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 0 2 209 3 8 27 429
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 0 0 0 67 1 1 9 139
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 0 0 0 132 3 6 16 192
A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency 0 0 0 489 3 7 20 2,105
A general approach to testing for autocorrelation 0 0 2 104 2 3 19 307
A general approach to testing for autocorrelation 0 0 0 172 3 5 19 417
A large-scale application of Stata's forecast suite: challenges and potential 0 0 0 113 2 2 7 192
A little bit of Stata programming goes a long way 0 0 0 2,092 2 2 8 3,623
A little bit of Stata programming goes a long way 0 1 6 5,604 4 8 33 10,233
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 0 360 7 8 17 1,404
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 0 391 1 5 14 1,526
A review of Stata 8.1 and its time series capabilities 0 0 0 1,751 2 4 15 3,776
A simple alternative to the linear probability model for binary choice models with endogenous regressors 0 0 0 223 2 5 11 537
Ado-file and Mata programming: Useful skills for many researchers 0 2 12 12 3 9 40 40
Advice on using heteroscedasticity based identification 0 0 3 164 6 15 52 426
An Alternative Nonlinear General Equilibrium Model of the Term Structure of Interest Rates 0 0 0 2 2 2 4 15
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates 0 0 0 217 2 5 17 1,944
An Examination of Postwar U.S Stabilization Policy: Monetary and Fiscal Policy in an Accelerationist World 0 0 0 1 4 4 7 19
An interpretation and implementation of the Theil-Goldberger 'mixed' estimator 0 0 4 255 3 7 22 621
Analyzing volatility shocks to Eurozone CDS spreads with a multicountry GMM model in Stata 0 0 0 68 2 2 7 135
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests 0 0 0 4 2 4 9 1,292
Binary choice models with endogenous regressors 0 0 1 351 2 2 14 669
Bounded-Influence Estimation Techniques for the Analysis of Structural Macroeconometric Models 0 0 0 1 1 1 5 25
Bounded-Influence Instrumental Variable Estimation Techniques for the Diagnosis of Time-Series Regression Equations 0 0 0 2 0 0 4 24
Capital Flows and Financial Stability in Emerging Economies 0 0 1 51 3 4 14 102
Capital Flows and Financial Stability in Emerging Economies 0 0 3 112 4 9 29 250
Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? 0 0 2 205 0 3 14 590
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 60 2 3 8 681
Comparing Alternative Models of the Term Structure of Interest Rates 0 0 0 4 5 6 11 33
Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes 0 0 0 102 4 5 14 538
Corporate Financial Policy and the Value of Cash under Uncertainty 0 0 1 71 1 4 13 212
Corporate Liquidity Management and Future Investment Expenditures 0 0 1 122 4 6 18 472
Credible Disinflation Policy in a Dynamic Setting 0 0 0 167 2 4 8 1,534
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises 0 0 0 29 1 3 15 172
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis 0 0 0 77 1 4 20 271
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 0 0 1 127 6 10 33 380
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 0 0 0 109 4 13 22 237
Credit rating agency downgrades and the Eurozone sovereign debt crises 0 0 0 67 7 7 22 203
Directed Technical Change in Clean Energy: Evidence from the Solar Industry 0 0 0 136 3 5 26 257
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 0 98 6 8 13 241
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 0 3 0 2 11 51
Does the tenure of Private Equity investment improve the performance of European firms? 0 0 0 74 3 3 12 250
Drivers of COVID-19 Outcomes: Evidence from a Heterogeneous SAR Panel Data Model 0 0 1 50 2 2 16 81
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 1 1 1 37 4 6 18 66
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 1 14 0 2 14 34
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 1 5 9 18 24
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 6 1 1 9 20
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 25 1 3 12 88
Drivers of COVID-19 in U.S. counties: A wave-level analysis 0 0 1 15 3 5 33 76
Drivers of COVID-19 outcomes: Evidence from a heterogeneous SAR panel-data model 0 0 1 38 2 3 8 89
Dynamic Adjustment of Firms' Capital Structures in a Varying-Risk Environment 0 0 0 7 2 4 7 22
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 192 2 2 11 1,048
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 67 0 2 9 352
Economic impact of STEM immigrant workers 0 0 0 22 3 4 24 113
Economic impact of STEM immigrant workers 0 0 0 34 1 2 11 104
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 0 0 1 355 8 8 20 1,044
Efficient Management of Multi-Frequency Panel Data with Stata 0 0 1 713 2 3 10 1,837
Efficient management of multi-frequency panel data with Stata 0 0 2 644 0 0 8 1,624
Enhanced routines for instrumental variables/GMM estimation and testing 0 0 0 618 2 3 12 1,389
Enhanced routines for instrumental variables/GMM estimation and testing 0 1 2 2,523 3 6 46 5,599
