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 |
207 |
0 |
3 |
4 |
398 |
| A New Approach to Estimation of the R&D-Innovation-Productivity Relationship |
0 |
0 |
1 |
131 |
0 |
0 |
1 |
174 |
| A New Approach to Estimation of the R&D-Innovation-Productivity Relationship |
0 |
0 |
0 |
67 |
0 |
0 |
0 |
129 |
| A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency |
0 |
0 |
0 |
489 |
0 |
1 |
1 |
2,085 |
| A general approach to testing for autocorrelation |
0 |
0 |
3 |
168 |
3 |
6 |
16 |
390 |
| A general approach to testing for autocorrelation |
0 |
0 |
2 |
102 |
1 |
2 |
9 |
285 |
| A large-scale application of Stata's forecast suite: challenges and potential |
0 |
1 |
1 |
112 |
0 |
1 |
1 |
183 |
| A little bit of Stata programming goes a long way |
0 |
0 |
0 |
2,092 |
0 |
0 |
1 |
3,614 |
| A little bit of Stata programming goes a long way |
1 |
3 |
7 |
5,598 |
3 |
12 |
28 |
10,195 |
| A re-evaluation of empirical tests of the Fisher hypothesis |
0 |
0 |
1 |
360 |
0 |
1 |
2 |
1,386 |
| A re-evaluation of empirical tests of the Fisher hypothesis |
0 |
0 |
0 |
391 |
0 |
0 |
1 |
1,511 |
| A review of Stata 8.1 and its time series capabilities |
0 |
0 |
0 |
1,751 |
0 |
0 |
1 |
3,760 |
| A simple alternative to the linear probability model for binary choice models with endogenous regressors |
0 |
0 |
2 |
222 |
0 |
0 |
6 |
525 |
| Advice on using heteroscedasticity based identification |
1 |
2 |
4 |
159 |
5 |
8 |
17 |
369 |
| An Alternative Nonlinear General Equilibrium Model of the Term Structure of Interest Rates |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
11 |
| An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates |
0 |
0 |
0 |
217 |
0 |
0 |
1 |
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 |
0 |
2 |
6 |
249 |
0 |
3 |
21 |
593 |
| Analyzing volatility shocks to Eurozone CDS spreads with a multicountry GMM model in Stata |
0 |
0 |
0 |
68 |
0 |
0 |
1 |
127 |
| Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests |
0 |
1 |
1 |
4 |
0 |
1 |
3 |
1,282 |
| Binary choice models with endogenous regressors |
0 |
1 |
5 |
349 |
0 |
1 |
14 |
651 |
| 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 |
1 |
1 |
109 |
0 |
2 |
8 |
217 |
| Capital Flows and Financial Stability in Emerging Economies |
0 |
0 |
0 |
50 |
0 |
0 |
1 |
88 |
| Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? |
0 |
0 |
0 |
203 |
0 |
0 |
5 |
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 |
0 |
0 |
21 |
| Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes |
0 |
2 |
2 |
102 |
1 |
3 |
9 |
524 |
| Corporate Financial Policy and the Value of Cash under Uncertainty |
0 |
0 |
1 |
70 |
0 |
0 |
3 |
193 |
| Corporate Liquidity Management and Future Investment Expenditures |
0 |
0 |
0 |
121 |
0 |
2 |
3 |
451 |
| Credible Disinflation Policy in a Dynamic Setting |
0 |
0 |
0 |
167 |
0 |
1 |
1 |
1,525 |
| Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises |
0 |
0 |
0 |
29 |
0 |
1 |
4 |
156 |
| Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis |
0 |
0 |
0 |
77 |
0 |
0 |
2 |
251 |
| Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises |
0 |
0 |
1 |
125 |
0 |
2 |
6 |
342 |
| Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises |
0 |
0 |
0 |
109 |
0 |
0 |
2 |
214 |
| Credit rating agency downgrades and the Eurozone sovereign debt crises |
0 |
0 |
0 |
67 |
1 |
1 |
1 |
178 |
| Directed Technical Change in Clean Energy: Evidence from the Solar Industry |
1 |
1 |
4 |
136 |
2 |
2 |
10 |
230 |
| Does the Tenure of Private Equity Investment Improve the Performance of European Firms? |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
40 |
| Does the Tenure of Private Equity Investment Improve the Performance of European Firms? |
0 |
0 |
0 |
98 |
0 |
0 |
0 |
226 |
| Does the tenure of Private Equity investment improve the performance of European firms? |
0 |
0 |
0 |
74 |
0 |
0 |
2 |
236 |
| Drivers of COVID-19 Outcomes: Evidence from a Heterogeneous SAR Panel Data Model |
0 |
1 |
8 |
48 |
0 |
1 |
12 |
64 |
| Drivers of COVID-19 deaths in the United States: A two-stage modeling approach |
0 |
0 |
1 |
25 |
0 |
1 |
7 |
74 |
| Drivers of COVID-19 deaths in the United States: A two-stage modeling approach |
0 |
0 |
1 |
6 |
1 |
1 |
4 |
11 |
| Drivers of COVID-19 deaths in the United States: A two-stage modeling approach |
0 |
0 |
1 |
1 |
0 |
0 |
3 |
3 |
| Drivers of COVID-19 deaths in the United States: A two-stage modeling approach |
0 |
0 |
5 |
36 |
0 |
0 |
15 |
46 |
| Drivers of COVID-19 deaths in the United States: A two-stage modeling approach |
0 |
0 |
10 |
13 |
0 |
1 |
12 |
19 |
| Drivers of COVID-19 in U.S. counties: A wave-level analysis |
0 |
1 |
12 |
12 |
0 |
2 |
36 |
36 |
| Drivers of COVID-19 outcomes: Evidence from a heterogeneous SAR panel-data model |
0 |
0 |
0 |
37 |
0 |
1 |
3 |
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 |
67 |
0 |
0 |
1 |
343 |
| Dynamics of Intra-EMS Interest Rate Linkages |
0 |
0 |
0 |
192 |
0 |
0 |
0 |
1,037 |
| Economic impact of STEM immigrant workers |
0 |
0 |
0 |
22 |
0 |
3 |
10 |
87 |
| Economic impact of STEM immigrant workers |
0 |
0 |
0 |
34 |
0 |
1 |
2 |
92 |
| Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports |
0 |
1 |
3 |
354 |
0 |
2 |
6 |
1,021 |
| Efficient Management of Multi-Frequency Panel Data with Stata |
0 |
0 |
0 |
712 |
0 |
0 |
4 |
1,826 |
| Efficient management of multi-frequency panel data with Stata |
0 |
1 |
1 |
642 |
0 |
2 |
4 |
1,616 |
| Enhanced routines for instrumental variables/GMM estimation and testing |
0 |
1 |
9 |
2,519 |
3 |
7 |
38 |
5,541 |
| Enhanced routines for instrumental variables/GMM estimation and testing |
1 |
1 |
4 |
618 |
1 |
1 |
9 |
1,376 |
