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 2023-04-23. Update your information in the RePEc Author Service.

Short-id: pba1

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Working Papers

2022

1. Drivers of COVID-19 deaths in the United States: A two-stage modeling approach
   Swiss Stata Conference 2022, Stata Users Group
   Also in 2022 Stata Conference, Stata Users Group (2022)
2. 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
   Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2021) View citations (2)
   See also Journal Article in Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research (2021)
3. Impact of proximity to gas production activity on birth outcomes across the US
   London Stata Conference 2022, Stata Users Group
4. 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
   Also in Boston College Working Papers in Economics, Boston College Department of Economics (2022)

2021

5. Drivers of COVID-19 Outcomes: Evidence from a Heterogeneous SAR Panel Data Model
   London Stata Conference 2021, Stata Users Group
   Also in 2021 Stata Conference, Stata Users Group (2021)
6. 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
7. Testing for time-varying Granger causality
   Economics Virtual Symposium 2021, Stata Users Group
   See also Journal Article in Stata Journal (2022)
8. The Stata module for CUB models for rating data analysis
   London Stata Conference 2021, Stata Users Group
9. The impact of offshoring on productivity and innovation: Evidence from Swedish manufacturing firms
   Boston College Working Papers in Economics, Boston College Department of Economics

2020

10. 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
11. 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 View citations (1)
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2020) View citations (1)
12. Occupational Sorting and Wage Gaps of Refugees
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in GLO Discussion Paper Series, Global Labor Organization (GLO) (2020)
    Portugal Stata Conference 2020, Stata Users Group (2020)
    MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT) (2020)
    GLO Discussion Paper Series, Global Labor Organization (GLO) (2020)
13. Socioeconomic Factors influencing the Spatial Spread of COVID-19 in the United States
    London Stata Conference 2020, Stata Users Group View citations (4)
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2020) View citations (3)
14. 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
    Also in London Stata Conference 2019, Stata Users Group (2019)
15. 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 View citations (1)
16. Unit root tests for explosive behaviour
    London Stata Conference 2020, Stata Users Group View citations (4)
    See also Journal Article in Stata Journal (2021)

2019

17. Advice on using heteroscedasticity based identification
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (36)
    See also Journal Article in Stata Journal (2019)
18. 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 View citations (3)
    See also Journal Article in Energy Economics (2021)

2018

19. 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
20. Economic impact of STEM immigrant workers
    GLO Discussion Paper Series, Global Labor Organization (GLO)
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2018)
    Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies (2018)
21. 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 View citations (2)
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2017) View citations (1)
    See also Journal Article in Industry and Innovation (2019)
22. Implementing the Leybourne-Taylor test for seasonal unit roots in Stata
    London Stata Conference 2018, Stata Users Group
23. 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 View citations (5)
    See also Journal Article in Energy Economics (2019)
24. Migrant STEM Entrepreneurs
    Boston College Working Papers in Economics, Boston College Department of Economics
    Also in Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies (2018)
25. 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
26. 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
27. 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
28. The Economic Determinants of Crime: an Approach through Responsiveness Scores
    Boston College Working Papers in Economics, Boston College Department of Economics
29. The Impact of Uncertainty on Financial Institutions
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (1)

2017

30. Capital Flows and Financial Stability in Emerging Economies
    ADB Economics Working Paper Series, Asian Development Bank View citations (4)
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2017) View citations (5)
31. Refugees in Sweden: Economic integration and wage convergence
    EcoMod2017, EcoMod
32. Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test
    2017 Stata Conference, Stata Users Group View citations (5)
    Also in United Kingdom Stata Users' Group Meetings 2017, Stata Users Group (2017) View citations (5)

