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Details about Christopher Baum

Homepage:http://ideas.repec.org/e/pba1.html
Postal address:Department of Economics, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Workplace:DIW Berlin (Deutsches Institut für Wirtschaftsforschung) (German Institute for Economic Research (DIW)), (more information at EDIRC)
Department of Economics, Boston College, (more information at EDIRC)
Centre of Excellence for Science and Innovation Studies, Kungliga Tekniska Högskolan (KTH) (Royal Institute of Technology), (more information at EDIRC)

Access statistics for papers by Christopher Baum.

Last updated 2024-04-19. Update your information in the RePEc Author Service.

Short-id: pba1


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Working Papers

2024

  1. Drivers of COVID-19 in U.S. counties: A wave-level analysis
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads
  2. Estimating the Wage Premia of Refugee Immigrants: Lessons from Sweden
    Working Papers in Economics and Statistics, Linnaeus University, School of Business and Economics, Department of Economics and Statistics Downloads
    Also in Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies (2024) Downloads
    GLO Discussion Paper Series, Global Labor Organization (GLO) (2024) Downloads
    Boston College Working Papers in Economics, Boston College Department of Economics (2024) Downloads
  3. Estimating the wage premia of refugee immigrants
    MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT) Downloads
  4. The contribution of foreign-born STEM workers to the knowledge-intensive economy: Evidence from Sweden
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads

2023

  1. Drivers of COVID-19 deaths in the United States: A two-stage modeling approach
    UK Stata Conference 2023, Stata Users Group Downloads
    Also in Northern European Stata Conference 2023, Stata Users Group Downloads
    Swiss Stata Conference 2022, Stata Users Group (2022) Downloads
    2022 Stata Conference, Stata Users Group (2022) Downloads
    German Stata Conference 2023, Stata Users Group (2023) Downloads

2022

  1. Firms in (Green) Public Procurement: Financial strength indicators’ impact on contract awards and its repercussion on financial strength
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2021) Downloads View citations (3)

    See also Journal Article Firms in Green Public Procurement: Financial Strength Indicators’ Impact on Contract Awards and Its Repercussion on Financial Strength, Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research (2021) Downloads View citations (3) (2021)
  2. Impact of proximity to gas production activity on birth outcomes across the US
    London Stata Conference 2022, Stata Users Group Downloads
  3. Productivity of refugee workers and implications for innovation and growth
    Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies Downloads

2021

  1. Drivers of COVID-19 Outcomes: Evidence from a Heterogeneous SAR Panel Data Model
    London Stata Conference 2021, Stata Users Group Downloads
    Also in 2021 Stata Conference, Stata Users Group (2021) Downloads
  2. Innovation by start-up firms: The influence of the board of directors for knowledge spillovers
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads
  3. Testing for time-varying Granger causality
    Economics Virtual Symposium 2021, Stata Users Group Downloads
    See also Journal Article Testing for time-varying Granger causality, Stata Journal, StataCorp LP (2022) Downloads View citations (5) (2022)
  4. The Stata module for CUB models for rating data analysis
    London Stata Conference 2021, Stata Users Group Downloads
  5. The impact of offshoring on productivity and innovation: Evidence from Swedish manufacturing firms
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads

2020

  1. Innovation by start-up firms: The influence of the board of directors
    Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies Downloads
  2. Institutional Diversity in Domestic Banking Sectors and Bank Stability: A Cross-Country Study
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (1)
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2020) Downloads View citations (1)
  3. Occupational Sorting and Wage Gaps of Refugees
    GLO Discussion Paper Series, Global Labor Organization (GLO) Downloads
    Also in Portugal Stata Conference 2020, Stata Users Group (2020) Downloads
    GLO Discussion Paper Series, Global Labor Organization (GLO) (2020) Downloads
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads
    MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT) (2020) Downloads
  4. Socioeconomic Factors influencing the Spatial Spread of COVID-19 in the United States
    London Stata Conference 2020, Stata Users Group Downloads View citations (4)
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2020) View citations (3)
  5. State-level gun policy changes and rate of workplace homicide in the United States
    Nordic and Baltic Stata Users' Group Meeting 2019, Stata Users Group Downloads
    Also in London Stata Conference 2019, Stata Users Group (2019) Downloads
  6. The impact of offshoring on innovation and productivity: Evidence from Swedish manufacturing firms
    Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies Downloads View citations (1)
  7. Unit root tests for explosive behaviour
    London Stata Conference 2020, Stata Users Group Downloads View citations (4)
    See also Journal Article Unit-root tests for explosive behavior, Stata Journal, StataCorp LP (2021) Downloads View citations (2) (2021)

2019

  1. Advice on using heteroscedasticity based identification
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (53)
    See also Journal Article Advice on using heteroskedasticity-based identification, Stata Journal, StataCorp LP (2019) Downloads View citations (55) (2019)
  2. Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (3)
    See also Journal Article Stochastic volatility, jumps and leverage in energy and stock markets: Evidence from high frequency data, Energy Economics, Elsevier (2021) Downloads View citations (3) (2021)

2018

  1. Directed Technical Change in Clean Energy: Evidence from the Solar Industry
    Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies Downloads
  2. Economic impact of STEM immigrant workers
    Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies Downloads
    Also in GLO Discussion Paper Series, Global Labor Organization (GLO) (2018) Downloads
  3. INNOVATION STRATEGIES, EXTERNAL KNOWLEDGE AND PRODUCTIVITY GROWTH
    Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies Downloads View citations (2)
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2017) Downloads View citations (1)

    See also Journal Article Innovation strategies, external knowledge and productivity growth, Industry and Innovation, Taylor & Francis Journals (2019) Downloads View citations (2) (2019)
  4. Implementing the Leybourne-Taylor test for seasonal unit roots in Stata
    London Stata Conference 2018, Stata Users Group Downloads
  5. Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (5)
    See also Journal Article Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications, Energy Economics, Elsevier (2019) Downloads View citations (10) (2019)
  6. Migrant STEM Entrepreneurs
    Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies Downloads
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2018) Downloads
  7. Offshoring and Innovation Capabilities: Evidence from Swedish Manufacturing
    Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies Downloads
  8. Outside Board Directors and Start-Up Firms’ Innovation
    Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies Downloads
  9. Refugee immigrants, occupational sorting and wage gaps
    Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies Downloads
  10. The Economic Determinants of Crime: an Approach through Responsiveness Scores
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads
  11. The Impact of Uncertainty on Financial Institutions
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (1)

2017

  1. Capital Flows and Financial Stability in Emerging Economies
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (5)
    Also in ADB Economics Working Paper Series, Asian Development Bank (2017) Downloads View citations (5)
  2. Refugees in Sweden: Economic integration and wage convergence
    EcoMod2017, EcoMod Downloads
  3. Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test
    2017 Stata Conference, Stata Users Group Downloads View citations (10)
    Also in United Kingdom Stata Users' Group Meetings 2017, Stata Users Group (2017) Downloads View citations (10)

2016

  1. Analyzing volatility shocks to Eurozone CDS spreads with a multicountry GMM model in Stata
    United Kingdom Stata Users' Group Meetings 2016, Stata Users Group Downloads
  2. Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter?
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (7)
    See also Journal Article Capital structure adjustments: Do macroeconomic and business risks matter?, Empirical Economics, Springer (2017) Downloads View citations (14) (2017)
  3. Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (7)
  4. Corporate Financial Policy and the Value of Cash under Uncertainty
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (3)
    See also Journal Article Corporate financial policy and the value of cash under uncertainty, International Journal of Managerial Finance, Emerald Group Publishing Limited (2017) Downloads View citations (3) (2017)
  5. Estimating a dose-response function with heterogeneous response to confounders when treatment is continuous and endogenous
    EcoMod2016, EcoMod Downloads View citations (1)
  6. Modeling Rating Transition Matrices for Wholesale Loan Portfolios
    2016 Stata Conference, Stata Users Group Downloads
  7. The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (14)
    See also Journal Article The self-medication hypothesis: Evidence from terrorism and cigarette accessibility, Economics & Human Biology, Elsevier (2016) Downloads View citations (14) (2016)

2015

  1. A New Approach to Estimation of the R&D-Innovation-Productivity Relationship
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (5)
    Also in EcoMod2015, EcoMod (2015) Downloads View citations (6)
    Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies (2015) Downloads View citations (4)

    See also Journal Article A new approach to estimation of the R&D–innovation–productivity relationship, Economics of Innovation and New Technology, Taylor & Francis Journals (2017) Downloads View citations (18) (2017)
  2. A large-scale application of Stata's forecast suite: challenges and potential
    United Kingdom Stata Users' Group Meetings 2015, Stata Users Group Downloads
  3. Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach
    EcoMod2015, EcoMod Downloads
  4. Openness and financial stability
    EcoMod2015, EcoMod Downloads View citations (2)
  5. What do Chinese Macro Announcements Tell Us About the World Economy?
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (24)
    See also Journal Article What do Chinese macro announcements tell us about the world economy?, Journal of International Money and Finance, Elsevier (2015) Downloads View citations (23) (2015)