| Estimating a dose-response function with heterogeneous response to confounders when treatment is continuous and endogenous |
0 |
0 |
0 |
58 |
0 |
1 |
5 |
178 |
| Estimating the Wage Premia of Refugee Immigrants: Lessons from Sweden |
0 |
0 |
3 |
3 |
0 |
1 |
7 |
7 |
| Estimating the wage premia of refugee immigrants |
0 |
1 |
14 |
14 |
0 |
2 |
42 |
42 |
| Estimating the wage premia of refugee immigrants |
0 |
9 |
9 |
9 |
4 |
17 |
17 |
17 |
| Estimating the wage premia of refugee immigrants with coarsened exact matching and recentered influence function quantile regressions |
0 |
10 |
14 |
14 |
0 |
12 |
22 |
22 |
| Estimating the wage premia of refugee immigrants: Lessons from Sweden |
0 |
0 |
15 |
15 |
0 |
2 |
19 |
19 |
| Estimating the wage premia of refugee immigrants: Lessons from Sweden |
0 |
0 |
13 |
13 |
0 |
0 |
16 |
16 |
| Estimating the wage premia of refugee immigrants: Lessons from Sweden |
0 |
0 |
2 |
53 |
0 |
0 |
11 |
192 |
| Evaluating one-way and two-way cluster-robust covariance matrix estimates |
0 |
2 |
2 |
188 |
0 |
2 |
7 |
519 |
| Evaluating one-way and two-way cluster-robust covariance matrix estimates |
0 |
2 |
3 |
500 |
0 |
4 |
9 |
1,366 |
| Evaluating one-way and two-way cluster–robust covariance matrix estimates |
0 |
2 |
3 |
279 |
0 |
3 |
4 |
1,107 |
| Exchange Rate Effects on the Volume and Variability of Trade Flows |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
1,704 |
| Exchange Rate Effects on the Volume and Variability of Trade Flows |
0 |
0 |
0 |
1,007 |
0 |
1 |
1 |
3,235 |
| Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data |
0 |
1 |
4 |
715 |
1 |
3 |
7 |
1,844 |
| Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data |
0 |
0 |
0 |
835 |
0 |
1 |
4 |
2,401 |
| Exchange Rate Uncertainty and Firm Profitability |
1 |
1 |
2 |
717 |
1 |
1 |
2 |
2,579 |
| Extending Stata's capabilities for asymptotic covariance matrix estimation |
1 |
1 |
2 |
101 |
1 |
1 |
2 |
352 |
| Facilitating Applied Economic Research with Stata |
0 |
0 |
0 |
896 |
0 |
0 |
0 |
2,137 |
| Firm Investment and Financial Frictions |
0 |
0 |
0 |
204 |
0 |
0 |
0 |
556 |
| Firms in (Green) Public Procurement: Financial Strength Indicators’ Impact on Contract Awards and Its Repercussion on Financial Strength |
0 |
0 |
0 |
16 |
0 |
2 |
4 |
23 |
| Firms in (Green) Public Procurement: Financial strength indicators’ impact on contract awards and its repercussion on financial strength |
1 |
1 |
2 |
19 |
1 |
4 |
9 |
55 |
| Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums |
0 |
0 |
1 |
569 |
0 |
0 |
6 |
2,158 |
| Fractional Cointegration Analysis of Long Term International Interest Rates |
0 |
0 |
1 |
803 |
0 |
0 |
1 |
2,939 |
| 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 |
1,535 |
| Fractional Monetary Dynamics |
0 |
0 |
1 |
217 |
0 |
0 |
1 |
1,196 |
| INNOVATION STRATEGIES, EXTERNAL KNOWLEDGE AND PRODUCTIVITY GROWTH |
0 |
0 |
0 |
71 |
0 |
1 |
1 |
100 |
| Impact of proximity to gas production activity on birth outcomes across the US |
0 |
0 |
2 |
19 |
0 |
1 |
19 |
60 |
| Implementing econometric estimators with Mata |
0 |
0 |
0 |
162 |
0 |
0 |
1 |
334 |
| Implementing econometric estimators with Mata |
0 |
0 |
0 |
268 |
0 |
0 |
1 |
473 |
| Implementing new econometric tools in Stata |
1 |
1 |
2 |
307 |
1 |
1 |
4 |
565 |
| Implementing the Leybourne-Taylor test for seasonal unit roots in Stata |
0 |
0 |
2 |
30 |
1 |
1 |
5 |
107 |
| Innovation Strategies, External Knowledge and Productivity Growth |
0 |
0 |
0 |
170 |
0 |
1 |
2 |
202 |
| Innovation by start-up firms: The influence of the board of directors |
0 |
0 |
2 |
53 |
0 |
0 |
4 |
119 |
| Innovation by start-up firms: The influence of the board of directors for knowledge spillovers |
0 |
0 |
1 |
52 |
0 |
1 |
6 |
119 |
| Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach |
0 |
2 |
3 |
101 |
0 |
2 |
4 |
119 |
| Institutional Diversity in Domestic Banking Sectors and Bank Stability: A Cross-Country Study |
0 |
1 |
2 |
34 |
0 |
1 |
8 |
86 |
| Institutional diversity in domestic banking sectors and bank stability: A cross-country study |
0 |
0 |
2 |
42 |
1 |
1 |
4 |
106 |
| Instrumental variables and GMM: Estimation and testing |
1 |
2 |
7 |
4,852 |
2 |
9 |
54 |
10,150 |
| Instrumental variables and GMM: Estimation and testing |
0 |
0 |
6 |
1,316 |
1 |
1 |
15 |
2,722 |
| Instrumental variables and GMM: Estimation and testing |
0 |
0 |
1 |
630 |
0 |
1 |
6 |
1,630 |
| Instrumental variables estimation using heteroskedasticity-based instruments |
2 |
4 |
7 |
188 |
2 |
5 |
18 |
503 |
| Instrumental variables estimation using heteroskedasticity-based instruments |
2 |
7 |
12 |
305 |
5 |
16 |
54 |
671 |
| Instrumental variables: Overview and advances |
0 |
0 |
2 |
927 |
1 |
1 |
7 |
1,662 |
| Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility |
0 |
0 |
0 |
94 |
0 |
1 |
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 |
2 |
4 |
5,418 |
| Long Term Dependence in Stock Returns |
0 |
0 |
0 |
631 |
0 |
1 |
5 |
1,855 |
| Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? |
0 |
0 |
0 |
529 |
0 |
0 |
0 |
2,390 |
| Long-Memory Forecasting of U.S. Monetary Indices |
0 |
0 |
0 |
256 |
0 |
1 |
1 |
719 |
| Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance |
0 |
0 |
1 |
92 |
0 |
0 |
1 |
467 |
| Macroeconomic Uncertainty and Credit Default Swap Spreads |
0 |
0 |
1 |
242 |
0 |
1 |
3 |
744 |
| Macroeconomic Uncertainty and Firm Leverage |
0 |
0 |
0 |
231 |
0 |
2 |
12 |
738 |
| Macroeconomics Uncertainty and Firm Leverage |
0 |
0 |
1 |
95 |
0 |
0 |
3 |
516 |
| Migrant STEM Entrepreneurs |
0 |
0 |
1 |
31 |
1 |
1 |
2 |
72 |
| Migrant STEM Entrepreneurs |
0 |
1 |
1 |
37 |
0 |
1 |
2 |
80 |
| Modeling Rating Transition Matrices for Wholesale Loan Portfolios |
