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 |
1 |
1 |
132 |
0 |
2 |
2 |
176 |
| A New Approach to Estimation of the R&D-Innovation-Productivity Relationship |
0 |
0 |
0 |
67 |
0 |
1 |
1 |
130 |
| A New Approach to Estimation of the R&D-Innovation-Productivity Relationship |
0 |
0 |
1 |
207 |
1 |
3 |
7 |
402 |
| A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency |
0 |
0 |
0 |
489 |
0 |
0 |
1 |
2,085 |
| A general approach to testing for autocorrelation |
0 |
0 |
1 |
102 |
1 |
2 |
10 |
288 |
| A general approach to testing for autocorrelation |
1 |
1 |
6 |
172 |
1 |
4 |
20 |
398 |
| A large-scale application of Stata's forecast suite: challenges and potential |
0 |
0 |
2 |
113 |
0 |
1 |
3 |
185 |
| A little bit of Stata programming goes a long way |
0 |
0 |
3 |
5,598 |
1 |
4 |
22 |
10,200 |
| A little bit of Stata programming goes a long way |
0 |
0 |
0 |
2,092 |
0 |
0 |
1 |
3,615 |
| A re-evaluation of empirical tests of the Fisher hypothesis |
0 |
0 |
0 |
391 |
0 |
1 |
2 |
1,512 |
| A re-evaluation of empirical tests of the Fisher hypothesis |
0 |
0 |
1 |
360 |
0 |
0 |
3 |
1,387 |
| A review of Stata 8.1 and its time series capabilities |
0 |
0 |
0 |
1,751 |
0 |
0 |
1 |
3,761 |
| A simple alternative to the linear probability model for binary choice models with endogenous regressors |
0 |
1 |
3 |
223 |
0 |
1 |
4 |
526 |
| Advice on using heteroscedasticity based identification |
0 |
1 |
5 |
161 |
1 |
3 |
20 |
374 |
| An Alternative Nonlinear General Equilibrium Model of the Term Structure of Interest Rates |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
11 |
| An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates |
0 |
0 |
0 |
217 |
0 |
0 |
0 |
1,927 |
| An Examination of Postwar U.S Stabilization Policy: Monetary and Fiscal Policy in an Accelerationist World |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
12 |
| An interpretation and implementation of the Theil-Goldberger 'mixed' estimator |
1 |
1 |
6 |
251 |
1 |
3 |
15 |
599 |
| Analyzing volatility shocks to Eurozone CDS spreads with a multicountry GMM model in Stata |
0 |
0 |
0 |
68 |
0 |
1 |
1 |
128 |
| Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests |
0 |
0 |
1 |
4 |
0 |
1 |
2 |
1,283 |
| Binary choice models with endogenous regressors |
0 |
0 |
3 |
350 |
0 |
3 |
11 |
655 |
| Bounded-Influence Estimation Techniques for the Analysis of Structural Macroeconometric Models |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
20 |
| Bounded-Influence Instrumental Variable Estimation Techniques for the Diagnosis of Time-Series Regression Equations |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
20 |
| Capital Flows and Financial Stability in Emerging Economies |
0 |
0 |
0 |
50 |
0 |
0 |
0 |
88 |
| Capital Flows and Financial Stability in Emerging Economies |
0 |
0 |
1 |
109 |
0 |
3 |
8 |
221 |
| Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? |
0 |
0 |
0 |
203 |
0 |
0 |
1 |
576 |
| Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 |
0 |
0 |
0 |
60 |
0 |
0 |
1 |
673 |
| Comparing Alternative Models of the Term Structure of Interest Rates |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
22 |
| Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes |
0 |
0 |
2 |
102 |
0 |
0 |
9 |
524 |
| Corporate Financial Policy and the Value of Cash under Uncertainty |
0 |
0 |
1 |
70 |
0 |
3 |
8 |
199 |
| Corporate Liquidity Management and Future Investment Expenditures |
0 |
0 |
0 |
121 |
0 |
3 |
5 |
454 |
| Credible Disinflation Policy in a Dynamic Setting |
0 |
0 |
0 |
167 |
0 |
0 |
2 |
1,526 |
| Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises |
0 |
0 |
0 |
29 |
0 |
0 |
3 |
157 |
| Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis |
0 |
0 |
0 |
77 |
0 |
0 |
1 |
251 |
| Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises |
0 |
0 |
0 |
109 |
0 |
0 |
1 |
215 |
| Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises |
0 |
1 |
2 |
126 |
0 |
3 |
10 |
347 |
| Credit rating agency downgrades and the Eurozone sovereign debt crises |
0 |
0 |
0 |
67 |
1 |
3 |
4 |
181 |
| Directed Technical Change in Clean Energy: Evidence from the Solar Industry |
0 |
0 |
3 |
136 |
0 |
1 |
6 |
231 |
| Does the Tenure of Private Equity Investment Improve the Performance of European Firms? |
0 |
0 |
0 |
98 |
0 |
2 |
2 |
228 |
| Does the Tenure of Private Equity Investment Improve the Performance of European Firms? |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
40 |
| Does the tenure of Private Equity investment improve the performance of European firms? |
0 |
0 |
0 |
74 |
0 |
2 |
3 |
238 |
| Drivers of COVID-19 Outcomes: Evidence from a Heterogeneous SAR Panel Data Model |
0 |
1 |
4 |
49 |
0 |
1 |
4 |
65 |
| Drivers of COVID-19 deaths in the United States: A two-stage modeling approach |
0 |
0 |
5 |
13 |
0 |
0 |
3 |
20 |
| Drivers of COVID-19 deaths in the United States: A two-stage modeling approach |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
6 |
| Drivers of COVID-19 deaths in the United States: A two-stage modeling approach |
0 |
0 |
0 |
25 |
0 |
0 |
3 |
76 |
| Drivers of COVID-19 deaths in the United States: A two-stage modeling approach |
0 |
0 |
0 |
36 |
0 |
1 |
5 |
48 |
| Drivers of COVID-19 deaths in the United States: A two-stage modeling approach |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
11 |
| Drivers of COVID-19 in U.S. counties: A wave-level analysis |
1 |
2 |
10 |
14 |
1 |
3 |
24 |
43 |
| Drivers of COVID-19 outcomes: Evidence from a heterogeneous SAR panel-data model |
0 |
0 |
0 |
37 |
0 |
0 |
1 |
81 |
| Dynamic Adjustment of Firms' Capital Structures in a Varying-Risk Environment |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
15 |
| Dynamics of Intra-EMS Interest Rate Linkages |
0 |
0 |
0 |
192 |
0 |
0 |
0 |
1,037 |
| Dynamics of Intra-EMS Interest Rate Linkages |
0 |
0 |
0 |
67 |
0 |
0 |
0 |
343 |
| Economic impact of STEM immigrant workers |
0 |
0 |
0 |
22 |
0 |
1 |
7 |
89 |
| Economic impact of STEM immigrant workers |
0 |
0 |
0 |
34 |
0 |
0 |
2 |
93 |
| Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports |
0 |
0 |
2 |
354 |
0 |
3 |
8 |
1,024 |
| Efficient Management of Multi-Frequency Panel Data with Stata |
0 |
0 |
0 |
712 |
0 |
1 |
4 |
1,827 |