2014

  1. Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises
    EcoMod2014, EcoMod Downloads View citations (3)
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2014) Downloads View citations (6)
    NBP Working Papers, Narodowy Bank Polski (2014) Downloads View citations (6)

    See also Journal Article Credit rating agency downgrades and the Eurozone sovereign debt crises, Journal of Financial Stability, Elsevier (2016) Downloads View citations (27) (2016)
  2. Extending Stata's capabilities for asymptotic covariance matrix estimation
    United Kingdom Stata Users' Group Meetings 2014, Stata Users Group Downloads
  3. Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (6)
    See also Journal Article Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility, Energy Economics, Elsevier (2016) Downloads View citations (26) (2016)

2013

  1. A general approach to testing for autocorrelation
    United Kingdom Stata Users' Group Meetings 2013, Stata Users Group Downloads View citations (6)
    Also in 2013 Stata Conference, Stata Users Group (2013) Downloads View citations (6)
  2. Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises
    Ratio Working Papers, The Ratio Institute Downloads View citations (7)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2013) Downloads View citations (7)
  3. Implementing new econometric tools in Stata
    Mexican Stata Users' Group Meetings 2013, Stata Users Group Downloads View citations (7)
  4. Instrumental variables estimation using heteroskedasticity-based instruments
    German Stata Users' Group Meetings 2013, Stata Users Group Downloads View citations (21)
    Also in United Kingdom Stata Users' Group Meetings 2012, Stata Users Group (2012) Downloads View citations (67)
  5. Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey
    EcoMod2013, EcoMod Downloads

2012

  1. A simple alternative to the linear probability model for binary choice models with endogenous regressors
    German Stata Users' Group Meetings 2012, Stata Users Group Downloads View citations (3)
  2. Binary choice models with endogenous regressors
    SAN12 Stata Conference, Stata Users Group Downloads View citations (129)
  3. R&D Expenditures and Geographical Sales Diversification
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (2)
    See also Journal Article R&D Expenditures and Geographical Sales Diversification, Manchester School, University of Manchester (2016) Downloads View citations (11) (2016)
  4. The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (5)
    See also Journal Article The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity, Review of International Economics, Wiley Blackwell (2013) Downloads View citations (6) (2013)

2011

  1. An interpretation and implementation of the Theil-Goldberger 'mixed' estimator
    CHI11 Stata Conference, Stata Users Group Downloads
  2. Evaluating one-way and two-way cluster–robust covariance matrix estimates
    German Stata Users' Group Meetings 2011, Stata Users Group Downloads View citations (5)
    Also in United Kingdom Stata Users' Group Meetings 2010, Stata Users Group (2010) Downloads View citations (6)
    BOS10 Stata Conference, Stata Users Group (2010) Downloads View citations (5)
  3. The contextual effects of social capital on health: a cross-national instrumental variable analysis
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (39)
    See also Journal Article The contextual effects of social capital on health: A cross-national instrumental variable analysis, Social Science & Medicine, Elsevier (2011) Downloads View citations (31) (2011)

2010

  1. Corporate Liquidity Management and Future Investment Expenditures
    University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK. Downloads
  2. Does the Tenure of Private Equity Investment Improve the Performance of European Firms?
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (1)
    Also in Working Paper / FINESS, DIW Berlin, German Institute for Economic Research (2010) Downloads View citations (1)
    Boston College Working Papers in Economics, Boston College Department of Economics (2010) Downloads View citations (1)
  3. Macroeconomic Uncertainty and Credit Default Swap Spreads
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (26)
    See also Journal Article Macroeconomic uncertainty and credit default swap spreads, Applied Financial Economics, Taylor & Francis Journals (2010) Downloads View citations (26) (2010)
  4. Parliamentary Election Cycles and the Turkish Banking Sector
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (48)
    Also in University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK. (2010) Downloads View citations (47)

    See also Journal Article Parliamentary election cycles and the Turkish banking sector, Journal of Banking & Finance, Elsevier (2010) Downloads View citations (42) (2010)
  5. The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis
    University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK. Downloads View citations (1)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2009) Downloads View citations (3)
  6. The Impact of the Financial System's Structure on Firms' Financial Constraints
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (10)
    See also Journal Article The impact of the financial system's structure on firms' financial constraints, Journal of International Money and Finance, Elsevier (2011) Downloads View citations (22) (2011)
  7. Using Stata for Applied Research: Reviewing its Capabilities
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads
    See also Journal Article USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES, Journal of Economic Surveys, Wiley Blackwell (2011) View citations (6) (2011)

2009

  1. Implementing econometric estimators with Mata
    United Kingdom Stata Users' Group Meetings 2009, Stata Users Group Downloads
    Also in DC09 Stata Conference, Stata Users Group (2009) Downloads
  2. The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads
    See also Journal Article The effects of uncertainty and corporate governance on firms’ demand for liquidity, Applied Economics, Taylor & Francis Journals (2012) Downloads View citations (3) (2012)
  3. Using Mata to work more effectively with Stata: A tutorial
    German Stata Users' Group Meetings 2009, Stata Users Group Downloads
    Also in Fall North American Stata Users' Group Meetings 2008, Stata Users Group (2008) Downloads View citations (1)
    United Kingdom Stata Users' Group Meetings 2008, Stata Users Group (2008) Downloads View citations (1)

2008

  1. On the Investment Sensitivity of Debt under Uncertainty
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads
    See also Journal Article On the investment sensitivity of debt under uncertainty, Economics Letters, Elsevier (2010) Downloads View citations (27) (2010)
  2. On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (1)
    See also Journal Article On the sensitivity of firms' investment to cash flow and uncertainty, Oxford Economic Papers, Oxford University Press (2010) Downloads View citations (48) (2010)
  3. On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (3)
    See also Journal Article On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty, Journal of International Money and Finance, Elsevier (2010) Downloads View citations (45) (2010)
  4. Political patronage in Ukranian banking
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (1)
    See also Journal Article Political patronage in Ukrainian banking1, The Economics of Transition, The European Bank for Reconstruction and Development (2008) Downloads View citations (17) (2008)
  5. The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads
    See also Journal Article The impact of macroeconomic uncertainty on firms' changes in financial leverage, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2010) Downloads View citations (13) (2010)
  6. The Volatility of International Trade Flows and Exchange Rate Uncertainty
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (2)
  7. The role of uncertainty in the transmission of monetary policy effects on bank lending
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (3)
    See also Journal Article THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING, Manchester School, University of Manchester (2013) Downloads View citations (18) (2013)
  8. The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (11)
    See also Journal Article The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds, Economics Letters, Elsevier (2009) Downloads View citations (45) (2009)
  9. Using instrumental variables techniques in economics and finance
    German Stata Users' Group Meetings 2008, Stata Users Group Downloads View citations (10)

2007

  1. Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports
    Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group Downloads View citations (3)
  2. Enhanced routines for instrumental variables/GMM estimation and testing
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University Downloads View citations (388)
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2007) Downloads View citations (363)
  3. Instrumental variables: Overview and advances
    United Kingdom Stata Users' Group Meetings 2007, Stata Users Group Downloads View citations (7)
  4. Powerful new tools for time series analysis
    North American Stata Users' Group Meetings 2007, Stata Users Group Downloads
  5. Should you become a Stata programmer?
    German Stata Users' Group Meetings 2007, Stata Users Group Downloads
  6. The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (17)
  7. The Effects of Short-Term Liabilities on Profitability: The Case of Germany
    Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group Downloads View citations (13)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2006) Downloads View citations (13)
  8. The Effects of Uncertainty on the Leverage of Non-Financial Firms
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (2)
    See also Journal Article THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS, Economic Inquiry, Western Economic Association International (2009) Downloads View citations (45) (2009)
  9. Uncertainty Determinants of Firm Investment
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (2)
    See also Journal Article Uncertainty determinants of firm investment, Economics Letters, Elsevier (2008) Downloads View citations (41) (2008)

2006

  1. Firm Investment and Financial Frictions
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (2)
  2. The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (2)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2006) Downloads View citations (3)
  3. Time series filtering techniques in Stata
    North American Stata Users' Group Meetings 2006, Stata Users Group Downloads View citations (7)
    Also in United Kingdom Stata Users' Group Meetings 2006, Stata Users Group (2006) Downloads View citations (7)
  4. Uncertainty Determinants of Corporate Liquidity
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (8)
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2006) Downloads View citations (2)
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group (2005) Downloads
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2006) Downloads

    See also Journal Article Uncertainty determinants of corporate liquidity, Economic Modelling, Elsevier (2008) Downloads View citations (43) (2008)

2005

  1. A little bit of Stata programming goes a long way
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads
    Also in United Kingdom Stata Users' Group Meetings 2005, Stata Users Group (2005) Downloads
  2. Macroeconomics Uncertainty and Firm Leverage
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group Downloads View citations (1)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2004) Downloads View citations (5)
  3. The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (26)
    Also in Working Papers, Business School - Economics, University of Glasgow (2005) Downloads

