Access Statistics for Christopher Baum

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 0 0 0 132 2 5 17 194
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 1 3 5 212 2 7 30 433
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship 0 0 0 67 1 2 10 140
A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency 0 0 0 489 0 4 21 2,106
A general approach to testing for autocorrelation 0 0 2 104 1 3 20 308
A general approach to testing for autocorrelation 0 0 0 172 1 5 19 419
A large-scale application of Stata's forecast suite: challenges and potential 0 0 0 113 0 2 7 192
A little bit of Stata programming goes a long way 0 0 0 2,092 0 2 7 3,623
A little bit of Stata programming goes a long way 0 0 4 5,604 0 5 32 10,234
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 0 391 0 1 14 1,526
A re-evaluation of empirical tests of the Fisher hypothesis 0 0 0 360 1 8 17 1,405
A review of Stata 8.1 and its time series capabilities 0 0 0 1,751 2 5 17 3,779
A simple alternative to the linear probability model for binary choice models with endogenous regressors 0 0 0 223 0 2 11 537
Ado-file and Mata programming: Useful skills for many researchers 2 2 14 14 2 5 42 42
Advice on using heteroscedasticity based identification 0 0 2 164 1 8 52 428
An Alternative Nonlinear General Equilibrium Model of the Term Structure of Interest Rates 0 0 0 2 0 3 5 16
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates 0 0 0 217 3 6 20 1,948
An Examination of Postwar U.S Stabilization Policy: Monetary and Fiscal Policy in an Accelerationist World 0 0 0 1 0 7 10 22
An interpretation and implementation of the Theil-Goldberger 'mixed' estimator 0 0 2 255 2 6 23 624
Analyzing volatility shocks to Eurozone CDS spreads with a multicountry GMM model in Stata 0 0 0 68 0 2 6 135
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests 0 0 0 4 1 3 10 1,293
Binary choice models with endogenous regressors 0 0 0 351 3 7 18 674
Bounded-Influence Estimation Techniques for the Analysis of Structural Macroeconometric Models 0 0 0 1 0 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 1 4 13 103
Capital Flows and Financial Stability in Emerging Economies 0 0 1 112 1 7 29 253
Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? 0 0 2 205 0 0 12 590
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 0 0 0 60 0 2 8 681
Comparing Alternative Models of the Term Structure of Interest Rates 0 0 0 4 0 6 12 34
Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes 0 0 0 102 1 6 16 540
Corporate Financial Policy and the Value of Cash under Uncertainty 0 0 1 71 0 1 11 212
Corporate Liquidity Management and Future Investment Expenditures 0 0 1 122 3 9 23 477
Credible Disinflation Policy in a Dynamic Setting 0 0 0 167 0 2 8 1,534
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises 0 0 0 29 0 1 15 172
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis 0 0 0 77 0 1 20 271
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 0 0 1 127 2 11 34 385
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises 0 0 0 109 0 4 22 237
Credit rating agency downgrades and the Eurozone sovereign debt crises 0 0 0 67 1 11 26 207
Directed Technical Change in Clean Energy: Evidence from the Solar Industry 0 0 0 136 0 3 26 257
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 0 98 0 6 13 241
Does the Tenure of Private Equity Investment Improve the Performance of European Firms? 0 0 0 3 0 0 10 51
Does the tenure of Private Equity investment improve the performance of European firms? 0 0 0 74 0 4 13 251
Drivers of COVID-19 Outcomes: Evidence from a Heterogeneous SAR Panel Data Model 0 0 0 50 0 2 15 81
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 1 0 6 19 25
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 14 0 0 13 34
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 1 1 37 2 7 19 69
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 6 0 2 10 21
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 25 0 2 13 89
Drivers of COVID-19 in U.S. counties: A wave-level analysis 0 0 0 15 1 4 29 77
Drivers of COVID-19 outcomes: Evidence from a heterogeneous SAR panel-data model 0 0 0 38 1 4 9 91
Dynamic Adjustment of Firms' Capital Structures in a Varying-Risk Environment 0 0 0 7 0 2 7 22
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 192 0 2 11 1,048
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 67 1 1 10 353
Economic impact of STEM immigrant workers 0 0 0 22 0 3 23 113
Economic impact of STEM immigrant workers 0 0 0 34 0 1 10 104
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 0 0 1 355 0 8 20 1,044
Efficient Management of Multi-Frequency Panel Data with Stata 0 0 1 713 1 3 11 1,838
Efficient management of multi-frequency panel data with Stata 0 0 2 644 1 1 8 1,625
Enhanced routines for instrumental variables/GMM estimation and testing 0 0 2 2,523 5 9 46 5,605
Enhanced routines for instrumental variables/GMM estimation and testing 0 0 0 618 1 5 14 1,392
