Access Statistics for Christopher Baum

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 0 3 16 101 0 4 26 56
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 3 7 60 142 8 17 116 169
A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency 0 0 2 487 1 3 12 2,051
A general approach to testing for autocorrelation 3 5 22 118 6 9 42 250
A general approach to testing for autocorrelation 2 2 7 66 1 8 30 121
A large-scale application of Stata's forecast suite: challenges and potential 0 2 55 55 2 6 53 53
A little bit of Stata programming goes a long way 3 6 24 2,048 6 15 47 3,472
A little bit of Stata programming goes a long way 2 7 24 5,424 4 17 82 9,698
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 0 389 0 1 15 1,486
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 0 352 0 1 15 1,333
A review of Stata 8.1 and its time series capabilities 1 2 6 1,738 1 9 33 3,668
A simple alternative to the linear probability model for binary choice models with endogenous regressors 3 6 15 177 5 11 28 396
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates 0 0 0 214 2 4 10 1,866
An interpretation and implementation of the Theil-Goldberger 'mixed' estimator 1 5 22 172 3 13 47 401
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests 0 0 0 0 0 2 16 1,234
Binary choice models with endogenous regressors 4 6 22 263 6 17 51 430
Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? 0 0 22 139 2 9 56 329
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 58 0 1 9 649
Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes 1 1 2 98 2 6 13 471
Corporate Liquidity Management and Future Investment Expenditures 0 1 6 111 0 4 28 380
Credible Disinflation Policy in a Dynamic Setting 0 0 0 167 0 3 6 1,408
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises 0 0 3 24 0 2 20 103
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis 0 0 10 67 3 10 51 185
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 0 0 9 98 3 7 40 130
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 0 1 7 105 1 4 40 228
Credit rating agency downgrades and the Eurozone sovereign debt crises 0 2 5 56 0 7 34 87
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 0 84 1 5 14 128
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 0 1 0 2 8 16
Does the tenure of Private Equity investment improve the performance of European firms? 0 0 0 68 0 3 13 188
Dynamics of Intra-EMS Interest Rate Linkages 0 0 1 191 0 7 17 974
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 60 1 4 8 316
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 1 4 6 323 1 4 17 892
Efficient Management of Multi-Frequency Panel Data with Stata 1 4 4 703 1 5 8 1,771
Efficient management of multi-frequency panel data with Stata 3 8 27 545 5 16 66 1,326
Enhanced routines for instrumental variables/GMM estimation and testing 12 28 82 2,132 28 73 235 4,178
Enhanced routines for instrumental variables/GMM estimation and testing 1 2 11 542 6 12 44 1,138
Evaluating one-way and two-way cluster-robust covariance matrix estimates 2 5 26 417 2 7 55 964
Evaluating one-way and two-way cluster-robust covariance matrix estimates 0 1 5 167 0 2 17 417
Evaluating one-way and two-way cluster–robust covariance matrix estimates 0 6 34 227 5 16 145 770
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 0 2 11 1,596
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 3 987 3 6 24 3,153
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 0 2 688 1 2 14 1,752
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 0 4 820 1 2 20 2,314
Exchange Rate Uncertainty and Firm Profitability 3 5 18 692 5 16 77 2,427
Extending Stata's capabilities for asymptotic covariance matrix estimation 1 3 14 60 2 9 55 168
Facilitating Applied Economic Research with Stata 1 1 8 876 1 4 22 2,074
Firm Investment and Financial Frictions 1 2 9 184 3 10 33 471
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 1 1 2 552 2 7 13 2,076
Fractional Cointegration Analysis of Long Term International Interest Rates 0 0 1 788 1 6 20 2,880
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 3 381 1 4 13 2,142
Fractional Dynamics in Japanese Financial Time Series 0 0 1 328 1 4 11 1,494
