Access Statistics for Christopher Baum

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 1 2 11 113 2 5 27 87
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 0 0 60 60 0 5 26 26
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 2 8 24 172 5 18 54 237
A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency 0 0 0 487 0 1 6 2,058
A general approach to testing for autocorrelation 1 2 5 72 2 4 14 138
A general approach to testing for autocorrelation 2 2 7 131 5 8 21 280
A large-scale application of Stata's forecast suite: challenges and potential 1 3 15 74 1 9 29 89
A little bit of Stata programming goes a long way 4 9 19 5,447 10 24 70 9,781
A little bit of Stata programming goes a long way 2 3 7 2,056 7 9 30 3,506
A re-evaluation of empirical tests of the Fisher hypothesis 0 1 1 390 0 2 4 1,492
A re-evaluation of empirical tests of the Fisher hypothesis 0 2 3 355 0 3 9 1,348
A review of Stata 8.1 and its time series capabilities 0 0 4 1,743 1 1 14 3,688
A simple alternative to the linear probability model for binary choice models with endogenous regressors 1 1 12 193 4 5 21 424
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates 0 0 0 214 0 0 7 1,878
An interpretation and implementation of the Theil-Goldberger 'mixed' estimator 1 6 14 188 3 8 24 436
Analyzing volatility shocks to Eurozone CDS spreads with a multicountry GMM model in Stata 1 8 27 46 1 11 44 63
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests 0 0 0 0 0 0 11 1,245
Binary choice models with endogenous regressors 3 5 16 288 3 6 32 481
Capital Flows and Financial Stability in Emerging Economies 35 35 35 35 4 4 4 4
Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? 4 6 16 162 7 14 43 389
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 58 0 0 3 653
Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes 0 0 0 99 1 3 7 481
Corporate Financial Policy and the Value of Cash under Uncertainty 2 6 25 50 4 11 59 84
Corporate Liquidity Management and Future Investment Expenditures 1 1 4 116 1 3 19 401
Credible Disinflation Policy in a Dynamic Setting 0 0 0 167 0 0 2 1,411
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises 0 0 2 28 1 3 14 120
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis 0 0 3 70 0 1 12 204
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 0 0 6 115 1 2 29 267
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 0 0 4 103 0 0 9 144
Credit rating agency downgrades and the Eurozone sovereign debt crises 0 0 5 62 0 0 21 115
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 2 86 0 1 12 144
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 0 1 0 1 8 26
Does the tenure of Private Equity investment improve the performance of European firms? 0 2 3 71 0 5 14 204
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 60 0 1 4 321
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 191 0 1 4 982
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 1 5 10 334 1 6 20 917
Efficient Management of Multi-Frequency Panel Data with Stata 0 1 2 705 0 1 9 1,781
Efficient management of multi-frequency panel data with Stata 3 7 36 587 8 23 96 1,438
Enhanced routines for instrumental variables/GMM estimation and testing 2 4 17 563 5 10 42 1,191
Enhanced routines for instrumental variables/GMM estimation and testing 2 15 94 2,245 7 43 250 4,488
Estimating a dose-response function with heterogeneous response to confounders when treatment is continuous and endogenous 0 1 5 5 0 5 15 15
Evaluating one-way and two-way cluster-robust covariance matrix estimates 4 6 24 453 7 20 73 1,062
Evaluating one-way and two-way cluster-robust covariance matrix estimates 0 0 6 175 2 3 17 439
Evaluating one-way and two-way cluster–robust covariance matrix estimates 0 1 16 249 0 7 58 844
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 1 6 995 0 1 14 3,171
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 0 0 7 1,609
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 1 2 823 0 3 13 2,331
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 1 6 694 2 6 22 1,779
Exchange Rate Uncertainty and Firm Profitability 2 7 16 709 2 10 42 2,483
Extending Stata's capabilities for asymptotic covariance matrix estimation 3 4 6 72 5 13 37 222
Facilitating Applied Economic Research with Stata 1 3 7 883 1 5 13 2,089
Firm Investment and Financial Frictions 1 2 6 190 1 2 16 489
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 0 0 2 554 0 1 6 2,085