Estimating a dose-response function with heterogeneous response to confounders when treatment is continuous and endogenous 0 0 2 63 1 4 26 208
Estimating the Wage Premia of Refugee Immigrants: Lessons from Sweden 0 0 0 3 1 3 11 22
Estimating the wage premia of refugee immigrants 0 0 0 20 1 1 13 68
Estimating the wage premia of refugee immigrants 0 0 4 14 4 7 26 54
Estimating the wage premia of refugee immigrants with coarsened exact matching and recentered influence function quantile regressions 0 0 1 15 1 1 16 38
Estimating the wage premia of refugee immigrants: Lessons from Sweden 0 0 0 53 0 2 10 204
Estimating the wage premia of refugee immigrants: Lessons from Sweden 0 0 0 15 1 2 14 36
Estimating the wage premia of refugee immigrants: Lessons from Sweden 0 0 0 14 4 6 18 37
Evaluating one-way and two-way cluster-robust covariance matrix estimates 0 0 0 188 1 2 8 528
Evaluating one-way and two-way cluster-robust covariance matrix estimates 0 0 1 501 3 4 16 1,384
Evaluating one-way and two-way cluster–robust covariance matrix estimates 0 0 1 280 2 2 11 1,119
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 3 3 14 1,718
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 1 1,008 1 3 20 3,255
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 0 0 715 5 9 26 1,870
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 0 0 835 4 5 12 2,419
Exchange Rate Uncertainty and Firm Profitability 0 0 0 717 4 5 13 2,592
Extending Stata's capabilities for asymptotic covariance matrix estimation 0 0 0 101 0 1 10 365
Facilitating Applied Economic Research with Stata 0 0 0 897 1 2 14 2,152
Firm Investment and Financial Frictions 0 0 0 204 3 6 16 573
Firms in (Green) Public Procurement: Financial Strength Indicators’ Impact on Contract Awards and Its Repercussion on Financial Strength 0 0 0 16 2 5 16 43
Firms in (Green) Public Procurement: Financial strength indicators’ impact on contract awards and its repercussion on financial strength 0 0 1 20 5 8 26 82
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 0 0 0 569 2 2 12 2,170
Fractional Cointegration Analysis of Long Term International Interest Rates 0 0 0 803 3 4 9 2,950
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 385 0 4 13 2,218
Fractional Dynamics in Japanese Financial Time Series 0 0 0 331 1 2 8 1,544
Fractional Monetary Dynamics 0 0 0 217 1 8 27 1,223
INNOVATION STRATEGIES, EXTERNAL KNOWLEDGE AND PRODUCTIVITY GROWTH 0 0 0 71 3 6 15 116
Impact of proximity to gas production activity on birth outcomes across the US 0 0 3 22 0 1 12 73
Implementing econometric estimators with Mata 0 0 1 269 0 5 14 490
Implementing econometric estimators with Mata 0 0 0 162 0 1 9 345
Implementing new econometric tools in Stata 0 0 1 309 2 7 18 586
Implementing the Leybourne-Taylor test for seasonal unit roots in Stata 0 0 3 33 2 8 17 125
Innovation Strategies, External Knowledge and Productivity Growth 0 0 0 170 3 4 10 214
Innovation by start-up firms: The influence of the board of directors 0 0 0 54 4 5 12 135
Innovation by start-up firms: The influence of the board of directors for knowledge spillovers 0 1 1 53 0 1 8 128
Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach 0 2 5 106 4 7 20 139
Institutional Diversity in Domestic Banking Sectors and Bank Stability: A Cross-Country Study 0 0 2 38 4 11 19 107
Institutional diversity in domestic banking sectors and bank stability: A cross-country study 0 0 0 42 4 9 19 127
Instrumental variables and GMM: Estimation and testing 0 0 4 634 11 17 39 1,679
Instrumental variables and GMM: Estimation and testing 0 1 8 4,864 20 24 78 10,245
Instrumental variables and GMM: Estimation and testing 0 0 1 1,321 14 18 43 2,774
Instrumental variables estimation using heteroskedasticity-based instruments 1 4 28 343 15 40 152 867
Instrumental variables estimation using heteroskedasticity-based instruments 0 0 5 195 6 14 41 550
Instrumental variables: Overview and advances 1 1 2 929 2 3 9 1,672
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 0 0 0 94 5 6 11 228
Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications 0 0 0 67 2 5 18 199
Long Memory and Forecasting in Euroyen Deposit Rates 0 0 0 308 2 3 10 1,954
Long Memory in the Greek Stock Market 0 0 0 982 0 1 12 5,431
Long Term Dependence in Stock Returns 0 0 0 631 2 4 9 1,864
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 0 0 0 529 7 8 15 2,406
Long-Memory Forecasting of U.S. Monetary Indices 0 0 0 256 0 1 13 733
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance 0 0 0 92 0 1 7 475
Macroeconomic Uncertainty and Credit Default Swap Spreads 0 0 1 243 3 6 14 760
Macroeconomic Uncertainty and Firm Leverage 0 0 0 233 5 6 15 755
Macroeconomics Uncertainty and Firm Leverage 0 0 0 95 2 4 11 528
Migrant STEM Entrepreneurs 0 0 0 38 6 8 17 100
Migrant STEM Entrepreneurs 0 0 0 31 1 2 14 87
Modeling Rating Transition Matrices for Wholesale Loan Portfolios 0 0 1 147 1 5 18 258
Modeling Returns on the Term Structure of Treasury Interest Rates 0 0 0 823 1 3 12 3,447