2016

33. Analyzing volatility shocks to Eurozone CDS spreads with a multicountry GMM model in Stata
    United Kingdom Stata Users' Group Meetings 2016, Stata Users Group
34. Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter?
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (7)
    See also Journal Article in Empirical Economics (2017)
35. Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (7)
36. Corporate Financial Policy and the Value of Cash under Uncertainty
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (3)
    See also Journal Article in International Journal of Managerial Finance (2017)
37. Estimating a dose-response function with heterogeneous response to confounders when treatment is continuous and endogenous
    EcoMod2016, EcoMod View citations (1)
38. Modeling Rating Transition Matrices for Wholesale Loan Portfolios
    2016 Stata Conference, Stata Users Group
39. The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (14)
    See also Journal Article in Economics & Human Biology (2016)

2015

40. A New Approach to Estimation of the R&D-Innovation-Productivity Relationship
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (5)
    Also in Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies (2015) View citations (4)
    EcoMod2015, EcoMod (2015) View citations (6)
    See also Journal Article in Economics of Innovation and New Technology (2017)
41. A large-scale application of Stata's forecast suite: challenges and potential
    United Kingdom Stata Users' Group Meetings 2015, Stata Users Group
42. Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach
    EcoMod2015, EcoMod
43. Openness and financial stability
    EcoMod2015, EcoMod View citations (2)
44. What do Chinese Macro Announcements Tell Us About the World Economy?
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (24)
    See also Journal Article in Journal of International Money and Finance (2015)

2014

45. Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises
    EcoMod2014, EcoMod View citations (3)
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2014) View citations (6)
    NBP Working Papers, Narodowy Bank Polski (2014) View citations (6)
    See also Journal Article in Journal of Financial Stability (2016)
46. Extending Stata's capabilities for asymptotic covariance matrix estimation
    United Kingdom Stata Users' Group Meetings 2014, Stata Users Group
47. 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 View citations (6)
    See also Journal Article in Energy Economics (2016)

2013

48. A general approach to testing for autocorrelation
    United Kingdom Stata Users' Group Meetings 2013, Stata Users Group View citations (4)
    Also in 2013 Stata Conference, Stata Users Group (2013) View citations (4)
49. Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises
    Ratio Working Papers, The Ratio Institute View citations (7)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2013) View citations (7)
50. Implementing new econometric tools in Stata
    Mexican Stata Users' Group Meetings 2013, Stata Users Group View citations (6)
51. Instrumental variables estimation using heteroskedasticity-based instruments
    German Stata Users' Group Meetings 2013, Stata Users Group View citations (21)
    Also in United Kingdom Stata Users' Group Meetings 2012, Stata Users Group (2012) View citations (65)
52. Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey
    EcoMod2013, EcoMod

2012

53. A simple alternative to the linear probability model for binary choice models with endogenous regressors
    German Stata Users' Group Meetings 2012, Stata Users Group View citations (3)
54. Binary choice models with endogenous regressors
    SAN12 Stata Conference, Stata Users Group View citations (122)
55. R&D Expenditures and Geographical Sales Diversification
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (2)
    See also Journal Article in Manchester School (2016)
56. The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (5)
    See also Journal Article in Review of International Economics (2013)

2011

57. An interpretation and implementation of the Theil-Goldberger 'mixed' estimator
    CHI11 Stata Conference, Stata Users Group
58. Evaluating one-way and two-way cluster–robust covariance matrix estimates
    German Stata Users' Group Meetings 2011, Stata Users Group View citations (4)
    Also in BOS10 Stata Conference, Stata Users Group (2010) View citations (5)
    United Kingdom Stata Users' Group Meetings 2010, Stata Users Group (2010) View citations (6)
59. 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 View citations (38)
    See also Journal Article in Social Science & Medicine (2011)

2010

60. 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.
61. Does the Tenure of Private Equity Investment Improve the Performance of European Firms?
    Working Paper / FINESS, DIW Berlin, German Institute for Economic Research View citations (1)
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2010) View citations (1)
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2010) View citations (1)
62. Macroeconomic Uncertainty and Credit Default Swap Spreads
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (23)
63. Parliamentary Election Cycles and the Turkish Banking Sector
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (40)
    Also in University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK. (2010) View citations (39)
    See also Journal Article in Journal of Banking & Finance (2010)
64. 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. View citations (1)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2009) View citations (3)
65. The Impact of the Financial System's Structure on Firms' Financial Constraints
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (10)
    See also Journal Article in Journal of International Money and Finance (2011)
66. Using Stata for Applied Research: Reviewing its Capabilities
    Boston College Working Papers in Economics, Boston College Department of Economics
    See also Journal Article in Journal of Economic Surveys (2011)