Fractional Monetary Dynamics 0 0 2 215 0 3 8 1,152
Implementing econometric estimators with Mata 0 1 6 248 0 2 15 410
Implementing econometric estimators with Mata 1 2 4 155 2 4 14 287
Implementing new econometric tools in Stata 6 9 33 240 10 20 72 428
Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach 3 8 127 127 4 13 85 85
Instrumental variables and GMM: Estimation and testing 2 6 13 1,258 6 18 52 2,440
Instrumental variables and GMM: Estimation and testing 1 1 5 609 2 6 19 1,444
Instrumental variables and GMM: Estimation and testing 5 13 59 4,516 16 36 136 8,769
Instrumental variables estimation using heteroskedasticity-based instruments 1 4 18 205 5 12 40 360
Instrumental variables estimation using heteroskedasticity-based instruments 1 4 18 88 2 8 32 187
Instrumental variables: Overview and advances 2 5 19 869 4 9 36 1,489
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 1 5 25 63 2 7 49 109
Long Memory and Forecasting in Euroyen Deposit Rates 1 1 2 304 2 7 12 1,911
Long Memory in the Greek Stock Market 1 1 4 977 2 5 14 5,353
Long Term Dependence in Stock Returns 0 0 0 612 1 5 9 1,776
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 0 0 3 523 0 2 11 2,318
Long-Memory Forecasting of U.S. Monetary Indices 0 0 0 256 1 4 14 679
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance 0 0 0 90 0 0 5 441
Macroeconomic Uncertainty and Credit Default Swap Spreads 1 5 11 215 13 33 74 576
Macroeconomic Uncertainty and Firm Leverage 0 0 6 164 0 1 24 641
Macroeconomics Uncertainty and Firm Leverage 0 1 1 89 0 3 14 447
Modeling Rating Transition Matrices for Wholesale Loan Portfolios 52 52 52 52 10 10 10 10
Modeling Returns on the Term Structure of Treasury Interest Rates 0 0 2 821 0 1 10 3,409
Modeling fixed income excess returns 0 0 1 427 1 2 11 2,381
Modelling Federal Reserve Discount Policy 0 0 2 180 0 1 14 1,752
Monetary Policy in the Transition to a Zero Federal Deficit 0 0 0 202 0 2 5 2,109
Nearest-Neighbor Forecasts of U.S. Interest Rates 0 0 1 827 1 4 8 3,995
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 0 1 4 876 3 8 22 4,784
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports 1 3 6 748 1 5 14 2,082
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 0 0 735 0 3 19 7,379
On the Investment Sensitivity of Debt under Uncertainty 0 0 2 165 1 5 14 371
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty 1 1 7 448 7 18 53 1,262
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty 0 0 4 268 1 9 32 782
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 0 27 0 2 18 125
Parliamentary Election Cycles and the Turkish Banking Sector 2 2 4 167 3 6 25 497
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 2 35 0 3 22 173
Persistence in International Inflation Rates 0 0 0 551 0 1 8 4,971
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 0 2 368 4 9 26 2,207
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms 0 0 0 1,256 1 6 13 5,860
Political patronage in Ukranian banking 0 0 2 136 0 2 17 649
Powerful new tools for time series analysis 1 2 4 510 3 6 13 891
Q, Cash Flow and Investment: An Econometric Critique 2 2 5 376 2 5 16 1,678
R&D Expenditures and Geographical Sales Diversification 1 5 10 147 1 9 37 359
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say 2 2 4 163 6 7 17 421
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money 0 0 1 255 0 1 7 1,948
Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey 0 1 3 53 0 2 10 46
Rolling Regressions with Stata 2 4 14 1,571 2 8 46 3,655
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 90 1 5 21 577
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 111 0 1 6 797
Should you become a Stata programmer? 2 2 11 1,068 4 8 23 1,531
Stata: The language of choice for time series analysis? 2 2 14 1,910 2 8 45 3,799
Stochastic Long Memory in Traded Goods Prices 0 0 2 137 0 3 12 822
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 0 6 201 2 5 47 582
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 1 1 140 0 3 14 730
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 2 5 36 1 5 21 245
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms 1 4 22 304 4 15 112 1,521
