 9 19 1,769
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 1 2 822 2 4 14 2,326
Exchange Rate Uncertainty and Firm Profitability 0 4 13 700 1 9 52 2,463
Extending Stata's capabilities for asymptotic covariance matrix estimation 0 0 10 67 2 7 45 204
Facilitating Applied Economic Research with Stata 0 3 4 879 0 5 13 2,083
Firm Investment and Financial Frictions 1 3 6 188 1 5 22 483
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 0 0 1 552 0 2 12 2,081
Fractional Cointegration Analysis of Long Term International Interest Rates 0 1 1 789 0 4 13 2,887
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 381 0 3 11 2,149
Fractional Dynamics in Japanese Financial Time Series 0 0 0 328 0 3 9 1,499
Fractional Monetary Dynamics 0 0 0 215 0 3 11 1,160
Implementing econometric estimators with Mata 0 0 5 158 2 4 16 299
Implementing econometric estimators with Mata 0 1 4 251 0 5 12 420
Implementing new econometric tools in Stata 1 6 31 262 2 12 54 462
Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach 2 6 35 154 5 15 61 133
Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach 1 56 56 56 0 12 12 12
Instrumental variables and GMM: Estimation and testing 1 4 18 1,270 7 22 69 2,491
Instrumental variables and GMM: Estimation and testing 8 23 72 4,575 14 61 203 8,936
Instrumental variables and GMM: Estimation and testing 0 1 3 611 1 5 23 1,461
Instrumental variables estimation using heteroskedasticity-based instruments 1 4 18 219 6 12 41 389
Instrumental variables estimation using heteroskedasticity-based instruments 0 5 22 106 2 20 56 235
Instrumental variables: Overview and advances 1 3 15 879 1 8 33 1,513
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 2 2 16 74 3 7 36 138
Long Memory and Forecasting in Euroyen Deposit Rates 0 0 1 304 0 2 11 1,915
Long Memory in the Greek Stock Market 0 0 2 978 0 4 16 5,364
Long Term Dependence in Stock Returns 0 0 1 613 0 3 13 1,784
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 0 1 1 524 0 5 14 2,330
Long-Memory Forecasting of U.S. Monetary Indices 0 0 0 256 0 2 9 684
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance 0 0 0 90 0 1 3 444
Macroeconomic Uncertainty and Credit Default Swap Spreads 2 4 12 222 3 12 90 633
Macroeconomic Uncertainty and Firm Leverage 0 0 6 170 0 1 13 653
Macroeconomics Uncertainty and Firm Leverage 0 0 1 89 0 1 7 451
Modeling Rating Transition Matrices for Wholesale Loan Portfolios 2 7 77 77 2 12 56 56
Modeling Returns on the Term Structure of Treasury Interest Rates 0 0 1 822 0 1 3 3,411
Modeling fixed income excess returns 0 0 0 427 0 3 9 2,388
Modelling Federal Reserve Discount Policy 0 0 0 180 0 2 8 1,759
Monetary Policy in the Transition to a Zero Federal Deficit 0 0 0 202 0 2 4 2,111
Nearest-Neighbor Forecasts of U.S. Interest Rates 0 0 0 827 0 2 13 4,004
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 1 1 2 877 2 5 22 4,798
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports 3 3 10 755 3 11 36 2,113
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 0 0 735 0 3 8 7,384
On the Investment Sensitivity of Debt under Uncertainty 2 2 3 168 2 6 15 381
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty 0 3 8 455 2 7 46 1,290
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty 1 3 8 276 3 10 46 819
Openness and financial stability 2 4 4 4 4 9 9 9
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 0 35 1 2 11 181
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 3 168 0 6 19 510
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 1 28 0 1 9 132
Persistence in International Inflation Rates 0 0 1 552 0 3 12 4,982
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 0 0 368 0 5 26 2,224
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms 0 0 0 1,256 0 3 14 5,868
Political patronage in Ukranian banking 0 0 0 136 0 2 16 663
Powerful new tools for time series analysis 0 1 6 514 0 3 14 899
Q, Cash Flow and Investment: An Econometric Critique 0 1 4 378 0 3 17 1,690
R&D Expenditures and Geographical Sales Diversification 0 0 8 150 0 5 29 379
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say 0 0 5 166 0 2 15 429
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money 0 0 0 255 0 2 6 1,953
Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey 0 1 7 59 0 3 16 60
Rolling Regressions with Stata 0 2 10 1,577 1 13 35 3,682