Estimating a dose-response function with heterogeneous response to confounders when treatment is continuous and endogenous 0 0 1 63 0 1 23 208
Estimating the Wage Premia of Refugee Immigrants: Lessons from Sweden 0 0 0 3 0 2 12 23
Estimating the wage premia of refugee immigrants 1 1 2 15 2 6 25 56
Estimating the wage premia of refugee immigrants 0 0 0 20 0 3 12 70
Estimating the wage premia of refugee immigrants with coarsened exact matching and recentered influence function quantile regressions 0 0 0 15 1 3 17 40
Estimating the wage premia of refugee immigrants: Lessons from Sweden 0 0 0 53 1 3 13 207
Estimating the wage premia of refugee immigrants: Lessons from Sweden 0 0 0 15 0 2 14 37
Estimating the wage premia of refugee immigrants: Lessons from Sweden 0 0 0 14 1 6 20 39
Evaluating one-way and two-way cluster-robust covariance matrix estimates 0 0 0 188 0 2 9 529
Evaluating one-way and two-way cluster-robust covariance matrix estimates 0 0 0 501 0 4 15 1,385
Evaluating one-way and two-way cluster–robust covariance matrix estimates 0 0 0 280 1 4 12 1,121
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 1 1,008 0 2 21 3,256
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 0 3 2 5 15 1,720
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 0 0 835 0 7 15 2,422
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 0 0 0 715 1 6 24 1,871
Exchange Rate Uncertainty and Firm Profitability 0 0 0 717 2 7 16 2,595
Extending Stata's capabilities for asymptotic covariance matrix estimation 0 0 0 101 0 0 10 365
Facilitating Applied Economic Research with Stata 0 0 0 897 1 2 15 2,153
Firm Investment and Financial Frictions 0 0 0 204 0 3 16 573
Firms in (Green) Public Procurement: Financial Strength Indicators’ Impact on Contract Awards and Its Repercussion on Financial Strength 0 1 1 17 0 4 18 45
Firms in (Green) Public Procurement: Financial strength indicators’ impact on contract awards and its repercussion on financial strength 0 1 2 21 0 6 26 83
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 0 0 0 569 0 2 12 2,170
Fractional Cointegration Analysis of Long Term International Interest Rates 0 0 0 803 2 5 11 2,952
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 0 0 0 385 1 1 14 2,219
Fractional Dynamics in Japanese Financial Time Series 0 0 0 331 0 3 9 1,546
Fractional Monetary Dynamics 0 0 0 217 3 4 30 1,226
INNOVATION STRATEGIES, EXTERNAL KNOWLEDGE AND PRODUCTIVITY GROWTH 0 0 0 71 1 5 17 118
Impact of proximity to gas production activity on birth outcomes across the US 0 0 2 22 1 2 13 75
Implementing econometric estimators with Mata 0 0 0 162 0 0 9 345
Implementing econometric estimators with Mata 0 0 0 269 0 0 13 490
Implementing new econometric tools in Stata 0 0 1 309 0 2 17 586
Implementing the Leybourne-Taylor test for seasonal unit roots in Stata 0 0 3 33 0 2 16 125
Innovation Strategies, External Knowledge and Productivity Growth 0 0 0 170 1 4 11 215
Innovation by start-up firms: The influence of the board of directors 0 0 0 54 0 5 12 136
Innovation by start-up firms: The influence of the board of directors for knowledge spillovers 0 0 1 53 1 1 9 129
Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach 0 0 5 106 0 4 20 139
Institutional Diversity in Domestic Banking Sectors and Bank Stability: A Cross-Country Study 0 0 2 38 0 6 21 109
Institutional diversity in domestic banking sectors and bank stability: A cross-country study 0 0 0 42 0 6 20 129
Instrumental variables and GMM: Estimation and testing 0 0 1 1,321 3 21 49 2,781
Instrumental variables and GMM: Estimation and testing 1 4 10 4,868 5 31 77 10,256
Instrumental variables and GMM: Estimation and testing 0 0 1 634 2 14 35 1,682
Instrumental variables estimation using heteroskedasticity-based instruments 2 5 30 347 13 34 155 886
Instrumental variables estimation using heteroskedasticity-based instruments 0 0 5 195 2 10 45 554
Instrumental variables: Overview and advances 0 1 2 929 0 2 9 1,672
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 0 0 0 94 1 8 14 231
Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications 0 0 0 67 2 5 21 202
Long Memory and Forecasting in Euroyen Deposit Rates 0 0 0 308 2 6 14 1,958
Long Memory in the Greek Stock Market 0 0 0 982 0 0 12 5,431
Long Term Dependence in Stock Returns 0 0 0 631 0 2 9 1,864
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 0 0 0 529 2 9 17 2,408
Long-Memory Forecasting of U.S. Monetary Indices 0 0 0 256 1 1 13 734
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance 0 0 0 92 0 2 9 477
Macroeconomic Uncertainty and Credit Default Swap Spreads 0 0 0 243 0 4 14 761
Macroeconomic Uncertainty and Firm Leverage 0 0 0 233 0 6 16 756
Macroeconomics Uncertainty and Firm Leverage 0 0 0 95 0 2 11 528
Migrant STEM Entrepreneurs 0 0 0 31 0 2 15 88
Migrant STEM Entrepreneurs 0 1 1 39 0 7 18 101
Modeling Rating Transition Matrices for Wholesale Loan Portfolios 1 1 2 148 3 5 21 262
Modeling Returns on the Term Structure of Treasury Interest Rates 0 0 0 823 1 2 13 3,448