Modeling fixed income excess returns 0 0 0 428 2 4 10 2,429
Modelling Federal Reserve Discount Policy 0 0 0 182 2 7 17 1,809
Monetary Policy in the Transition to a Zero Federal Deficit 0 0 0 202 1 2 6 2,132
Nearest-Neighbor Forecasts of U.S. Interest Rates 0 0 0 834 3 3 12 4,063
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 0 0 0 886 3 4 10 4,868
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports 0 1 3 785 6 9 20 2,227
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 0 0 738 2 3 13 7,427
Occupational Sorting and Wage Gaps of Refugees 0 0 0 28 2 8 17 106
Occupational Sorting and Wage Gaps of Refugees 0 0 0 14 3 8 15 50
Occupational Sorting and Wage Gaps of Refugees 0 0 0 17 1 2 9 49
Occupational sorting and wage gaps of refugees 0 0 0 14 1 1 1 33
Occupational sorting and wage gaps of refugees 0 0 0 22 5 6 13 56
Offshoring and Innovation Capabilities: Evidence from Swedish Manufacturing 0 0 0 55 2 7 13 137
On Construction of Monthly Term Structures of U.S. Interest Rates 1910-1930 0 0 0 1 2 3 7 17
On the Investment Sensitivity of Debt under Uncertainty 0 0 0 176 5 7 14 432
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty 0 0 1 475 1 2 17 1,399
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty 0 0 1 299 2 3 17 922
Openness and financial stability 0 0 2 56 2 7 24 229
Outside Board Directors and Start-Up Firms’ Innovation 0 0 0 62 6 8 17 172
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 0 176 0 0 31 639
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 0 30 1 5 13 223
Persistence in International Inflation Rates 0 0 0 560 2 4 17 5,054
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 0 0 372 7 7 15 2,288
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms 0 0 0 1,259 2 2 13 5,916
Political patronage in Ukranian banking 0 0 1 142 2 3 16 829
Powerful new tools for time series analysis 0 0 0 528 1 1 7 947
Productivity of refugee workers and implications for innovation and growth 0 0 2 34 4 7 20 92
Q, Cash Flow and Investment: An Econometric Critique 0 0 0 380 1 1 4 1,736
R&D Expenditures and Geographical Sales Diversification 0 0 0 163 1 2 9 476
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say 0 0 1 174 2 3 12 568
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money 0 0 0 259 3 3 6 1,993
Refugee immigrants, occupational sorting and wage gaps 0 0 1 41 2 2 14 194
Refugees in Sweden: Economic integration and wage convergence 0 0 0 6 3 5 15 50
Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey 0 0 0 64 1 2 10 117
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 0 0 15 2 5 12 82
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 0 0 97 2 9 17 198
Rolling Regressions with Stata 0 0 0 1,644 2 3 11 3,923
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 117 4 4 11 858
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 92 0 2 8 624
Should you become a Stata programmer? 0 0 1 1,100 1 1 6 1,598
Socioeconomic Factors influencing the Spatial Spread of COVID-19 in the United States 0 0 0 104 2 2 11 176
Socioeconomic Factors influencing the Spatial Spread of COVID-19 in the United States 0 0 0 186 1 10 23 548
Stata: The language of choice for time series analysis? 0 0 0 1,939 2 5 17 3,953
State-level gun policy changes and rate of workplace homicide in the United States 0 0 0 80 0 0 9 248
State-level gun policy changes and rate of workplace homicide in the United States 0 0 2 10 2 3 14 102
Stochastic Long Memory in Traded Goods Prices 0 0 0 137 4 8 15 866
Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data 0 1 2 105 5 10 24 227
Testing for time-varying Granger causality 1 3 13 163 2 10 42 309
The Economic Determinants of Crime: an Approach through Responsiveness Scores 0 0 5 171 4 7 52 715
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 0 0 213 2 5 16 690
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 0 0 146 2 2 10 828
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 0 0 50 2 5 11 318
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms 0 0 0 375 1 1 11 1,963
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 0 0 242 3 4 22 1,656
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 0 1 152 1 2 7 679
The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity 0 0 0 124 3 8 20 482
The Effects of Uncertainty on the Leverage of Non-Financial Firms 0 0 0 303 3 5 13 1,202
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 816 1 3 9 2,966
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 46 3 5 11 401
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 0 0 989 6 10 19 4,205
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 1 112 2 4 15 417
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 0 101 1 2 10 327
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 0 0 267 1 6 12 853
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 0 0 445 3 4 16 1,256
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 1 137 6 9 24 646
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 1 223 1 2 12 656