2009

67. Implementing econometric estimators with Mata
    United Kingdom Stata Users' Group Meetings 2009, Stata Users Group
    Also in DC09 Stata Conference, Stata Users Group (2009)
68. The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity
    Boston College Working Papers in Economics, Boston College Department of Economics
    See also Journal Article in Applied Economics (2012)
69. Using Mata to work more effectively with Stata: A tutorial
    German Stata Users' Group Meetings 2009, Stata Users Group
    Also in United Kingdom Stata Users' Group Meetings 2008, Stata Users Group (2008) View citations (1)
    Fall North American Stata Users' Group Meetings 2008, Stata Users Group (2008) View citations (1)

2008

70. On the Investment Sensitivity of Debt under Uncertainty
    Boston College Working Papers in Economics, Boston College Department of Economics
    See also Journal Article in Economics Letters (2010)
71. On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (1)
    See also Journal Article in Oxford Economic Papers (2010)
72. 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 View citations (3)
    See also Journal Article in Journal of International Money and Finance (2010)
73. Political patronage in Ukranian banking
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (1)
    See also Journal Article in The Economics of Transition (2008)
74. The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage
    Boston College Working Papers in Economics, Boston College Department of Economics
    See also Journal Article in International Journal of Finance & Economics (2010)
75. The Volatility of International Trade Flows and Exchange Rate Uncertainty
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (2)
76. 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 View citations (3)
    See also Journal Article in Manchester School (2013)
77. 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 View citations (11)
    See also Journal Article in Economics Letters (2009)
78. Using instrumental variables techniques in economics and finance
    German Stata Users' Group Meetings 2008, Stata Users Group View citations (10)

2007

79. 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 View citations (3)
80. Enhanced routines for instrumental variables/GMM estimation and testing
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (345)
    Also in CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University (2007) View citations (370)
81. Instrumental variables: Overview and advances
    United Kingdom Stata Users' Group Meetings 2007, Stata Users Group View citations (7)
82. Powerful new tools for time series analysis
    North American Stata Users' Group Meetings 2007, Stata Users Group
83. Should you become a Stata programmer?
    German Stata Users' Group Meetings 2007, Stata Users Group
84. 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 View citations (17)
85. 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 View citations (13)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2006) View citations (13)
86. The Effects of Uncertainty on the Leverage of Non-Financial Firms
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (2)
    See also Journal Article in Economic Inquiry (2009)
87. Uncertainty Determinants of Firm Investment
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (2)
    See also Journal Article in Economics Letters (2008)

2006

88. Firm Investment and Financial Frictions
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (2)
89. The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (3)
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2006) View citations (2)
90. Time series filtering techniques in Stata
    United Kingdom Stata Users' Group Meetings 2006, Stata Users Group View citations (7)
    Also in North American Stata Users' Group Meetings 2006, Stata Users Group (2006) View citations (7)
91. Uncertainty Determinants of Corporate Liquidity
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (2)
    Also in Working Papers, Business School - Economics, University of Glasgow (2006) View citations (8)
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2006)
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group (2005)
    See also Journal Article in Economic Modelling (2008)

2005

92. A little bit of Stata programming goes a long way
    United Kingdom Stata Users' Group Meetings 2005, Stata Users Group
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2005)
93. Macroeconomics Uncertainty and Firm Leverage
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group View citations (1)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2004) View citations (5)
94. The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (26)
    Also in Working Papers, Business School - Economics, University of Glasgow (2005)
    See also Journal Article in Review of Financial Economics (2006)
95. The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty
    Working Papers, Business School - Economics, University of Glasgow View citations (13)
    Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2004) View citations (17)
    Computing in Economics and Finance 2004, Society for Computational Economics (2004) View citations (17)
96. cron, perl and Stata: automated production and presentation of a business-daily index
    North American Stata Users' Group Meetings 2005, Stata Users Group