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 90 0 1 11 583
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 2 3 114 0 4 9 805
Should you become a Stata programmer? 1 4 11 1,077 1 6 25 1,548
Stata: The language of choice for time series analysis? 2 2 8 1,916 3 6 33 3,824
Stochastic Long Memory in Traded Goods Prices 0 0 0 137 0 2 7 826
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 1 4 205 1 5 26 603
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 1 3 6 40 1 6 14 254
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 2 3 5 144 2 7 14 741
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms 0 2 15 315 0 15 72 1,578
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 1 13 27 184 10 54 183 1,007
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 1 3 10 115 2 8 27 517
The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity 0 1 7 110 0 4 24 354
The Effects of Uncertainty on the Leverage of Non-Financial Firms 0 2 6 283 6 11 35 1,079
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 46 0 1 12 371
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 816 0 1 7 2,939
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 0 0 978 0 5 44 4,095
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 1 3 95 1 3 16 267
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 1 1 3 102 1 4 18 344
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 2 4 9 230 8 18 36 676
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 1 1 3 420 2 4 21 1,153
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 6 8 57 1 18 40 316
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 3 126 1 5 21 551
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 1 214 0 3 9 581
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms 0 1 1 134 1 3 12 559
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage 0 1 3 195 0 5 16 551
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity 2 5 15 408 4 18 76 1,825
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms 0 1 14 190 1 5 27 688
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity 1 2 8 49 2 9 29 234
The Impact of the Financial System's Structure on Firms' Financial Constraints 0 0 3 205 1 4 35 626
The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility 0 1 2 33 2 6 27 110
The Volatility of International Trade Flows and Exchange Rate Uncertainty 0 1 2 206 0 6 18 536
The contextual effects of social capital on health: a cross-national instrumental variable analysis 0 1 2 91 1 5 18 192
The role of uncertainty in the transmission of monetary policy effects on bank lending 0 0 5 328 1 8 21 1,037
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 1 2 5 530 3 11 32 1,547
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 1 4 156 1 5 14 501
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 3 5 211 0 4 23 794
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty 0 1 4 74 0 4 18 250
Time series filtering techniques in Stata 11 30 95 1,195 36 80 275 2,770
Time series filtering techniques in Stata 0 6 15 448 2 13 43 984
Time-Varying Risk Premia in the Foreign Currency Futures Basis 1 2 7 664 1 4 37 3,288
Tobin's Q And Financial Policy Revisited 0 0 0 0 0 3 12 874
Topics in time series regression modeling 5 11 33 1,544 20 75 263 4,319
Uncertainty Determinants of Corporate Liquidity 0 1 1 64 0 3 8 315
Uncertainty Determinants of Corporate Liquidity 0 1 2 49 1 6 20 320
Uncertainty Determinants of Corporate Liquidity 0 2 3 173 0 4 12 656
Uncertainty Determinants of Corporate Liquidity 0 1 4 59 0 2 14 257
Uncertainty Determinants of Firm Investment 0 1 4 288 1 4 25 706
Using Mata to work more effectively with Stata: A tutorial 3 3 24 2,435 3 9 54 3,936
Using Mata to work more effectively with Stata: A tutorial 1 2 3 419 1 4 13 778
Using Mata to work more effectively with Stata: A tutorial 1 4 17 577 3 10 44 1,031
Using Stata for Applied Research: Reviewing its Capabilities 1 7 26 751 4 11 50 1,040
Using instrumental variables techniques in economics and finance 2 3 14 560 2 8 34 900
Waves and Persistence in Merger and Acquisition Activity 0 1 9 2,056 2 6 36 8,690
What do Chinese Macro Announcements Tell Us About the World Economy? 0 4 15 49 0 8 38 139
cron, perl and Stata: automated production and presentation of a business-daily index 0 0 0 237 0 2 7 803
Total Working Papers 123 512 1,570 70,693 332 1,361 5,050 219,889