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 0 70 2 2 6 404
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms 0 0 1 138 1 2 7 684
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage 0 0 2 233 8 10 20 711
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity 0 0 0 443 5 8 18 2,141
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms 0 0 0 206 4 8 16 800
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity 0 0 0 79 2 2 13 344
The Impact of Uncertainty on Financial Institutions 0 0 0 191 2 7 17 857
The Impact of the Financial System's Structure on Firms' Financial Constraints 0 0 1 217 2 7 19 771
The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility 0 0 0 39 8 20 33 226
The Stata module for CUB models for rating data analysis 0 0 1 38 2 4 11 84
The Term Structure of Interest Rates and the Demand for Money During the Great Depression 0 0 0 2 2 3 6 27
The Volatility of International Trade Flows and Exchange Rate Uncertainty 0 0 2 232 6 9 24 709
The contextual effects of social capital on health: a cross-national instrumental variable analysis 0 0 1 102 3 4 13 281
The contribution of foreign-born STEM workers to the knowledge-intensive economy: Evidence from Sweden 0 0 0 67 6 7 12 123
The impact of offshoring on innovation and productivity: Evidence from Swedish manufacturing firms 0 0 3 37 1 7 20 130
The impact of offshoring on productivity and innovation: Evidence from Swedish manufacturing firms 0 0 0 32 3 4 25 113
The role of uncertainty in the transmission of monetary policy effects on bank lending 0 0 0 350 3 4 15 1,174
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 0 0 549 2 4 41 1,681
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 0 0 228 2 5 17 968
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 0 0 167 1 3 13 596
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty 0 0 0 98 3 9 27 368
Time series filtering techniques in Stata 0 0 3 1,541 4 8 23 3,882
Time series filtering techniques in Stata 0 0 0 499 0 4 11 1,189
Time-Varying Risk Premia in the Foreign Currency Futures Basis 0 0 1 678 2 4 11 3,376
Tobin's Q And Financial Policy Revisited 0 0 0 2 2 2 9 908
Topics in time series regression modeling 0 0 1 1,620 2 2 22 4,940
Uncertainty Determinants of Corporate Liquidity 0 0 0 53 1 2 10 485
Uncertainty Determinants of Corporate Liquidity 1 1 1 60 7 8 16 311
Uncertainty Determinants of Corporate Liquidity 0 0 0 67 1 3 9 442
Uncertainty Determinants of Corporate Liquidity 0 0 1 184 0 2 21 749
Uncertainty Determinants of Firm Investment 0 0 0 300 2 4 8 776
Unit root tests for explosive behaviour 0 0 0 94 1 3 15 226
Using Mata to work more effectively with Stata: A tutorial 0 0 2 609 1 5 14 1,162
Using Mata to work more effectively with Stata: A tutorial 0 0 6 449 1 1 16 879
Using Mata to work more effectively with Stata: A tutorial 0 0 0 2,525 2 3 12 4,338
Using Stata for Applied Research: Reviewing its Capabilities 0 0 2 800 0 0 15 1,184
Using instrumental variables techniques in economics and finance 0 0 1 621 7 11 19 1,118
Waves and Persistence in Merger and Acquisition Activity 0 0 1 2,069 2 3 17 8,760
What do Chinese Macro Announcements Tell Us About the World Economy? 0 0 0 59 3 4 11 210
cron, perl and Stata: automated production and presentation of a business-daily index 0 0 0 246 1 1 7 862
Total Working Papers 5 20 196 78,087 608 1,120 3,724 251,283

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 3 4 11 206
A logit analysis of the factor content of West German foreign trade 0 0 0 14 2 3 15 128
A new approach to estimation of the R&D–innovation–productivity relationship 0 0 1 23 4 7 35 139
A nonparametric investigation of the 90-day t-bill rate 0 0 0 39 1 7 11 582
A nonparametric investigation of the 90‐day t‐bill rate 0 0 0 0 2 3 7 16
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency 0 0 0 48 2 2 11 442
A review of Stata 8.1 and its time series capabilities 0 0 1 209 2 3 12 626
A test for long-range dependence in a time series 0 0 1 43 3 3 10 137
Activist policy and macroeconomic instability 0 0 1 16 4 5 9 160
Advice on using heteroskedasticity-based identification 0 1 5 65 5 13 43 285
An empirical analysis of the composition of manufacturing employment in the industrialized countries 0 0 1 20 1 2 5 100
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 0 111 1 3 10 634
Breaking or making futures: How laws and regulations shape innovation in emerging innovation systems 0 5 11 11 3 13 37 37
COVID-19 vaccinations and mental health among U.S. adults: Individual and spillover effects 0 0 0 1 0 5 11 12
Capital structure adjustments: Do macroeconomic and business risks matter? 0 0 1 30 3 7 22 190
Compacting time series data 0 0 0 39 2 2 6 125
Coordination of large macroeconomies'policies and the stability of small economies 0 0 0 7 0 0 4 82
Corporate financial policy and the value of cash under uncertainty 0 0 1 8 1 2 11 66
Credit rating agency downgrades and the Eurozone sovereign debt crises 0 1 2 44 2 5 20 252