0 |
2 |
6 |
144 |
0 |
4 |
14 |
235 |
| Modeling Returns on the Term Structure of Treasury Interest Rates |
0 |
0 |
0 |
823 |
0 |
0 |
1 |
3,434 |
| Modeling fixed income excess returns |
0 |
0 |
0 |
428 |
0 |
0 |
1 |
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 |
0 |
2,125 |
| Nearest-Neighbor Forecasts of U.S. Interest Rates |
0 |
0 |
0 |
834 |
0 |
1 |
2 |
4,050 |
| Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era |
0 |
0 |
0 |
886 |
0 |
0 |
1 |
4,858 |
| Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports |
0 |
0 |
0 |
781 |
0 |
0 |
2 |
2,203 |
| Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate |
0 |
0 |
1 |
738 |
0 |
0 |
1 |
7,413 |
| Occupational Sorting and Wage Gaps of Refugees |
0 |
0 |
2 |
17 |
0 |
0 |
4 |
40 |
| Occupational Sorting and Wage Gaps of Refugees |
0 |
0 |
0 |
14 |
0 |
1 |
2 |
34 |
| Occupational Sorting and Wage Gaps of Refugees |
0 |
0 |
1 |
28 |
0 |
0 |
2 |
87 |
| Occupational sorting and wage gaps of refugees |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
31 |
| Occupational sorting and wage gaps of refugees |
0 |
0 |
0 |
22 |
0 |
1 |
1 |
42 |
| Offshoring and Innovation Capabilities: Evidence from Swedish Manufacturing |
0 |
0 |
0 |
55 |
0 |
0 |
0 |
123 |
| 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 |
0 |
3 |
473 |
0 |
0 |
4 |
1,379 |
| On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty |
0 |
0 |
0 |
298 |
0 |
0 |
1 |
903 |
| Openness and financial stability |
0 |
1 |
1 |
54 |
2 |
6 |
12 |
203 |
| Outside Board Directors and Start-Up Firms’ Innovation |
0 |
0 |
0 |
62 |
0 |
2 |
5 |
153 |
| Parliamentary Election Cycles and the Turkish Banking Sector |
0 |
0 |
1 |
176 |
1 |
1 |
2 |
607 |
| Parliamentary Election Cycles and the Turkish Banking Sector |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
209 |
| Persistence in International Inflation Rates |
0 |
0 |
0 |
560 |
0 |
0 |
0 |
5,036 |
| Persistent Dependence in Foreign Exchange Rates? A Reexamination |
0 |
0 |
0 |
372 |
0 |
0 |
1 |
2,272 |
| Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms |
0 |
0 |
0 |
1,259 |
0 |
1 |
1 |
5,903 |
| Political patronage in Ukranian banking |
0 |
0 |
0 |
141 |
0 |
1 |
3 |
813 |
| Powerful new tools for time series analysis |
0 |
0 |
2 |
528 |
0 |
0 |
2 |
938 |
| Productivity of refugee workers and implications for innovation and growth |
0 |
0 |
2 |
31 |
0 |
1 |
11 |
70 |
| Q, Cash Flow and Investment: An Econometric Critique |
0 |
0 |
0 |
380 |
0 |
0 |
0 |
1,731 |
| R&D Expenditures and Geographical Sales Diversification |
0 |
0 |
1 |
163 |
0 |
3 |
5 |
465 |
| Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say |
0 |
0 |
1 |
173 |
0 |
0 |
3 |
556 |
| Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money |
0 |
1 |
1 |
259 |
0 |
1 |
2 |
1,986 |
| Refugee immigrants, occupational sorting and wage gaps |
0 |
0 |
1 |
40 |
1 |
2 |
14 |
177 |
| Refugees in Sweden: Economic integration and wage convergence |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
32 |
| Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey |
0 |
0 |
1 |
64 |
0 |
0 |
5 |
106 |
| Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test |
0 |
0 |
2 |
96 |
0 |
1 |
5 |
177 |
| Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
70 |
| Rolling Regressions with Stata |
0 |
0 |
2 |
1,643 |
0 |
1 |
5 |
3,908 |
| Sectoral Fluctuations in U.K. Firms' Investment Expenditures |
0 |
0 |
0 |
92 |
0 |
0 |
0 |
614 |
| Sectoral Fluctuations in U.K. Firms' Investment Expenditures |
0 |
0 |
0 |
117 |
0 |
0 |
0 |
847 |
| Should you become a Stata programmer? |
0 |
0 |
0 |
1,099 |
0 |
0 |
0 |
1,590 |
| Socioeconomic Factors influencing the Spatial Spread of COVID-19 in the United States |
0 |
0 |
0 |
102 |
0 |
0 |
2 |
163 |
| Socioeconomic Factors influencing the Spatial Spread of COVID-19 in the United States |
0 |
0 |
0 |
186 |
1 |
3 |
6 |
516 |
| Stata: The language of choice for time series analysis? |
0 |
0 |
1 |
1,939 |
1 |
1 |
5 |
3,936 |
| State-level gun policy changes and rate of workplace homicide in the United States |
0 |
0 |
2 |
8 |
2 |
4 |
11 |
87 |
| State-level gun policy changes and rate of workplace homicide in the United States |
0 |
0 |
0 |
80 |
1 |
2 |
2 |
237 |
| Stochastic Long Memory in Traded Goods Prices |
0 |
0 |
0 |
137 |
0 |
0 |
0 |
850 |
| Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data |
0 |
0 |
0 |
103 |
0 |
0 |
0 |
202 |
| Testing for time-varying Granger causality |
1 |
2 |
30 |
142 |
4 |
8 |
68 |
251 |
| The Economic Determinants of Crime: an Approach through Responsiveness Scores |
4 |
7 |
16 |
163 |
15 |
22 |
68 |
641 |
| The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity |
0 |
0 |
0 |
213 |
1 |
2 |
5 |
673 |
| The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany |
0 |
0 |
0 |
146 |
0 |
1 |
5 |
817 |
| 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 |
10 |
1,951 |
| The Effects of Short-Term Liabilities on Profitability: The Case of Germany |
0 |
0 |
2 |
149 |
1 |
2 |
6 |
666 |
| The Effects of Short-Term Liabilities on Profitability: The Case of Germany |
0 |
0 |
0 |
242 |
1 |
4 |
8 |
1,631 |
| The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity |
0 |
0 |
0 |
123 |
0 |
0 |
2 |
459 |
| The Effects of Uncertainty on the Leverage of Non-Financial Firms |
0 |
0 |
0 |
303 |
0 |
2 |
3 |
1,188 |
| The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates |
0 |
0 |
0 |
46 |
0 |
0 |
1 |
390 |
| The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates |
0 |
0 |
0 |
816 |
0 |
0 |
1 |
2,957 |
| The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test |
0 |
0 |
2 |
988 |
0 |
0 |
3 |
4,183 |
| The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis |
0 |
0 |
0 |
101 |
0 |
1 |
1 |
315 |
| The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis |
0 |
0 |
0 |
111 |
0 |
0 |
0 |
401 |
| The Impact of Macroeconomic Uncertainty on Bank Lending Behavior |
0 |
0 |
1 |
445 |
1 |
1 |
2 |
1,240 |
| The Impact of Macroeconomic Uncertainty on Bank Lending Behavior |
0 |
0 |
0 |
266 |
0 |
0 |
4 |
838 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms |
0 |
0 |
1 |
135 |
0 |
2 |
4 |
620 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms |
0 |
0 |
0 |
70 |
0 |
0 |
0 |
397 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms |
0 |
0 |
0 |
222 |
0 |
0 |
3 |
643 |
| The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms |
0 |
0 |
0 |
137 |
0 |
0 |
1 |
676 |
| The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage |
0 |
0 |
0 |
231 |
0 |
1 |
4 |
691 |
| The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity |
0 |
0 |
2 |
443 |
0 |
0 |
6 |
2,119 |
| The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms |
0 |
0 |
0 |
206 |
0 |
0 |
3 |
782 |
| The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity |
0 |
0 |
0 |
79 |
0 |
2 |
3 |
330 |
| The Impact of Uncertainty on Financial Institutions |
0 |
0 |
4 |
189 |
1 |
3 |
13 |
836 |
| The Impact of the Financial System's Structure on Firms' Financial Constraints |
0 |
0 |
0 |
215 |
0 |
0 |
4 |
751 |
| The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility |
0 |
0 |
1 |
39 |
1 |
1 |
5 |
192 |
| The Stata module for CUB models for rating data analysis |
1 |
1 |
4 |
36 |
1 |
2 |
10 |
71 |
| 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 |
229 |
0 |
1 |
3 |
681 |
| 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 |
3 |
67 |
0 |
1 |
6 |
109 |
| The impact of offshoring on innovation and productivity: Evidence from Swedish manufacturing firms |
0 |
0 |
0 |
33 |
1 |
6 |
18 |
107 |
| The impact of offshoring on productivity and innovation: Evidence from Swedish manufacturing firms |
0 |
1 |
1 |
32 |
0 |
2 |
4 |
86 |
| The role of uncertainty in the transmission of monetary policy effects on bank lending |
0 |
0 |
0 |
350 |
0 |
0 |
0 |
1,156 |
| The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds |
0 |
0 |
0 |
549 |
0 |
1 |
2 |
1,638 |
| The second moments matter: The response of bank lending behavior to macroeconomic uncertainty |
0 |
0 |
0 |
167 |
0 |
1 |
2 |
579 |
| The second moments matter: The response of bank lending behavior to macroeconomic uncertainty |
0 |
0 |
1 |
228 |
0 |
0 |
3 |
950 |
| The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty |
0 |
0 |
1 |
97 |
0 |
1 |
4 |
340 |
| Time series filtering techniques in Stata |
0 |
0 |
1 |
499 |
0 |
0 |
2 |
1,177 |
| Time series filtering techniques in Stata |
0 |
5 |
19 |
1,538 |
1 |
13 |
59 |
3,844 |
| Time-Varying Risk Premia in the Foreign Currency Futures Basis |
0 |
0 |
1 |
677 |
0 |
1 |
3 |
3,364 |
| 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 |
1 |
1 |
2 |
4,918 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
0 |
0 |
53 |
0 |
1 |
2 |
473 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
0 |
0 |
183 |
0 |
2 |
2 |
726 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
0 |
0 |
59 |
0 |
0 |
0 |
294 |
| Uncertainty Determinants of Corporate Liquidity |
0 |
0 |
0 |
66 |
0 |
1 |
1 |
430 |
| Uncertainty Determinants of Firm Investment |
0 |
0 |
0 |
300 |
0 |
0 |
1 |
768 |
| Unit root tests for explosive behaviour |
0 |
1 |
6 |
93 |
0 |
3 |
16 |
206 |
| Using Mata to work more effectively with Stata: A tutorial |
0 |
0 |
1 |
607 |
0 |
1 |
5 |
1,146 |
| Using Mata to work more effectively with Stata: A tutorial |
0 |
0 |
1 |
2,525 |
0 |
0 |
3 |
4,323 |
| Using Mata to work more effectively with Stata: A tutorial |
0 |
0 |
1 |
443 |
0 |
0 |
3 |
862 |
| Using Stata for Applied Research: Reviewing its Capabilities |
0 |
0 |
0 |
798 |
0 |
1 |
5 |
1,169 |
| Using instrumental variables techniques in economics and finance |
0 |
0 |
1 |
620 |
0 |
0 |
3 |
1,099 |
| Waves and Persistence in Merger and Acquisition Activity |
0 |
1 |
1 |
2,068 |
0 |
1 |
2 |
8,742 |
| What do Chinese Macro Announcements Tell Us About the World Economy? |
0 |
0 |
0 |
59 |
0 |
0 |
2 |
197 |
| cron, perl and Stata: automated production and presentation of a business-daily index |
0 |
0 |
0 |
246 |
0 |
0 |
1 |
854 |
| Total Working Papers |
19 |
91 |
379 |
77,798 |
82 |
317 |
1,340 |
247,041 |
| 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 |
0 |
1 |
194 |
| 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 |
3 |
22 |
0 |
1 |
6 |
101 |
| A nonparametric investigation of the 90-day t-bill rate |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
570 |
| 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 |
0 |
207 |
0 |
1 |
5 |
613 |
| A test for long-range dependence in a time series |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
126 |
| Activist policy and macroeconomic instability |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
151 |
| Advice on using heteroskedasticity-based identification |
2 |
3 |
4 |
56 |
3 |
6 |
21 |
224 |
| An empirical analysis of the composition of manufacturing employment in the industrialized countries |
0 |
0 |
0 |
19 |
0 |
1 |
1 |
94 |
| Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques |
0 |
0 |
0 |
111 |
0 |
0 |
0 |
623 |
| COVID-19 vaccinations and mental health among U.S. adults: Individual and spillover effects |
0 |
1 |
1 |
1 |
0 |
1 |
1 |
1 |
| Capital structure adjustments: Do macroeconomic and business risks matter? |
0 |
2 |
4 |
28 |
1 |
4 |
12 |
164 |
| Compacting time series data |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
118 |
| Coordination of large macroeconomies'policies and the stability of small economies |