| Efficient management of multi-frequency panel data with Stata |
0 |
0 |
1 |
642 |
0 |
0 |
3 |
1,616 |
| Enhanced routines for instrumental variables/GMM estimation and testing |
0 |
0 |
2 |
618 |
0 |
1 |
5 |
1,377 |
| Enhanced routines for instrumental variables/GMM estimation and testing |
0 |
0 |
7 |
2,521 |
0 |
3 |
37 |
5,553 |
| Estimating a dose-response function with heterogeneous response to confounders when treatment is continuous and endogenous |
0 |
3 |
3 |
61 |
0 |
4 |
7 |
182 |
| Estimating the Wage Premia of Refugee Immigrants: Lessons from Sweden |
0 |
0 |
0 |
3 |
0 |
3 |
6 |
11 |
| Estimating the wage premia of refugee immigrants |
0 |
1 |
10 |
10 |
1 |
7 |
28 |
28 |
| Estimating the wage premia of refugee immigrants |
1 |
6 |
13 |
20 |
1 |
12 |
31 |
55 |
| Estimating the wage premia of refugee immigrants with coarsened exact matching and recentered influence function quantile regressions |
0 |
0 |
14 |
14 |
0 |
0 |
22 |
22 |
| Estimating the wage premia of refugee immigrants: Lessons from Sweden |
0 |
0 |
0 |
53 |
0 |
1 |
3 |
194 |
| Estimating the wage premia of refugee immigrants: Lessons from Sweden |
0 |
1 |
3 |
14 |
0 |
2 |
8 |
19 |
| Estimating the wage premia of refugee immigrants: Lessons from Sweden |
0 |
0 |
0 |
15 |
1 |
2 |
5 |
22 |
| Evaluating one-way and two-way cluster-robust covariance matrix estimates |
0 |
0 |
2 |
188 |
0 |
1 |
4 |
520 |
| Evaluating one-way and two-way cluster-robust covariance matrix estimates |
0 |
0 |
3 |
500 |
1 |
2 |
11 |
1,368 |
| Evaluating one-way and two-way cluster–robust covariance matrix estimates |
0 |
0 |
2 |
279 |
0 |
1 |
4 |
1,108 |
| Exchange Rate Effects on the Volume and Variability of Trade Flows |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
1,704 |
| Exchange Rate Effects on the Volume and Variability of Trade Flows |
0 |
0 |
0 |
1,007 |
0 |
0 |
1 |
3,235 |
| Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data |
0 |
0 |
0 |
835 |
1 |
2 |
7 |
2,407 |
| Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data |
0 |
0 |
2 |
715 |
0 |
0 |
5 |
1,844 |
| Exchange Rate Uncertainty and Firm Profitability |
0 |
0 |
1 |
717 |
0 |
0 |
1 |
2,579 |
| Extending Stata's capabilities for asymptotic covariance matrix estimation |
0 |
0 |
2 |
101 |
0 |
1 |
5 |
355 |
| Facilitating Applied Economic Research with Stata |
0 |
1 |
1 |
897 |
0 |
1 |
1 |
2,138 |
| Firm Investment and Financial Frictions |
0 |
0 |
0 |
204 |
0 |
0 |
1 |
557 |
| Firms in (Green) Public Procurement: Financial Strength Indicators’ Impact on Contract Awards and Its Repercussion on Financial Strength |
0 |
0 |
0 |
16 |
0 |
1 |
6 |
27 |
| Firms in (Green) Public Procurement: Financial strength indicators’ impact on contract awards and its repercussion on financial strength |
0 |
0 |
1 |
19 |
0 |
0 |
8 |
56 |
| Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums |
0 |
0 |
0 |
569 |
0 |
0 |
0 |
2,158 |
| Fractional Cointegration Analysis of Long Term International Interest Rates |
0 |
0 |
1 |
803 |
0 |
1 |
3 |
2,941 |
| Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates |
0 |
0 |
0 |
385 |
0 |
0 |
0 |
2,205 |
| Fractional Dynamics in Japanese Financial Time Series |
0 |
0 |
0 |
331 |
0 |
0 |
1 |
1,536 |
| Fractional Monetary Dynamics |
0 |
0 |
0 |
217 |
0 |
0 |
0 |
1,196 |
| INNOVATION STRATEGIES, EXTERNAL KNOWLEDGE AND PRODUCTIVITY GROWTH |
0 |
0 |
0 |
71 |
0 |
1 |
2 |
101 |
| Impact of proximity to gas production activity on birth outcomes across the US |
0 |
0 |
2 |
19 |
0 |
0 |
9 |
61 |
| Implementing econometric estimators with Mata |
0 |
0 |
0 |
162 |
0 |
2 |
2 |
336 |
| Implementing econometric estimators with Mata |
0 |
0 |
0 |
268 |
0 |
3 |
3 |
476 |
| Implementing new econometric tools in Stata |
0 |
1 |
3 |
308 |
0 |
3 |
6 |
568 |
| Implementing the Leybourne-Taylor test for seasonal unit roots in Stata |
0 |
0 |
2 |
30 |
1 |
1 |
4 |
108 |
| Innovation Strategies, External Knowledge and Productivity Growth |
0 |
0 |
0 |
170 |
0 |
2 |
3 |
204 |
| Innovation by start-up firms: The influence of the board of directors |
1 |
1 |
3 |
54 |
2 |
4 |
7 |
123 |
| Innovation by start-up firms: The influence of the board of directors for knowledge spillovers |
0 |
0 |
0 |
52 |
0 |
0 |
3 |
120 |
| Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach |
0 |
0 |
2 |
101 |
0 |
0 |
2 |
119 |
| Institutional Diversity in Domestic Banking Sectors and Bank Stability: A Cross-Country Study |
1 |
1 |
4 |
36 |
1 |
1 |
7 |
88 |
| Institutional diversity in domestic banking sectors and bank stability: A cross-country study |
0 |
0 |
1 |
42 |
0 |
2 |
5 |
108 |
| Instrumental variables and GMM: Estimation and testing |
0 |
1 |
6 |
1,320 |
1 |
3 |
13 |
2,731 |
| Instrumental variables and GMM: Estimation and testing |
1 |
3 |
6 |
4,856 |
2 |
9 |
40 |
10,167 |
| Instrumental variables and GMM: Estimation and testing |
0 |
0 |
0 |
630 |
1 |
4 |
12 |
1,640 |
| Instrumental variables estimation using heteroskedasticity-based instruments |
1 |
1 |
9 |
190 |
2 |
4 |
19 |
509 |
| Instrumental variables estimation using heteroskedasticity-based instruments |
5 |
7 |
22 |
315 |
12 |
25 |
82 |
715 |
| Instrumental variables: Overview and advances |
0 |
0 |
1 |
927 |
0 |
1 |
4 |
1,663 |
| Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility |
0 |
0 |
0 |
94 |
0 |
0 |
1 |
217 |
| Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications |
0 |
0 |
0 |
67 |
0 |
0 |
0 |
181 |
| Long Memory and Forecasting in Euroyen Deposit Rates |
0 |
0 |
0 |
308 |
0 |
0 |
0 |
1,944 |
| Long Memory in the Greek Stock Market |
0 |
0 |
0 |
982 |
0 |
0 |
4 |
5,419 |
| Long Term Dependence in Stock Returns |
0 |
0 |
0 |
631 |
0 |
0 |
3 |
1,855 |
| Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? |
0 |
0 |
0 |
529 |
0 |
1 |
1 |
2,391 |
| Long-Memory Forecasting of U.S. Monetary Indices |
0 |
0 |
0 |
256 |
0 |
1 |
2 |
720 |
| Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance |
0 |
0 |
1 |
92 |
1 |
1 |
2 |
468 |
| Macroeconomic Uncertainty and Credit Default Swap Spreads |
0 |
0 |
1 |
242 |
1 |
1 |
4 |
746 |
| Macroeconomic Uncertainty and Firm Leverage |
0 |
1 |
2 |
233 |
0 |
0 |
9 |
740 |
| Macroeconomics Uncertainty and Firm Leverage |
0 |
0 |
1 |
95 |
0 |
1 |
2 |
517 |
| Migrant STEM Entrepreneurs |
0 |
0 |