Cumulative author index, volumes 1-25 0 0 9 9 1 1 19 19
Drivers of COVID-19 in U.S. counties: A wave-level analysis 0 1 1 1 2 10 18 18
Dynamic adjustment of firms' capital structures in a varying-risk environment 0 0 0 17 2 4 8 101
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 42 2 4 12 296
Effect of the affordable care act on disparities in breastfeeding: The case of Maine 0 0 0 3 1 2 4 22
Enhanced routines for instrumental variables/generalized method of moments estimation and testing 0 2 23 2,299 7 18 197 4,858
Erratum: Unit-root tests for explosive behavior 0 0 0 6 1 3 11 25
Estimating the Wage Premia of Refugee Immigrants: Lessons from Sweden 0 0 0 1 2 4 15 20
Estimating treatment effects when program participation is misreported 0 0 0 4 1 1 18 27
Evaluating concavity for production and cost functions 0 0 0 103 3 3 14 310
Evaluating the impact of compliance with governance recommendations on firm performance: The case of Spain 0 0 0 8 1 4 9 40
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports 0 1 2 101 4 6 15 499
Exchange Rate Uncertainty and Firm Profitability 0 2 4 94 0 2 21 482
Exchange rate effects on the volume and variability of trade flows 0 0 1 288 0 0 8 1,055
FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES 0 0 0 5 3 8 12 57
Firms in Green Public Procurement: Financial Strength Indicators’ Impact on Contract Awards and Its Repercussion on Financial Strength 0 0 0 2 3 6 18 35
Fitting mixture models for feeling and uncertainty for rating data analysis 0 0 0 7 4 6 11 28
Foreword 0 0 0 0 1 1 5 62
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 0 0 1 88 1 3 12 440
Fractional dynamics in Japanese financial time series 0 0 0 29 2 3 13 248
Fractional monetary dynamics 0 0 0 30 1 2 15 424
Happily Ever After? Pre-and-Post Disaster Determinants of Happiness Among Survivors of Hurricane Katrina 0 0 0 10 0 2 7 87
Impact of state cigarette taxes on disparities in maternal smoking during pregnancy 0 0 0 3 2 2 8 57
Innovation by start-up firms: The role of the board of directors for knowledge spillovers 0 0 1 8 2 3 19 80
Innovation strategies, external knowledge and productivity growth 0 0 1 8 5 6 17 72
Instrumental variables and GMM: Estimation and testing 0 3 17 3,661 18 30 126 9,174
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 0 0 0 21 4 7 25 130
Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications 0 0 0 9 3 3 8 80
Local Whittle estimation of the long-memory parameter 0 0 0 8 0 2 11 48
Long memory in the Greek stock market 0 0 0 101 1 1 8 585
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 0 0 53 1 5 9 434
Long-memory forecasting of US monetary indices 0 0 0 35 2 2 7 239
Long-term dependence in stock returns 0 0 0 93 1 2 12 459
Macroeconomic uncertainty and credit default swap spreads 0 0 0 77 4 6 14 316
Metadata for user-written contributions to the Stata programming language 0 0 0 20 4 6 12 116
Metadata for user-written contributions to the Stata programming language: extensions 0 0 0 22 1 1 7 83
Modelling Federal Reserve Discount Policy 0 0 0 82 1 2 13 937
Multivariate portmanteau (Q) test for white noise 0 0 1 230 2 4 11 819
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 0 0 0 101 4 6 21 560
Nonlinear effects of exchange rate volatility on the volume of bilateral exports 0 0 0 413 3 6 28 1,308
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 0 0 0 0 3 3 11 575
On the investment sensitivity of debt under uncertainty 0 0 0 71 0 4 9 355
On the sensitivity of firms' investment to cash flow and uncertainty 0 0 1 122 2 4 21 466
On the sensitivity of optimal control solutions 0 0 0 24 2 2 5 113
On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty 0 0 2 177 4 6 20 758
Parliamentary election cycles and the Turkish banking sector 0 0 1 69 1 7 18 405
Persistence in International Inflation Rates 0 0 0 1 2 2 10 20
Policy Evaluation With Incomplete Data: Assessing the Affordable Care Act Breastfeeding Provision 0 0 0 2 0 1 7 28
Political patronage in Ukrainian banking1 0 0 0 45 2 7 20 349
Population change: effects on the environment, society, and economy 0 0 2 2 4 11 23 23
Q, Cash Flow and Investment: An Econometric Critique 0 0 0 46 1 2 10 320
R&D Expenditures and Geographical Sales Diversification 0 0 0 10 1 5 18 107
Reexamining the term structure of interest rates and the interwar demand for money 0 0 0 2 1 3 12 41
Residual diagnostics for cross-section time series regression models 2 2 5 1,034 4 15 42 3,017
Response surface models for the Elliott, Rothenberg, and Stock unit-root test 0 0 0 7 3 6 18 59
Richard Sperling (1961-2011) 0 0 0 0 3 3 5 166
Sectoral fluctuations in U.K. firms' investment expenditures 0 0 0 8 3 7 18 82
Securities fraud and corporate board turnover: New evidence from lawsuit outcomes 0 0 1 8 1 4 13 93
Socio-economic and demographic factors influencing the spatial spread of COVID-19 in the USA 0 0 0 3 1 2 10 18
Stata tip 126: Handling irregularly spaced high-frequency transactions data 0 0 0 29 0 0 4 85