0 |
0 |
0 |
7 |
0 |
1 |
1 |
78 |
| Corporate financial policy and the value of cash under uncertainty |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
54 |
| Credit rating agency downgrades and the Eurozone sovereign debt crises |
0 |
0 |
3 |
40 |
0 |
0 |
12 |
228 |
| Cumulative author index, volumes 1-23 |
0 |
0 |
4 |
4 |
0 |
0 |
5 |
5 |
| Dynamic adjustment of firms' capital structures in a varying-risk environment |
0 |
0 |
0 |
17 |
0 |
1 |
1 |
93 |
| Dynamics of Intra-EMS Interest Rate Linkages |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
282 |
| Effect of the affordable care act on disparities in breastfeeding: The case of Maine |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
18 |
| Enhanced routines for instrumental variables/generalized method of moments estimation and testing |
4 |
15 |
57 |
2,263 |
13 |
43 |
160 |
4,616 |
| Erratum: Unit-root tests for explosive behavior |
0 |
0 |
1 |
6 |
0 |
0 |
2 |
14 |
| Evaluating concavity for production and cost functions |
0 |
0 |
1 |
103 |
0 |
0 |
2 |
295 |
| Evaluating the impact of compliance with governance recommendations on firm performance: The case of Spain |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
28 |
| Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports |
0 |
0 |
0 |
99 |
0 |
0 |
1 |
483 |
| Exchange Rate Uncertainty and Firm Profitability |
0 |
0 |
2 |
90 |
4 |
4 |
12 |
461 |
| Exchange rate effects on the volume and variability of trade flows |
0 |
0 |
3 |
286 |
0 |
5 |
12 |
1,046 |
| FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
45 |
| Firms in Green Public Procurement: Financial Strength Indicators’ Impact on Contract Awards and Its Repercussion on Financial Strength |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
14 |
| Fitting mixture models for feeling and uncertainty for rating data analysis |
0 |
1 |
1 |
5 |
0 |
1 |
2 |
14 |
| Foreword |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
57 |
| Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums |
0 |
0 |
0 |
87 |
0 |
1 |
3 |
427 |
| Fractional dynamics in Japanese financial time series |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
235 |
| Fractional monetary dynamics |
0 |
0 |
0 |
30 |
1 |
3 |
6 |
408 |
| Happily Ever After? Pre-and-Post Disaster Determinants of Happiness Among Survivors of Hurricane Katrina |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
80 |
| Impact of state cigarette taxes on disparities in maternal smoking during pregnancy |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
48 |
| Innovation by start-up firms: The role of the board of directors for knowledge spillovers |
0 |
0 |
0 |
6 |
0 |
4 |
19 |
57 |
| Innovation strategies, external knowledge and productivity growth |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
54 |
| Instrumental variables and GMM: Estimation and testing |
3 |
7 |
23 |
3,639 |
11 |
40 |
134 |
9,007 |
| Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility |
0 |
0 |
1 |
21 |
0 |
2 |
6 |
105 |
| Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications |
0 |
0 |
0 |
9 |
0 |
1 |
4 |
71 |
| Local Whittle estimation of the long-memory parameter |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
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 |
2 |
424 |
| Long-memory forecasting of US monetary indices |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
230 |
| Long-term dependence in stock returns |
1 |
1 |
1 |
93 |
1 |
1 |
2 |
445 |
| 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 |
1 |
103 |
| 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 |
1 |
2 |
229 |
7 |
8 |
11 |
807 |
| Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era |
0 |
0 |
1 |
101 |
0 |
0 |
3 |
539 |
| Nonlinear effects of exchange rate volatility on the volume of bilateral exports |
2 |
2 |
2 |
412 |
4 |
6 |
7 |
1,272 |
| On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
563 |
| On the investment sensitivity of debt under uncertainty |
0 |
0 |
0 |
71 |
0 |
0 |
0 |
344 |
| On the sensitivity of firms' investment to cash flow and uncertainty |
0 |
1 |
2 |
120 |
0 |
2 |
10 |
439 |
| On the sensitivity of optimal control solutions |
0 |
0 |
0 |
24 |
0 |
1 |
2 |
108 |
| On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty |
0 |
0 |
3 |
175 |
1 |
3 |
12 |
733 |
| Parliamentary election cycles and the Turkish banking sector |
0 |
0 |
0 |
68 |
0 |
2 |
4 |
386 |
| Persistence in International Inflation Rates |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
9 |
| 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 |
0 |
0 |
327 |
| 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 |
1 |
10 |
0 |
0 |
1 |
88 |
| Reexamining the term structure of interest rates and the interwar demand for money |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
29 |
| Residual diagnostics for cross-section time series regression models |
0 |
0 |
1 |
1,027 |
0 |
2 |
12 |
2,966 |
| Response surface models for the Elliott, Rothenberg, and Stock unit-root test |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
40 |
| Richard Sperling (1961-2011) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
160 |
| Sectoral fluctuations in U.K. firms' investment expenditures |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
63 |
| Securities fraud and corporate board turnover: New evidence from lawsuit outcomes |
0 |
0 |
0 |
7 |
0 |
1 |
3 |
79 |
| 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 |
3 |
1,285 |
| Stata tip 40: Taking care of business |
1 |
2 |
16 |
1,867 |
2 |
3 |
34 |
4,011 |
| Stata tip 45: Getting those data into shape |
0 |
0 |
0 |
184 |
0 |
0 |
1 |
506 |