0 |
31 |
0 |
0 |
2 |
73 |
| Migrant STEM Entrepreneurs |
0 |
0 |
2 |
38 |
0 |
1 |
5 |
83 |
| Modeling Rating Transition Matrices for Wholesale Loan Portfolios |
0 |
1 |
5 |
146 |
0 |
1 |
12 |
240 |
| Modeling Returns on the Term Structure of Treasury Interest Rates |
0 |
0 |
0 |
823 |
0 |
1 |
2 |
3,435 |
| Modeling fixed income excess returns |
0 |
0 |
0 |
428 |
0 |
0 |
0 |
2,419 |
| Modelling Federal Reserve Discount Policy |
0 |
0 |
0 |
182 |
0 |
0 |
0 |
1,792 |
| Monetary Policy in the Transition to a Zero Federal Deficit |
0 |
0 |
0 |
202 |
0 |
0 |
1 |
2,126 |
| Nearest-Neighbor Forecasts of U.S. Interest Rates |
0 |
0 |
0 |
834 |
0 |
1 |
2 |
4,051 |
| Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era |
0 |
0 |
0 |
886 |
0 |
0 |
0 |
4,858 |
| Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports |
0 |
0 |
1 |
782 |
0 |
2 |
5 |
2,207 |
| Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate |
0 |
0 |
0 |
738 |
0 |
1 |
1 |
7,414 |
| Occupational Sorting and Wage Gaps of Refugees |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
40 |
| Occupational Sorting and Wage Gaps of Refugees |
0 |
0 |
1 |
28 |
0 |
2 |
3 |
89 |
| Occupational Sorting and Wage Gaps of Refugees |
0 |
0 |
0 |
14 |
0 |
1 |
3 |
35 |
| Occupational sorting and wage gaps of refugees |
1 |
1 |
1 |
14 |
1 |
1 |
1 |
32 |
| Occupational sorting and wage gaps of refugees |
0 |
0 |
0 |
22 |
0 |
0 |
2 |
43 |
| Offshoring and Innovation Capabilities: Evidence from Swedish Manufacturing |
0 |
0 |
0 |
55 |
0 |
1 |
1 |
124 |
| On Construction of Monthly Term Structures of U.S. Interest Rates 1910-1930 |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
10 |
| On the Investment Sensitivity of Debt under Uncertainty |
0 |
0 |
0 |
176 |
0 |
0 |
0 |
418 |
| On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty |
0 |
1 |
3 |
474 |
0 |
2 |
5 |
1,382 |
| On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty |
0 |
0 |
0 |
298 |
0 |
2 |
2 |
905 |
| Openness and financial stability |
0 |
0 |
1 |
54 |
1 |
2 |
11 |
205 |
| Outside Board Directors and Start-Up Firms’ Innovation |
0 |
0 |
0 |
62 |
1 |
1 |
5 |
155 |
| Parliamentary Election Cycles and the Turkish Banking Sector |
0 |
0 |
0 |
176 |
0 |
0 |
2 |
608 |
| Parliamentary Election Cycles and the Turkish Banking Sector |
0 |
0 |
0 |
30 |
0 |
1 |
1 |
210 |
| Persistence in International Inflation Rates |
0 |
0 |
0 |
560 |
0 |
0 |
1 |
5,037 |
| Persistent Dependence in Foreign Exchange Rates? A Reexamination |
0 |
0 |
0 |
372 |
1 |
1 |
1 |
2,273 |
| Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms |
0 |
0 |
0 |
1,259 |
0 |
0 |
1 |
5,903 |
| Political patronage in Ukranian banking |
0 |
0 |
0 |
141 |
0 |
0 |
1 |
813 |
| Powerful new tools for time series analysis |
0 |
0 |
1 |
528 |
0 |
0 |
3 |
940 |
| Productivity of refugee workers and implications for innovation and growth |
1 |
1 |
3 |
32 |
1 |
1 |
9 |
72 |
| Q, Cash Flow and Investment: An Econometric Critique |
0 |
0 |
0 |
380 |
0 |
1 |
1 |
1,732 |
| R&D Expenditures and Geographical Sales Diversification |
0 |
0 |
0 |
163 |
0 |
1 |
5 |
467 |
| Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say |
0 |
0 |
1 |
173 |
0 |
0 |
1 |
556 |
| Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money |
0 |
0 |
1 |
259 |
0 |
0 |
3 |
1,987 |
| Refugee immigrants, occupational sorting and wage gaps |
0 |
0 |
1 |
40 |
0 |
2 |
10 |
180 |
| Refugees in Sweden: Economic integration and wage convergence |
0 |
0 |
0 |
6 |
0 |
0 |
3 |
35 |
| Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey |
0 |
0 |
1 |
64 |
0 |
1 |
3 |
107 |
| Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
70 |
| Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test |
0 |
1 |
2 |
97 |
1 |
3 |
8 |
181 |
| Rolling Regressions with Stata |
0 |
0 |
2 |
1,644 |
2 |
2 |
7 |
3,912 |
| Sectoral Fluctuations in U.K. Firms' Investment Expenditures |
0 |
0 |
0 |
117 |
0 |
0 |
0 |
847 |
| Sectoral Fluctuations in U.K. Firms' Investment Expenditures |
0 |
0 |
0 |
92 |
1 |
2 |
2 |
616 |
| Should you become a Stata programmer? |
0 |
0 |
0 |
1,099 |
0 |
2 |
2 |
1,592 |
| Socioeconomic Factors influencing the Spatial Spread of COVID-19 in the United States |
1 |
1 |
2 |
104 |
1 |
1 |
2 |
165 |
| Socioeconomic Factors influencing the Spatial Spread of COVID-19 in the United States |
0 |
0 |
0 |
186 |
0 |
1 |
13 |
525 |
| Stata: The language of choice for time series analysis? |
0 |
0 |
0 |
1,939 |
0 |
0 |
1 |
3,936 |
| State-level gun policy changes and rate of workplace homicide in the United States |
0 |
0 |
0 |
80 |
1 |
2 |
4 |
239 |
| State-level gun policy changes and rate of workplace homicide in the United States |
0 |
0 |
1 |
8 |
0 |
1 |
8 |
88 |
| Stochastic Long Memory in Traded Goods Prices |
0 |
0 |
0 |
137 |
0 |
0 |
1 |
851 |
| Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data |
0 |
0 |
0 |
103 |
0 |
1 |
1 |
203 |
| Testing for time-varying Granger causality |
0 |
3 |
21 |
150 |
3 |
9 |
50 |
267 |
| The Economic Determinants of Crime: an Approach through Responsiveness Scores |
0 |
1 |
13 |
166 |
5 |
12 |
64 |
663 |
| The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity |
0 |
0 |
0 |
213 |
0 |
0 |
4 |
674 |
| The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany |
0 |
0 |
0 |
146 |
0 |
1 |
3 |
818 |
| The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany |
0 |
0 |
0 |
50 |
0 |
0 |
1 |
307 |
| The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms |
0 |
0 |
0 |
375 |
0 |
0 |
3 |
1,952 |
| The Effects of Short-Term Liabilities on Profitability: The Case of Germany |
0 |
1 |
3 |
151 |
2 |
3 |
9 |
672 |
| The Effects of Short-Term Liabilities on Profitability: The Case of Germany |
0 |
0 |
0 |
242 |
0 |
0 |
10 |
1,634 |
| The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity |
1 |
1 |
1 |
124 |
1 |
2 |
5 |
462 |
| The Effects of Uncertainty on the Leverage of Non-Financial Firms |
0 |
0 |
0 |
303 |
0 |
1 |
3 |
1,189 |
| The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates |
0 |
0 |
0 |
46 |
0 |
0 |
0 |
390 |
| The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates |
0 |
0 |
0 |
816 |
0 |
0 |
0 |
2,957 |
| The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test |
0 |
1 |
3 |
989 |
0 |
2 |
6 |
4,186 |