    See also Journal Article The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity, Review of Financial Economics, Elsevier (2006) Downloads View citations (50) (2006)
  4. The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (14)
    Also in Computing in Economics and Finance 2004, Society for Computational Economics (2004) Downloads View citations (18)
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2004) Downloads View citations (18)
  5. cron, perl and Stata: automated production and presentation of a business-daily index
    North American Stata Users' Group Meetings 2005, Stata Users Group Downloads

2004

  1. Dynamics of Intra-EMS Interest Rate Linkages
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (2)
    Also in Computing in Economics and Finance 2002, Society for Computational Economics (2002) Downloads View citations (1)

    See also Journal Article Dynamics of Intra-EMS Interest Rate Linkages, Journal of Money, Credit and Banking, Blackwell Publishing (2006) Downloads View citations (21) (2006)
  2. Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say
    Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group Downloads View citations (8)
  3. Rolling Regressions with Stata
    North American Stata Users' Group Meetings 2004, Stata Users Group Downloads
  4. Stata: The language of choice for time series analysis?
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (1)
    See also Journal Article Stata: The language of choice for time-series analysis?, Stata Journal, StataCorp LP (2005) Downloads View citations (30) (2005)
  5. The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms
    ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research Downloads View citations (4)
    Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2004) Downloads View citations (5)
    Computing in Economics and Finance 2003, Society for Computational Economics (2003) Downloads View citations (9)
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2004) Downloads View citations (13)
  6. Topics in time series regression modeling
    United Kingdom Stata Users' Group Meetings 2004, Stata Users Group Downloads View citations (4)

2003

  1. A review of Stata 8.1 and its time series capabilities
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (6)
    See also Journal Article A review of Stata 8.1 and its time series capabilities, International Journal of Forecasting, Elsevier (2004) Downloads View citations (61) (2004)
  2. Instrumental variables and GMM: Estimation and testing
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (1039)
    Also in United Kingdom Stata Users' Group Meetings 2003, Stata Users Group (2002) Downloads View citations (123)
    North American Stata Users' Group Meetings 2003, Stata Users Group (2002) Downloads View citations (58)

    See also Journal Article Instrumental variables and GMM: Estimation and testing, Stata Journal, StataCorp LP (2003) Downloads View citations (1036) (2003)
  3. Long-Memory Forecasting of U.S. Monetary Indices
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (1)
    See also Journal Article Long-memory forecasting of US monetary indices, Journal of Forecasting, John Wiley & Sons, Ltd. (2006) Downloads View citations (10) (2006)
  4. Nearest-Neighbor Forecasts of U.S. Interest Rates
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (9)
  5. Sectoral Fluctuations in U.K. Firms' Investment Expenditures
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (2)
    Also in Working Papers, University of Liverpool, Department of Economics (2002) Downloads

    See also Journal Article Sectoral fluctuations in U.K. firms' investment expenditures, Economics Bulletin, AccessEcon (2003) Downloads (2003)
  6. The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (3)

2002

  1. Facilitating Applied Economic Research with Stata
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (1)
  2. Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (4)
    See also Journal Article Nonlinear effects of exchange rate volatility on the volume of bilateral exports, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2004) Downloads View citations (82) (2004)
  3. The Impact of Macroeconomic Uncertainty on Bank Lending Behavior
    Working Papers, University of Liverpool, Department of Economics Downloads View citations (21)
    Also in Computing in Economics and Finance 2002, Society for Computational Economics (2002) Downloads View citations (20)

2001

  1. Efficient Management of Multi-Frequency Panel Data with Stata
    North American Stata Users' Group Meetings 2001, Stata Users Group Downloads
    Also in United Kingdom Stata Users' Group Meetings 2001, Stata Users Group (2001) Downloads
  2. Exchange Rate Effects on the Volume and Variability of Trade Flows
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (14)
    Also in Working Papers, Koc University (1998)

    See also Journal Article Exchange rate effects on the volume and variability of trade flows, Journal of International Money and Finance, Elsevier (2002) Downloads View citations (49) (2002)
  3. Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data
    Computing in Economics and Finance 2001, Society for Computational Economics Downloads View citations (9)
    Also in CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance (2000) Downloads View citations (9)
  4. Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (2)
    See also Journal Article Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums, Journal of Macroeconomics, Elsevier (2003) Downloads View citations (14) (2003)

2000

  1. A re-evaluation of empirical tests of the Fisher hypothesis
    Computing in Economics and Finance 1999, Society for Computational Economics Downloads View citations (7)
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2000) Downloads View citations (8)
  2. Exchange Rate Uncertainty and Firm Profitability
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (3)
    See also Journal Article Exchange Rate Uncertainty and Firm Profitability, Journal of Macroeconomics, Elsevier (2001) Downloads View citations (34) (2001)
  3. Modeling fixed income excess returns
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads
  4. Persistent Dependence in Foreign Exchange Rates? A Reexamination
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (6)
  5. The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (3)

1999

  1. Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (42)
    See also Journal Article Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era, Journal of International Money and Finance, Elsevier (2001) Downloads View citations (183) (2001)
  2. Waves and Persistence in Merger and Acquisition Activity
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (9)
    See also Journal Article Waves and persistence in merger and acquisition activity, Economics Letters, Elsevier (2001) Downloads View citations (15) (2001)

1998

  1. Fractional Monetary Dynamics
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (1)
    See also Journal Article Fractional monetary dynamics, Applied Economics, Taylor & Francis Journals (1999) Downloads View citations (8) (1999)
  2. Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float?
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (13)
    See also Journal Article Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float?, Journal of International Financial Markets, Institutions and Money, Elsevier (1999) Downloads View citations (54) (1999)

1997

  1. Credible Disinflation Policy in a Dynamic Setting
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads
  2. Long Memory and Forecasting in Euroyen Deposit Rates
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (9)
  3. Monetary Policy in the Transition to a Zero Federal Deficit
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads
  4. Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (1)
  5. Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads
    See also Journal Article Reexamining the term structure of interest rates and the interwar demand for money, Journal of Economics and Finance, Springer (1998) Downloads View citations (1) (1998)
  6. Stochastic Long Memory in Traded Goods Prices
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (1)
    See also Journal Article Stochastic long memory in traded goods prices, Applied Economics Letters, Taylor & Francis Journals (1998) Downloads View citations (5) (1998)
  7. The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (1)
    Also in Computing in Economics and Finance 1997, Society for Computational Economics Downloads View citations (1)

1996

  1. A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (6)
    See also Journal Article A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency, Applied Financial Economics, Taylor & Francis Journals (1997) Downloads View citations (19) (1997)
  2. Fractional Cointegration Analysis of Long Term International Interest Rates
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (4)
  3. Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (6)
    See also Journal Article FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES, Journal of Financial Research, Southern Finance Association (1997) Downloads View citations (25) (1997)
  4. Fractional Dynamics in Japanese Financial Time Series
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (2)
    See also Journal Article Fractional dynamics in Japanese financial time series, Pacific-Basin Finance Journal, Elsevier (1998) Downloads View citations (16) (1998)
  5. Long Memory in the Greek Stock Market
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (20)
    See also Journal Article Long memory in the Greek stock market, Applied Financial Economics, Taylor & Francis Journals (2000) Downloads View citations (99) (2000)
  6. Long Term Dependence in Stock Returns
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (90)
    See also Journal Article Long-term dependence in stock returns, Economics Letters, Elsevier (1996) Downloads View citations (87) (1996)
  7. Modelling Federal Reserve Discount Policy
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (2)
    See also Journal Article Modelling Federal Reserve Discount Policy, Computational Economics, Springer (1998) Downloads View citations (17) (1998)
  8. Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads
  9. Persistence in International Inflation Rates
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (23)
    See also Journal Article Persistence in International Inflation Rates, Southern Economic Journal, John Wiley & Sons (1999) Downloads View citations (10) (1999)
  10. Q, Cash Flow and Investment: An Econometric Critique
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads
    See also Journal Article Q, Cash Flow and Investment: An Econometric Critique, Review of Quantitative Finance and Accounting, Springer (1999) Downloads View citations (3) (1999)
  11. Time-Varying Risk Premia in the Foreign Currency Futures Basis
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (12)
    See also Journal Article Time‐varying risk premia in the foreign currency futures basis, Journal of Futures Markets, John Wiley & Sons, Ltd. (1996) Downloads View citations (1) (1996)

1995

  1. Modeling Returns on the Term Structure of Treasury Interest Rates
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads

1994

  1. An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads
  2. Comparing Alternative Models of the Term Structure of Interest Rates
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (5)

1993

  1. Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads
  2. Tobin's Q And Financial Policy Revisited
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads

1988

  1. An Alternative Nonlinear General Equilibrium Model of the Term Structure of Interest Rates
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads
  2. Bounded-Influence Estimation Techniques for the Analysis of Structural Macroeconometric Models
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads
  3. Bounded-Influence Instrumental Variable Estimation Techniques for the Diagnosis of Time-Series Regression Equations
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads
  4. Dynamic Adjustment of Firms' Capital Structures in a Varying-Risk Environment
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads
    See also Journal Article Dynamic adjustment of firms' capital structures in a varying-risk environment, Journal of Economic Dynamics and Control, Elsevier (1988) Downloads (1988)
  5. On Construction of Monthly Term Structures of U.S. Interest Rates 1910-1930
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads
  6. The Term Structure of Interest Rates and the Demand for Money During the Great Depression
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (3)