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 4 18 161 12 24 118 848
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 2 2 6 107 4 6 27 496
The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity 0 1 3 104 0 8 34 338
The Effects of Uncertainty on the Leverage of Non-Financial Firms 0 1 5 278 5 13 32 1,057
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 46 2 6 12 365
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 1 816 0 3 9 2,935
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 0 0 978 6 17 58 4,068
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 1 99 0 3 14 329
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 0 92 0 1 15 252
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 0 7 221 1 4 25 644
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 1 1 3 418 2 6 25 1,138
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 0 213 0 2 9 574
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 1 49 3 7 14 283
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 1 4 124 2 7 19 537
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms 0 0 1 133 2 4 11 551
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage 0 0 3 192 1 4 22 539
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity 1 6 13 399 7 27 82 1,776
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms 0 3 9 179 0 4 14 665
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity 0 1 3 42 2 6 18 211
The Impact of the Financial System's Structure on Firms' Financial Constraints 1 1 2 203 6 11 33 602
The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility 0 1 8 32 3 8 40 91
The Volatility of International Trade Flows and Exchange Rate Uncertainty 0 0 3 204 1 2 15 520
The contextual effects of social capital on health: a cross-national instrumental variable analysis 0 0 1 89 1 3 13 177
The role of uncertainty in the transmission of monetary policy effects on bank lending 1 2 6 325 2 6 23 1,022
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 0 3 525 0 5 23 1,520
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 0 3 152 0 4 15 491
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 0 2 206 1 8 23 779
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty 0 3 3 73 1 11 21 243
Time series filtering techniques in Stata 9 25 100 1,125 23 61 285 2,556
Time series filtering techniques in Stata 0 1 9 434 1 7 36 948
Time-Varying Risk Premia in the Foreign Currency Futures Basis 0 0 0 657 3 10 28 3,261
Tobin's Q And Financial Policy Revisited 0 0 0 0 2 5 11 867
Topics in time series regression modeling 2 4 38 1,515 10 33 314 4,089
Uncertainty Determinants of Corporate Liquidity 0 0 0 63 0 0 7 307
Uncertainty Determinants of Corporate Liquidity 0 0 4 55 1 4 16 247
Uncertainty Determinants of Corporate Liquidity 0 1 2 171 1 4 19 648
Uncertainty Determinants of Corporate Liquidity 1 1 1 48 2 4 10 304
Uncertainty Determinants of Firm Investment 1 1 7 285 3 12 26 693
Using Mata to work more effectively with Stata: A tutorial 3 11 50 2,422 6 17 83 3,899
Using Mata to work more effectively with Stata: A tutorial 0 0 19 560 2 6 33 993
Using Mata to work more effectively with Stata: A tutorial 0 0 0 416 0 3 10 768
Using Stata for Applied Research: Reviewing its Capabilities 7 10 23 735 10 18 42 1,008
Using instrumental variables techniques in economics and finance 2 6 13 552 4 11 28 877
Waves and Persistence in Merger and Acquisition Activity 1 1 5 2,048 3 6 29 8,660
What do Chinese Macro Announcements Tell Us About the World Economy? 1 7 19 41 4 17 45 118
cron, perl and Stata: automated production and presentation of a business-daily index 0 0 1 237 0 2 11 798
Total Working Papers 178 373 1,549 69,496 399 1,234 5,200 216,073


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 2 3 177
A logit analysis of the factor content of West German foreign trade 0 0 1 13 0 1 6 81
A nonparametric investigation of the 90-day t-bill rate 0 0 1 39 0 3 14 547
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency 0 0 1 48 1 6 13 409
A review of Stata 8.1 and its time series capabilities 0 1 2 197 1 4 7 559
A test for long-range dependence in a time series 1 1 2 37 1 2 8 104