Modeling fixed income excess returns 0 0 0 428 2 4 12 2,431
Modelling Federal Reserve Discount Policy 0 0 0 182 1 4 19 1,811
Monetary Policy in the Transition to a Zero Federal Deficit 0 0 0 202 1 2 7 2,133
Nearest-Neighbor Forecasts of U.S. Interest Rates 0 0 0 834 1 4 13 4,064
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 0 0 0 886 1 4 11 4,869
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports 0 0 3 785 1 9 22 2,230
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 0 0 0 738 0 2 13 7,427
Occupational Sorting and Wage Gaps of Refugees 0 0 0 28 0 2 17 106
Occupational Sorting and Wage Gaps of Refugees 0 0 0 14 1 4 16 51
Occupational Sorting and Wage Gaps of Refugees 0 0 0 17 0 1 9 49
Occupational sorting and wage gaps of refugees 0 0 0 22 0 5 13 56
Occupational sorting and wage gaps of refugees 0 0 0 14 0 1 1 33
Offshoring and Innovation Capabilities: Evidence from Swedish Manufacturing 0 0 0 55 0 3 14 138
On Construction of Monthly Term Structures of U.S. Interest Rates 1910-1930 0 0 0 1 0 2 7 17
On the Investment Sensitivity of Debt under Uncertainty 0 0 0 176 0 5 14 432
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty 0 0 1 475 2 3 18 1,401
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty 0 0 1 299 0 3 18 923
Openness and financial stability 0 0 2 56 0 4 26 231
Outside Board Directors and Start-Up Firms’ Innovation 0 0 0 62 0 6 17 172
Parliamentary Election Cycles and the Turkish Banking Sector 1 1 1 177 2 3 32 642
Parliamentary Election Cycles and the Turkish Banking Sector 0 0 0 30 0 1 13 223
Persistence in International Inflation Rates 0 0 0 560 3 5 20 5,057
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 0 0 372 1 10 17 2,291
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms 0 0 0 1,259 0 2 13 5,916
Political patronage in Ukranian banking 0 0 1 142 0 2 14 829
Powerful new tools for time series analysis 0 0 0 528 1 2 8 948
Productivity of refugee workers and implications for innovation and growth 0 0 2 34 0 5 20 93
Q, Cash Flow and Investment: An Econometric Critique 0 0 0 380 1 2 5 1,737
R&D Expenditures and Geographical Sales Diversification 0 1 1 164 2 4 12 479
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say 0 0 1 174 1 3 13 569
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money 0 0 0 259 1 5 8 1,995
Refugee immigrants, occupational sorting and wage gaps 0 0 1 41 0 4 16 196
Refugees in Sweden: Economic integration and wage convergence 0 0 0 6 0 3 15 50
Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey 0 0 0 64 0 1 10 117
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 0 0 97 0 2 16 198
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 0 0 15 0 4 14 84
Rolling Regressions with Stata 0 0 0 1,644 0 2 9 3,923
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 92 0 0 8 624
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 0 117 0 4 11 858
Should you become a Stata programmer? 0 0 1 1,100 0 1 6 1,598
Socioeconomic Factors influencing the Spatial Spread of COVID-19 in the United States 0 0 0 186 1 3 24 550
Socioeconomic Factors influencing the Spatial Spread of COVID-19 in the United States 0 0 0 104 1 3 10 177
Stata: The language of choice for time series analysis? 0 0 0 1,939 0 2 15 3,953
State-level gun policy changes and rate of workplace homicide in the United States 0 0 2 10 0 2 14 102
State-level gun policy changes and rate of workplace homicide in the United States 0 0 0 80 0 0 9 248
Stochastic Long Memory in Traded Goods Prices 0 0 0 137 2 6 17 868
Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data 0 0 1 105 0 6 24 228
Testing for time-varying Granger causality 0 1 11 163 1 6 43 313
The Economic Determinants of Crime: an Approach through Responsiveness Scores 0 1 4 172 0 6 47 717
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 0 0 213 1 4 18 692
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 0 0 50 0 3 12 319
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 0 0 146 0 3 10 829
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms 0 0 0 375 1 3 13 1,965
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 0 1 152 0 1 7 679
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 0 0 0 242 0 3 22 1,656
The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity 0 0 0 124 5 9 26 488
The Effects of Uncertainty on the Leverage of Non-Financial Firms 0 0 0 303 1 4 13 1,203
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 46 1 4 12 402
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 0 0 816 1 2 10 2,967
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 0 1 1 990 1 8 21 4,207
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 1 112 0 2 15 417
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis 0 0 0 101 2 3 12 329
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 0 0 267 0 2 13 854
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 0 0 445 0 3 16 1,256
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 1 137 2 8 25 648