Fractional Cointegration Analysis of Long Term International Interest Rates 0 0 2 790 0 1 8 2,889
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 381 2 4 9 2,153
Fractional Dynamics in Japanese Financial Time Series 0 0 0 328 0 1 4 1,500
Fractional Monetary Dynamics 0 0 0 215 0 1 8 1,161
Implementing econometric estimators with Mata 1 3 4 254 1 3 10 424
Implementing econometric estimators with Mata 0 0 1 158 0 0 8 300
Implementing new econometric tools in Stata 2 2 20 268 2 5 34 472
Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach 0 4 25 162 2 10 50 150
Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach 0 2 64 64 1 3 20 20
Instrumental variables and GMM: Estimation and testing 0 0 8 1,271 3 7 53 2,508
Instrumental variables and GMM: Estimation and testing 4 12 69 4,606 10 30 194 9,018
Instrumental variables and GMM: Estimation and testing 0 0 1 611 2 6 23 1,472
Instrumental variables estimation using heteroskedasticity-based instruments 2 2 15 111 4 4 45 247
Instrumental variables estimation using heteroskedasticity-based instruments 1 5 17 225 2 8 34 401
Instrumental variables: Overview and advances 2 6 12 886 4 8 27 1,524
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 0 2 13 80 0 2 30 146
Long Memory and Forecasting in Euroyen Deposit Rates 0 0 0 304 1 2 6 1,919
Long Memory in the Greek Stock Market 1 1 1 979 2 4 14 5,371
Long Term Dependence in Stock Returns 0 1 3 616 0 2 9 1,788
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 0 0 1 524 1 1 12 2,334
Long-Memory Forecasting of U.S. Monetary Indices 0 0 0 256 0 0 3 684
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance 0 0 0 90 1 3 7 449
Macroeconomic Uncertainty and Credit Default Swap Spreads 2 3 11 227 5 7 47 649
Macroeconomic Uncertainty and Firm Leverage 0 1 6 174 1 6 16 665
Macroeconomics Uncertainty and Firm Leverage 0 0 0 89 0 0 3 452
Modeling Rating Transition Matrices for Wholesale Loan Portfolios 1 7 30 89 5 14 56 80
Modeling Returns on the Term Structure of Treasury Interest Rates 0 0 1 822 0 0 3 3,412
Modeling fixed income excess returns 0 0 1 428 0 0 7 2,390
Modelling Federal Reserve Discount Policy 0 0 0 180 0 0 3 1,759
Monetary Policy in the Transition to a Zero Federal Deficit 0 0 0 202 0 0 4 2,113
Nearest-Neighbor Forecasts of U.S. Interest Rates 0 1 1 828 0 1 6 4,006
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 1 2 3 879 1 4 18 4,804
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports 1 3 10 760 2 5 29 2,123
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 1 1 736 0 1 6 7,387
On the Investment Sensitivity of Debt under Uncertainty 0 1 5 170 0 2 13 385
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty 1 3 8 458 1 4 29 1,301
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty 0 2 10 280 2 8 36 834
Openness and financial stability 1 4 14 14 1 8 29 29
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 0 35 0 0 8 183
Parliamentary Election Cycles and the Turkish Banking Sector 0 1 1 29 0 1 8 136
Parliamentary Election Cycles and the Turkish Banking Sector 0 1 2 169 0 3 19 517
Persistence in International Inflation Rates 2 2 3 554 3 3 12 4,986
Persistent Dependence in Foreign Exchange Rates? A Reexamination 1 2 2 370 1 2 12 2,227
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms 0 0 0 1,256 0 3 8 5,872
Political patronage in Ukranian banking 0 1 1 137 0 3 18 672
Powerful new tools for time series analysis 0 0 3 514 0 0 7 899
Q, Cash Flow and Investment: An Econometric Critique 0 0 3 379 0 0 7 1,691
R&D Expenditures and Geographical Sales Diversification 1 2 4 153 1 5 24 389
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say 0 0 2 166 0 2 8 432
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money 0 0 1 256 0 0 5 1,955
Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey 0 0 5 59 0 1 14 63
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 2 13 60 60 4 19 29 29
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 5 5 5 0 10 10 10
Rolling Regressions with Stata 1 3 10 1,584 2 5 31 3,695
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 90 0 1 4 584
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 1 4 115 0 2 8 807
Should you become a Stata programmer? 1 6 15 1,085 1 6 21 1,558
Stata: The language of choice for time series analysis? 1 2 11 1,923 2 7 27 3,838
Stochastic Long Memory in Traded Goods Prices 0 0 0 137 0 0 3 827