1983

  1. Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Chapter Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977, NBER Chapters, National Bureau of Economic Research, Inc (1985) Downloads View citations (1) (1985)

1981

  1. An Examination of Postwar U.S Stabilization Policy: Monetary and Fiscal Policy in an Accelerationist World
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads

Undated

  1. Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance
    Computing in Economics and Finance 1997, Society for Computational Economics Downloads

Journal Articles

2023

  1. COVID-19 vaccinations and mental health among U.S. adults: Individual and spillover effects
    Social Science & Medicine, 2023, 329, (C) Downloads
  2. Cumulative author index, volumes 1-23
    Stata Journal, 2023, 23, (4) Downloads

2022

  1. Erratum: Unit-root tests for explosive behavior
    Stata Journal, 2022, 22, (1), 234-237 Downloads
  2. Fitting mixture models for feeling and uncertainty for rating data analysis
    Stata Journal, 2022, 22, (1), 195-223 Downloads View citations (2)
  3. Innovation by start-up firms: The role of the board of directors for knowledge spillovers
    Research Policy, 2022, 51, (1) Downloads View citations (4)
  4. Socio-economic and demographic factors influencing the spatial spread of COVID-19 in the USA
    International Journal of Computational Economics and Econometrics, 2022, 12, (4), 366-380 Downloads View citations (1)
  5. Testing for time-varying Granger causality
    Stata Journal, 2022, 22, (2), 355-378 Downloads View citations (5)
    See also Working Paper Testing for time-varying Granger causality, Economics Virtual Symposium 2021 (2021) Downloads (2021)
  6. The impact of offshoring on technical change: Evidence from Swedish manufacturing firms
    Review of International Economics, 2022, 30, (3), 796-818 Downloads

2021

  1. Evaluating the impact of compliance with governance recommendations on firm performance: The case of Spain
    International Journal of Finance & Economics, 2021, 26, (3), 3788-3806 Downloads
  2. Firms in Green Public Procurement: Financial Strength Indicators’ Impact on Contract Awards and Its Repercussion on Financial Strength
    Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 2021, 90, (4), 71-92 Downloads View citations (3)
    See also Working Paper Firms in (Green) Public Procurement: Financial strength indicators’ impact on contract awards and its repercussion on financial strength, Boston College Working Papers in Economics (2022) Downloads (2022)
  3. Stochastic volatility, jumps and leverage in energy and stock markets: Evidence from high frequency data
    Energy Economics, 2021, 93, (C) Downloads View citations (3)
    See also Working Paper Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data, Boston College Working Papers in Economics (2019) Downloads View citations (3) (2019)
  4. The BDS test of independence
    Stata Journal, 2021, 21, (2), 279-294 Downloads View citations (1)
  5. The impact of uncertainty on financial institutions: A cross‐country study
    International Journal of Finance & Economics, 2021, 26, (3), 3719-3739 Downloads View citations (5)
  6. Unit-root tests for explosive behavior
    Stata Journal, 2021, 21, (4), 999-1020 Downloads View citations (2)
    See also Working Paper Unit root tests for explosive behaviour, London Stata Conference 2020 (2020) Downloads View citations (4) (2020)
  7. “What good is a volatility model?” A reexamination after 20 years
    Stata Journal, 2021, 21, (2), 295-319 Downloads

2020

  1. Local Whittle estimation of the long-memory parameter
    Stata Journal, 2020, 20, (3), 565-583 Downloads

2019

  1. Advice on using heteroskedasticity-based identification
    Stata Journal, 2019, 19, (4), 757-767 Downloads View citations (55)
    See also Working Paper Advice on using heteroscedasticity based identification, Boston College Working Papers in Economics (2019) Downloads View citations (53) (2019)
  2. Innovation strategies, external knowledge and productivity growth
    Industry and Innovation, 2019, 26, (3), 348-367 Downloads View citations (2)
    See also Working Paper INNOVATION STRATEGIES, EXTERNAL KNOWLEDGE AND PRODUCTIVITY GROWTH, Working Paper Series in Economics and Institutions of Innovation (2018) Downloads View citations (2) (2018)
  3. Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications
    Energy Economics, 2019, 79, (C), 111-129 Downloads View citations (10)
    See also Working Paper Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications, Boston College Working Papers in Economics (2018) Downloads View citations (5) (2018)

2018

  1. Policy Evaluation With Incomplete Data: Assessing the Affordable Care Act Breastfeeding Provision
    American Journal of Public Health, 2018, 108, (2), 164-166 Downloads
  2. Unit-root tests based on forward and reverse Dickey–Fuller regressions
    Stata Journal, 2018, 18, (1), 22-28 Downloads View citations (2)

2017

  1. A new approach to estimation of the R&D–innovation–productivity relationship
    Economics of Innovation and New Technology, 2017, 26, (1-2), 121-133 Downloads View citations (18)
    See also Working Paper A New Approach to Estimation of the R&D-Innovation-Productivity Relationship, Boston College Working Papers in Economics (2015) Downloads View citations (5) (2015)
  2. Capital structure adjustments: Do macroeconomic and business risks matter?
    Empirical Economics, 2017, 53, (4), 1463-1502 Downloads View citations (14)
    See also Working Paper Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter?, Boston College Working Papers in Economics (2016) Downloads View citations (7) (2016)
  3. Corporate financial policy and the value of cash under uncertainty
    International Journal of Managerial Finance, 2017, 13, (2), 149-164 Downloads View citations (3)
    See also Working Paper Corporate Financial Policy and the Value of Cash under Uncertainty, Boston College Working Papers in Economics (2016) Downloads View citations (3) (2016)
  4. Effect of the affordable care act on disparities in breastfeeding: The case of Maine
    American Journal of Public Health, 2017, 107, (7), 1119-1121 Downloads
  5. Response surface models for the Elliott, Rothenberg, and Stock unit-root test
    Stata Journal, 2017, 17, (4), 985-1002 Downloads View citations (11)

2016

  1. Credit rating agency downgrades and the Eurozone sovereign debt crises
    Journal of Financial Stability, 2016, 24, (C), 117-131 Downloads View citations (27)
    See also Working Paper Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises, EcoMod2014 (2014) Downloads View citations (3) (2014)
  2. Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility
    Energy Economics, 2016, 53, (C), 175-181 Downloads View citations (26)
    See also Working Paper Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility, Boston College Working Papers in Economics (2014) Downloads View citations (6) (2014)
  3. R&D Expenditures and Geographical Sales Diversification
    Manchester School, 2016, 84, (2), 197-221 Downloads View citations (11)
    See also Working Paper R&D Expenditures and Geographical Sales Diversification, Boston College Working Papers in Economics (2012) Downloads View citations (2) (2012)
  4. Securities fraud and corporate board turnover: New evidence from lawsuit outcomes
    International Review of Law and Economics, 2016, 48, (C), 14-25 Downloads View citations (6)
  5. Stata tip 126: Handling irregularly spaced high-frequency transactions data
    Stata Journal, 2016, 16, (2), 517-520 Downloads
  6. The self-medication hypothesis: Evidence from terrorism and cigarette accessibility
    Economics & Human Biology, 2016, 22, (C), 94-102 Downloads View citations (14)
    See also Working Paper The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility, Boston College Working Papers in Economics (2016) Downloads View citations (14) (2016)

2015

  1. Happily Ever After? Pre-and-Post Disaster Determinants of Happiness Among Survivors of Hurricane Katrina
    Journal of Happiness Studies, 2015, 16, (2), 427-442 Downloads View citations (16)
  2. What do Chinese macro announcements tell us about the world economy?
    Journal of International Money and Finance, 2015, 59, (C), 100-122 Downloads View citations (23)
    See also Working Paper What do Chinese Macro Announcements Tell Us About the World Economy?, Boston College Working Papers in Economics (2015) Downloads View citations (24) (2015)

2014

  1. Impact of state cigarette taxes on disparities in maternal smoking during pregnancy
    American Journal of Public Health, 2014, 104, (8), 1464-1470 Downloads View citations (3)

2013

  1. THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING
    Manchester School, 2013, 81, (2), 202-225 Downloads View citations (18)
    See also Working Paper The role of uncertainty in the transmission of monetary policy effects on bank lending, Boston College Working Papers in Economics (2008) Downloads View citations (3) (2008)
  2. The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity
    Review of International Economics, 2013, 21, (3), 459-474 Downloads View citations (6)
    See also Working Paper The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity, Boston College Working Papers in Economics (2012) Downloads View citations (5) (2012)

2012

  1. The effects of uncertainty and corporate governance on firms’ demand for liquidity
    Applied Economics, 2012, 44, (4), 515-525 Downloads View citations (3)
    See also Working Paper The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity, Boston College Working Papers in Economics (2009) Downloads (2009)