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 1 223 1 4 15 659
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 0 70 1 4 7 406
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms 0 0 1 138 0 2 8 685
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage 0 0 0 233 1 10 20 713
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity 0 0 0 443 0 5 18 2,141
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms 0 0 0 206 3 8 20 804
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity 0 0 0 79 1 4 14 346
The Impact of Uncertainty on Financial Institutions 0 0 0 191 0 2 17 857
The Impact of the Financial System's Structure on Firms' Financial Constraints 0 0 1 217 1 4 21 773
The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility 0 0 0 39 0 10 35 228
The Stata module for CUB models for rating data analysis 0 0 1 38 1 3 12 85
The Term Structure of Interest Rates and the Demand for Money During the Great Depression 0 0 0 2 0 2 6 27
The Volatility of International Trade Flows and Exchange Rate Uncertainty 0 0 2 232 0 7 24 710
The contextual effects of social capital on health: a cross-national instrumental variable analysis 0 0 0 102 0 4 13 282
The contribution of foreign-born STEM workers to the knowledge-intensive economy: Evidence from Sweden 0 0 0 67 0 16 22 133
The impact of offshoring on innovation and productivity: Evidence from Swedish manufacturing firms 1 1 2 38 1 5 21 134
The impact of offshoring on productivity and innovation: Evidence from Swedish manufacturing firms 0 0 0 32 0 4 23 114
The role of uncertainty in the transmission of monetary policy effects on bank lending 0 0 0 350 0 4 13 1,175
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 0 0 549 1 3 40 1,682
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 0 0 167 2 3 12 598
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 0 0 0 228 0 2 16 968
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty 0 0 0 98 0 6 30 371
Time series filtering techniques in Stata 0 0 0 499 0 0 11 1,189
Time series filtering techniques in Stata 0 0 1 1,541 0 4 18 3,882
Time-Varying Risk Premia in the Foreign Currency Futures Basis 0 0 1 678 1 3 12 3,377
Tobin's Q And Financial Policy Revisited 0 0 0 2 1 3 10 909
Topics in time series regression modeling 0 0 1 1,620 1 4 24 4,942
Uncertainty Determinants of Corporate Liquidity 0 2 2 61 1 9 18 313
Uncertainty Determinants of Corporate Liquidity 0 0 0 53 1 2 11 486
Uncertainty Determinants of Corporate Liquidity 0 0 0 67 0 1 9 442
Uncertainty Determinants of Corporate Liquidity 0 0 0 184 0 1 20 750
Uncertainty Determinants of Firm Investment 0 0 0 300 1 6 12 780
Unit root tests for explosive behaviour 0 0 0 94 2 3 17 228
Using Mata to work more effectively with Stata: A tutorial 0 0 0 2,525 0 4 13 4,340
Using Mata to work more effectively with Stata: A tutorial 0 0 4 449 0 1 14 879
Using Mata to work more effectively with Stata: A tutorial 0 0 1 609 0 1 13 1,162
Using Stata for Applied Research: Reviewing its Capabilities 0 1 3 801 0 3 18 1,187
Using instrumental variables techniques in economics and finance 1 1 2 622 1 11 23 1,122
Waves and Persistence in Merger and Acquisition Activity 0 0 1 2,069 11 13 28 8,771
What do Chinese Macro Announcements Tell Us About the World Economy? 0 0 0 59 0 3 11 210
cron, perl and Stata: automated production and presentation of a business-daily index 0 0 0 246 0 1 7 862
Total Working Papers 11 31 177 78,113 178 956 3,895 251,631


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 1 4 12 207
A logit analysis of the factor content of West German foreign trade 0 0 0 14 0 4 17 130
A new approach to estimation of the R&D–innovation–productivity relationship 0 0 1 23 0 5 36 140
A nonparametric investigation of the 90-day t-bill rate 0 0 0 39 0 1 11 582
A nonparametric investigation of the 90‐day t‐bill rate 0 0 0 0 0 3 8 17
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency 0 0 0 48 0 2 11 442
A review of Stata 8.1 and its time series capabilities 0 0 0 209 0 3 12 627
A test for long-range dependence in a time series 0 0 1 43 0 4 11 138
Activist policy and macroeconomic instability 0 0 1 16 0 4 9 160
Advice on using heteroskedasticity-based identification 1 1 5 66 5 14 48 294
An empirical analysis of the composition of manufacturing employment in the industrialized countries 0 0 0 20 1 3 6 102
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 0 0 0 111 0 1 10 634
Breaking or making futures: How laws and regulations shape innovation in emerging innovation systems 0 2 13 13 2 12 44 46
COVID-19 vaccinations and mental health among U.S. adults: Individual and spillover effects 0 0 0 1 1 2 13 14
Capital structure adjustments: Do macroeconomic and business risks matter? 0 0 1 30 0 4 23 191
Compacting time series data 0 0 0 39 0 2 6 125
Coordination of large macroeconomies'policies and the stability of small economies 0 0 0 7 1 1 4 83