| The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis |
0 |
0 |
0 |
101 |
1 |
2 |
3 |
317 |
| The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis |
0 |
0 |
0 |
111 |
0 |
1 |
1 |
402 |
| The Impact of Macroeconomic Uncertainty on Bank Lending Behavior |
0 |
0 |
1 |
267 |
0 |
0 |
4 |
841 |
| The Impact of Macroeconomic Uncertainty on Bank Lending Behavior |
0 |
0 |
0 |
445 |
0 |
0 |
1 |
1,240 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms |
0 |
0 |
0 |
70 |
0 |
1 |
1 |
398 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms |
1 |
1 |
2 |
136 |
1 |
1 |
5 |
622 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms |
0 |
0 |
0 |
222 |
0 |
1 |
3 |
644 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms |
0 |
0 |
0 |
137 |
0 |
1 |
1 |
677 |
| The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage |
0 |
0 |
0 |
231 |
0 |
0 |
3 |
691 |
| The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity |
0 |
0 |
1 |
443 |
1 |
2 |
6 |
2,123 |
| The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms |
0 |
0 |
0 |
206 |
0 |
0 |
3 |
784 |
| The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity |
0 |
0 |
0 |
79 |
0 |
1 |
4 |
331 |
| The Impact of Uncertainty on Financial Institutions |
0 |
1 |
4 |
191 |
0 |
3 |
12 |
840 |
| The Impact of the Financial System's Structure on Firms' Financial Constraints |
1 |
1 |
1 |
216 |
1 |
1 |
3 |
752 |
| The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility |
0 |
0 |
0 |
39 |
0 |
1 |
3 |
193 |
| The Stata module for CUB models for rating data analysis |
0 |
0 |
5 |
37 |
0 |
1 |
8 |
73 |
| The Term Structure of Interest Rates and the Demand for Money During the Great Depression |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
21 |
| The Volatility of International Trade Flows and Exchange Rate Uncertainty |
0 |
0 |
1 |
230 |
1 |
2 |
5 |
685 |
| The contextual effects of social capital on health: a cross-national instrumental variable analysis |
0 |
0 |
1 |
101 |
0 |
0 |
1 |
268 |
| The contribution of foreign-born STEM workers to the knowledge-intensive economy: Evidence from Sweden |
0 |
0 |
1 |
67 |
0 |
0 |
4 |
111 |
| The impact of offshoring on innovation and productivity: Evidence from Swedish manufacturing firms |
0 |
0 |
1 |
34 |
1 |
2 |
13 |
110 |
| The impact of offshoring on productivity and innovation: Evidence from Swedish manufacturing firms |
0 |
0 |
1 |
32 |
0 |
0 |
6 |
88 |
| The role of uncertainty in the transmission of monetary policy effects on bank lending |
0 |
0 |
0 |
350 |
0 |
2 |
3 |
1,159 |
| The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds |
0 |
0 |
0 |
549 |
1 |
1 |
4 |
1,640 |
| The second moments matter: The response of bank lending behavior to macroeconomic uncertainty |
0 |
0 |
1 |
228 |
0 |
0 |
4 |
951 |
| The second moments matter: The response of bank lending behavior to macroeconomic uncertainty |
0 |
0 |
0 |
167 |
1 |
3 |
6 |
583 |
| The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty |
0 |
1 |
2 |
98 |
0 |
1 |
5 |
341 |
| Time series filtering techniques in Stata |
0 |
0 |
9 |
1,538 |
1 |
11 |
49 |
3,859 |
| Time series filtering techniques in Stata |
0 |
0 |
0 |
499 |
0 |
0 |
2 |
1,178 |
| Time-Varying Risk Premia in the Foreign Currency Futures Basis |
0 |
0 |
0 |
677 |
0 |
0 |
2 |
3,365 |
| Tobin's Q And Financial Policy Revisited |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
899 |
| Topics in time series regression modeling |
0 |
0 |
0 |
1,619 |
0 |
0 |
1 |
4,918 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
0 |
1 |
67 |
0 |
2 |
4 |
433 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
0 |
0 |
53 |
0 |
1 |
3 |
475 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
0 |
0 |
59 |
0 |
1 |
1 |
295 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
0 |
0 |
183 |
2 |
2 |
4 |
728 |
| Uncertainty Determinants of Firm Investment |
0 |
0 |
0 |
300 |
0 |
0 |
1 |
768 |
| Unit root tests for explosive behaviour |
0 |
1 |
5 |
94 |
1 |
2 |
15 |
211 |
| Using Mata to work more effectively with Stata: A tutorial |
0 |
0 |
0 |
607 |
0 |
0 |
3 |
1,148 |
| Using Mata to work more effectively with Stata: A tutorial |
0 |
0 |
0 |
2,525 |
1 |
2 |
3 |
4,326 |
| Using Mata to work more effectively with Stata: A tutorial |
0 |
0 |
0 |
443 |
1 |
1 |
1 |
863 |
| Using Stata for Applied Research: Reviewing its Capabilities |
0 |
0 |
0 |
798 |
0 |
0 |
3 |
1,169 |
| Using instrumental variables techniques in economics and finance |
0 |
0 |
0 |
620 |
0 |
0 |
0 |
1,099 |
| Waves and Persistence in Merger and Acquisition Activity |
0 |
0 |
1 |
2,068 |
0 |
1 |
2 |
8,743 |
| What do Chinese Macro Announcements Tell Us About the World Economy? |
0 |
0 |
0 |
59 |
0 |
2 |
3 |
199 |
| cron, perl and Stata: automated production and presentation of a business-daily index |
0 |
0 |
0 |
246 |
0 |
1 |
1 |
855 |
| Total Working Papers |
19 |
55 |
305 |
77,891 |
73 |
301 |
1,248 |
247,559 |
| 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 |
195 |
| A logit analysis of the factor content of West German foreign trade |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
113 |
| A new approach to estimation of the R&D–innovation–productivity relationship |
0 |
0 |
1 |
22 |
0 |
1 |
5 |
104 |
| A nonparametric investigation of the 90-day t-bill rate |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
571 |
| A nonparametric investigation of the 90‐day t‐bill rate |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
| A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
431 |
| A review of Stata 8.1 and its time series capabilities |
0 |
0 |
1 |
208 |
0 |
0 |
2 |
614 |
| A test for long-range dependence in a time series |
0 |
0 |
0 |
42 |
0 |
1 |
1 |
127 |
| Activist policy and macroeconomic instability |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
151 |
| Advice on using heteroskedasticity-based identification |
0 |
0 |
8 |
60 |
3 |
5 |
30 |
242 |
| An empirical analysis of the composition of manufacturing employment in the industrialized countries |
0 |
0 |
0 |
19 |
0 |
0 |
2 |
95 |
| Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques |
0 |
0 |
0 |
111 |
0 |
1 |
1 |
624 |
| COVID-19 vaccinations and mental health among U.S. adults: Individual and spillover effects |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