2011

  1. Richard Sperling (1961-2011)
    Stata Journal, 2011, 11, (2), 157-158
  2. The contextual effects of social capital on health: A cross-national instrumental variable analysis
    Social Science & Medicine, 2011, 73, (12), 1689-1697 Downloads View citations (31)
    See also Working Paper The contextual effects of social capital on health: a cross-national instrumental variable analysis, Boston College Working Papers in Economics (2011) Downloads View citations (39) (2011)
  3. The impact of the financial system's structure on firms' financial constraints
    Journal of International Money and Finance, 2011, 30, (4), 678-691 Downloads View citations (22)
    See also Working Paper The Impact of the Financial System's Structure on Firms' Financial Constraints, Boston College Working Papers in Economics (2010) Downloads View citations (10) (2010)
  4. USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES
    Journal of Economic Surveys, 2011, 25, (2), 380-394 View citations (6)
    See also Working Paper Using Stata for Applied Research: Reviewing its Capabilities, Boston College Working Papers in Economics (2010) Downloads (2010)

2010

  1. Macroeconomic uncertainty and credit default swap spreads
    Applied Financial Economics, 2010, 20, (15), 1163-1171 Downloads View citations (26)
    See also Working Paper Macroeconomic Uncertainty and Credit Default Swap Spreads, Boston College Working Papers in Economics (2010) Downloads View citations (26) (2010)
  2. On the investment sensitivity of debt under uncertainty
    Economics Letters, 2010, 106, (1), 25-27 Downloads View citations (27)
    See also Working Paper On the Investment Sensitivity of Debt under Uncertainty, Boston College Working Papers in Economics (2008) Downloads (2008)
  3. On the sensitivity of firms' investment to cash flow and uncertainty
    Oxford Economic Papers, 2010, 62, (2), 286-306 Downloads View citations (48)
    See also Working Paper On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty, Boston College Working Papers in Economics (2008) Downloads View citations (1) (2008)
  4. On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty
    Journal of International Money and Finance, 2010, 29, (1), 79-93 Downloads View citations (45)
    See also Working Paper On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty, Boston College Working Papers in Economics (2008) Downloads View citations (3) (2008)
  5. Parliamentary election cycles and the Turkish banking sector
    Journal of Banking & Finance, 2010, 34, (11), 2709-2719 Downloads View citations (42)
    See also Working Paper Parliamentary Election Cycles and the Turkish Banking Sector, Boston College Working Papers in Economics (2010) Downloads View citations (48) (2010)
  6. Stata tip 88: Efficiently evaluating elasticities with the margins command
    Stata Journal, 2010, 10, (2), 309-312 View citations (1)
  7. The impact of macroeconomic uncertainty on firms' changes in financial leverage
    International Journal of Finance & Economics, 2010, 15, (1), 22-30 Downloads View citations (13)
    See also Working Paper The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage, Boston College Working Papers in Economics (2008) Downloads (2008)

2009

  1. Evaluating concavity for production and cost functions
    Stata Journal, 2009, 9, (1), 161-165 Downloads View citations (10)
  2. Stata tip 73: append with care!
    Stata Journal, 2009, 9, (1), 166-168 Downloads
  3. THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS
    Economic Inquiry, 2009, 47, (2), 216-225 Downloads View citations (45)
    See also Working Paper The Effects of Uncertainty on the Leverage of Non-Financial Firms, Boston College Working Papers in Economics (2007) Downloads View citations (2) (2007)
  4. The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds
    Economics Letters, 2009, 102, (2), 87-89 Downloads View citations (45)
    See also Working Paper The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds, Boston College Working Papers in Economics (2008) Downloads View citations (11) (2008)

2008

  1. Political patronage in Ukrainian banking1
    The Economics of Transition, 2008, 16, (3), 537-557 Downloads View citations (17)
    See also Working Paper Political patronage in Ukranian banking, Boston College Working Papers in Economics (2008) Downloads View citations (1) (2008)
  2. Stata tip 63: Modeling proportions
    Stata Journal, 2008, 8, (2), 299-303 Downloads View citations (97)
  3. Uncertainty determinants of corporate liquidity
    Economic Modelling, 2008, 25, (5), 833-849 Downloads View citations (43)
    See also Working Paper Uncertainty Determinants of Corporate Liquidity, Working Papers (2006) Downloads View citations (8) (2006)
  4. Uncertainty determinants of firm investment
    Economics Letters, 2008, 98, (3), 282-287 Downloads View citations (41)
    See also Working Paper Uncertainty Determinants of Firm Investment, Boston College Working Papers in Economics (2007) Downloads View citations (2) (2007)

2007

  1. Enhanced routines for instrumental variables/generalized method of moments estimation and testing
    Stata Journal, 2007, 7, (4), 465-506 Downloads View citations (638)
  2. Stata tip 40: Taking care of business
    Stata Journal, 2007, 7, (1), 137-139 Downloads
  3. Stata tip 45: Getting those data into shape
    Stata Journal, 2007, 7, (2), 268-271 Downloads View citations (2)
  4. Ukrainische Banken: politische Patronage von Bedeutung
    DIW Wochenbericht, 2007, 74, (23), 367-371 Downloads

2006

  1. Dynamics of Intra-EMS Interest Rate Linkages
    Journal of Money, Credit and Banking, 2006, 38, (2), 469-482 Downloads View citations (21)
    See also Working Paper Dynamics of Intra-EMS Interest Rate Linkages, Boston College Working Papers in Economics (2004) Downloads View citations (2) (2004)
  2. Long-memory forecasting of US monetary indices
    Journal of Forecasting, 2006, 25, (4), 291-302 Downloads View citations (10)
    See also Working Paper Long-Memory Forecasting of U.S. Monetary Indices, Boston College Working Papers in Economics (2003) Downloads View citations (1) (2003)
  3. Stata tip 37: And the last shall be first
    Stata Journal, 2006, 6, (4), 588-589 Downloads
  4. Stata tip 38: Testing for groupwise heteroskedasticity
    Stata Journal, 2006, 6, (4), 590-592 Downloads View citations (4)
  5. The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity
    Review of Financial Economics, 2006, 15, (4), 289-304 Downloads View citations (50)
    Also in Review of Financial Economics, 2006, 15, (4), 289-304 (2006) Downloads View citations (4)

    See also Working Paper The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity, Boston College Working Papers in Economics (2005) Downloads View citations (26) (2005)

2005

  1. Stata: The language of choice for time-series analysis?
    Stata Journal, 2005, 5, (1), 46-63 Downloads View citations (30)
    See also Working Paper Stata: The language of choice for time series analysis?, Boston College Working Papers in Economics (2004) Downloads View citations (1) (2004)

2004

  1. A review of Stata 8.1 and its time series capabilities
    International Journal of Forecasting, 2004, 20, (1), 151-161 Downloads View citations (61)
    See also Working Paper A review of Stata 8.1 and its time series capabilities, Boston College Working Papers in Economics (2003) Downloads View citations (6) (2003)
  2. Nonlinear effects of exchange rate volatility on the volume of bilateral exports
    Journal of Applied Econometrics, 2004, 19, (1), 1-23 Downloads View citations (82)
    See also Working Paper Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports, Boston College Working Papers in Economics (2002) Downloads View citations (4) (2002)

2003

  1. Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums
    Journal of Macroeconomics, 2003, 25, (1), 109-122 Downloads View citations (14)
    See also Working Paper Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums, Boston College Working Papers in Economics (2001) Downloads View citations (2) (2001)
  2. Instrumental variables and GMM: Estimation and testing
    Stata Journal, 2003, 3, (1), 1-31 Downloads View citations (1036)
    See also Working Paper Instrumental variables and GMM: Estimation and testing, Boston College Working Papers in Economics (2003) Downloads View citations (1039) (2003)
  3. Sectoral fluctuations in U.K. firms' investment expenditures
    Economics Bulletin, 2003, 5, (13), 1-10 Downloads
    See also Working Paper Sectoral Fluctuations in U.K. Firms' Investment Expenditures, Boston College Working Papers in Economics (2003) Downloads View citations (2) (2003)
  4. The forward rate unbiasedness hypothesis reexamined: evidence from a new test
    Global Finance Journal, 2003, 14, (1), 83-93 Downloads View citations (12)

2002

  1. Exchange rate effects on the volume and variability of trade flows
    Journal of International Money and Finance, 2002, 21, (4), 481-496 Downloads View citations (49)
    See also Working Paper Exchange Rate Effects on the Volume and Variability of Trade Flows, Boston College Working Papers in Economics (2001) Downloads View citations (14) (2001)