Corporate financial policy and the value of cash under uncertainty 0 0 0 8 1 2 11 67
Credit rating agency downgrades and the Eurozone sovereign debt crises 1 1 3 45 2 5 23 255
Cumulative author index, volumes 1-25 0 0 9 9 0 1 19 19
Drivers of COVID-19 in U.S. counties: A wave-level analysis 0 0 1 1 0 2 18 18
Dynamic adjustment of firms' capital structures in a varying-risk environment 0 0 0 17 1 3 9 102
Dynamics of Intra-EMS Interest Rate Linkages 0 0 0 42 0 2 12 296
Effect of the affordable care act on disparities in breastfeeding: The case of Maine 0 0 0 3 0 1 4 22
Enhanced routines for instrumental variables/generalized method of moments estimation and testing 2 3 18 2,302 11 27 196 4,878
Erratum: Unit-root tests for explosive behavior 1 1 1 7 1 3 13 27
Estimating the Wage Premia of Refugee Immigrants: Lessons from Sweden 0 0 0 1 1 7 20 25
Estimating treatment effects when program participation is misreported 0 0 0 4 0 2 18 28
Evaluating concavity for production and cost functions 0 0 0 103 0 3 13 310
Evaluating the impact of compliance with governance recommendations on firm performance: The case of Spain 0 0 0 8 1 2 10 41
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports 0 0 1 101 0 4 14 499
Exchange Rate Uncertainty and Firm Profitability 0 0 4 94 3 7 28 489
Exchange rate effects on the volume and variability of trade flows 0 0 1 288 0 0 7 1,055
FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES 0 0 0 5 0 3 12 57
Firms in Green Public Procurement: Financial Strength Indicators’ Impact on Contract Awards and Its Repercussion on Financial Strength 0 0 0 2 0 4 19 36
Fitting mixture models for feeling and uncertainty for rating data analysis 0 0 0 7 0 4 11 28
Foreword 0 0 0 0 0 3 7 64
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 0 0 1 88 0 1 12 440
Fractional dynamics in Japanese financial time series 0 0 0 29 1 3 13 249
Fractional monetary dynamics 0 0 0 30 0 2 16 425
Happily Ever After? Pre-and-Post Disaster Determinants of Happiness Among Survivors of Hurricane Katrina 0 0 0 10 0 0 7 87
Impact of state cigarette taxes on disparities in maternal smoking during pregnancy 0 0 0 3 0 3 9 58
Innovation by start-up firms: The role of the board of directors for knowledge spillovers 2 2 3 10 2 5 21 83
Innovation strategies, external knowledge and productivity growth 0 0 0 8 0 5 15 72
Instrumental variables and GMM: Estimation and testing 1 2 15 3,663 5 30 119 9,186
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility 1 1 1 22 1 6 27 132
Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications 0 0 0 9 1 7 12 84
Local Whittle estimation of the long-memory parameter 0 0 0 8 0 1 12 49
Long memory in the Greek stock market 0 0 0 101 0 1 8 585
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 0 0 0 53 1 2 10 435
Long-memory forecasting of US monetary indices 0 0 0 35 0 2 7 239
Long-term dependence in stock returns 0 0 0 93 0 1 12 459
Macroeconomic uncertainty and credit default swap spreads 0 0 0 77 0 4 14 316
Metadata for user-written contributions to the Stata programming language 0 0 0 20 0 4 12 116
Metadata for user-written contributions to the Stata programming language: extensions 0 0 0 22 0 2 8 84
Modelling Federal Reserve Discount Policy 0 0 0 82 0 1 12 937
Multivariate portmanteau (Q) test for white noise 0 0 1 230 0 3 12 820
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 0 0 0 101 0 6 21 562
Nonlinear effects of exchange rate volatility on the volume of bilateral exports 0 0 0 413 0 8 32 1,313
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 0 0 0 0 0 3 11 575
On the investment sensitivity of debt under uncertainty 0 0 0 71 1 1 10 356
On the sensitivity of firms' investment to cash flow and uncertainty 0 0 1 122 1 5 23 469
On the sensitivity of optimal control solutions 0 0 0 24 0 3 6 114
On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty 0 0 2 177 1 5 19 759
Parliamentary election cycles and the Turkish banking sector 0 0 1 69 1 2 19 406
Persistence in International Inflation Rates 0 0 0 1 0 2 10 20
Policy Evaluation With Incomplete Data: Assessing the Affordable Care Act Breastfeeding Provision 0 0 0 2 0 1 7 29
Political patronage in Ukrainian banking1 0 0 0 45 1 6 24 353
Population change: effects on the environment, society, and economy 0 0 2 2 0 6 25 25
Q, Cash Flow and Investment: An Econometric Critique 0 0 0 46 1 2 11 321
R&D Expenditures and Geographical Sales Diversification 0 0 0 10 0 3 19 109
Reexamining the term structure of interest rates and the interwar demand for money 0 0 0 2 0 3 14 43
Residual diagnostics for cross-section time series regression models 1 3 5 1,035 3 8 41 3,021
Response surface models for the Elliott, Rothenberg, and Stock unit-root test 0 0 0 7 0 6 19 62
Richard Sperling (1961-2011) 0 0 0 0 0 5 7 168
Sectoral fluctuations in U.K. firms' investment expenditures 0 0 0 8 1 4 19 83
Securities fraud and corporate board turnover: New evidence from lawsuit outcomes 0 0 0 8 0 2 11 94