Stata tip 166: Changing the axis scale with marginsplot 0 1 5 5 0 3 13 13
Stata tip 37: And the last shall be first 0 0 0 48 2 2 9 160
Stata tip 38: Testing for groupwise heteroskedasticity 0 0 0 623 3 4 9 1,294
Stata tip 40: Taking care of business 0 0 1 1,871 5 6 11 4,025
Stata tip 45: Getting those data into shape 0 0 0 184 1 4 8 514
Stata tip 63: Modeling proportions 1 1 3 454 2 2 14 877
Stata tip 73: append with care! 0 0 0 168 3 4 8 434
Stata tip 88: Efficiently evaluating elasticities with the margins command 0 0 0 0 5 5 10 350
Stata: The language of choice for time-series analysis? 0 0 1 406 4 5 26 1,223
Stochastic long memory in traded goods prices 0 0 0 22 2 3 12 219
Stochastic volatility, jumps and leverage in energy and stock markets: Evidence from high frequency data 1 1 2 9 3 4 13 53
THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS 0 0 1 80 1 2 12 463
THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING 1 1 3 28 4 4 17 154
Test for autoregressive conditional heteroskedasticity in regression error distribution 0 0 0 63 0 0 4 185
Testing for time-varying Granger causality 0 1 4 47 1 4 29 113
Tests for heteroskedasticity in regression error distribution 0 0 0 56 1 1 4 173
Tests for long memory in a time series 0 0 0 137 1 1 3 258
Tests for serial correlation in regression error distribution 0 0 0 40 0 1 6 141
Tests for stationarity of a time series 0 0 0 249 1 4 7 482
Tests for stationarity of a time series: update 0 0 0 70 3 4 8 168
The BDS test of independence 1 2 4 71 4 12 22 185
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 0 0 68 7 8 14 346
The contextual effects of social capital on health: A cross-national instrumental variable analysis 0 0 1 21 2 6 16 143
The dynamics of U.S. industrial production: A time-varying Granger causality perspective 0 3 7 12 2 10 35 48
The effects of price- and output-stabilising policies in an interdependent world economy 0 0 0 9 1 1 3 73
The effects of uncertainty and corporate governance on firms’ demand for liquidity 0 0 0 29 3 7 13 177
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 0 0 1 91 3 6 16 444
The impact of macroeconomic uncertainty on firms' changes in financial leverage 0 0 0 98 3 3 11 370
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity 0 0 0 170 3 6 18 649
The impact of macroeconomic uncertainty on non‐financial firms' demand for liquidity 0 0 0 3 2 5 15 38
The impact of offshoring on technical change: Evidence from Swedish manufacturing firms 0 0 0 5 0 1 15 33
The impact of the financial system's structure on firms' financial constraints 0 0 1 143 6 9 28 1,009
The impact of uncertainty on financial institutions: A cross‐country study 0 0 2 14 1 9 20 57
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 0 0 88 4 4 11 370
The self-medication hypothesis: Evidence from terrorism and cigarette accessibility 0 0 0 6 0 2 11 88
Time‐varying risk premia in the foreign currency futures basis 0 0 0 2 1 1 9 45
Tobin's Q, intangible capital, and financial policy 0 0 0 94 2 2 12 351
Tobin's q and measurement error: Caveat investigator 0 0 1 93 1 1 7 339
USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES 0 0 0 0 4 5 19 332
Ukrainische Banken: politische Patronage von Bedeutung 0 0 0 30 2 3 7 459
Uncertainty determinants of corporate liquidity 0 0 1 173 3 7 16 622
Uncertainty determinants of firm investment 0 1 1 136 4 12 27 505
Unit-root tests based on forward and reverse Dickey–Fuller regressions 0 0 1 29 0 4 9 92
Unit-root tests for explosive behavior 0 1 1 24 5 9 18 73
Utility for time series data 0 0 0 193 0 1 6 1,021
Waves and persistence in merger and acquisition activity 0 1 2 177 6 8 19 738
What do Chinese macro announcements tell us about the world economy? 0 0 1 35 2 6 20 163
“What good is a volatility model?” A reexamination after 20 years 0 0 2 26 2 2 13 61
Total Journal Articles 6 31 144 16,880 294 583 2,055 56,079
4 registered items for which data could not be found

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 8 15 37 5,111 21 54 137 13,578
An Introduction to Stata Programming, Second Edition 0 2 11 1,324 2 8 37 3,033
Environmental Econometrics Using Stata 1 2 9 163 1 5 25 301
Total Books 9 19 57 6,598 24 67 199 16,912

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 15 2 2 14 101
Total Chapters 0 0 0 15 2 2 14 101

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 3 12 29 906 19 64 270 5,710
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 2 3 62 4 8 21 335
ARCH: MATLAB function to compute ARCH test 0 0 1 1,795 4 6 17 6,100
ARCHLM: Stata module to calculate LM test for ARCH effects 1 2 7 1,844 18 35 96 10,608
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries 0 0 0 658 0 0 10 1,916
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model 0 0 0 1,839 3 8 24 9,294
ARIMASEL: Stata module to compute selection criteria for ARMA(p,q) models 0 1 9 66 1 5 37 362
ARRANGEDAR: RATS procedures to calculate arranged autoregressions 0 0 2 279 2 4 18 965