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 0 3 206 0 1 16 607
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 1 6 42 2 5 18 265
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 0 4 144 2 4 16 747
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms 2 5 15 325 5 17 59 1,609
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 1 5 117 1 4 18 524
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 2 5 32 195 13 34 172 1,063
The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity 1 3 10 115 1 5 23 364
The Effects of Uncertainty on the Leverage of Non-Financial Firms 1 5 10 290 2 11 32 1,097
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 816 0 1 3 2,940
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 46 0 0 1 371
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 0 0 978 3 5 24 4,104
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 1 1 5 97 1 2 16 272
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 1 6 105 0 3 19 351
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 0 4 422 1 1 12 1,157
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 1 5 15 237 5 12 48 698
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 1 1 2 127 4 4 15 558
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 1 2 9 59 2 3 33 322
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 1 214 2 3 10 585
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms 0 1 2 135 3 6 12 567
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage 2 4 11 203 2 7 26 567
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity 1 3 17 417 8 19 63 1,855
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms 0 0 3 191 2 5 17 695
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity 1 7 9 56 4 14 28 249
The Impact of the Financial System's Structure on Firms' Financial Constraints 0 1 4 208 0 3 25 639
The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility 0 0 1 33 1 4 16 115
The Volatility of International Trade Flows and Exchange Rate Uncertainty 2 2 6 210 6 11 29 554
The contextual effects of social capital on health: a cross-national instrumental variable analysis 0 4 5 95 1 7 16 201
The role of uncertainty in the transmission of monetary policy effects on bank lending 1 1 5 332 1 4 22 1,049
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 1 2 5 532 3 5 27 1,557
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 3 6 160 2 7 17 511
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 1 5 212 2 5 18 803
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty 0 2 4 77 1 6 15 259
Time series filtering techniques in Stata 7 18 90 1,238 21 55 244 2,879
Time series filtering techniques in Stata 3 3 18 457 7 9 45 1,005
Time-Varying Risk Premia in the Foreign Currency Futures Basis 2 2 8 666 3 3 17 3,291
Tobin's Q And Financial Policy Revisited 0 0 0 0 2 2 5 876
Topics in time series regression modeling 4 7 35 1,557 12 36 228 4,400
Uncertainty Determinants of Corporate Liquidity 0 0 1 64 0 2 8 318
Uncertainty Determinants of Corporate Liquidity 0 0 1 49 0 1 16 325
Uncertainty Determinants of Corporate Liquidity 0 0 2 59 0 4 10 262
Uncertainty Determinants of Corporate Liquidity 0 2 4 175 1 5 15 665
Uncertainty Determinants of Firm Investment 1 1 2 289 2 3 13 712
Using Mata to work more effectively with Stata: A tutorial 1 4 18 585 2 6 37 1,047
Using Mata to work more effectively with Stata: A tutorial 4 8 25 2,450 4 10 46 3,958
Using Mata to work more effectively with Stata: A tutorial 0 1 4 420 0 1 13 783
Using Stata for Applied Research: Reviewing its Capabilities 1 4 20 758 2 7 35 1,052
Using instrumental variables techniques in economics and finance 2 4 15 569 2 7 33 916
Waves and Persistence in Merger and Acquisition Activity 0 2 9 2,060 1 4 29 8,697
What do Chinese Macro Announcements Tell Us About the World Economy? 1 1 8 50 1 1 19 142
cron, perl and Stata: automated production and presentation of a business-daily index 1 1 1 238 2 3 8 807
Total Working Papers 154 387 1,551 71,413 316 943 4,340 221,719


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 1 179
A logit analysis of the factor content of West German foreign trade 0 0 1 14 1 2 6 90
A nonparametric investigation of the 90-day t-bill rate 0 0 0 39 0 0 1 551
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency 0 0 0 48 1 1 4 414
A review of Stata 8.1 and its time series capabilities 0 0 2 199 0 2 7 567