Activist policy and macroeconomic instability 0 0 0 15 0 1 4 123
An empirical analysis of the composition of manufacturing employment in the industrialized countries 0 0 2 17 0 2 8 73
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 1 110 0 0 2 603
Compacting time series data 0 0 1 37 0 1 7 100
Coordination of large macroeconomies'policies and the stability of small economies 0 0 1 7 0 1 6 64
Credit rating agency downgrades and the Eurozone sovereign debt crises 0 1 1 1 1 10 10 10
Cumulative author index, volumes 1-15 0 0 11 11 0 1 25 25
Dynamic adjustment of firms' capital structures in a varying-risk environment 0 0 1 16 0 2 6 69
Dynamics of Intra-EMS Interest Rate Linkages 0 0 2 37 1 4 13 220
Enhanced routines for instrumental variables/generalized method of moments estimation and testing 9 29 127 1,278 16 68 245 2,158
Evaluating concavity for production and cost functions 0 1 2 91 0 2 20 237
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports 0 1 4 98 0 3 13 451
Exchange Rate Uncertainty and Firm Profitability 0 0 5 69 0 3 23 357
Exchange rate effects on the volume and variability of trade flows 2 4 15 249 6 14 51 851
FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES 0 1 1 1 0 3 7 13
Foreword 0 0 0 0 1 1 5 36
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 1 1 2 82 2 7 25 388
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 0 0 2 12 85
Fractional dynamics in Japanese financial time series 0 0 0 28 1 5 10 213
Fractional monetary dynamics 0 0 0 30 1 3 13 368
Happily Ever After? Pre-and-Post Disaster Determinants of Happiness Among Survivors of Hurricane Katrina 0 0 3 7 1 1 15 27
Instrumental variables and GMM: Estimation and testing 6 10 59 3,116 9 31 145 7,029
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 0 0 1 1 2 5 10 10
Long memory in the Greek stock market 0 0 0 96 1 5 10 531
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 0 0 49 6 8 17 331
Long-memory forecasting of US monetary indices 0 0 0 34 1 5 12 196
Long-term dependence in stock returns 1 1 2 82 2 8 17 391
Macroeconomic uncertainty and credit default swap spreads 1 1 2 71 1 2 12 255
Metadata for user-written contributions to the Stata programming language 0 1 1 16 0 3 7 78
Metadata for user-written contributions to the Stata programming language: extensions 0 0 0 21 1 2 4 62
Modelling Federal Reserve Discount Policy 0 0 0 81 0 2 7 902
Multivariate portmanteau (Q) test for white noise 1 1 5 220 1 5 26 739
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 0 0 0 85 1 3 18 461
Nonlinear effects of exchange rate volatility on the volume of bilateral exports 0 1 6 374 1 4 23 1,157
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 0 0 0 0 0 2 9 544
On the investment sensitivity of debt under uncertainty 0 0 2 63 1 4 23 236
On the sensitivity of firms' investment to cash flow and uncertainty 0 0 4 97 1 4 19 322
On the sensitivity of optimal control solutions 0 0 0 23 0 1 5 92
On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty 0 1 14 117 1 8 45 364
Parliamentary election cycles and the Turkish banking sector 0 1 6 63 1 4 23 273
Persistence in International Inflation Rates 0 0 0 0 0 2 11 92
Political patronage in Ukrainian banking 0 1 1 40 1 4 14 272
Q, Cash Flow and Investment: An Econometric Critique 0 0 0 44 1 1 6 283
Reexamining the term structure of interest rates and the interwar demand for money 0 0 0 1 0 2 4 8
Residual diagnostics for cross-section time series regression models 1 3 10 921 2 9 36 2,582
Richard Sperling (1961-2011) 0 0 0 0 1 2 13 134
Sectoral fluctuations in U.K. firms' investment expenditures 0 0 0 1 0 1 5 17
Stata tip 126: Handling irregularly spaced high-frequency transactions data 2 2 2 2 8 10 10 10
Stata tip 37: And the last shall be first 0 1 2 42 0 1 6 130
Stata tip 38: Testing for groupwise heteroskedasticity 6 7 18 562 6 8 37 1,122
Stata tip 40: Taking care of business 13 52 257 1,113 25 95 537 2,192
Stata tip 45: Getting those data into shape 0 0 3 172 0 0 17 463
Stata tip 63: Modeling proportions 0 2 9 283 1 6 26 483
Stata tip 73: append with care! 1 1 2 155 2 3 7 376
Stata tip 88: Efficiently evaluating elasticities with the margins command 0 0 0 0 0 4 10 299