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Logit Analysis of the Factor Content of West German Foreign Trade 0 0 0 0 0 0 3 178
A logit analysis of the factor content of West German foreign trade 0 0 0 13 0 1 7 87
A nonparametric investigation of the 90-day t-bill rate 0 0 0 39 0 0 7 551
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency 0 0 0 48 1 2 9 412
A review of Stata 8.1 and its time series capabilities 1 2 3 199 1 4 10 565
A test for long-range dependence in a time series 0 0 1 37 1 1 5 107
Activist policy and macroeconomic instability 0 0 0 15 0 0 2 124
An empirical analysis of the composition of manufacturing employment in the industrialized countries 0 0 1 18 0 0 7 78
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 0 110 0 1 4 607
Compacting time series data 0 0 0 37 0 0 4 103
Coordination of large macroeconomies'policies and the stability of small economies 0 0 0 7 0 0 4 67
Credit rating agency downgrades and the Eurozone sovereign debt crises 1 4 9 9 2 11 36 36
Cumulative author index, volumes 1-16 1 4 24 24 1 5 36 36
Dynamic adjustment of firms' capital structures in a varying-risk environment 0 1 1 17 0 1 3 70
Dynamics of Intra-EMS Interest Rate Linkages 0 1 1 38 0 2 9 225
Enhanced routines for instrumental variables/generalized method of moments estimation and testing 13 42 146 1,395 30 85 283 2,373
Evaluating concavity for production and cost functions 0 1 3 93 3 5 11 246
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports 0 0 1 98 0 0 4 452
Exchange Rate Uncertainty and Firm Profitability 0 3 4 73 0 4 14 368
Exchange rate effects on the volume and variability of trade flows 1 3 9 254 3 12 52 889
FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES 0 0 2 2 0 1 6 16
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 1 3 84 0 2 13 394
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 0 0 1 5 88
Fractional dynamics in Japanese financial time series 0 0 0 28 0 1 8 216
Fractional monetary dynamics 0 0 0 30 0 1 9 374
Happily Ever After? Pre-and-Post Disaster Determinants of Happiness Among Survivors of Hurricane Katrina 0 0 1 8 0 1 10 36
Instrumental variables and GMM: Estimation and testing 8 24 63 3,169 21 63 183 7,181
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 0 2 8 9 0 5 23 28
Long memory in the Greek stock market 0 0 0 96 0 1 9 535
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 0 2 51 2 3 24 347
Long-memory forecasting of US monetary indices 0 1 1 35 0 3 9 200
Long-term dependence in stock returns 0 0 2 83 0 4 18 401
Macroeconomic uncertainty and credit default swap spreads 0 1 4 74 0 2 9 262
Metadata for user-written contributions to the Stata programming language 0 0 1 16 0 0 3 78
Metadata for user-written contributions to the Stata programming language: extensions 0 0 0 21 0 0 3 63
Modelling Federal Reserve Discount Policy 0 0 0 81 0 1 6 906
Multivariate portmanteau (Q) test for white noise 0 0 1 220 2 2 12 746
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 0 0 1 86 1 9 16 474
Nonlinear effects of exchange rate volatility on the volume of bilateral exports 0 1 4 377 2 5 20 1,173
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 0 0 0 0 0 1 4 546
On the investment sensitivity of debt under uncertainty 0 0 1 64 1 2 14 246
On the sensitivity of firms' investment to cash flow and uncertainty 0 0 1 98 1 5 18 336
On the sensitivity of optimal control solutions 0 0 0 23 0 0 4 95
On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty 2 3 9 125 9 20 53 409
Parliamentary election cycles and the Turkish banking sector 0 0 3 65 0 2 14 283
Persistence in International Inflation Rates 0 0 0 0 0 1 6 96
Political patronage in Ukrainian banking 0 0 3 42 0 4 17 285
Q, Cash Flow and Investment: An Econometric Critique 0 0 1 45 0 1 4 286
R&D Expenditures and Geographical Sales Diversification 0 0 3 3 0 3 10 10
Reexamining the term structure of interest rates and the interwar demand for money 0 0 0 1 0 1 5 11
Residual diagnostics for cross-section time series regression models 2 3 11 929 3 7 32 2,605
Richard Sperling (1961-2011) 0 0 0 0 0 0 5 137
Sectoral fluctuations in U.K. firms' investment expenditures 0 0 1 2 0 1 9 25
Securities fraud and corporate board turnover: New evidence from lawsuit outcomes 1 1 2 2 1 2 7 7
Stata tip 126: Handling irregularly spaced high-frequency transactions data 0 8 17 17 2 13 44 44