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 2 11 38 569 16 59 223 3,553
AVPLOT3: Stata module to generate partial regression plots for subsamples 0 0 1 172 2 4 9 2,224
BCUSE: Stata module to access instructional datasets on Boston College server 1 6 24 854 10 52 158 4,886
BETACOEF: Stata module to calculate beta coefficients from regression 0 0 3 1,762 6 10 31 12,395
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation 0 0 4 1,982 11 26 76 14,641
BIDENSITY: Stata module to produce and graph bivariate density estimates 0 0 1 304 4 7 23 1,535
BKING: Stata module to implement Baxter-King filter for timeseries data 0 0 1 1,292 6 10 29 5,043
BLOCKBOOT: Stata module to implement four bootstrap schemes for dependent timeseries data 0 1 13 13 0 10 67 67
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity 0 1 3 2,791 9 18 35 11,692
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data 0 0 1 229 3 4 15 1,102
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data 0 1 4 540 1 5 17 1,560
CHECKREG3: Stata module to check identification status of simultaneous equations system 1 2 8 449 2 4 36 1,807
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks 2 6 22 3,277 14 26 94 10,496
CNSRSIG: Stata module to evaluate validity of restrictions on a regression 0 0 1 463 2 5 17 2,593
CUSUM6: Stata module to compute cusum, cusum^2 stability tests 0 0 14 2,225 20 40 133 8,736
CUSUM9: Stata module to compute cusum, cusum^2 stability tests 0 1 20 145 13 29 141 776
DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method 1 6 34 3,287 13 38 165 12,176
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test 0 1 3 3,284 4 11 46 14,700
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy 2 2 22 2,642 14 32 141 8,137
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates 0 0 1 1,398 1 3 14 5,949
DURBINH: Stata module to calculate Durbin's h test for serial correlation 0 2 4 1,705 6 19 44 10,064
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 0 2 86 3 7 24 550
FCSTATS: Stata module to compute time series forecast accuracy statistics 1 5 7 1,011 8 40 144 5,581
FRACDIFF: Stata module to generate fractionally-differenced timeseries 0 0 1 435 2 3 15 1,605
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries 0 0 3 947 4 4 11 3,948
FREDUSEX: Stata module to import FRED data DISCONTINUED 1 1 3 6 3 15 48 99
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix 0 1 1 536 4 10 20 3,262
GHISTCUM: Stata module to graph histogram and cumulative distribution 1 1 3 931 3 7 22 6,320
GPHROB: RATS modules to perform tests for fractional integration of timeseries 0 0 2 694 2 4 14 1,852
GPHUDAK: Stata module to estimate long memory in a timeseries 0 0 0 637 4 8 27 1,912
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries 0 0 0 322 1 3 6 957
GRPDF: Stata module to produce PDFs from memory graphs 0 0 0 19 0 2 14 216
HADRILM: Stata module to perform Hadri panel unit root test 0 0 2 2,049 2 5 31 5,922
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test 0 1 10 963 6 11 44 3,085
HLP2PDF: Stata module to create PDF or PostScript from Stata help file 0 1 3 276 2 4 24 1,333
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data 1 1 4 7,981 6 13 34 17,823
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test 1 3 27 5,227 19 51 197 14,046
ITSP_ADO: Stata module to accompany Introduction to Stata Programming book 0 0 0 214 1 4 17 825
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation 0 0 2 326 4 5 36 1,737
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg 6 13 53 7,602 37 73 338 40,314
IVGMM0: Stata module to perform instrumental variables via GMM 0 0 4 1,416 6 8 25 4,472
IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10) 3 3 15 312 13 27 115 2,149
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) 1 1 9 1,366 6 13 45 5,885
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) 1 4 13 1,008 5 19 70 4,214
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation 44 130 464 22,845 177 611 2,666 97,078
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments 11 32 206 3,977 61 164 827 13,574
IVREG2M: Stata module to identify treatment-effects estimates with potentially misreported and endogenous program participation 0 0 0 32 5 11 34 183
KDENS2: Stata module to estimate bivariate kernel density 0 1 7 1,581 8 12 56 6,697
KOENKER: Stata module to perform Koenker/White detailed test for heteroskedasticity 0 0 2 2 4 9 52 52
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity 3 13 60 4,422 17 55 293 16,460
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test 0 4 16 4,597 16 45 158 13,916
LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias 1 1 16 441 7 17 65 2,124
LOG2HTML: Stata module to produce HTML log files 0 0 4 679 2 3 32 4,020
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test 0 1 11 1,864 6 28 87 5,269
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries 0 0 2 789 3 5 52 2,971
MADFULLER: Stata module to perform Dickey-Fuller test on panel data 2 2 6 2,058 5 8 26 7,037