1 |
| Capital structure adjustments: Do macroeconomic and business risks matter? |
0 |
0 |
4 |
29 |
0 |
2 |
12 |
168 |
| Compacting time series data |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
119 |
| Coordination of large macroeconomies'policies and the stability of small economies |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
78 |
| Corporate financial policy and the value of cash under uncertainty |
0 |
0 |
0 |
7 |
0 |
1 |
2 |
55 |
| Credit rating agency downgrades and the Eurozone sovereign debt crises |
1 |
1 |
3 |
42 |
1 |
3 |
9 |
232 |
| Cumulative author index, volumes 1-24 |
0 |
0 |
2 |
2 |
0 |
1 |
3 |
3 |
| Dynamic adjustment of firms' capital structures in a varying-risk environment |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
93 |
| Dynamics of Intra-EMS Interest Rate Linkages |
0 |
0 |
0 |
42 |
1 |
2 |
2 |
284 |
| Effect of the affordable care act on disparities in breastfeeding: The case of Maine |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
18 |
| Enhanced routines for instrumental variables/generalized method of moments estimation and testing |
4 |
7 |
50 |
2,276 |
14 |
30 |
145 |
4,661 |
| Erratum: Unit-root tests for explosive behavior |
0 |
0 |
1 |
6 |
0 |
0 |
2 |
14 |
| Estimating the Wage Premia of Refugee Immigrants: Lessons from Sweden |
1 |
1 |
1 |
1 |
2 |
4 |
5 |
5 |
| Estimating treatment effects when program participation is misreported |
0 |
2 |
4 |
4 |
0 |
4 |
9 |
9 |
| Evaluating concavity for production and cost functions |
0 |
0 |
0 |
103 |
0 |
1 |
2 |
296 |
| Evaluating the impact of compliance with governance recommendations on firm performance: The case of Spain |
0 |
0 |
1 |
8 |
1 |
2 |
3 |
31 |
| Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports |
0 |
0 |
0 |
99 |
0 |
1 |
2 |
484 |
| Exchange Rate Uncertainty and Firm Profitability |
0 |
0 |
1 |
90 |
0 |
0 |
8 |
461 |
| Exchange rate effects on the volume and variability of trade flows |
0 |
1 |
2 |
287 |
0 |
1 |
10 |
1,047 |
| FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
45 |
| Firms in Green Public Procurement: Financial Strength Indicators’ Impact on Contract Awards and Its Repercussion on Financial Strength |
0 |
0 |
0 |
2 |
0 |
1 |
4 |
17 |
| Fitting mixture models for feeling and uncertainty for rating data analysis |
0 |
1 |
3 |
7 |
0 |
2 |
4 |
17 |
| Foreword |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
57 |
| Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums |
0 |
0 |
0 |
87 |
0 |
0 |
4 |
428 |
| Fractional dynamics in Japanese financial time series |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
235 |
| Fractional monetary dynamics |
0 |
0 |
0 |
30 |
0 |
0 |
6 |
409 |
| Happily Ever After? Pre-and-Post Disaster Determinants of Happiness Among Survivors of Hurricane Katrina |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
80 |
| Impact of state cigarette taxes on disparities in maternal smoking during pregnancy |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
49 |
| Innovation by start-up firms: The role of the board of directors for knowledge spillovers |
0 |
0 |
1 |
7 |
0 |
0 |
15 |
61 |
| Innovation strategies, external knowledge and productivity growth |
0 |
0 |
0 |
7 |
0 |
1 |
1 |
55 |
| Instrumental variables and GMM: Estimation and testing |
1 |
4 |
16 |
3,644 |
7 |
24 |
119 |
9,048 |
| Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility |
0 |
0 |
1 |
21 |
0 |
0 |
5 |
105 |
| Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications |
0 |
0 |
0 |
9 |
0 |
1 |
3 |
72 |
| Local Whittle estimation of the long-memory parameter |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
37 |
| Long memory in the Greek stock market |
0 |
0 |
0 |
101 |
0 |
0 |
1 |
577 |
| Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? |
0 |
0 |
0 |
53 |
0 |
1 |
3 |
425 |
| Long-memory forecasting of US monetary indices |
0 |
0 |
0 |
35 |
0 |
2 |
2 |
232 |
| Long-term dependence in stock returns |
0 |
0 |
1 |
93 |
0 |
0 |
4 |
447 |
| Macroeconomic uncertainty and credit default swap spreads |
0 |
0 |
0 |
77 |
0 |
0 |
0 |
302 |
| Metadata for user-written contributions to the Stata programming language |
0 |
0 |
0 |
20 |
0 |
1 |
2 |
104 |
| Metadata for user-written contributions to the Stata programming language: extensions |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
76 |
| Modelling Federal Reserve Discount Policy |
0 |
0 |
0 |
82 |
0 |
0 |
1 |
924 |
| Multivariate portmanteau (Q) test for white noise |
0 |
0 |
1 |
229 |
0 |
0 |
9 |
808 |
| Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era |
0 |
0 |
0 |
101 |
0 |
0 |
1 |
539 |
| Nonlinear effects of exchange rate volatility on the volume of bilateral exports |
0 |
1 |
3 |
413 |
0 |
3 |
14 |
1,280 |
| On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
564 |
| On the investment sensitivity of debt under uncertainty |
0 |
0 |
0 |
71 |
1 |
1 |
2 |
346 |
| On the sensitivity of firms' investment to cash flow and uncertainty |
0 |
1 |
2 |
121 |
0 |
5 |
9 |
445 |
| On the sensitivity of optimal control solutions |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
108 |
| On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty |
0 |
0 |
1 |
175 |
1 |
3 |
11 |
738 |
| Parliamentary election cycles and the Turkish banking sector |
0 |
0 |
0 |
68 |
0 |
0 |
3 |
387 |
| Persistence in International Inflation Rates |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
10 |
| Policy Evaluation With Incomplete Data: Assessing the Affordable Care Act Breastfeeding Provision |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
21 |
| Political patronage in Ukrainian banking1 |
0 |
0 |
0 |
45 |
0 |
2 |
2 |
329 |
| Q, Cash Flow and Investment: An Econometric Critique |
0 |
0 |
0 |
46 |
0 |
0 |
0 |
310 |
| R&D Expenditures and Geographical Sales Diversification |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
89 |
| Reexamining the term structure of interest rates and the interwar demand for money |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
29 |
| Residual diagnostics for cross-section time series regression models |
1 |
1 |
2 |
1,029 |
3 |
5 |
16 |
2,975 |
| Response surface models for the Elliott, Rothenberg, and Stock unit-root test |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