| Stata tip 63: Modeling proportions |
0 |
0 |
5 |
450 |
1 |
5 |
22 |
862 |
| 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 |
1 |
340 |
| Stata: The language of choice for time-series analysis? |
0 |
0 |
1 |
405 |
2 |
5 |
14 |
1,194 |
| Stochastic long memory in traded goods prices |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
206 |
| Stochastic volatility, jumps and leverage in energy and stock markets: Evidence from high frequency data |
0 |
0 |
1 |
6 |
0 |
1 |
5 |
37 |
| THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS |
0 |
0 |
0 |
79 |
0 |
0 |
1 |
450 |
| THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING |
0 |
0 |
0 |
25 |
0 |
1 |
1 |
137 |
| Test for autoregressive conditional heteroskedasticity in regression error distribution |
0 |
0 |
1 |
63 |
0 |
0 |
1 |
181 |
| Testing for time-varying Granger causality |
0 |
3 |
12 |
40 |
0 |
3 |
19 |
77 |
| Tests for heteroskedasticity in regression error distribution |
0 |
0 |
0 |
56 |
0 |
0 |
1 |
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 |
0 |
134 |
| Tests for stationarity of a time series |
0 |
1 |
3 |
249 |
0 |
1 |
4 |
475 |
| Tests for stationarity of a time series: update |
0 |
0 |
1 |
70 |
0 |
1 |
2 |
160 |
| The BDS test of independence |
1 |
1 |
10 |
63 |
3 |
3 |
28 |
154 |
| The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity |
0 |
0 |
0 |
68 |
0 |
0 |
3 |
331 |
| The contextual effects of social capital on health: A cross-national instrumental variable analysis |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
126 |
| The effects of price- and output-stabilising policies in an interdependent world economy |
0 |
0 |
0 |
9 |
0 |
1 |
2 |
70 |
| The effects of uncertainty and corporate governance on firms’ demand for liquidity |
0 |
0 |
0 |
29 |
0 |
1 |
2 |
163 |
| The forward rate unbiasedness hypothesis reexamined: evidence from a new test |
0 |
0 |
4 |
90 |
0 |
0 |
6 |
427 |
| The impact of macroeconomic uncertainty on firms' changes in financial leverage |
0 |
0 |
0 |
98 |
0 |
1 |
4 |
359 |
| The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity |
0 |
0 |
4 |
169 |
1 |
5 |
19 |
626 |
| The impact of macroeconomic uncertainty on non‐financial firms' demand for liquidity |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
22 |
| The impact of offshoring on technical change: Evidence from Swedish manufacturing firms |
0 |
0 |
0 |
4 |
1 |
4 |
9 |
17 |
| The impact of the financial system's structure on firms' financial constraints |
0 |
0 |
3 |
142 |
0 |
1 |
9 |
977 |
| The impact of uncertainty on financial institutions: A cross‐country study |
0 |
0 |
2 |
12 |
0 |
0 |
5 |
34 |
| The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds |
0 |
0 |
1 |
88 |
1 |
2 |
7 |
356 |
| The self-medication hypothesis: Evidence from terrorism and cigarette accessibility |
0 |
0 |
0 |
6 |
0 |
0 |
3 |
77 |
| Time‐varying risk premia in the foreign currency futures basis |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
36 |
| Tobin's Q, intangible capital, and financial policy |
0 |
0 |
0 |
94 |
0 |
1 |
2 |
338 |
| Tobin's q and measurement error: Caveat investigator |
0 |
0 |
0 |
92 |
0 |
0 |
0 |
331 |
| USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
312 |
| Ukrainische Banken: politische Patronage von Bedeutung |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
452 |
| Uncertainty determinants of corporate liquidity |
0 |
0 |
3 |
172 |
0 |
1 |
7 |
602 |
| Uncertainty determinants of firm investment |
0 |
0 |
1 |
135 |
4 |
4 |
6 |
474 |
| Unit-root tests based on forward and reverse Dickey–Fuller regressions |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
81 |
| Unit-root tests for explosive behavior |
1 |
2 |
4 |
20 |
1 |
4 |
15 |
51 |
| Utility for time series data |
0 |
0 |
0 |
193 |
0 |
0 |
3 |
1,015 |
| Waves and persistence in merger and acquisition activity |
0 |
1 |
1 |
175 |
0 |
1 |
3 |
716 |
| What do Chinese macro announcements tell us about the world economy? |
0 |
0 |
0 |
34 |
0 |
1 |
4 |
141 |
| “What good is a volatility model?” A reexamination after 20 years |
0 |
0 |
3 |
24 |
0 |
2 |
8 |
45 |
| Total Journal Articles |
15 |
44 |
197 |
16,677 |
62 |
207 |
781 |
53,734 |
2 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 |
3 |
21 |
69 |
852 |
33 |
110 |
439 |
5,289 |
| 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 |
7 |
56 |
2 |
6 |
26 |
306 |
| ARCH: MATLAB function to compute ARCH test |
0 |
0 |
3 |
1,793 |
0 |
0 |
9 |
6,082 |
| ARCHLM: Stata module to calculate LM test for ARCH effects |
2 |
3 |
17 |
1,837 |
6 |
16 |
126 |
10,489 |
| ARFIMAFC: RATS modules to forecast fractionally differenced timeseries |
0 |
1 |
1 |
658 |
0 |
1 |
1 |
1,905 |
| ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model |
0 |
2 |
5 |
1,839 |
1 |
6 |
30 |
9,269 |
| ARIMASEL: Stata module to compute selection criteria for ARMA(p,q) models |
1 |
7 |
15 |
53 |
6 |
22 |
62 |
311 |
| ARRANGEDAR: RATS procedures to calculate arranged autoregressions |
0 |
1 |
2 |
276 |
0 |
1 |
4 |
945 |
| 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 |
6 |
9 |
43 |
510 |
25 |
59 |
225 |
3,222 |
| AVPLOT3: Stata module to generate partial regression plots for subsamples |
0 |
0 |
1 |
171 |
0 |
0 |
10 |
2,213 |
| BCUSE: Stata module to access instructional datasets on Boston College server |
3 |
21 |
67 |
813 |
35 |
91 |
365 |
4,626 |
| BETACOEF: Stata module to calculate beta coefficients from regression |
0 |
0 |
4 |
1,759 |
3 |
10 |
32 |
12,359 |
| BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation |
0 |
0 |
5 |
1,971 |
7 |
12 |
94 |
14,537 |
| BIDENSITY: Stata module to produce and graph bivariate density estimates |
1 |
2 |
8 |
301 |
2 |
8 |
33 |