MATIN4-MATOUT4: Stata module to import and export matrices 0 0 4 537 4 5 18 2,261
MODLPR: Stata module to estimate long memory in a timeseries 0 0 3 517 4 8 22 1,693
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel 0 0 1 1,162 3 6 34 5,357
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel 0 0 1 1,320 4 9 18 6,444
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating 0 1 10 1,568 4 13 40 6,960
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends 0 0 1 1,054 3 5 16 3,759
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality 0 0 2 547 4 5 23 4,043
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise 0 0 0 186 3 5 16 1,236
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit 0 0 0 263 1 5 16 1,428
OUTSERIES: Stata module to write timeseries to text files 0 0 0 77 1 4 8 557
OUTTABLE: Stata module to write matrix to LaTeX table 0 0 7 3,193 5 13 72 22,124
OVERID: Stata module to conduct postestimation tests of overidentification 0 1 18 6,639 14 32 202 24,051
PANELAUTO: Stata module to support tests for autocorrelation on panel data 0 0 2 3,056 0 4 21 12,221
PANELUNIT: Stata module to support unit root tests on panel data 0 0 0 1,225 2 3 12 3,499
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit 0 0 1 2,008 2 3 16 7,528
PWCORR2: Stata module to compute pairwise correlations and return results 0 1 4 367 3 10 21 2,228
PWCOV: Stata module to compute pairwise covariances 0 0 0 133 1 1 10 775
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients 0 0 0 480 4 6 18 2,236
QSTAT2: MATLAB function to compute Ljung-Box Q statistic 0 0 2 2,788 2 2 13 9,355
RADF: Stata module to calculate unit root tests for explosive behaviour 1 1 11 206 11 24 71 929
ROBLPR: Stata module to estimate long memory in a set of timeseries 0 0 0 526 5 8 18 1,852
ROLLING2: Stata module to perform rolling window and recursive estimation 0 3 9 1,082 1 11 51 5,099
ROLLREG: Stata module to perform rolling regression estimation 0 0 2 2,537 3 5 17 8,689
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) 0 0 3 910 8 12 79 11,886
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended 0 0 2 774 5 11 36 7,064
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users 2 2 6 792 5 7 18 2,406
SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method 0 1 7 1,344 4 10 71 4,353
STATICFC: Stata module to compute static forecasts for a recursive rolling regression 0 1 2 405 7 11 20 1,501
STATSMAT: Stata module to place descriptive statistics in matrix 1 1 2 781 3 6 20 4,050
TESTVEC: Stata module to retrieve cointegrating vectors from vec 0 1 2 2 2 5 40 40
TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation 0 0 1 79 4 4 15 379
TIMELEFT: Stata module to count the number of days 0 0 2 2 2 3 51 51
TORATS: Stata module to facilitate transfer of data to RATS 0 0 1 174 2 4 9 1,183
TOSQL: Stata module to transfer data to SQL database 0 0 0 513 2 6 26 4,375
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values 0 0 3 830 1 2 17 4,462
TSGRAPH: Stata module to produce time series line graph 0 0 1 881 3 3 11 5,718
TSLIST: Stata module to list time series data 0 0 0 207 9 10 21 6,609
TSMKTIM: Stata module to generate time-series calendar variable 0 1 6 1,329 2 8 39 5,704
TVGC: Stata module to perform Time-Varying Granger Causality tests 5 12 46 906 20 46 186 2,638
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates 0 0 0 216 4 4 16 840
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) 0 0 0 816 2 3 9 2,706
VECAR: Stata module to estimate vector autoregressive (VAR) models 0 2 2 2,035 4 10 35 7,638
WHITETST: Stata module to perform White's test for heteroskedasticity 0 1 8 6,778 6 22 97 30,078
WHITTLE: Stata module to compute long-memory parameter via Whittle method 0 0 0 33 0 0 7 122
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test 0 0 7 1,165 4 8 47 7,283
XTILETEST: Stata module to test equality of percentiles across groups of observations 0 2 8 53 4 7 32 325
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in panel data model 2 11 56 5,455 29 64 291 25,159
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity 12 30 143 6,442 63 185 736 29,249
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break 5 11 71 6,562 24 55 311 17,454
aer.pl, a script converting XML data to ReDIF 0 0 0 192 3 4 12 1,391
bejeap.pl, a script converting OAI data to ReDIF 0 1 6 135 1 2 17 953
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support 0 0 1 138 4 5 11 895
cdl-ciders.pl, a script converting XML data to ReDIF 0 0 1 99 4 7 18 1,066
dspace2redif.pl, a script converting DSpace metadata to ReDIF 0 0 2 299 10 15 41 1,671
ectj.pl, a script converting html data to ReDIF 0 0 0 84 1 4 13 992
imfocpcvt.pl, a script converting html data to ReDIF 0 0 0 55 2 7 17 861
rjeyr.pl, a script converting html data to ReDIF 0 0 0 49 1 3 17 914
Total Software Items 118 360 1,698 186,489 989 2,586 10,815 793,250
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06