41 |
| Richard Sperling (1961-2011) |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
161 |
| Sectoral fluctuations in U.K. firms' investment expenditures |
1 |
1 |
1 |
8 |
1 |
1 |
2 |
64 |
| Securities fraud and corporate board turnover: New evidence from lawsuit outcomes |
0 |
0 |
0 |
7 |
0 |
0 |
3 |
80 |
| Socio-economic and demographic factors influencing the spatial spread of COVID-19 in the USA |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
8 |
| Stata tip 126: Handling irregularly spaced high-frequency transactions data |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
81 |
| Stata tip 37: And the last shall be first |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
151 |
| Stata tip 38: Testing for groupwise heteroskedasticity |
0 |
0 |
0 |
623 |
0 |
0 |
1 |
1,285 |
| Stata tip 40: Taking care of business |
0 |
2 |
9 |
1,870 |
0 |
2 |
17 |
4,014 |
| Stata tip 45: Getting those data into shape |
0 |
0 |
0 |
184 |
0 |
0 |
1 |
506 |
| Stata tip 63: Modeling proportions |
0 |
1 |
3 |
451 |
0 |
1 |
13 |
863 |
| Stata tip 73: append with care! |
0 |
0 |
0 |
168 |
0 |
0 |
0 |
426 |
| Stata tip 88: Efficiently evaluating elasticities with the margins command |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
340 |
| Stata: The language of choice for time-series analysis? |
0 |
0 |
0 |
405 |
1 |
1 |
12 |
1,197 |
| Stochastic long memory in traded goods prices |
0 |
0 |
0 |
22 |
0 |
1 |
1 |
207 |
| Stochastic volatility, jumps and leverage in energy and stock markets: Evidence from high frequency data |
0 |
0 |
1 |
7 |
0 |
1 |
5 |
40 |
| THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS |
0 |
0 |
0 |
79 |
1 |
1 |
2 |
451 |
| THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
137 |
| Test for autoregressive conditional heteroskedasticity in regression error distribution |
0 |
0 |
0 |
63 |
0 |
0 |
0 |
181 |
| Testing for time-varying Granger causality |
0 |
1 |
10 |
43 |
1 |
5 |
17 |
84 |
| Tests for heteroskedasticity in regression error distribution |
0 |
0 |
0 |
56 |
0 |
0 |
0 |
169 |
| Tests for long memory in a time series |
0 |
0 |
0 |
137 |
0 |
0 |
1 |
255 |
| Tests for serial correlation in regression error distribution |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
135 |
| Tests for stationarity of a time series |
0 |
0 |
2 |
249 |
0 |
0 |
2 |
475 |
| Tests for stationarity of a time series: update |
0 |
0 |
0 |
70 |
0 |
0 |
1 |
160 |
| The BDS test of independence |
0 |
2 |
9 |
67 |
1 |
6 |
23 |
163 |
| The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity |
0 |
0 |
0 |
68 |
1 |
1 |
2 |
332 |
| The contextual effects of social capital on health: A cross-national instrumental variable analysis |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
127 |
| The dynamics of U.S. industrial production: A time-varying Granger causality perspective |
0 |
4 |
5 |
5 |
0 |
12 |
13 |
13 |
| The effects of price- and output-stabilising policies in an interdependent world economy |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
70 |
| The effects of uncertainty and corporate governance on firms’ demand for liquidity |
0 |
0 |
0 |
29 |
0 |
1 |
3 |
164 |
| The forward rate unbiasedness hypothesis reexamined: evidence from a new test |
0 |
0 |
0 |
90 |
0 |
1 |
2 |
428 |
| The impact of macroeconomic uncertainty on firms' changes in financial leverage |
0 |
0 |
0 |
98 |
0 |
0 |
2 |
359 |
| The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity |
0 |
1 |
1 |
170 |
2 |
5 |
13 |
631 |
| The impact of macroeconomic uncertainty on non‐financial firms' demand for liquidity |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
23 |
| The impact of offshoring on technical change: Evidence from Swedish manufacturing firms |
1 |
1 |
1 |
5 |
1 |
1 |
8 |
18 |
| The impact of the financial system's structure on firms' financial constraints |
0 |
0 |
3 |
142 |
1 |
3 |
8 |
981 |
| The impact of uncertainty on financial institutions: A cross‐country study |
0 |
0 |
2 |
12 |
0 |
3 |
7 |
37 |
| The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds |
0 |
0 |
1 |
88 |
0 |
1 |
9 |
359 |
| The self-medication hypothesis: Evidence from terrorism and cigarette accessibility |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
77 |
| Time‐varying risk premia in the foreign currency futures basis |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
36 |
| Tobin's Q, intangible capital, and financial policy |
0 |
0 |
0 |
94 |
0 |
1 |
2 |
339 |
| Tobin's q and measurement error: Caveat investigator |
0 |
0 |
0 |
92 |
1 |
1 |
1 |
332 |
| USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
313 |
| Ukrainische Banken: politische Patronage von Bedeutung |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
452 |
| Uncertainty determinants of corporate liquidity |
0 |
0 |
0 |
172 |
0 |
4 |
7 |
606 |
| Uncertainty determinants of firm investment |
0 |
0 |
1 |
135 |
0 |
0 |
10 |
478 |
| Unit-root tests based on forward and reverse Dickey–Fuller regressions |
0 |
0 |
0 |
28 |
1 |
1 |
3 |
83 |
| Unit-root tests for explosive behavior |
0 |
2 |
6 |
23 |
0 |
2 |
13 |
55 |
| Utility for time series data |
0 |
0 |
0 |
193 |
0 |
0 |
1 |
1,015 |
| Waves and persistence in merger and acquisition activity |
0 |
0 |
1 |
175 |
0 |
3 |
4 |
719 |
| What do Chinese macro announcements tell us about the world economy? |
0 |
0 |
0 |
34 |
1 |
1 |
5 |
143 |
| “What good is a volatility model?” A reexamination after 20 years |
0 |
0 |
2 |
24 |
0 |
2 |
9 |
48 |
| Total Journal Articles |
10 |
35 |
169 |
16,738 |
47 |
179 |
751 |
54,027 |
3 registered items for which data could not be found
| 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 |
4 |
15 |
61 |
877 |
36 |
88 |
394 |
5,440 |
| 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 |
7 |
59 |
1 |
6 |
21 |
314 |
| ARCH: MATLAB function to compute ARCH test |
0 |
0 |
2 |
1,794 |
0 |
0 |
3 |
6,083 |
| ARCHLM: Stata module to calculate LM test for ARCH effects |
0 |
0 |
7 |
1,837 |
4 |
12 |
83 |
10,512 |
| ARFIMAFC: RATS modules to forecast fractionally differenced timeseries |
0 |
0 |
1 |
658 |
0 |
1 |
2 |
1,906 |
| ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model |
0 |
0 |
2 |
1,839 |
0 |