Stata tip 37: And the last shall be first 2 2 4 45 2 3 6 135
Stata tip 38: Testing for groupwise heteroskedasticity 3 7 25 580 5 11 40 1,154
Stata tip 40: Taking care of business 16 67 219 1,280 46 144 466 2,563
Stata tip 45: Getting those data into shape 1 1 4 176 1 1 5 468
Stata tip 63: Modeling proportions 0 4 21 302 4 15 45 522
Stata tip 73: append with care! 2 3 4 158 4 5 14 387
Stata tip 88: Efficiently evaluating elasticities with the margins command 0 0 0 0 0 0 5 300
Stata: The language of choice for time-series analysis? 0 1 8 377 0 3 26 988
Stochastic long memory in traded goods prices 0 0 0 22 0 2 7 188
THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS 0 0 3 73 1 7 17 331
THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING 0 0 0 12 2 5 15 54
Test for autoregressive conditional heteroskedasticity in regression error distribution 0 0 3 58 0 0 6 164
Tests for heteroskedasticity in regression error distribution 0 0 2 51 0 0 5 152
Tests for long memory in a time series 0 0 3 109 1 2 10 196
Tests for serial correlation in regression error distribution 0 0 0 39 0 0 3 119
Tests for stationarity of a time series 1 2 7 224 1 2 13 415
Tests for stationarity of a time series: update 0 1 3 62 0 1 6 127
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 1 8 66 1 4 50 266
The contextual effects of social capital on health: A cross-national instrumental variable analysis 0 0 0 14 1 2 9 74
The effects of price- and output-stabilising policies in an interdependent world economy 0 0 0 9 0 0 2 60
The effects of uncertainty and corporate governance on firms’ demand for liquidity 0 0 0 25 0 4 21 123
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 1 1 1 83 3 5 15 381
The impact of macroeconomic uncertainty on firms' changes in financial leverage 0 0 0 85 1 4 13 287
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity 0 1 2 134 2 7 19 448
The impact of the financial system's structure on firms' financial constraints 0 0 8 118 0 2 38 809
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 2 4 6 62 4 7 17 198
The self-medication hypothesis: Evidence from terrorism and cigarette accessibility 0 1 2 2 1 4 13 13
Time‐varying risk premia in the foreign currency futures basis 0 0 0 0 0 1 4 9
Tobin's Q, intangible capital, and financial policy 0 0 1 92 0 2 7 310
Tobin's q and measurement error: Caveat investigator 0 0 0 89 0 0 1 300
USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES 0 0 0 0 2 5 11 253
Ukrainische Banken: politische Patronage von Bedeutung 0 0 0 30 0 0 7 412
Uncertainty determinants of corporate liquidity 0 4 12 152 2 11 47 515
Uncertainty determinants of firm investment 2 4 7 107 7 13 27 359
Utility for time series data 0 0 2 185 2 6 24 982
Waves and persistence in merger and acquisition activity 0 0 2 170 0 2 15 668
What do Chinese macro announcements tell us about the world economy? 0 2 9 17 1 6 23 47
Total Journal Articles 60 212 714 13,418 181 588 2,196 41,327


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 29 85 295 3,990 76 240 884 9,867
An Introduction to Stata Programming, Second Edition 7 17 52 1,123 12 37 129 2,553
Total Books 36 102 347 5,113 88 277 1,013 12,420


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 1 6 49
Total Chapters 0 0 0 8 0 1 6 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 14 34 78 236 43 126 302 1,020
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 1 3 3 3 8 24 24 24
ARCH: MATLAB function to compute ARCH test 5 6 23 1,723 16 36 115 5,626
ARCHLM: Stata module to calculate LM test for ARCH effects 2 11 32 1,524 19 89 258 7,716
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries 1 1 2 647 1 2 10 1,853
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model 1 11 43 1,649 37 104 321 7,582
ARRANGEDAR: RATS procedures to calculate arranged autoregressions 0 0 0 266 0 1 7 884
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 7 13 63 156 20 65 270 768
AVPLOT3: Stata module to generate partial regression plots for subsamples 0 0 1 164 0 4 21 2,028
BCUSE: Stata module to access instructional datasets on Boston College server 10 29 103 368 33 135 429 1,571
BETACOEF: Stata module to calculate beta coefficients from regression 3 8 30 1,542 34 77 220 10,516
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation 4 12 36 1,767 32 101 363 11,170