Stata: The language of choice for time-series analysis? 0 0 9 369 0 4 26 966
Stochastic long memory in traded goods prices 0 0 1 22 0 4 14 185
THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS 0 0 6 70 0 2 39 316
THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING 0 0 3 12 0 1 11 40
Test for autoregressive conditional heteroskedasticity in regression error distribution 1 2 3 57 1 4 11 162
Tests for heteroskedasticity in regression error distribution 2 2 3 51 2 2 13 149
Tests for long memory in a time series 0 0 3 106 0 0 12 186
Tests for serial correlation in regression error distribution 0 0 0 39 0 0 7 116
Tests for stationarity of a time series 1 2 6 219 1 3 12 405
Tests for stationarity of a time series: update 1 2 4 61 1 4 12 125
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 1 3 31 61 6 18 136 234
The contextual effects of social capital on health: A cross-national instrumental variable analysis 0 0 1 14 0 3 14 68
The effects of price- and output-stabilising policies in an interdependent world economy 0 0 1 9 0 1 4 59
The effects of uncertainty and corporate governance on firms’ demand for liquidity 0 0 2 25 1 6 13 108
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 0 0 2 82 1 7 18 373
The impact of macroeconomic uncertainty on firms' changes in financial leverage 0 0 3 85 1 3 18 277
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity 0 0 6 132 0 2 19 431
The impact of the financial system's structure on firms' financial constraints 1 4 18 114 5 16 101 787
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 1 2 57 2 4 21 185
Time‐varying risk premia in the foreign currency futures basis 0 0 0 0 0 1 5 6
Tobin's Q, intangible capital, and financial policy 0 0 1 91 1 3 11 306
Tobin's q and measurement error: Caveat investigator 0 0 0 89 0 1 3 300
USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES 0 0 0 0 1 2 23 244
Ukrainische Banken: politische Patronage von Bedeutung 0 0 0 30 0 2 21 407
Uncertainty determinants of corporate liquidity 1 3 22 143 3 14 78 482
Uncertainty determinants of firm investment 2 2 6 102 2 8 25 340
Utility for time series data 1 1 10 184 1 3 49 961
Waves and persistence in merger and acquisition activity 0 0 0 168 0 3 12 656
What do Chinese macro announcements tell us about the world economy? 2 5 13 13 2 8 32 32
Total Journal Articles 58 153 748 12,868 141 535 2,502 39,690


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 23 61 414 3,756 64 192 1,093 9,175
An Introduction to Stata Programming, Second Edition 3 6 79 1,077 11 30 188 2,454
Total Books 26 67 493 4,833 75 222 1,281 11,629


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 1 8 1 3 6 46
Total Chapters 0 0 1 8 1 3 6 46


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 2 13 69 171 19 66 298 784
ARCH: MATLAB function to compute ARCH test 0 3 24 1,703 6 23 113 5,534
ARCHLM: Stata module to calculate LM test for ARCH effects 3 7 51 1,499 24 52 386 7,510
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries 0 0 2 645 1 4 13 1,847
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model 3 10 34 1,616 24 58 272 7,319
ARRANGEDAR: RATS procedures to calculate arranged autoregressions 0 0 2 266 1 6 18 883
AVAR: Stata module to perform asymptotic covariance estimation for iid and non-iid data robust to heteroskedasticity, autocorrelation, 1- and 2-way clustering, and common cross-panel autocorrelated disturbances 3 9 34 102 18 49 193 547
AVPLOT3: Stata module to generate partial regression plots for subsamples 0 1 1 164 1 8 28 2,015
BCUSE: Stata module to access instructional datasets on Boston College server 5 15 81 280 13 54 343 1,196
BETACOEF: Stata module to calculate beta coefficients from regression 2 6 29 1,518 16 38 222 10,334
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation 2 7 36 1,738 16 57 279 10,864
BIDENSITY: Stata module to produce and graph bivariate density estimates 4 10 41 169 17 62 205 787
BKING: Stata module to implement Baxter-King filter for timeseries data 1 4 14 1,234 16 47 155 4,356
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity 0 6 28 2,609 7 24 156 10,040
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data 0 1 5 204 1 7 26 977