Socio-economic and demographic factors influencing the spatial spread of COVID-19 in the USA 0 1 1 4 0 2 11 19
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 0 5 5 0 1 14 14
Stata tip 37: And the last shall be first 0 0 0 48 0 2 9 160
Stata tip 38: Testing for groupwise heteroskedasticity 0 0 0 623 0 3 9 1,294
Stata tip 40: Taking care of business 0 0 1 1,871 0 5 11 4,025
Stata tip 45: Getting those data into shape 0 0 0 184 0 1 8 514
Stata tip 63: Modeling proportions 0 1 2 454 1 3 14 878
Stata tip 73: append with care! 0 0 0 168 0 3 8 434
Stata tip 88: Efficiently evaluating elasticities with the margins command 0 0 0 0 0 6 10 351
Stata: The language of choice for time-series analysis? 0 1 1 407 1 6 27 1,225
Stochastic long memory in traded goods prices 0 0 0 22 0 2 12 219
Stochastic volatility, jumps and leverage in energy and stock markets: Evidence from high frequency data 0 1 2 9 0 4 13 54
THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS 0 0 1 80 0 1 12 463
THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING 0 2 4 29 1 7 20 157
Test for autoregressive conditional heteroskedasticity in regression error distribution 0 0 0 63 0 1 5 186
Testing for time-varying Granger causality 0 0 2 47 1 3 28 115
Tests for heteroskedasticity in regression error distribution 0 0 0 56 0 1 4 173
Tests for long memory in a time series 0 0 0 137 0 1 2 258
Tests for serial correlation in regression error distribution 0 0 0 40 0 1 7 142
Tests for stationarity of a time series 0 1 1 250 0 2 8 483
Tests for stationarity of a time series: update 0 1 1 71 0 4 9 169
The BDS test of independence 0 1 4 71 0 10 28 191
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity 0 0 0 68 3 11 18 350
The contextual effects of social capital on health: A cross-national instrumental variable analysis 0 0 0 21 0 2 15 143
The dynamics of U.S. industrial production: A time-varying Granger causality perspective 1 1 7 13 1 4 35 50
The effects of price- and output-stabilising policies in an interdependent world economy 0 0 0 9 1 2 4 74
The effects of uncertainty and corporate governance on firms’ demand for liquidity 0 0 0 29 0 4 14 178
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 0 0 1 91 0 3 16 444
The impact of macroeconomic uncertainty on firms' changes in financial leverage 0 0 0 98 0 5 13 372
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity 0 0 0 170 2 6 21 652
The impact of macroeconomic uncertainty on non‐financial firms' demand for liquidity 0 0 0 3 0 2 15 38
The impact of offshoring on technical change: Evidence from Swedish manufacturing firms 0 0 0 5 0 0 15 33
The impact of the financial system's structure on firms' financial constraints 0 0 0 143 1 9 30 1,012
The impact of uncertainty on financial institutions: A cross‐country study 0 0 1 14 0 1 19 57
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds 0 0 0 88 0 4 11 370
The self-medication hypothesis: Evidence from terrorism and cigarette accessibility 0 0 0 6 1 2 12 90
Time‐varying risk premia in the foreign currency futures basis 0 0 0 2 0 1 9 45
Tobin's Q, intangible capital, and financial policy 0 0 0 94 0 3 13 352
Tobin's q and measurement error: Caveat investigator 0 0 0 93 1 2 7 340
USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES 0 0 0 0 2 9 24 337
Ukrainische Banken: politische Patronage von Bedeutung 0 0 0 30 1 4 8 461
Uncertainty determinants of corporate liquidity 0 0 0 173 0 4 14 623
Uncertainty determinants of firm investment 0 0 1 136 0 5 26 506
Unit-root tests based on forward and reverse Dickey–Fuller regressions 0 0 0 29 1 2 10 94
Unit-root tests for explosive behavior 0 0 1 24 0 6 16 74
Utility for time series data 0 0 0 193 0 0 6 1,021
Waves and persistence in merger and acquisition activity 0 0 1 177 0 6 18 738
What do Chinese macro announcements tell us about the world economy? 0 0 0 35 3 6 22 167
“What good is a volatility model?” A reexamination after 20 years 0 1 3 27 0 4 15 63
Total Journal Articles 11 27 132 16,901 74 494 2,150 56,279
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 3 15 41 5,118 6 39 146 13,596
An Introduction to Stata Programming, Second Edition 1 1 11 1,325 2 7 38 3,038
Environmental Econometrics Using Stata 0 3 10 165 1 5 27 305
Total Books 4 19 62 6,608 9 51 211 16,939


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 0 3 15 102
Total Chapters 0 0 0 15 0 3 15 102


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 1 5 25 908 13 45 239 5,736
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 0 2 62 1 6 18 337
ARCH: MATLAB function to compute ARCH test 0 0 1 1,795 0 4 17 6,100
ARCHLM: Stata module to calculate LM test for ARCH effects 0 1 6 1,844 3 25 90 10,615
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 0 3 22 9,294
ARIMASEL: Stata module to compute selection criteria for ARMA(p,q) models 0 0 8 66 0 3 33 364
ARRANGEDAR: RATS procedures to calculate arranged autoregressions 0 0 1 279 1 3 17 966
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 1 6 36 573 14 42 222 3,579