BIDENSITY: Stata module to produce and graph bivariate density estimates 2 14 41 200 9 53 204 929
BKING: Stata module to implement Baxter-King filter for timeseries data 1 6 15 1,245 15 55 245 4,554
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity 0 12 32 2,635 15 53 160 10,176
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data 0 1 7 210 0 6 25 995
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data 3 9 17 468 11 25 56 1,266
CHECKREG3: Stata module to check identification status of simultaneous equations system 1 2 19 335 8 20 85 1,271
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks 18 60 225 2,382 52 205 765 7,133
CMAXUSE: Stata module to access Cmax instructional datasets 0 0 0 9 0 0 13 91
CNSRSIG: Stata module to evaluate validity of restrictions on a regression 0 3 15 415 6 19 67 2,148
CUSUM6: Stata module to compute cusum, cusum^2 stability tests 12 36 102 1,598 33 113 429 5,504
DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method 22 67 227 2,316 83 226 889 7,998
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test 4 17 58 3,070 34 108 316 13,308
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy 10 51 145 1,895 33 142 450 4,904
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates 3 11 37 1,141 15 46 202 4,503
DURBINH: Stata module to calculate Durbin's h test for serial correlation 3 12 40 1,480 25 80 301 8,075
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 3 3 3 9 30 30 30
FRACDIFF: Stata module to generate fractionally-differenced timeseries 1 3 12 380 5 11 43 1,340
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries 1 1 5 913 4 7 60 3,775
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix 2 3 7 482 7 17 71 2,682
GHISTCUM: Stata module to graph histogram and cumulative distribution 2 13 40 823 15 63 266 5,125
GPHROB: RATS modules to perform tests for fractional integration of timeseries 0 0 2 671 0 2 11 1,768
GPHUDAK: Stata module to estimate long memory in a timeseries 7 11 36 508 15 25 114 1,424
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries 0 0 3 317 0 0 10 920
GRPDF: Stata module to produce PDFs from memory graphs 0 2 10 11 2 9 83 93
HADRILM: Stata module to perform Hadri panel unit root test 4 11 38 1,866 14 42 139 4,887
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test 3 9 34 770 11 41 157 2,266
HLP2PDF: Stata module to create PDF or PostScript from Stata help file 0 3 11 236 1 10 45 1,066
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data 9 48 193 7,473 39 181 637 15,862
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test 3 21 81 4,614 19 73 275 10,476
ITSP_ADO: Stata module to accompany Introduction to Stata Programming book 4 9 19 144 7 20 64 528
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation 0 3 12 243 5 11 45 1,137
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg 20 55 200 6,044 138 351 1,279 28,922
IVGMM0: Stata module to perform instrumental variables via GMM 0 1 7 1,362 2 3 19 4,229
IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10) 2 7 22 59 12 38 118 285
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) 2 4 18 1,249 8 24 91 5,161
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) 2 9 33 768 18 47 150 2,714
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation 90 206 839 17,611 359 861 3,575 59,749
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments 28 98 295 1,167 86 329 1,091 4,727
KDENS2: Stata module to estimate bivariate kernel density 10 17 66 1,262 38 101 346 4,525
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity 14 55 180 3,309 57 205 634 9,846
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test 6 20 58 4,061 36 114 314 10,434
LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias 2 9 29 335 7 33 103 1,453
LOG2HTML: Stata module to produce HTML log files 0 4 26 595 9 26 174 3,091
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test 24 32 79 1,340 46 68 191 3,408
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries 0 3 23 666 9 16 84 2,180
MADFULLER: Stata module to perform Dickey-Fuller test on panel data 1 5 11 1,952 5 20 62 6,469
MATIN4-MATOUT4: Stata module to import and export matrices 2 8 20 455 8 20 54 1,833
MODLPR: Stata module to estimate long memory in a timeseries 2 5 25 446 3 11 62 1,389
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel 6 10 50 826 23 73 261 3,314