2001

  1. A test for long-range dependence in a time series
    Stata Technical Bulletin, 2001, 10, (60) Downloads
  2. Compacting time series data
    Stata Technical Bulletin, 2001, 10, (57) Downloads
  3. Exchange Rate Uncertainty and Firm Profitability
    Journal of Macroeconomics, 2001, 23, (4), 565-576 Downloads View citations (34)
    See also Working Paper Exchange Rate Uncertainty and Firm Profitability, Boston College Working Papers in Economics (2000) Downloads View citations (3) (2000)
  4. Multivariate portmanteau (Q) test for white noise
    Stata Technical Bulletin, 2001, 10, (60) Downloads View citations (1)
  5. Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era
    Journal of International Money and Finance, 2001, 20, (3), 379-399 Downloads View citations (183)
    See also Working Paper Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era, Boston College Working Papers in Economics (1999) Downloads View citations (42) (1999)
  6. Residual diagnostics for cross-section time series regression models
    Stata Journal, 2001, 1, (1), 101-104 Downloads View citations (122)
  7. Test for autoregressive conditional heteroskedasticity in regression error distribution
    Stata Technical Bulletin, 2001, 10, (55) Downloads
  8. Tests for heteroskedasticity in regression error distribution
    Stata Technical Bulletin, 2001, 10, (55) Downloads
  9. Tests for long memory in a time series
    Stata Technical Bulletin, 2001, 10, (57) Downloads View citations (7)
  10. Tests for serial correlation in regression error distribution
    Stata Technical Bulletin, 2001, 10, (55) Downloads
  11. Tests for stationarity of a time series
    Stata Technical Bulletin, 2001, 10, (57) Downloads View citations (9)
  12. Tests for stationarity of a time series: update
    Stata Technical Bulletin, 2001, 10, (58) Downloads View citations (4)
  13. Utility for time series data
    Stata Technical Bulletin, 2001, 10, (57) Downloads View citations (2)
  14. Waves and persistence in merger and acquisition activity
    Economics Letters, 2001, 70, (2), 237-243 Downloads View citations (15)
    See also Working Paper Waves and Persistence in Merger and Acquisition Activity, Boston College Working Papers in Economics (1999) Downloads View citations (9) (1999)

2000

  1. Long memory in the Greek stock market
    Applied Financial Economics, 2000, 10, (2), 177-184 Downloads View citations (99)
    See also Working Paper Long Memory in the Greek Stock Market, Boston College Working Papers in Economics (1996) Downloads View citations (20) (1996)
  2. Metadata for user-written contributions to the Stata programming language
    Stata Technical Bulletin, 2000, 9, (52) Downloads
  3. Metadata for user-written contributions to the Stata programming language: extensions
    Stata Technical Bulletin, 2000, 9, (54) Downloads

1999

  1. Fractional monetary dynamics
    Applied Economics, 1999, 31, (11), 1393-1400 Downloads View citations (8)
    See also Working Paper Fractional Monetary Dynamics, Boston College Working Papers in Economics (1998) Downloads View citations (1) (1998)
  2. Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float?
    Journal of International Financial Markets, Institutions and Money, 1999, 9, (4), 359-376 Downloads View citations (54)
    See also Working Paper Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float?, Boston College Working Papers in Economics (1998) Downloads View citations (13) (1998)
  3. Persistence in International Inflation Rates
    Southern Economic Journal, 1999, 65, (4), 900-913 Downloads View citations (10)
    See also Working Paper Persistence in International Inflation Rates, Boston College Working Papers in Economics (1996) Downloads View citations (23) (1996)
  4. Q, Cash Flow and Investment: An Econometric Critique
    Review of Quantitative Finance and Accounting, 1999, 12, (1), 35-47 Downloads View citations (3)
    See also Working Paper Q, Cash Flow and Investment: An Econometric Critique, Boston College Working Papers in Economics (1996) Downloads (1996)

1998

  1. Fractional dynamics in Japanese financial time series
    Pacific-Basin Finance Journal, 1998, 6, (1-2), 115-124 Downloads View citations (16)
    See also Working Paper Fractional Dynamics in Japanese Financial Time Series, Boston College Working Papers in Economics (1996) Downloads View citations (2) (1996)
  2. Modelling Federal Reserve Discount Policy
    Computational Economics, 1998, 11, (1-2), 53-70 Downloads View citations (17)
    See also Working Paper Modelling Federal Reserve Discount Policy, Boston College Working Papers in Economics (1996) Downloads View citations (2) (1996)
  3. Reexamining the term structure of interest rates and the interwar demand for money
    Journal of Economics and Finance, 1998, 22, (2), 5-12 Downloads View citations (1)
    See also Working Paper Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money, Boston College Working Papers in Economics (1997) Downloads (1997)
  4. Stochastic long memory in traded goods prices
    Applied Economics Letters, 1998, 5, (3), 135-138 Downloads View citations (5)
    See also Working Paper Stochastic Long Memory in Traded Goods Prices, Boston College Working Papers in Economics (1997) Downloads View citations (1) (1997)

1997

  1. A nonparametric investigation of the 90-day t-bill rate
    Review of Financial Economics, 1997, 6, (2), 187-198 Downloads View citations (8)
    Also in Review of Financial Economics, 1997, 6, (2), 187-198 (1997) Downloads
  2. A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency
    Applied Financial Economics, 1997, 7, (6), 635-643 Downloads View citations (19)
    See also Working Paper A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency, Boston College Working Papers in Economics (1996) Downloads View citations (6) (1996)
  3. FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES
    Journal of Financial Research, 1997, 20, (3), 355-372 Downloads View citations (25)
    See also Working Paper Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates, Boston College Working Papers in Economics (1996) Downloads View citations (6) (1996)

1996

  1. Long-term dependence in stock returns
    Economics Letters, 1996, 53, (3), 253-259 Downloads View citations (87)
    See also Working Paper Long Term Dependence in Stock Returns, Boston College Working Papers in Economics (1996) Downloads View citations (90) (1996)
  2. Time‐varying risk premia in the foreign currency futures basis
    Journal of Futures Markets, 1996, 16, (7), 735-755 Downloads View citations (1)
    See also Working Paper Time-Varying Risk Premia in the Foreign Currency Futures Basis, Boston College Working Papers in Economics (1996) Downloads View citations (12) (1996)
  3. Tobin's Q, intangible capital, and financial policy
    Journal of Economics and Business, 1996, 48, (4), 387-400 Downloads View citations (5)

1992

  1. On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930
    Computer Science in Economics & Management, 1992, 5, (3), 221-46 View citations (3)

1991

  1. Tobin's q and measurement error: Caveat investigator
    Journal of Economics and Business, 1991, 43, (3), 241-252 Downloads View citations (5)

1990

  1. Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques
    Journal of Money, Credit and Banking, 1990, 22, (4), 465-77 Downloads View citations (5)

1988

  1. Dynamic adjustment of firms' capital structures in a varying-risk environment
    Journal of Economic Dynamics and Control, 1988, 12, (1), 127-133 Downloads
    See also Working Paper Dynamic Adjustment of Firms' Capital Structures in a Varying-Risk Environment, Boston College Working Papers in Economics (1988) Downloads (1988)
  2. Foreword
    Journal of Economic Dynamics and Control, 1988, 12, (1), 3-3 Downloads

1987

  1. The effects of price- and output-stabilising policies in an interdependent world economy
    Journal of Economic Dynamics and Control, 1987, 11, (2), 195-200 Downloads

1986

  1. Coordination of large macroeconomies'policies and the stability of small economies
    Journal of Economic Dynamics and Control, 1986, 10, (1-2), 21-25 Downloads

1983

  1. Activist policy and macroeconomic instability
    Economics Letters, 1983, 11, (1-2), 43-48 Downloads

1980

  1. On the sensitivity of optimal control solutions
    Journal of Economic Dynamics and Control, 1980, 2, (1), 205-208 Downloads

1979

  1. Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports
    Journal of Political Economy, 1979, 87, (1), 179-92 Downloads View citations (16)

1978

  1. A Logit Analysis of the Factor Content of West German Foreign Trade
    Review of World Economics (Weltwirtschaftliches Archiv), 1978, 114, 328-338 View citations (2)
    Also in Review of World Economics (Weltwirtschaftliches Archiv), 1978, 114, (2), 328-338 (1978) Downloads View citations (2)

1977

  1. An empirical analysis of the composition of manufacturing employment in the industrialized countries
    European Economic Review, 1977, 9, (1), 1-19 Downloads View citations (1)

Books

2021

  1. Environmental Econometrics Using Stata
    Stata Press books, StataCorp LP Downloads View citations (4)

2015

  1. An Introduction to Stata Programming, Second Edition
    Stata Press books, StataCorp LP Downloads View citations (2)

2006

  1. An Introduction to Modern Econometrics using Stata
    Stata Press books, StataCorp LP Downloads View citations (619)

Chapters

1985

  1. Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977
    A chapter in Corporate Capital Structures in the United States, 1985, pp 81-116 Downloads View citations (1)
    See also Working Paper Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977, National Bureau of Economic Research, Inc (1983) Downloads (1983)

Software Items

2024

  1. ACTEST: Stata module to perform Cumby-Huizinga general test for autocorrelation in time series
    Statistical Software Components, Boston College Department of Economics Downloads
  2. IVREG2M: Stata module to identify treatment-effects estimates with potentially misreported and endogenous program participation
    Statistical Software Components, Boston College Department of Economics Downloads
  3. NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating
    Statistical Software Components, Boston College Department of Economics Downloads
  4. TVGC: Stata module to perform Time-Varying Granger Causality tests
    Statistical Software Components, Boston College Department of Economics Downloads