2004

97. Dynamics of Intra-EMS Interest Rate Linkages
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (2)
    Also in Computing in Economics and Finance 2002, Society for Computational Economics (2002) View citations (1)
    See also Journal Article in Journal of Money, Credit and Banking (2006)
98. 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 View citations (8)
99. Rolling Regressions with Stata
    North American Stata Users' Group Meetings 2004, Stata Users Group
100. Stata: The language of choice for time series analysis?
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (1)
     See also Journal Article in Stata Journal (2005)
101. The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms
     Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (12)
     Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2004) View citations (5)
     ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research (2004) View citations (4)
     Computing in Economics and Finance 2003, Society for Computational Economics (2003) View citations (9)
102. Topics in time series regression modeling
     United Kingdom Stata Users' Group Meetings 2004, Stata Users Group View citations (4)

2003

103. A review of Stata 8.1 and its time series capabilities
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (6)
     See also Journal Article in International Journal of Forecasting (2004)
104. Instrumental variables and GMM: Estimation and testing
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (986)
     Also in North American Stata Users' Group Meetings 2003, Stata Users Group (2002) View citations (52)
     United Kingdom Stata Users' Group Meetings 2003, Stata Users Group (2002) View citations (117)
     See also Journal Article in Stata Journal (2003)
105. Long-Memory Forecasting of U.S. Monetary Indices
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (1)
     See also Journal Article in Journal of Forecasting (2006)
106. Nearest-Neighbor Forecasts of U.S. Interest Rates
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (8)
107. Sectoral Fluctuations in U.K. Firms' Investment Expenditures
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (2)
     Also in Working Papers, University of Liverpool, Department of Economics (2002)
     See also Journal Article in Economics Bulletin (2003)
108. The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (2)

2002

109. Facilitating Applied Economic Research with Stata
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (1)
110. Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (4)
     See also Journal Article in Journal of Applied Econometrics (2004)
111. The Impact of Macroeconomic Uncertainty on Bank Lending Behavior
     Working Papers, University of Liverpool, Department of Economics View citations (21)
     Also in Computing in Economics and Finance 2002, Society for Computational Economics (2002) View citations (20)

2001

112. Efficient Management of Multi-Frequency Panel Data with Stata
     North American Stata Users' Group Meetings 2001, Stata Users Group
     Also in United Kingdom Stata Users' Group Meetings 2001, Stata Users Group (2001)
113. Exchange Rate Effects on the Volume and Variability of Trade Flows
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (14)
     Also in Working Papers, Koc University (1998)
     See also Journal Article in Journal of International Money and Finance (2002)
114. 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 View citations (9)
     Also in CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance (2000) View citations (9)
115. 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 View citations (2)
     See also Journal Article in Journal of Macroeconomics (2003)

2000

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

1999

121. Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (42)
     See also Journal Article in Journal of International Money and Finance (2001)
122. Waves and Persistence in Merger and Acquisition Activity
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (9)
     See also Journal Article in Economics Letters (2001)

1998

123. Fractional Monetary Dynamics
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (1)
     See also Journal Article in Applied Economics (1999)
124. 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 View citations (13)
     See also Journal Article in Journal of International Financial Markets, Institutions and Money (1999)

1997

125. Credible Disinflation Policy in a Dynamic Setting
     Boston College Working Papers in Economics, Boston College Department of Economics
126. Long Memory and Forecasting in Euroyen Deposit Rates
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (9)
127. Monetary Policy in the Transition to a Zero Federal Deficit
     Boston College Working Papers in Economics, Boston College Department of Economics
128. 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 View citations (1)
129. Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money
     Boston College Working Papers in Economics, Boston College Department of Economics
     See also Journal Article in Journal of Economics and Finance (1998)
130. Stochastic Long Memory in Traded Goods Prices
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (1)
     See also Journal Article in Applied Economics Letters (1998)
131. 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 View citations (1)
     Also in Computing in Economics and Finance 1997, Society for Computational Economics View citations (1)