0 |
14 |
9,270 |
| ARIMASEL: Stata module to compute selection criteria for ARMA(p,q) models |
0 |
3 |
13 |
57 |
1 |
6 |
48 |
325 |
| ARRANGEDAR: RATS procedures to calculate arranged autoregressions |
0 |
1 |
2 |
277 |
0 |
2 |
3 |
947 |
| 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 |
15 |
41 |
531 |
25 |
75 |
234 |
3,330 |
| AVPLOT3: Stata module to generate partial regression plots for subsamples |
0 |
0 |
0 |
171 |
0 |
1 |
7 |
2,215 |
| BCUSE: Stata module to access instructional datasets on Boston College server |
0 |
7 |
61 |
830 |
12 |
53 |
277 |
4,728 |
| BETACOEF: Stata module to calculate beta coefficients from regression |
0 |
0 |
3 |
1,759 |
1 |
3 |
24 |
12,364 |
| BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation |
2 |
3 |
10 |
1,978 |
6 |
17 |
65 |
14,565 |
| BIDENSITY: Stata module to produce and graph bivariate density estimates |
1 |
2 |
6 |
303 |
2 |
5 |
25 |
1,512 |
| BKING: Stata module to implement Baxter-King filter for timeseries data |
0 |
0 |
2 |
1,291 |
5 |
8 |
45 |
5,014 |
| BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity |
0 |
2 |
7 |
2,788 |
3 |
9 |
48 |
11,657 |
| BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data |
0 |
0 |
1 |
228 |
0 |
0 |
1 |
1,087 |
| CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data |
0 |
0 |
5 |
536 |
1 |
2 |
17 |
1,543 |
| CHECKREG3: Stata module to check identification status of simultaneous equations system |
0 |
1 |
6 |
441 |
1 |
6 |
30 |
1,771 |
| CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks |
1 |
8 |
50 |
3,255 |
12 |
34 |
168 |
10,402 |
| CNSRSIG: Stata module to evaluate validity of restrictions on a regression |
0 |
0 |
0 |
462 |
1 |
3 |
13 |
2,576 |
| CUSUM6: Stata module to compute cusum, cusum^2 stability tests |
6 |
13 |
52 |
2,211 |
15 |
39 |
228 |
8,603 |
| CUSUM9: Stata module to compute cusum, cusum^2 stability tests |
4 |
12 |
48 |
125 |
15 |
44 |
196 |
635 |
| DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method |
6 |
15 |
64 |
3,253 |
21 |
47 |
248 |
12,011 |
| DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test |
0 |
1 |
10 |
3,281 |
1 |
7 |
45 |
14,654 |
| DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy |
2 |
9 |
35 |
2,620 |
12 |
42 |
146 |
7,996 |
| DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates |
0 |
0 |
6 |
1,397 |
1 |
3 |
33 |
5,935 |
| DURBINH: Stata module to calculate Durbin's h test for serial correlation |
0 |
2 |
8 |
1,701 |
1 |
7 |
49 |
10,020 |
| 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 |
2 |
6 |
9 |
84 |
2 |
12 |
34 |
526 |
| FCSTATS: Stata module to compute time series forecast accuracy statistics |
1 |
4 |
26 |
1,004 |
22 |
61 |
321 |
5,437 |
| FRACDIFF: Stata module to generate fractionally-differenced timeseries |
0 |
1 |
7 |
434 |
0 |
3 |
15 |
1,590 |
| FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries |
0 |
0 |
0 |
944 |
1 |
2 |
5 |
3,937 |
| FREDUSEX: Stata module to import FRED (Federal Reserve Economic Database) data |
0 |
0 |
3 |
3 |
4 |
12 |
51 |
51 |
| GENEIGEN: Stata module to calculate eigenvalues of a real general matrix |
0 |
2 |
7 |
535 |
0 |
4 |
24 |
3,242 |
| GHISTCUM: Stata module to graph histogram and cumulative distribution |
0 |
0 |
0 |
928 |
0 |
2 |
24 |
6,298 |
| GPHROB: RATS modules to perform tests for fractional integration of timeseries |
0 |
0 |
1 |
692 |
0 |
0 |
1 |
1,838 |
| GPHUDAK: Stata module to estimate long memory in a timeseries |
0 |
1 |
3 |
637 |
0 |
2 |
14 |
1,885 |
| GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries |
0 |
0 |
0 |
322 |
0 |
0 |
3 |
951 |
| GRPDF: Stata module to produce PDFs from memory graphs |
0 |
0 |
1 |
19 |
1 |
2 |
13 |
202 |
| HADRILM: Stata module to perform Hadri panel unit root test |
0 |
6 |
14 |
2,047 |
2 |
23 |
94 |
5,891 |
| HEGY4: Stata module to compute Hylleberg et al seasonal unit root test |
0 |
0 |
8 |
953 |
1 |
7 |
40 |
3,041 |
| HLP2PDF: Stata module to create PDF or PostScript from Stata help file |
0 |
1 |
1 |
273 |
0 |
3 |
15 |
1,309 |
| HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data |
0 |
3 |
16 |
7,977 |
0 |
9 |
62 |
17,789 |
| IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test |
1 |
8 |
59 |
5,200 |
24 |
59 |
335 |
13,849 |
| ITSP_ADO: Stata module to accompany Introduction to Stata Programming book |
0 |
0 |
3 |
214 |
0 |
4 |
14 |
808 |
| IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation |
1 |
2 |
4 |
324 |
4 |
12 |
32 |
1,701 |
| IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg |
1 |
7 |
79 |
7,549 |
17 |
81 |
549 |
39,976 |
| IVGMM0: Stata module to perform instrumental variables via GMM |
0 |
0 |
2 |
1,412 |
2 |
3 |
12 |
4,447 |
| IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10) |
2 |
3 |
27 |
297 |
11 |
23 |
139 |
2,034 |
| IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) |
0 |
2 |
9 |
1,357 |
6 |
13 |
42 |
5,840 |
| IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) |
0 |
2 |
11 |
995 |
1 |
10 |
43 |
4,144 |
| IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation |
64 |
175 |
529 |
22,381 |
342 |
942 |
3,270 |
94,412 |
| IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments |
32 |
81 |
345 |
3,771 |
113 |
279 |
1,007 |
12,747 |
| IVREG2M: Stata module to identify treatment-effects estimates with potentially misreported and endogenous program participation |
0 |
1 |
8 |
32 |
3 |
5 |
39 |
149 |
| KDENS2: Stata module to estimate bivariate kernel density |
0 |
5 |
22 |
1,574 |
6 |
25 |
108 |
6,641 |
| KOENKER: Stata module to perform Koenker/White detailed test for heteroskedasticity |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity |
15 |
23 |
95 |
4,362 |
32 |
102 |
456 |
16,167 |
| LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test |
2 |
8 |
30 |
4,581 |
16 |
38 |
205 |
13,758 |
| LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias |
2 |
5 |
12 |
425 |
12 |
24 |
53 |
2,059 |
| LOG2HTML: Stata module to produce HTML log files |
0 |
1 |
14 |
675 |
3 |
22 |
84 |
3,988 |
| LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test |
0 |
7 |
31 |
1,853 |
5 |
23 |
106 |
5,182 |
| LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries |
0 |
1 |
6 |
787 |
0 |
3 |
19 |
2,919 |
| MADFULLER: Stata module to perform Dickey-Fuller test on panel data |