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel 7 14 58 1,164 31 93 285 5,218
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating 12 41 157 1,133 41 153 613 4,437
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends 1 2 11 1,026 5 13 63 3,515
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality 0 3 20 474 14 54 168 2,929
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise 0 0 3 168 3 7 30 1,033
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit 2 4 14 207 5 13 58 1,038
OUTSERIES: Stata module to write timeseries to text files 0 0 0 76 0 0 9 489
OUTTABLE: Stata module to write matrix to LaTeX table 11 37 121 2,634 71 248 727 18,088
OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg2, ivreg29, ivregress, ivprobit, ivtobit, reg3 21 51 212 5,921 63 169 684 19,621
PANELAUTO: Stata module to support tests for autocorrelation on panel data 23 60 176 2,137 90 300 811 8,084
PANELUNIT: Stata module to support unit root tests on panel data 3 4 7 1,211 6 13 33 3,394
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit 7 20 57 1,749 14 50 218 6,122
PWCORR2: Stata module to compute pairwise correlations and return results 1 7 23 241 12 44 161 1,686
PWCOV: Stata module to compute pairwise covariances 0 1 7 108 1 6 35 599
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients 0 3 22 402 4 26 102 1,579
QSTAT2: MATLAB function to compute Ljung-Box Q statistic 3 15 57 2,539 11 52 194 8,243
ROBLPR: Stata module to estimate long memory in a set of timeseries 1 6 22 465 7 17 78 1,558
ROLLING2: Stata module to perform rolling window and recursive estimation 11 25 49 784 34 107 229 3,353
ROLLREG: Stata module to perform rolling regression estimation 13 42 129 2,332 57 184 606 7,628
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) 1 9 32 631 27 95 474 5,895
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended 3 6 21 613 14 38 156 4,624
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users 0 1 6 740 2 4 15 2,245
SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method 14 41 142 644 35 108 379 1,858
STATICFC: Stata module to compute static forecasts for a recursive rolling regression 2 9 32 258 14 43 118 902
STATSMAT: Stata module to place descriptive statistics in matrix 1 5 21 695 8 30 118 3,334
TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation 0 3 9 47 2 7 25 236
TORATS: Stata module to facilitate transfer of data to RATS 0 0 1 167 2 4 30 1,051
TOSQL: Stata module to transfer data to SQL database 1 1 6 389 5 25 114 2,974
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values 4 7 34 665 12 47 201 3,198
TSGRAPH: Stata module to produce time series line graph 3 7 24 804 17 53 168 4,830
TSLIST: Stata module to list time series data 0 1 1 204 8 37 75 6,431
TSMKTIM: Stata module to generate time-series calendar variable 5 20 63 1,063 22 93 339 3,950
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates 0 1 5 196 0 5 27 702
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) 0 1 5 805 0 3 17 2,637
VECAR: Stata module to estimate vector autoregressive (VAR) models 1 3 10 1,988 2 8 35 7,346
WHITETST: Stata module to perform White's test for heteroskedasticity 19 71 186 6,140 135 414 1,106 25,333
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test 3 11 31 961 28 96 263 5,173
XTILETEST: Stata module to test equality of percentiles across groups of observations 0 2 11 16 2 12 61 105
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model 18 56 187 3,927 80 248 900 15,864
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity 45 122 327 3,898 187 501 1,362 12,785
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break 38 117 390 4,812 104 325 1,112 11,379
aer.pl, a script converting XML data to ReDIF 0 2 5 161 2 10 26 1,171
bejeap.pl, a script converting OAI data to ReDIF 0 0 3 79 0 3 21 775
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support 0 1 3 112 0 2 14 790
cdl-ciders.pl, a script converting XML data to ReDIF 0 0 2 71 0 2 27 866
dspace2redif.pl, a script converting DSpace metadata to ReDIF 0 1 9 174 1 12 75 1,009
ectj.pl, a script converting html data to ReDIF 0 0 2 77 0 1 6 906
imfocpcvt.pl, a script converting html data to ReDIF 0 0 1 51 0 0 12 761
rjeyr.pl, a script converting html data to ReDIF 0 0 0 48 0 0 3 819
Total Software Items 649 1,950 6,595 147,612 2,777 8,572 29,588 559,284


Statistics updated 2017-06-02