A test for long-range dependence in a time series 0 0 0 37 0 0 2 108
Activist policy and macroeconomic instability 0 0 0 15 0 1 1 125
An empirical analysis of the composition of manufacturing employment in the industrialized countries 0 0 0 18 0 0 3 79
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 1 1 111 0 1 2 608
Capital structure adjustments: Do macroeconomic and business risks matter? 0 0 0 0 1 1 1 1
Compacting time series data 0 0 1 38 0 0 2 104
Coordination of large macroeconomies'policies and the stability of small economies 0 0 0 7 0 0 0 67
Corporate financial policy and the value of cash under uncertainty 0 0 1 1 1 1 5 5
Credit rating agency downgrades and the Eurozone sovereign debt crises 0 1 6 10 4 7 31 51
Cumulative author index, volumes 1-16 0 0 25 25 0 1 39 39
Dynamic adjustment of firms' capital structures in a varying-risk environment 0 0 1 17 0 3 5 74
Dynamics of Intra-EMS Interest Rate Linkages 0 0 4 41 3 6 12 234
Effect of the affordable care act on disparities in breastfeeding: The case of Maine 0 0 0 0 1 1 1 1
Enhanced routines for instrumental variables/generalized method of moments estimation and testing 11 35 144 1,471 27 77 300 2,536
Evaluating concavity for production and cost functions 1 1 2 94 1 5 13 252
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports 0 0 0 98 2 2 3 455
Exchange Rate Uncertainty and Firm Profitability 0 2 7 76 2 5 12 374
Exchange rate effects on the volume and variability of trade flows 2 5 12 261 4 11 45 910
FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES 0 0 1 2 0 1 4 18
Foreword 0 0 0 0 0 0 0 37
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 0 0 1 84 0 1 3 395
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 0 0 0 4 90
Fractional dynamics in Japanese financial time series 0 0 0 28 0 0 1 216
Fractional monetary dynamics 0 0 0 30 0 1 6 375
Happily Ever After? Pre-and-Post Disaster Determinants of Happiness Among Survivors of Hurricane Katrina 0 0 0 8 1 2 5 40
Impact of state cigarette taxes on disparities in maternal smoking during pregnancy 1 1 1 1 1 1 1 1
Instrumental variables and GMM: Estimation and testing 7 14 69 3,203 19 48 196 7,272
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 0 0 5 9 1 1 16 33
Long memory in the Greek stock market 0 0 0 96 2 2 4 538
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 0 0 51 3 4 15 356
Long-memory forecasting of US monetary indices 0 0 1 35 0 0 4 201
Long-term dependence in stock returns 1 1 1 84 2 2 9 405
Macroeconomic uncertainty and credit default swap spreads 0 0 3 74 2 3 7 265
Metadata for user-written contributions to the Stata programming language 1 1 1 17 1 2 2 80
Metadata for user-written contributions to the Stata programming language: extensions 0 0 0 21 0 0 1 63
Modelling Federal Reserve Discount Policy 0 0 0 81 2 2 3 908
Multivariate portmanteau (Q) test for white noise 0 0 0 220 0 0 6 748
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 0 0 1 86 0 2 15 478
Nonlinear effects of exchange rate volatility on the volume of bilateral exports 0 3 6 382 1 5 19 1,183
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 0 0 0 0 0 0 2 546
On the investment sensitivity of debt under uncertainty 0 2 3 66 2 5 12 253
On the sensitivity of firms' investment to cash flow and uncertainty 0 3 5 102 1 4 19 345
On the sensitivity of optimal control solutions 0 0 0 23 0 0 0 95
On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty 5 11 22 141 17 39 93 470
Parliamentary election cycles and the Turkish banking sector 0 0 0 65 1 1 6 285
Persistence in International Inflation Rates 0 0 0 0 2 2 5 98
Political patronage in Ukrainian banking 0 0 0 42 0 0 7 285
Q, Cash Flow and Investment: An Econometric Critique 0 0 1 45 2 2 5 289
R&D Expenditures and Geographical Sales Diversification 0 0 3 4 2 2 12 14
Reexamining the term structure of interest rates and the interwar demand for money 0 0 0 1 0 0 1 11
Residual diagnostics for cross-section time series regression models 0 1 11 935 3 8 32 2,622
Richard Sperling (1961-2011) 0 0 0 0 0 3 5 141
Sectoral fluctuations in U.K. firms' investment expenditures 0 1 2 3 0 1 7 28
Securities fraud and corporate board turnover: New evidence from lawsuit outcomes 0 0 2 2 2 5 15 15
Stata tip 126: Handling irregularly spaced high-frequency transactions data 1 2 15 21 1 3 26 51
Stata tip 37: And the last shall be first 1 1 4 47 1 1 5 137
Stata tip 38: Testing for groupwise heteroskedasticity 1 3 20 588 4 10 43 1,176