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data 1 4 20 455 5 14 54 1,224
CHECKREG3: Stata module to check identification status of simultaneous equations system 4 8 20 324 6 20 63 1,206
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks 17 54 242 2,211 57 180 804 6,548
CMAXUSE: Stata module to access Cmax instructional datasets 0 0 0 9 1 8 26 86
CNSRSIG: Stata module to evaluate validity of restrictions on a regression 3 5 18 405 7 15 72 2,096
CUSUM6: Stata module to compute cusum, cusum^2 stability tests 9 24 94 1,520 26 97 394 5,172
DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method 15 51 177 2,140 88 224 812 7,333
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test 2 10 53 3,022 20 63 362 13,055
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy 21 37 147 1,787 54 115 473 4,569
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates 4 9 43 1,113 14 55 278 4,356
DURBINH: Stata module to calculate Durbin's h test for serial correlation 4 13 44 1,453 14 62 251 7,836
FRACDIFF: Stata module to generate fractionally-differenced timeseries 0 2 12 370 4 12 56 1,309
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries 1 2 8 910 17 32 76 3,747
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix 0 2 23 477 4 11 103 2,622
GHISTCUM: Stata module to graph histogram and cumulative distribution 2 9 39 792 21 77 317 4,936
GPHROB: RATS modules to perform tests for fractional integration of timeseries 1 1 8 670 1 3 27 1,760
GPHUDAK: Stata module to estimate long memory in a timeseries 2 9 18 481 11 41 98 1,351
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries 0 1 2 315 0 3 17 913
GRPDF: Stata module to produce PDFs from memory graphs 0 6 7 7 4 41 51 51
HADRILM: Stata module to perform Hadri panel unit root test 3 9 34 1,837 8 30 121 4,778
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test 0 5 47 741 5 37 188 2,146
HLP2PDF: Stata module to create PDF or PostScript from Stata help file 0 1 10 226 2 9 42 1,030
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data 15 49 240 7,329 42 146 750 15,371
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test 5 17 66 4,550 19 61 263 10,262
ITSP_ADO: Stata module to accompany Introduction to Stata Programming book 0 2 17 127 3 13 72 477
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation 1 4 11 235 2 14 53 1,106
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg 14 38 246 5,882 102 306 1,793 27,949
IVGMM0: Stata module to perform instrumental variables via GMM 1 2 4 1,357 2 6 31 4,216
IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10) 1 7 18 44 10 33 106 200
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) 1 4 17 1,235 9 22 97 5,092
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) 3 5 34 740 11 32 168 2,596
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation 74 223 1,077 16,995 352 1,039 4,966 57,213
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments 18 62 302 934 52 186 960 3,822
KDENS2: Stata module to estimate bivariate kernel density 2 16 67 1,212 29 88 356 4,267
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity 11 46 185 3,175 41 148 665 9,360
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test 3 11 57 4,014 20 81 315 10,201
LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias 2 5 19 311 9 16 95 1,366
LOG2HTML: Stata module to produce HTML log files 5 13 27 582 23 53 195 2,970
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test 4 15 63 1,276 14 41 178 3,258
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries 1 4 8 647 4 21 54 2,117
MADFULLER: Stata module to perform Dickey-Fuller test on panel data 0 1 12 1,942 1 12 88 6,419
MATIN4-MATOUT4: Stata module to import and export matrices 2 6 18 441 5 17 63 1,796
MODLPR: Stata module to estimate long memory in a timeseries 3 6 12 427 3 12 45 1,339
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel 5 15 80 791 15 57 284 3,110
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel 11 19 72 1,125 36 74 348 5,007
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating 11 24 174 1,000 48 146 653 3,970