1,505 |
| BKING: Stata module to implement Baxter-King filter for timeseries data |
0 |
1 |
4 |
1,290 |
1 |
7 |
33 |
4,985 |
| BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity |
0 |
1 |
9 |
2,784 |
4 |
9 |
70 |
11,642 |
| BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data |
0 |
0 |
0 |
227 |
0 |
0 |
0 |
1,086 |
| CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data |
0 |
1 |
4 |
535 |
1 |
4 |
16 |
1,538 |
| CHECKREG3: Stata module to check identification status of simultaneous equations system |
1 |
1 |
7 |
440 |
3 |
6 |
36 |
1,763 |
| CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks |
5 |
15 |
67 |
3,243 |
13 |
38 |
227 |
10,349 |
| CMAXUSE: Stata module to access Cmax instructional datasets |
1 |
1 |
1 |
12 |
1 |
2 |
2 |
133 |
| CNSRSIG: Stata module to evaluate validity of restrictions on a regression |
0 |
0 |
0 |
462 |
3 |
8 |
20 |
2,573 |
| CUSUM6: Stata module to compute cusum, cusum^2 stability tests |
3 |
12 |
62 |
2,192 |
15 |
59 |
297 |
8,540 |
| CUSUM9: Stata module to compute cusum, cusum^2 stability tests |
0 |
13 |
41 |
103 |
13 |
62 |
211 |
565 |
| DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method |
8 |
24 |
91 |
3,236 |
32 |
91 |
333 |
11,938 |
| DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test |
0 |
3 |
16 |
3,280 |
3 |
10 |
55 |
14,638 |
| DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy |
2 |
4 |
42 |
2,605 |
11 |
26 |
202 |
7,935 |
| DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates |
1 |
2 |
8 |
1,396 |
2 |
8 |
47 |
5,927 |
| DURBINH: Stata module to calculate Durbin's h test for serial correlation |
1 |
2 |
7 |
1,699 |
7 |
15 |
64 |
10,007 |
| 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 |
1 |
7 |
77 |
2 |
6 |
40 |
510 |
| FCSTATS: Stata module to compute time series forecast accuracy statistics |
1 |
4 |
52 |
998 |
18 |
70 |
406 |
5,326 |
| FRACDIFF: Stata module to generate fractionally-differenced timeseries |
0 |
2 |
6 |
431 |
1 |
3 |
13 |
1,583 |
| FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries |
0 |
0 |
1 |
944 |
0 |
1 |
5 |
3,935 |
| FREDUSEX: Stata module to import FRED (Federal Reserve Economic Database) data |
1 |
1 |
3 |
3 |
7 |
19 |
33 |
33 |
| GENEIGEN: Stata module to calculate eigenvalues of a real general matrix |
0 |
0 |
3 |
531 |
3 |
6 |
27 |
3,235 |
| GHISTCUM: Stata module to graph histogram and cumulative distribution |
0 |
0 |
3 |
928 |
4 |
10 |
41 |
6,294 |
| GPHROB: RATS modules to perform tests for fractional integration of timeseries |
0 |
1 |
2 |
692 |
0 |
1 |
2 |
1,838 |
| GPHUDAK: Stata module to estimate long memory in a timeseries |
0 |
1 |
2 |
636 |
2 |
6 |
19 |
1,882 |
| GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries |
0 |
0 |
0 |
322 |
0 |
1 |
3 |
951 |
| GRPDF: Stata module to produce PDFs from memory graphs |
0 |
0 |
1 |
19 |
2 |
3 |
10 |
197 |
| HADRILM: Stata module to perform Hadri panel unit root test |
0 |
4 |
15 |
2,040 |
7 |
31 |
97 |
5,856 |
| HEGY4: Stata module to compute Hylleberg et al seasonal unit root test |
0 |
2 |
15 |
953 |
5 |
9 |
57 |
3,028 |
| HLP2PDF: Stata module to create PDF or PostScript from Stata help file |
0 |
0 |
1 |
272 |
1 |
3 |
11 |
1,298 |
| HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data |
2 |
6 |
26 |
7,973 |
5 |
16 |
95 |
17,774 |
| IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test |
7 |
20 |
81 |
5,184 |
28 |
85 |
424 |
13,741 |
| ITSP_ADO: Stata module to accompany Introduction to Stata Programming book |
1 |
1 |
2 |
212 |
2 |
2 |
10 |
799 |
| IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation |
0 |
0 |
8 |
322 |
3 |
6 |
36 |
1,685 |
| IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg |
9 |
29 |
128 |
7,536 |
52 |
162 |
796 |
39,831 |
| IVGMM0: Stata module to perform instrumental variables via GMM |
0 |
0 |
2 |
1,411 |
1 |
4 |
12 |
4,442 |
| IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10) |
1 |
6 |
28 |
290 |
14 |
38 |
135 |
1,989 |
| IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) |
0 |
2 |
6 |
1,352 |
2 |
14 |
36 |
5,820 |
| IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) |
0 |
2 |
11 |
992 |
2 |
8 |
55 |
4,129 |
| IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation |
46 |
117 |
501 |
22,119 |
320 |
862 |
3,537 |
93,025 |
| IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments |
33 |
98 |
326 |
3,625 |
77 |
260 |
919 |
12,296 |
| IVREG2M: Stata module to identify treatment-effects estimates with potentially misreported and endogenous program participation |
1 |
2 |
7 |
31 |
3 |
14 |
45 |
142 |
| KDENS2: Stata module to estimate bivariate kernel density |
3 |
6 |
30 |
1,567 |
10 |
33 |
129 |
6,605 |
| KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity |
11 |
39 |
105 |
4,331 |
37 |
139 |
514 |
15,993 |
| LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test |
2 |
5 |
38 |
4,568 |
19 |
40 |
252 |
13,671 |
| LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias |
0 |
2 |
4 |
417 |
2 |
9 |
28 |
2,024 |
| LOG2HTML: Stata module to produce HTML log files |
2 |
6 |
15 |
673 |
7 |
25 |
85 |
3,952 |
| LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test |
2 |
10 |
27 |
1,842 |
11 |
32 |
111 |
5,148 |
| LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries |
0 |
0 |
7 |
785 |
0 |
2 |
25 |
2,913 |
| MADFULLER: Stata module to perform Dickey-Fuller test on panel data |
1 |
1 |
2 |
2,049 |
2 |
4 |
20 |
7,005 |
| MATIN4-MATOUT4: Stata module to import and export matrices |
0 |
1 |
6 |
530 |
1 |
4 |
16 |
2,227 |
| MODLPR: Stata module to estimate long memory in a timeseries |
0 |
1 |
12 |
513 |
0 |
3 |
26 |
1,667 |
| MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel |
1 |
4 |