2023

  1. GPHUDAK: Stata module to estimate long memory in a timeseries
    Statistical Software Components, Boston College Department of Economics Downloads
  2. IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation
    Statistical Software Components, Boston College Department of Economics Downloads View citations (52)
  3. LOG2HTML: Stata module to produce HTML log files
    Statistical Software Components, Boston College Department of Economics Downloads
  4. PWCOV: Stata module to compute pairwise covariances
    Statistical Software Components, Boston College Department of Economics Downloads
  5. WHITTLE: Stata module to compute long-memory parameter via Whittle method
    Statistical Software Components, Boston College Department of Economics Downloads
  6. XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in panel data model
    Statistical Software Components, Boston College Department of Economics Downloads

2022

  1. 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
    Statistical Software Components, Boston College Department of Economics Downloads
  2. 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
    Statistical Software Components, Boston College Department of Economics Downloads
  3. RADF: Stata module to calculate unit root tests for explosive behaviour
    Statistical Software Components, Boston College Department of Economics Downloads
  4. SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users
    Statistical Software Components, Boston College Department of Economics Downloads

2021

  1. BCUSE: Stata module to access instructional datasets on Boston College server
    Statistical Software Components, Boston College Department of Economics Downloads
  2. DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method
    Statistical Software Components, Boston College Department of Economics Downloads View citations (9)
  3. DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy
    Statistical Software Components, Boston College Department of Economics Downloads
  4. IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments
    Statistical Software Components, Boston College Department of Economics Downloads
  5. SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method
    Statistical Software Components, Boston College Department of Economics Downloads

2020

  1. ARIMASEL: Stata module to compute selection criteria for ARMA(p,q) models
    Statistical Software Components, Boston College Department of Economics Downloads
  2. CUSUM9: Stata module to compute cusum, cusum^2 stability tests
    Statistical Software Components, Boston College Department of Economics Downloads
  3. OVERID: Stata module to conduct postestimation tests of overidentification
    Statistical Software Components, Boston College Department of Economics Downloads View citations (9)
  4. XTILETEST: Stata module to test equality of percentiles across groups of observations
    Statistical Software Components, Boston College Department of Economics Downloads

2019

  1. LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test
    Statistical Software Components, Boston College Department of Economics Downloads

2018

  1. CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks
    Statistical Software Components, Boston College Department of Economics Downloads View citations (2)
  2. FCSTATS: Stata module to compute time series forecast accuracy statistics
    Statistical Software Components, Boston College Department of Economics Downloads
  3. KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity
    Statistical Software Components, Boston College Department of Economics Downloads

2016

  1. GRPDF: Stata module to produce PDFs from memory graphs
    Statistical Software Components, Boston College Department of Economics Downloads

2015

  1. 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
    Statistical Software Components, Boston College Department of Economics Downloads
  2. CMAXUSE: Stata module to access Cmax instructional datasets
    Statistical Software Components, Boston College Department of Economics Downloads
  3. IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10)
    Statistical Software Components, Boston College Department of Economics Downloads
  4. IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9)
    Statistical Software Components, Boston College Department of Economics Downloads View citations (2)
  5. ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break
    Statistical Software Components, Boston College Department of Economics Downloads View citations (2)
  6. dspace2redif.pl, a script converting DSpace metadata to ReDIF
    RePEc scripts, RePEc Team Downloads

2014

  1. OUTTABLE: Stata module to write matrix to LaTeX table
    Statistical Software Components, Boston College Department of Economics Downloads

2013

  1. BIDENSITY: Stata module to produce and graph bivariate density estimates
    Statistical Software Components, Boston College Department of Economics Downloads
  2. IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation
    Statistical Software Components, Boston College Department of Economics Downloads
  3. STATICFC: Stata module to compute static forecasts for a recursive rolling regression
    Statistical Software Components, Boston College Department of Economics Downloads
  4. TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values
    Statistical Software Components, Boston College Department of Economics Downloads

2012

  1. KDENS2: Stata module to estimate bivariate kernel density
    Statistical Software Components, Boston College Department of Economics Downloads

2011

  1. IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8)
    Statistical Software Components, Boston College Department of Economics Downloads View citations (3)
  2. TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation
    Statistical Software Components, Boston College Department of Economics Downloads

2010

  1. ITSP_ADO: Stata module to accompany Introduction to Stata Programming book
    Statistical Software Components, Boston College Department of Economics Downloads
  2. LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias
    Statistical Software Components, Boston College Department of Economics Downloads

2009

  1. HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data
    Statistical Software Components, Boston College Department of Economics Downloads
  2. OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality
    Statistical Software Components, Boston College Department of Economics Downloads View citations (1)

2008

  1. HLP2PDF: Stata module to create PDF or PostScript from Stata help file
    Statistical Software Components, Boston College Department of Economics Downloads
  2. PWCORR2: Stata module to compute pairwise correlations and return results
    Statistical Software Components, Boston College Department of Economics Downloads
  3. QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients
    Statistical Software Components, Boston College Department of Economics Downloads

2007

  1. CHECKREG3: Stata module to check identification status of simultaneous equations system
    Statistical Software Components, Boston College Department of Economics Downloads
  2. IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test
    Statistical Software Components, Boston College Department of Economics Downloads View citations (3)
  3. IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg
    Statistical Software Components, Boston College Department of Economics Downloads View citations (2)
  4. MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel
    Statistical Software Components, Boston College Department of Economics Downloads
  5. NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends
    Statistical Software Components, Boston College Department of Economics Downloads
  6. ORSE: Stata module to save odds ratios and their standard errors after logit, ologit
    Statistical Software Components, Boston College Department of Economics Downloads
  7. PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit
    Statistical Software Components, Boston College Department of Economics Downloads View citations (4)
  8. ROLLING2: Stata module to perform rolling window and recursive estimation
    Statistical Software Components, Boston College Department of Economics Downloads
  9. URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates
    Statistical Software Components, Boston College Department of Economics Downloads

2006

  1. BKING: Stata module to implement Baxter-King filter for timeseries data
    Statistical Software Components, Boston College Department of Economics Downloads
  2. BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data
    Statistical Software Components, Boston College Department of Economics Downloads
  3. CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data
    Statistical Software Components, Boston College Department of Economics Downloads
  4. FRACDIFF: Stata module to generate fractionally-differenced timeseries
    Statistical Software Components, Boston College Department of Economics Downloads View citations (2)
  5. LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test
    Statistical Software Components, Boston College Department of Economics Downloads View citations (2)
  6. LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries
    Statistical Software Components, Boston College Department of Economics Downloads
  7. MADFULLER: Stata module to perform Dickey-Fuller test on panel data
    Statistical Software Components, Boston College Department of Economics Downloads View citations (1)
  8. MODLPR: Stata module to estimate long memory in a timeseries
    Statistical Software Components, Boston College Department of Economics Downloads
  9. ROBLPR: Stata module to estimate long memory in a set of timeseries
    Statistical Software Components, Boston College Department of Economics Downloads
  10. SEMEAN: Stata module to compute standard error of mean (optionally from transformed data)
    Statistical Software Components, Boston College Department of Economics Downloads
  11. TORATS: Stata module to facilitate transfer of data to RATS
    Statistical Software Components, Boston College Department of Economics Downloads

2005

  1. MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel
    Statistical Software Components, Boston College Department of Economics Downloads
  2. ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise
    Statistical Software Components, Boston College Department of Economics Downloads
  3. ROLLREG: Stata module to perform rolling regression estimation
    Statistical Software Components, Boston College Department of Economics Downloads
  4. SPEARMAN2: Stata module to calculate Spearman rank correlations, extended
    Statistical Software Components, Boston College Department of Economics Downloads
  5. STATSMAT: Stata module to place descriptive statistics in matrix
    Statistical Software Components, Boston College Department of Economics Downloads
  6. bejeap2.pl, a script converting OAI data to ReDIF with Unicode support
    RePEc scripts, RePEc Team Downloads

2004

  1. BETACOEF: Stata module to calculate beta coefficients from regression
    Statistical Software Components, Boston College Department of Economics Downloads
  2. IVGMM0: Stata module to perform instrumental variables via GMM
    Statistical Software Components, Boston College Department of Economics Downloads
  3. MATIN4-MATOUT4: Stata module to import and export matrices
    Statistical Software Components, Boston College Department of Economics Downloads
  4. TSLIST: Stata module to list time series data
    Statistical Software Components, Boston College Department of Economics Downloads
  5. TSMKTIM: Stata module to generate time-series calendar variable
    Statistical Software Components, Boston College Department of Economics Downloads

2003

  1. DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates
    Statistical Software Components, Boston College Department of Economics Downloads View citations (3)
  2. HADRILM: Stata module to perform Hadri panel unit root test
    Statistical Software Components, Boston College Department of Economics Downloads
  3. PANELAUTO: Stata module to support tests for autocorrelation on panel data
    Statistical Software Components, Boston College Department of Economics Downloads
  4. PANELUNIT: Stata module to support unit root tests on panel data
    Statistical Software Components, Boston College Department of Economics Downloads
  5. TSGRAPH: Stata module to produce time series line graph
    Statistical Software Components, Boston College Department of Economics Downloads
  6. bejeap.pl, a script converting OAI data to ReDIF
    RePEc scripts, RePEc Team Downloads