AVPLOT3: Stata module to generate partial regression plots for subsamples 0 0 0 172 2 4 10 2,226
BCUSE: Stata module to access instructional datasets on Boston College server 0 1 20 854 2 18 139 4,894
BETACOEF: Stata module to calculate beta coefficients from regression 0 0 2 1,762 3 9 31 12,398
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation 0 0 4 1,982 6 26 89 14,656
BIDENSITY: Stata module to produce and graph bivariate density estimates 0 0 1 304 0 5 24 1,536
BKING: Stata module to implement Baxter-King filter for timeseries data 0 0 0 1,292 3 9 28 5,046
BLOCKBOOT: Stata module to implement four bootstrap schemes for dependent timeseries data 0 2 15 15 1 6 73 73
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity 1 1 3 2,792 28 44 68 11,727
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data 0 0 1 229 0 5 17 1,104
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data 0 0 4 540 0 1 14 1,560
CHECKREG3: Stata module to check identification status of simultaneous equations system 2 4 11 452 3 7 38 1,812
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks 0 2 18 3,277 5 26 95 10,508
CNSRSIG: Stata module to evaluate validity of restrictions on a regression 0 0 1 463 0 3 18 2,594
CUSUM6: Stata module to compute cusum, cusum^2 stability tests 2 2 12 2,227 8 39 127 8,755
CUSUM9: Stata module to compute cusum, cusum^2 stability tests 3 5 17 150 5 26 114 789
DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method 1 4 29 3,290 5 25 146 12,188
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test 0 0 2 3,284 3 15 50 14,711
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy 0 4 19 2,644 1 19 125 8,142
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates 0 0 0 1,398 1 2 12 5,950
DURBINH: Stata module to calculate Durbin's h test for serial correlation 0 0 4 1,705 0 8 41 10,066
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 4 9 28 556
FCSTATS: Stata module to compute time series forecast accuracy statistics 2 4 10 1,014 5 27 150 5,600
FRACDIFF: Stata module to generate fractionally-differenced timeseries 0 0 1 435 1 3 15 1,606
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries 0 0 3 947 0 6 13 3,950
FREDUSEX: Stata module to import FRED data DISCONTINUED 1 2 4 7 4 11 50 107
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix 0 0 1 536 0 5 19 3,263
GHISTCUM: Stata module to graph histogram and cumulative distribution 0 1 3 931 0 3 20 6,320
GPHROB: RATS modules to perform tests for fractional integration of timeseries 0 0 2 694 1 4 14 1,854
GPHUDAK: Stata module to estimate long memory in a timeseries 0 0 0 637 1 5 27 1,913
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries 0 0 0 322 1 2 7 958
GRPDF: Stata module to produce PDFs from memory graphs 0 0 0 19 3 7 19 223
HADRILM: Stata module to perform Hadri panel unit root test 0 0 0 2,049 10 14 36 5,934
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test 0 0 8 963 4 14 47 3,093
HLP2PDF: Stata module to create PDF or PostScript from Stata help file 0 0 2 276 1 5 22 1,336
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data 0 1 3 7,981 2 11 35 17,828
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test 0 4 22 5,230 11 50 192 14,077
ITSP_ADO: Stata module to accompany Introduction to Stata Programming book 0 0 0 214 0 3 19 827
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation 0 0 1 326 0 5 31 1,738
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg 4 13 51 7,609 21 83 325 40,360
IVGMM0: Stata module to perform instrumental variables via GMM 0 0 3 1,416 1 7 25 4,473
IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10) 4 7 17 316 10 25 110 2,161
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) 0 1 7 1,366 0 8 40 5,887
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) 0 2 12 1,009 4 14 70 4,223
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation 19 92 426 22,893 127 448 2,445 97,349
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments 10 30 164 3,996 50 146 732 13,659
IVREG2M: Stata module to identify treatment-effects estimates with potentially misreported and endogenous program participation 0 0 0 32 0 5 30 183
KDENS2: Stata module to estimate bivariate kernel density 0 0 5 1,581 1 14 54 6,703
KOENKER: Stata module to perform Koenker/White detailed test for heteroskedasticity 0 0 0 2 1 7 36 55
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity 1 9 43 4,428 8 44 244 16,487
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test 0 1 13 4,598 6 38 159 13,938
LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias 1 2 15 442 4 11 65 2,128
LOG2HTML: Stata module to produce HTML log files 0 0 3 679 1 4 26 4,022
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test 0 1 9 1,865 1 13 84 5,276
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries 0 0 1 789 3 7 53 2,975
MADFULLER: Stata module to perform Dickey-Fuller test on panel data 0 2 4 2,058 1 10 26 7,042