18 |
1,159 |
6 |
21 |
98 |
5,308 |
| MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel |
0 |
2 |
6 |
1,319 |
1 |
7 |
32 |
6,420 |
| NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating |
3 |
11 |
17 |
1,555 |
8 |
27 |
82 |
6,895 |
| NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends |
0 |
0 |
0 |
1,053 |
0 |
1 |
7 |
3,740 |
| OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality |
0 |
0 |
3 |
545 |
2 |
4 |
49 |
4,011 |
| ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise |
0 |
0 |
1 |
185 |
1 |
2 |
5 |
1,215 |
| ORSE: Stata module to save odds ratios and their standard errors after logit, ologit |
0 |
0 |
4 |
263 |
4 |
5 |
17 |
1,405 |
| OUTSERIES: Stata module to write timeseries to text files |
0 |
0 |
0 |
77 |
0 |
0 |
2 |
548 |
| OUTTABLE: Stata module to write matrix to LaTeX table |
0 |
4 |
23 |
3,175 |
7 |
29 |
116 |
21,996 |
| OVERID: Stata module to conduct postestimation tests of overidentification |
6 |
12 |
41 |
6,609 |
25 |
63 |
301 |
23,759 |
| PANELAUTO: Stata module to support tests for autocorrelation on panel data |
1 |
7 |
27 |
3,049 |
7 |
23 |
140 |
12,180 |
| PANELUNIT: Stata module to support unit root tests on panel data |
0 |
0 |
0 |
1,224 |
0 |
0 |
1 |
3,485 |
| PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit |
0 |
1 |
6 |
2,003 |
2 |
5 |
40 |
7,493 |
| PWCORR2: Stata module to compute pairwise correlations and return results |
2 |
3 |
12 |
357 |
7 |
11 |
38 |
2,192 |
| PWCOV: Stata module to compute pairwise covariances |
0 |
2 |
4 |
133 |
1 |
4 |
12 |
762 |
| QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients |
0 |
1 |
5 |
478 |
2 |
3 |
26 |
2,205 |
| QSTAT2: MATLAB function to compute Ljung-Box Q statistic |
0 |
1 |
5 |
2,786 |
1 |
4 |
34 |
9,336 |
| RADF: Stata module to calculate unit root tests for explosive behaviour |
1 |
1 |
17 |
192 |
3 |
8 |
91 |
838 |
| ROBLPR: Stata module to estimate long memory in a set of timeseries |
0 |
0 |
2 |
525 |
0 |
1 |
8 |
1,832 |
| ROLLING2: Stata module to perform rolling window and recursive estimation |
0 |
1 |
8 |
1,068 |
6 |
20 |
80 |
5,025 |
| ROLLREG: Stata module to perform rolling regression estimation |
1 |
1 |
1 |
2,535 |
1 |
2 |
8 |
8,666 |
| SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) |
0 |
1 |
19 |
902 |
21 |
71 |
336 |
11,726 |
| SPEARMAN2: Stata module to calculate Spearman rank correlations, extended |
0 |
1 |
3 |
771 |
3 |
15 |
80 |
7,014 |
| SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users |
0 |
1 |
3 |
782 |
2 |
3 |
12 |
2,380 |
| SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method |
3 |
7 |
32 |
1,326 |
11 |
31 |
144 |
4,225 |
| STATICFC: Stata module to compute static forecasts for a recursive rolling regression |
0 |
1 |
1 |
403 |
1 |
4 |
14 |
1,481 |
| STATSMAT: Stata module to place descriptive statistics in matrix |
0 |
0 |
4 |
778 |
0 |
2 |
32 |
4,019 |
| TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation |
0 |
1 |
1 |
78 |
0 |
1 |
3 |
364 |
| TORATS: Stata module to facilitate transfer of data to RATS |
0 |
0 |
0 |
173 |
1 |
1 |
3 |
1,172 |
| TOSQL: Stata module to transfer data to SQL database |
1 |
4 |
11 |
511 |
14 |
32 |
123 |
4,335 |
| TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values |
0 |
1 |
4 |
827 |
2 |
7 |
44 |
4,440 |
| TSGRAPH: Stata module to produce time series line graph |
0 |
0 |
0 |
880 |
2 |
6 |
15 |
5,705 |
| TSLIST: Stata module to list time series data |
0 |
1 |
1 |
207 |
1 |
4 |
14 |
6,588 |
| TSMKTIM: Stata module to generate time-series calendar variable |
1 |
4 |
18 |
1,318 |
2 |
15 |
111 |
5,639 |
| TVGC: Stata module to perform Time-Varying Granger Causality tests |
8 |
38 |
167 |
809 |
25 |
91 |
401 |
2,322 |
| URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates |
0 |
0 |
2 |
214 |
0 |
0 |
5 |
820 |
| VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) |
0 |
0 |
1 |
814 |
0 |
1 |
7 |
2,690 |
| VECAR: Stata module to estimate vector autoregressive (VAR) models |
2 |
2 |
10 |
2,032 |
3 |
8 |
37 |
7,597 |
| WHITETST: Stata module to perform White's test for heteroskedasticity |
4 |
6 |
26 |
6,755 |
23 |
49 |
217 |
29,893 |
| WHITTLE: Stata module to compute long-memory parameter via Whittle method |
0 |
0 |
1 |
33 |
0 |
0 |
6 |
115 |
| WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test |
2 |
3 |
15 |
1,153 |
8 |
21 |
128 |
7,196 |
| XTILETEST: Stata module to test equality of percentiles across groups of observations |
0 |
0 |
0 |
45 |
0 |
0 |
5 |
293 |
| XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in panel data model |
12 |
28 |
131 |
5,367 |
43 |
119 |
664 |
24,707 |
| XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity |
14 |
35 |
191 |
6,226 |
54 |
163 |
1,184 |
28,185 |
| ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break |
11 |
27 |
143 |
6,440 |
34 |
98 |
437 |
16,957 |
| aer.pl, a script converting XML data to ReDIF |
0 |
1 |
2 |
189 |
0 |
2 |
7 |
1,376 |
| bejeap.pl, a script converting OAI data to ReDIF |
0 |
0 |
4 |
129 |
0 |
2 |
14 |
936 |
| bejeap2.pl, a script converting OAI data to ReDIF with Unicode support |
0 |
0 |
3 |
136 |
0 |
1 |
4 |
879 |
| cdl-ciders.pl, a script converting XML data to ReDIF |
0 |
0 |
0 |
96 |
1 |
3 |
8 |
1,043 |
| dspace2redif.pl, a script converting DSpace metadata to ReDIF |
0 |
3 |
5 |
291 |
1 |
13 |
34 |
1,615 |
| ectj.pl, a script converting html data to ReDIF |
0 |
0 |
0 |
82 |
0 |
1 |
4 |
976 |
| imfocpcvt.pl, a script converting html data to ReDIF |
0 |
0 |
0 |
54 |
0 |
2 |
3 |
843 |
| rjeyr.pl, a script converting html data to ReDIF |
0 |
0 |
0 |
49 |
1 |
2 |
5 |
894 |
| Total Software Items |
234 |
733 |
3,087 |
183,721 |
1,216 |
3,626 |
16,427 |
777,257 |
|
|