2002

  1. AVPLOT3: Stata module to generate partial regression plots for subsamples
    Statistical Software Components, Boston College Department of Economics Downloads
  2. BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation
    Statistical Software Components, Boston College Department of Economics Downloads
  3. DURBINH: Stata module to calculate Durbin's h test for serial correlation
    Statistical Software Components, Boston College Department of Economics Downloads
  4. GENEIGEN: Stata module to calculate eigenvalues of a real general matrix
    Statistical Software Components, Boston College Department of Economics Downloads
  5. VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6)
    Statistical Software Components, Boston College Department of Economics Downloads
  6. VECAR: Stata module to estimate vector autoregressive (VAR) models
    Statistical Software Components, Boston College Department of Economics Downloads
  7. WHITETST: Stata module to perform White's test for heteroskedasticity
    Statistical Software Components, Boston College Department of Economics Downloads
  8. WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test
    Statistical Software Components, Boston College Department of Economics Downloads
  9. cdl-ciders.pl, a script converting XML data to ReDIF
    RePEc scripts, RePEc Team Downloads

2001

  1. ARRANGEDAR: RATS procedures to calculate arranged autoregressions
    Computational Economics Software Archive, Kluwer Academic Publishers Downloads
  2. DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test
    Statistical Software Components, Boston College Department of Economics Downloads View citations (1)
  3. HEGY4: Stata module to compute Hylleberg et al seasonal unit root test
    Statistical Software Components, Boston College Department of Economics Downloads
  4. OUTSERIES: Stata module to write timeseries to text files
    Statistical Software Components, Boston College Department of Economics Downloads
  5. TOSQL: Stata module to transfer data to SQL database
    Statistical Software Components, Boston College Department of Economics Downloads
  6. XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity
    Statistical Software Components, Boston College Department of Economics Downloads View citations (2)
  7. aer.pl, a script converting XML data to ReDIF
    RePEc scripts, RePEc Team Downloads

2000

  1. CUSUM6: Stata module to compute cusum, cusum^2 stability tests
    Statistical Software Components, Boston College Department of Economics Downloads
  2. FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries
    Statistical Software Components, Boston College Department of Economics Downloads View citations (2)
  3. GHISTCUM: Stata module to graph histogram and cumulative distribution
    Statistical Software Components, Boston College Department of Economics Downloads
  4. ectj.pl, a script converting html data to ReDIF
    RePEc scripts, RePEc Team Downloads
  5. imfocpcvt.pl, a script converting html data to ReDIF
    RePEc scripts, RePEc Team Downloads

1999

  1. ARCH: MATLAB function to compute ARCH test
    Statistical Software Components, Boston College Department of Economics Downloads
  2. ARCHLM: Stata module to calculate LM test for ARCH effects
    Statistical Software Components, Boston College Department of Economics Downloads
  3. ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model
    Statistical Software Components, Boston College Department of Economics Downloads
  4. BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity
    Statistical Software Components, Boston College Department of Economics Downloads
  5. CNSRSIG: Stata module to evaluate validity of restrictions on a regression
    Statistical Software Components, Boston College Department of Economics Downloads
  6. QSTAT2: MATLAB function to compute Ljung-Box Q statistic
    Statistical Software Components, Boston College Department of Economics Downloads
  7. rjeyr.pl, a script converting html data to ReDIF
    RePEc scripts, RePEc Team Downloads

1998

  1. GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries
    Statistical Software Components, Boston College Department of Economics Downloads

1997

  1. GPHROB: RATS modules to perform tests for fractional integration of timeseries
    Statistical Software Components, Boston College Department of Economics Downloads

1996

  1. ARFIMAFC: RATS modules to forecast fractionally differenced timeseries
    Statistical Software Components, Boston College Department of Economics Downloads

Editor

  1. 2013 Stata Conference
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    Stata Users Group
  15. Boston College Working Papers in Economics
    Boston College Department of Economics
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    Kluwer Academic Publishers
  21. Computing in Economics and Finance 1996
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  23. Computing in Economics and Finance 1999
    Society for Computational Economics
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    Society for Computational Economics
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    Society for Computational Economics
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    Society for Computational Economics
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    Society for Computational Economics
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    Society for Computational Economics
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    Society for Computational Economics
  30. Computing in Economics and Finance 2006
    Society for Computational Economics
  31. DC09 Stata Conference
    Stata Users Group
  32. Dutch-German Stata Users' Group Meetings 2002
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  33. Economics Virtual Symposium 2021
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  42. German Stata Users' Group Meetings 2008
    Stata Users Group
  43. German Stata Users' Group Meetings 2009
    Stata Users Group
  44. German Stata Users' Group Meetings 2010
    Stata Users Group
  45. German Stata Users' Group Meetings 2011
    Stata Users Group
  46. German Stata Users' Group Meetings 2012
    Stata Users Group
  47. German Stata Users' Group Meetings 2013
    Stata Users Group
  48. German Stata Users' Group Meetings 2014
    Stata Users Group
  49. German Stata Users' Group Meetings 2017
    Stata Users Group
  50. German Stata Users' Group Meetings 2019
    Stata Users Group
  51. German Stata Users' Group Meetings 2022
    Stata Users Group
  52. Instructional Stata datasets for econometrics
    Boston College Department of Economics
  53. Italian Stata Users' Group Meetings 2008
    Stata Users Group
  54. Italian Stata Users' Group Meetings 2009
    Stata Users Group
  55. Italian Stata Users' Group Meetings 2010
    Stata Users Group
  56. Italian Stata Users' Group Meetings 2011
    Stata Users Group
  57. Italian Stata Users' Group Meetings 2012
    Stata Users Group
  58. Italian Stata Users' Group Meetings 2013
    Stata Users Group
  59. Italian Stata Users' Group Meetings 2014
    Stata Users Group
  60. Italian Stata Users' Group Meetings 2022
    Stata Users Group
  61. London Stata Conference 2018
    Stata Users Group
  62. London Stata Conference 2019
    Stata Users Group
  63. London Stata Conference 2020
    Stata Users Group
  64. London Stata Conference 2021
    Stata Users Group
  65. London Stata Conference 2022
    Stata Users Group
  66. Mexican Stata Users' Group Meetings 2009
    Stata Users Group
  67. Mexican Stata Users' Group Meetings 2010
    Stata Users Group
  68. Mexican Stata Users' Group Meetings 2011
    Stata Users Group
  69. Mexican Stata Users' Group Meetings 2013
    Stata Users Group
  70. Nordic and Baltic Stata Users' Group Meeting 2019
    Stata Users Group
  71. Nordic and Baltic Stata Users' Group Meetings 2007
    Stata Users Group
  72. North American Stata Users' Group Meetings 2001
    Stata Users Group
  73. North American Stata Users' Group Meetings 2003
    Stata Users Group
  74. North American Stata Users' Group Meetings 2004
    Stata Users Group
  75. North American Stata Users' Group Meetings 2005
    Stata Users Group
  76. North American Stata Users' Group Meetings 2006
    Stata Users Group
  77. North American Stata Users' Group Meetings 2007
    Stata Users Group
  78. Northern European Stata Conference 2023
    Stata Users Group
  79. Portugal Stata Conference 2020
    Stata Users Group
  80. Portuguese Stata Users' Group Meetings 2010
    Stata Users Group
  81. SAN12 Stata Conference
    Stata Users Group
  82. Statistical Software Components
    Boston College Department of Economics
  83. Summer North American Stata Users' Group Meetings 2008
    Stata Users Group
  84. Swiss Stata Conference 2022
    Stata Users Group
  85. UK Stata Conference 2023
    Stata Users Group
  86. United Kingdom Stata Users' Group Meetings 2001
    Stata Users Group
  87. United Kingdom Stata Users' Group Meetings 2002
    Stata Users Group
  88. United Kingdom Stata Users' Group Meetings 2003
    Stata Users Group
  89. United Kingdom Stata Users' Group Meetings 2004
    Stata Users Group
  90. United Kingdom Stata Users' Group Meetings 2005
    Stata Users Group
  91. United Kingdom Stata Users' Group Meetings 2006
    Stata Users Group
  92. United Kingdom Stata Users' Group Meetings 2007
    Stata Users Group
  93. United Kingdom Stata Users' Group Meetings 2008
    Stata Users Group
  94. United Kingdom Stata Users' Group Meetings 2009
    Stata Users Group
  95. United Kingdom Stata Users' Group Meetings 2010
    Stata Users Group
  96. United Kingdom Stata Users' Group Meetings 2011
    Stata Users Group
  97. United Kingdom Stata Users' Group Meetings 2012
    Stata Users Group
  98. United Kingdom Stata Users' Group Meetings 2013
    Stata Users Group
  99. United Kingdom Stata Users' Group Meetings 2014
    Stata Users Group
  100. United Kingdom Stata Users' Group Meetings 2015
    Stata Users Group
  101. United Kingdom Stata Users' Group Meetings 2016
    Stata Users Group
  102. United Kingdom Stata Users' Group Meetings 2017
    Stata Users Group
  103. West Coast Stata Users' Group Meetings 2007
    Stata Users Group
 
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