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends 2 6 15 1,021 6 22 85 3,474
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality 0 3 16 457 12 29 139 2,790
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise 1 2 5 167 3 11 29 1,014
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit 1 5 12 198 4 18 61 998
OUTSERIES: Stata module to write timeseries to text files 0 0 0 76 2 6 11 486
OUTTABLE: Stata module to write matrix to LaTeX table 12 24 124 2,537 61 144 754 17,505
OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg2, ivreg29, ivregress, ivprobit, ivtobit, reg3 14 45 230 5,754 58 185 924 19,122
PANELAUTO: Stata module to support tests for autocorrelation on panel data 10 36 187 1,997 55 171 731 7,444
PANELUNIT: Stata module to support unit root tests on panel data 1 1 6 1,205 4 6 27 3,367
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit 4 14 68 1,706 23 82 281 5,986
PWCORR2: Stata module to compute pairwise correlations and return results 1 5 26 223 11 48 256 1,573
PWCOV: Stata module to compute pairwise covariances 0 2 4 103 1 3 31 567
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients 1 8 26 388 11 26 95 1,503
QSTAT2: MATLAB function to compute Ljung-Box Q statistic 4 13 89 2,495 14 39 258 8,088
ROBLPR: Stata module to estimate long memory in a set of timeseries 1 6 14 449 5 20 62 1,500
ROLLING2: Stata module to perform rolling window and recursive estimation 4 10 37 745 16 36 185 3,160
ROLLREG: Stata module to perform rolling regression estimation 16 37 173 2,240 60 149 746 7,171
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) 4 7 46 606 37 109 592 5,530
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended 0 4 20 596 12 38 209 4,506
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users 0 0 8 734 1 1 20 2,231
SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method 10 31 137 533 29 90 412 1,569
STATICFC: Stata module to compute static forecasts for a recursive rolling regression 2 10 45 236 8 28 166 812
STATSMAT: Stata module to place descriptive statistics in matrix 3 3 17 677 10 25 105 3,241
TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation 0 2 10 40 1 5 24 216
TORATS: Stata module to facilitate transfer of data to RATS 0 0 6 166 3 7 38 1,028
TOSQL: Stata module to transfer data to SQL database 0 0 6 383 5 23 93 2,883
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values 1 10 66 641 14 53 312 3,050
TSGRAPH: Stata module to produce time series line graph 2 5 23 785 10 38 200 4,700
TSLIST: Stata module to list time series data 0 0 0 203 2 10 41 6,366
TSMKTIM: Stata module to generate time-series calendar variable 2 11 59 1,011 13 48 232 3,659
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates 1 1 8 192 4 6 33 681
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) 1 3 7 803 3 8 26 2,628
VECAR: Stata module to estimate vector autoregressive (VAR) models 3 4 13 1,982 5 14 78 7,325
WHITETST: Stata module to perform White's test for heteroskedasticity 4 26 161 5,980 30 143 1,063 24,370
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test 3 9 35 939 10 41 200 4,951
XTILETEST: Stata module to test equality of percentiles across groups of observations 1 4 9 9 3 21 65 65
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model 9 42 192 3,782 63 192 906 15,156
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity 23 58 310 3,629 101 275 1,327 11,698
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break 25 94 364 4,516 75 243 1,042 10,510
aer.pl, a script converting XML data to ReDIF 1 3 10 159 1 8 38 1,153
bejeap.pl, a script converting OAI data to ReDIF 0 0 5 76 0 2 22 756
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support 0 0 8 109 0 4 32 780
cdl-ciders.pl, a script converting XML data to ReDIF 0 0 5 69 1 13 40 852
dspace2redif.pl, a script converting DSpace metadata to ReDIF 1 1 10 166 6 22 82 956
ectj.pl, a script converting html data to ReDIF 0 0 1 75 0 1 18 901
imfocpcvt.pl, a script converting html data to ReDIF 0 0 0 50 0 7 16 756
rjeyr.pl, a script converting html data to ReDIF 0 0 2 48 0 0 12 816
Total Software Items 475 1,493 6,958 142,510 2,194 6,798 32,109 536,494


Statistics updated 2016-09-03