0 |
0 |
4 |
2,052 |
0 |
1 |
17 |
7,011 |
| MATIN4-MATOUT4: Stata module to import and export matrices |
1 |
1 |
6 |
533 |
2 |
14 |
25 |
2,243 |
| MODLPR: Stata module to estimate long memory in a timeseries |
0 |
0 |
9 |
514 |
0 |
2 |
20 |
1,671 |
| MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel |
1 |
2 |
11 |
1,161 |
5 |
9 |
73 |
5,323 |
| MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel |
0 |
0 |
3 |
1,319 |
1 |
3 |
19 |
6,426 |
| NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating |
1 |
2 |
14 |
1,558 |
5 |
19 |
65 |
6,920 |
| NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends |
0 |
0 |
0 |
1,053 |
0 |
3 |
5 |
3,743 |
| OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality |
0 |
0 |
1 |
545 |
5 |
8 |
29 |
4,020 |
| ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise |
0 |
1 |
1 |
186 |
1 |
3 |
7 |
1,220 |
| ORSE: Stata module to save odds ratios and their standard errors after logit, ologit |
0 |
0 |
1 |
263 |
2 |
6 |
19 |
1,412 |
| OUTSERIES: Stata module to write timeseries to text files |
0 |
0 |
0 |
77 |
0 |
0 |
2 |
549 |
| OUTTABLE: Stata module to write matrix to LaTeX table |
4 |
7 |
26 |
3,186 |
14 |
37 |
122 |
22,052 |
| OVERID: Stata module to conduct postestimation tests of overidentification |
2 |
6 |
33 |
6,621 |
14 |
47 |
254 |
23,849 |
| PANELAUTO: Stata module to support tests for autocorrelation on panel data |
1 |
2 |
26 |
3,054 |
4 |
7 |
87 |
12,200 |
| PANELUNIT: Stata module to support unit root tests on panel data |
1 |
1 |
1 |
1,225 |
1 |
2 |
2 |
3,487 |
| PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit |
0 |
2 |
7 |
2,007 |
0 |
7 |
39 |
7,512 |
| PWCORR2: Stata module to compute pairwise correlations and return results |
1 |
4 |
11 |
363 |
2 |
5 |
33 |
2,207 |
| PWCOV: Stata module to compute pairwise covariances |
0 |
0 |
3 |
133 |
0 |
2 |
9 |
765 |
| QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients |
1 |
2 |
5 |
480 |
6 |
11 |
22 |
2,218 |
| QSTAT2: MATLAB function to compute Ljung-Box Q statistic |
0 |
0 |
4 |
2,786 |
1 |
3 |
23 |
9,342 |
| RADF: Stata module to calculate unit root tests for explosive behaviour |
1 |
2 |
7 |
195 |
3 |
8 |
53 |
858 |
| ROBLPR: Stata module to estimate long memory in a set of timeseries |
0 |
0 |
2 |
526 |
0 |
1 |
6 |
1,834 |
| ROLLING2: Stata module to perform rolling window and recursive estimation |
2 |
5 |
8 |
1,073 |
3 |
12 |
69 |
5,048 |
| ROLLREG: Stata module to perform rolling regression estimation |
0 |
0 |
1 |
2,535 |
1 |
4 |
11 |
8,672 |
| SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) |
0 |
4 |
11 |
907 |
13 |
56 |
247 |
11,807 |
| SPEARMAN2: Stata module to calculate Spearman rank correlations, extended |
0 |
1 |
3 |
772 |
2 |
8 |
63 |
7,028 |
| SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users |
0 |
2 |
6 |
786 |
0 |
3 |
15 |
2,388 |
| SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method |
4 |
7 |
30 |
1,337 |
9 |
35 |
137 |
4,282 |
| STATICFC: Stata module to compute static forecasts for a recursive rolling regression |
0 |
0 |
1 |
403 |
0 |
0 |
11 |
1,481 |
| STATSMAT: Stata module to place descriptive statistics in matrix |
0 |
0 |
3 |
779 |
1 |
7 |
19 |
4,030 |
| TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation |
0 |
0 |
1 |
78 |
0 |
0 |
3 |
364 |
| TIMELEFT: Stata module to count the number of days |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| TORATS: Stata module to facilitate transfer of data to RATS |
0 |
0 |
0 |
173 |
0 |
1 |
4 |
1,174 |
| TOSQL: Stata module to transfer data to SQL database |
0 |
2 |
8 |
513 |
6 |
10 |
82 |
4,349 |
| TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values |
0 |
0 |
2 |
827 |
1 |
3 |
23 |
4,445 |
| TSGRAPH: Stata module to produce time series line graph |
0 |
0 |
0 |
880 |
0 |
0 |
10 |
5,707 |
| TSLIST: Stata module to list time series data |
0 |
0 |
1 |
207 |
0 |
0 |
11 |
6,588 |
| TSMKTIM: Stata module to generate time-series calendar variable |
1 |
3 |
14 |
1,323 |
4 |
15 |
75 |
5,665 |
| TVGC: Stata module to perform Time-Varying Granger Causality tests |
5 |
28 |
148 |
860 |
23 |
78 |
340 |
2,452 |
| URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates |
1 |
2 |
2 |
216 |
2 |
3 |
5 |
824 |
| VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) |
0 |
1 |
2 |
816 |
1 |
3 |
10 |
2,697 |
| VECAR: Stata module to estimate vector autoregressive (VAR) models |
1 |
1 |
6 |
2,033 |
2 |
5 |
23 |
7,603 |
| WHITETST: Stata module to perform White's test for heteroskedasticity |
1 |
11 |
27 |
6,770 |
20 |
64 |
201 |
29,981 |
| WHITTLE: Stata module to compute long-memory parameter via Whittle method |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
115 |
| WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test |
2 |
4 |
10 |
1,158 |
14 |
28 |
99 |
7,236 |
| XTILETEST: Stata module to test equality of percentiles across groups of observations |
0 |
0 |
0 |
45 |
0 |
0 |
2 |
293 |
| XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in panel data model |
2 |
20 |
91 |
5,399 |
29 |
89 |
484 |
24,868 |
| XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity |
15 |
47 |
169 |
6,299 |
71 |
207 |
924 |
28,513 |
| ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break |
22 |
40 |
123 |
6,491 |
56 |
132 |
422 |
17,143 |
| aer.pl, a script converting XML data to ReDIF |
0 |
2 |
5 |
192 |
0 |
2 |
6 |
1,379 |
| bejeap.pl, a script converting OAI data to ReDIF |
0 |
0 |
1 |
129 |
0 |
0 |
5 |
936 |
| bejeap2.pl, a script converting OAI data to ReDIF with Unicode support |
0 |
1 |
1 |
137 |
0 |
4 |
6 |
884 |
| cdl-ciders.pl, a script converting XML data to ReDIF |
0 |
2 |
2 |
98 |
0 |
4 |
11 |
1,048 |
| dspace2redif.pl, a script converting DSpace metadata to ReDIF |
1 |
6 |
10 |
297 |
2 |
12 |
37 |
1,630 |
| ectj.pl, a script converting html data to ReDIF |
0 |
1 |
2 |
84 |
1 |
2 |
5 |
979 |
| imfocpcvt.pl, a script converting html data to ReDIF |
0 |
0 |
1 |
55 |
0 |
0 |
3 |
844 |
| rjeyr.pl, a script converting html data to ReDIF |
0 |
0 |
0 |
49 |
0 |
0 |
5 |
897 |
| Total Software Items |
223 |
688 |
2,756 |
184,791 |
1,134 |
3,315 |
13,996 |
782,435 |
1 registered items for which data could not be found
|
|
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