MATIN4-MATOUT4: Stata module to import and export matrices 0 0 1 537 0 4 14 2,261
MODLPR: Stata module to estimate long memory in a timeseries 0 0 3 517 0 5 21 1,694
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel 0 0 1 1,162 3 7 34 5,361
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel 0 0 1 1,320 0 4 17 6,444
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating 0 0 8 1,568 2 9 41 6,965
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends 0 0 1 1,054 2 5 18 3,761
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality 0 0 2 547 0 4 22 4,043
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise 0 0 0 186 0 3 15 1,236
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit 0 0 0 263 0 2 15 1,429
OUTSERIES: Stata module to write timeseries to text files 0 0 0 77 0 1 8 557
OUTTABLE: Stata module to write matrix to LaTeX table 1 1 8 3,194 2 9 61 22,128
OVERID: Stata module to conduct postestimation tests of overidentification 2 3 14 6,642 5 33 191 24,070
PANELAUTO: Stata module to support tests for autocorrelation on panel data 0 0 2 3,056 3 3 21 12,224
PANELUNIT: Stata module to support unit root tests on panel data 0 0 0 1,225 1 5 13 3,502
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit 0 0 1 2,008 0 3 15 7,529
PWCORR2: Stata module to compute pairwise correlations and return results 0 0 1 367 0 4 17 2,229
PWCOV: Stata module to compute pairwise covariances 0 0 0 133 0 2 10 776
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients 0 0 0 480 1 5 17 2,237
QSTAT2: MATLAB function to compute Ljung-Box Q statistic 0 0 0 2,788 1 3 11 9,356
RADF: Stata module to calculate unit root tests for explosive behaviour 2 4 11 209 3 18 70 936
ROBLPR: Stata module to estimate long memory in a set of timeseries 0 0 0 526 0 5 18 1,852
ROLLING2: Stata module to perform rolling window and recursive estimation 1 2 10 1,084 2 7 50 5,105
ROLLREG: Stata module to perform rolling regression estimation 0 1 2 2,538 0 4 16 8,690
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) 0 0 3 910 3 11 66 11,889
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended 0 0 2 774 1 7 35 7,066
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users 0 2 6 792 3 8 21 2,409
SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method 0 1 6 1,345 2 7 61 4,356
STATICFC: Stata module to compute static forecasts for a recursive rolling regression 0 1 3 406 0 9 21 1,503
STATSMAT: Stata module to place descriptive statistics in matrix 0 1 1 781 0 5 21 4,052
TESTVEC: Stata module to retrieve cointegrating vectors from vec 0 0 2 2 0 3 41 41
TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation 0 0 0 79 0 6 15 381
TIMELEFT: Stata module to count the number of days 0 0 2 2 0 3 29 52
TORATS: Stata module to facilitate transfer of data to RATS 0 0 1 174 0 3 10 1,184
TOSQL: Stata module to transfer data to SQL database 0 0 0 513 2 6 27 4,379
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values 0 0 2 830 1 2 13 4,463
TSGRAPH: Stata module to produce time series line graph 0 0 1 881 1 5 11 5,720
TSLIST: Stata module to list time series data 0 0 0 207 1 10 22 6,610
TSMKTIM: Stata module to generate time-series calendar variable 0 0 5 1,329 1 4 37 5,706
TVGC: Stata module to perform Time-Varying Granger Causality tests 2 11 44 912 7 42 180 2,660
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates 0 0 0 216 0 6 16 842
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) 0 0 0 816 0 2 9 2,706
VECAR: Stata module to estimate vector autoregressive (VAR) models 0 0 2 2,035 2 6 36 7,640
WHITETST: Stata module to perform White's test for heteroskedasticity 1 1 8 6,779 2 12 82 30,084
WHITTLE: Stata module to compute long-memory parameter via Whittle method 0 0 0 33 1 2 6 124
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test 0 0 7 1,165 0 7 40 7,286
XTILETEST: Stata module to test equality of percentiles across groups of observations 0 0 8 53 0 4 31 325
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in panel data model 1 5 44 5,458 7 46 242 25,176
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity 9 29 126 6,459 41 142 674 29,328
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break 1 8 56 6,565 13 51 252 17,481
aer.pl, a script converting XML data to ReDIF 0 0 0 192 0 3 12 1,391
bejeap.pl, a script converting OAI data to ReDIF 0 0 3 135 1 3 15 955
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support 0 0 1 138 1 5 12 896
cdl-ciders.pl, a script converting XML data to ReDIF 0 0 0 99 0 6 14 1,068
dspace2redif.pl, a script converting DSpace metadata to ReDIF 0 1 1 300 3 25 52 1,686
ectj.pl, a script converting html data to ReDIF 0 0 0 84 1 2 14 993
imfocpcvt.pl, a script converting html data to ReDIF 0 0 0 55 0 2 17 861
rjeyr.pl, a script converting html data to ReDIF 0 0 0 49 0 1 16 914
Total Software Items 73 280 1,477 186,651 514 2,097 10,060 794,358
1 registered items for which data could not be found


Statistics updated 2026-07-10