Stata tip 40: Taking care of business 17 44 213 1,379 43 108 475 2,784
Stata tip 45: Getting those data into shape 0 0 2 176 0 0 8 474
Stata tip 63: Modeling proportions 1 10 33 327 3 17 59 559
Stata tip 73: append with care! 1 2 5 160 2 3 10 391
Stata tip 88: Efficiently evaluating elasticities with the margins command 0 0 0 0 0 1 2 302
Stata: The language of choice for time-series analysis? 1 3 17 388 3 9 39 1,012
Stochastic long memory in traded goods prices 0 0 0 22 0 0 3 189
THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS 0 0 0 73 0 4 18 340
THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING 0 0 2 14 0 1 12 59
Test for autoregressive conditional heteroskedasticity in regression error distribution 0 0 1 58 0 0 4 166
Tests for heteroskedasticity in regression error distribution 0 0 1 52 0 0 2 153
Tests for long memory in a time series 0 2 4 111 0 2 9 199
Tests for serial correlation in regression error distribution 0 0 0 39 0 0 2 120
Tests for stationarity of a time series 0 3 7 229 0 3 9 420
Tests for stationarity of a time series: update 0 0 2 63 0 0 2 128
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 1 5 67 0 2 18 268
The contextual effects of social capital on health: A cross-national instrumental variable analysis 0 0 1 15 1 3 8 78
The effects of price- and output-stabilising policies in an interdependent world economy 0 0 0 9 0 0 0 60
The effects of uncertainty and corporate governance on firms’ demand for liquidity 0 1 3 28 2 4 19 131
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 0 0 1 83 0 0 7 383
The impact of macroeconomic uncertainty on firms' changes in financial leverage 2 2 3 88 4 4 14 295
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity 1 2 6 139 3 7 31 466
The impact of the financial system's structure on firms' financial constraints 0 1 2 119 1 3 10 812
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 1 6 63 2 4 19 207
The self-medication hypothesis: Evidence from terrorism and cigarette accessibility 0 0 3 3 1 3 13 19
Time‐varying risk premia in the foreign currency futures basis 0 1 1 1 0 1 3 11
Tobin's Q, intangible capital, and financial policy 0 0 1 92 0 1 6 312
Tobin's q and measurement error: Caveat investigator 0 0 0 89 2 3 3 303
USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES 0 0 0 0 1 1 12 257
Ukrainische Banken: politische Patronage von Bedeutung 0 0 0 30 0 2 7 419
Uncertainty determinants of corporate liquidity 1 2 7 155 2 3 23 522
Uncertainty determinants of firm investment 1 4 8 111 3 7 25 369
Utility for time series data 0 1 2 186 0 3 19 986
Waves and persistence in merger and acquisition activity 0 0 1 170 0 0 6 669
What do Chinese macro announcements tell us about the world economy? 0 2 6 21 1 4 21 59
Total Journal Articles 57 171 728 13,777 195 494 2,030 42,309


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 30 91 322 4,145 83 226 900 10,287
An Introduction to Stata Programming, Second Edition 7 20 63 1,154 12 29 125 2,610
Total Books 37 111 385 5,299 95 255 1,025 12,897


Chapter File Downloads Abstract Views
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Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 1 9 0 0 3 50
Total Chapters 0 0 1 9 0 0 3 50


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 15 82 269 31 75 357 1,193
ADFMAXUR: Stata module to calculate Leybourne (1995) ADFmax unit root test statistic along with 1, 5 and 10% finite-sample critical values and associated p-values 0 1 8 8 2 11 53 53
ARCH: MATLAB function to compute ARCH test 3 5 21 1,731 6 11 89 5,647
ARCHLM: Stata module to calculate LM test for ARCH effects 3 8 34 1,541 30 61 256 7,828
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries 0 0 1 647 0 0 4 1,854
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model 2 5 35 1,662 22 49 291 7,695
ARRANGEDAR: RATS procedures to calculate arranged autoregressions 0 0 0 266 0 1 2 885
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 5 11 58 176 47 98 301 920
AVPLOT3: Stata module to generate partial regression plots for subsamples 0 0 0 164 1 3 16 2,035
BCUSE: Stata module to access instructional datasets on Boston College server 7 31 106 412 45 128 427 1,745
BETACOEF: Stata module to calculate beta coefficients from regression 9 17 36 1,564 28 66 238 10,633
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation 0 3 29 1,781 19 48 324 11,292
BIDENSITY: Stata module to produce and graph bivariate density estimates 1 4 39 216 8 23 165 998
BKING: Stata module to implement Baxter-King filter for timeseries data 0 2 12 1,247 4 21 209 4,611
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity 1 5 25 2,642 8 29 141 10,223
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data 1 2 6 212 2 4 17 1,001
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data 1 5 21 478 4 14 58 1,292
CHECKREG3: Stata module to check identification status of simultaneous equations system 1 2 12 341 7 14 76 1,302
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks 25 58 232 2,510 63 174 774 7,531
CMAXUSE: Stata module to access Cmax instructional datasets 0 0 0 9 0 5 9 97
CNSRSIG: Stata module to evaluate validity of restrictions on a regression 3 5 12 421 11 28 65 2,185
CUSUM6: Stata module to compute cusum, cusum^2 stability tests 3 21 95 1,638 16 99 403 5,693
DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method 38 71 258 2,447 99 226 860 8,419
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test 4 10 51 3,086 11 31 258 13,385
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy 11 35 146 1,965 43 99 440 5,102
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates 3 7 35 1,157 13 29 169 4,572
DURBINH: Stata module to calculate Durbin's h test for serial correlation 5 15 33 1,498 31 67 245 8,178
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 0 3 9 9 4 16 66 66
FCSTATS: Stata module to compute time series forecast accuracy statistics 19 39 60 60 75 166 286 286
FRACDIFF: Stata module to generate fractionally-differenced timeseries 0 2 8 382 0 9 33 1,357
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries 0 1 5 917 3 9 34 3,796
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix 0 3 9 486 1 19 69 2,712
GHISTCUM: Stata module to graph histogram and cumulative distribution 2 5 34 837 9 34 197 5,212
GPHROB: RATS modules to perform tests for fractional integration of timeseries 0 1 5 675 0 1 10 1,774
GPHUDAK: Stata module to estimate long memory in a timeseries 2 6 31 518 4 14 76 1,452
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries 0 0 2 318 0 0 6 922
GRPDF: Stata module to produce PDFs from memory graphs 0 2 7 15 0 6 38 107
HADRILM: Stata module to perform Hadri panel unit root test 4 11 38 1,882 15 35 141 4,947
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test 4 13 42 790 12 40 154 2,330
HLP2PDF: Stata module to create PDF or PostScript from Stata help file 0 0 8 237 0 2 30 1,074
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data 16 56 168 7,557 46 157 575 16,139
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test 1 8 63 4,631 4 35 223 10,550
ITSP_ADO: Stata module to accompany Introduction to Stata Programming book 0 1 20 150 3 4 56 547
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation 1 3 10 249 4 14 45 1,165
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg 28 63 226 6,161 137 315 1,249 29,510
IVGMM0: Stata module to perform instrumental variables via GMM 2 3 9 1,367 3 5 15 4,236
IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10) 1 7 23 71 10 25 112 337
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) 2 6 17 1,258 16 33 100 5,215
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) 1 4 29 777 5 23 131 2,763
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation 88 196 747 17,978 368 878 3,107 61,352
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments 18 73 302 1,299 126 266 1,174 5,215
KDENS2: Stata module to estimate bivariate kernel density 2 12 64 1,291 23 73 350 4,689
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity 8 34 162 3,375 39 131 637 10,118
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test 4 12 52 4,083 20 51 286 10,546
LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias 2 8 33 350 17 41 118 1,513
LOG2HTML: Stata module to produce HTML log files 0 2 10 599 1 14 94 3,133
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test 9 19 80 1,370 29 53 203 3,497
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries 0 9 26 679 2 30 89 2,228
MADFULLER: Stata module to perform Dickey-Fuller test on panel data 2 6 17 1,961 5 17 61 6,494
MATIN4-MATOUT4: Stata module to import and export matrices 1 5 20 466 3 10 48 1,856
MODLPR: Stata module to estimate long memory in a timeseries 0 0 15 450 0 5 40 1,401
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel 5 10 44 848 23 63 259 3,441
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel 3 11 41 1,182 15 61 262 5,334
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating 11 33 138 1,185 45 121 521 4,660
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends 0 1 8 1,032 7 12 47 3,540
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality 1 2 11 479 26 54 179 3,021
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise 1 1 1 169 3 6 21 1,042
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit 0 4 12 214 3 13 46 1,065
OUTSERIES: Stata module to write timeseries to text files 0 0 0 76 0 2 3 492
OUTTABLE: Stata module to write matrix to LaTeX table 6 28 143 2,709 62 211 822 18,490
OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg2, ivreg29, ivregress, ivprobit, ivtobit, reg3 12 36 169 5,992 49 140 568 19,869
PANELAUTO: Stata module to support tests for autocorrelation on panel data 14 45 192 2,231 77 193 844 8,473
PANELUNIT: Stata module to support unit root tests on panel data 0 0 8 1,214 1 1 29 3,400
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit 2 13 59 1,774 16 46 183 6,215
PWCORR2: Stata module to compute pairwise correlations and return results 2 3 24 253 6 19 143 1,753
PWCOV: Stata module to compute pairwise covariances 0 0 4 108 0 3 19 606
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients 1 6 23 417 14 30 103 1,630
QSTAT2: MATLAB function to compute Ljung-Box Q statistic 5 16 55 2,561 11 40 156 8,303
ROBLPR: Stata module to estimate long memory in a set of timeseries 0 1 18 471 2 13 70 1,587
ROLLING2: Stata module to perform rolling window and recursive estimation 3 13 55 808 27 78 315 3,515
ROLLREG: Stata module to perform rolling regression estimation 5 20 108 2,379 28 88 499 7,833
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) 1 6 33 645 52 144 469 6,147
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended 5 8 23 625 21 54 184 4,729
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users 1 2 7 743 1 3 15 2,252
SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method 17 32 147 717 44 87 378 2,044
STATICFC: Stata module to compute static forecasts for a recursive rolling regression 1 7 35 281 4 21 122 961
STATSMAT: Stata module to place descriptive statistics in matrix 2 4 15 701 12 28 122 3,392
TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation 1 2 6 49 2 7 22 247
TORATS: Stata module to facilitate transfer of data to RATS 0 0 0 167 0 2 16 1,055
TOSQL: Stata module to transfer data to SQL database 2 6 18 402 13 31 134 3,043
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values 3 8 34 681 15 35 185 3,283
TSGRAPH: Stata module to produce time series line graph 0 3 24 813 7 24 155 4,891
TSLIST: Stata module to list time series data 0 0 1 204 1 3 61 6,441
TSMKTIM: Stata module to generate time-series calendar variable 1 10 66 1,090 23 69 328 4,065
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates 0 0 3 197 1 2 14 707
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) 0 0 2 806 0 0 9 2,641
VECAR: Stata module to estimate vector autoregressive (VAR) models 0 0 8 1,990 2 5 26 7,357
WHITETST: Stata module to perform White's test for heteroskedasticity 21 39 188 6,214 150 263 1,125 25,777
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test 5 10 35 979 27 61 315 5,316
XTILETEST: Stata module to test equality of percentiles across groups of observations 1 2 13 23 3 9 43 122
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model 18 42 171 4,001 75 206 851 16,231
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity 28 78 330 4,045 111 279 1,397 13,407
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break 20 67 339 4,949 70 213 1,021 11,812
aer.pl, a script converting XML data to ReDIF 1 2 4 163 6 10 25 1,185
bejeap.pl, a script converting OAI data to ReDIF 3 5 8 86 7 10 22 791
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support 1 2 3 114 6 7 10 798
cdl-ciders.pl, a script converting XML data to ReDIF 2 2 2 73 7 10 17 879
dspace2redif.pl, a script converting DSpace metadata to ReDIF 0 3 17 184 7 21 65 1,046
ectj.pl, a script converting html data to ReDIF 0 0 2 78 3 4 7 911
imfocpcvt.pl, a script converting html data to ReDIF 0 0 0 51 0 0 0 761
rjeyr.pl, a script converting html data to ReDIF 0 0 0 48 0 1 2 820
Total Software Items 553 1,534 6,385 150,557 2,620 6,748 28,329 572,288


Statistics updated 2017-12-03