1996

132. 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 View citations (6)
133. Fractional Cointegration Analysis of Long Term International Interest Rates
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (4)
134. Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (6)
     See also Journal Article in Journal of Financial Research (1997)
135. Fractional Dynamics in Japanese Financial Time Series
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (2)
     See also Journal Article in Pacific-Basin Finance Journal (1998)
136. Long Memory in the Greek Stock Market
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (20)
137. Long Term Dependence in Stock Returns
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (89)
     See also Journal Article in Economics Letters (1996)
138. Modelling Federal Reserve Discount Policy
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (2)
     See also Journal Article in Computational Economics (1998)
139. Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate
     Boston College Working Papers in Economics, Boston College Department of Economics
140. Persistence in International Inflation Rates
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (23)
     See also Journal Article in Southern Economic Journal (1999)
141. Q, Cash Flow and Investment: An Econometric Critique
     Boston College Working Papers in Economics, Boston College Department of Economics
     See also Journal Article in Review of Quantitative Finance and Accounting (1999)
142. Time-Varying Risk Premia in the Foreign Currency Futures Basis
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (12)
     See also Journal Article in Journal of Futures Markets (1996)

1995

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

1994

144. 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
145. Comparing Alternative Models of the Term Structure of Interest Rates
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (4)

1993

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

1988

148. An Alternative Nonlinear General Equilibrium Model of the Term Structure of Interest Rates
     Boston College Working Papers in Economics, Boston College Department of Economics
149. Bounded-Influence Estimation Techniques for the Analysis of Structural Macroeconometric Models
     Boston College Working Papers in Economics, Boston College Department of Economics
150. 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
151. Dynamic Adjustment of Firms' Capital Structures in a Varying-Risk Environment
     Boston College Working Papers in Economics, Boston College Department of Economics
     See also Journal Article in Journal of Economic Dynamics and Control (1988)
152. On Construction of Monthly Term Structures of U.S. Interest Rates 1910-1930
     Boston College Working Papers in Economics, Boston College Department of Economics
153. 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 View citations (3)

1983

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

1981

155. 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

Undated

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

Journal Articles

2022

1. Cumulative author index, volumes 1-22
   Stata Journal, 2022, 22, (4)
2. Erratum: Unit-root tests for explosive behavior
   Stata Journal, 2022, 22, (1), 234-237
3. Fitting mixture models for feeling and uncertainty for rating data analysis
   Stata Journal, 2022, 22, (1), 195-223
4. Innovation by start-up firms: The role of the board of directors for knowledge spillovers
   Research Policy, 2022, 51, (1) View citations (1)
5. 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
6. Testing for time-varying Granger causality
   Stata Journal, 2022, 22, (2), 355-378 View citations (2)
   See also Working Paper (2021)
7. The impact of offshoring on technical change: Evidence from Swedish manufacturing firms
   Review of International Economics, 2022, 30, (3), 796-818

2021

8. 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
9. 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 View citations (2)
   See also Working Paper (2022)
10. Stochastic volatility, jumps and leverage in energy and stock markets: Evidence from high frequency data
    Energy Economics, 2021, 93, (C) View citations (3)
    See also Working Paper (2019)
11. The BDS test of independence
    Stata Journal, 2021, 21, (2), 279-294
12. The impact of uncertainty on financial institutions: A cross‐country study
    International Journal of Finance & Economics, 2021, 26, (3), 3719-3739 View citations (2)
13. Unit-root tests for explosive behavior
    Stata Journal, 2021, 21, (4), 999-1020 View citations (2)
    See also Working Paper (2020)
14. “What good is a volatility model?” A reexamination after 20 years
    Stata Journal, 2021, 21, (2), 295-319

2020

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

2019

16. Advice on using heteroskedasticity-based identification
    Stata Journal, 2019, 19, (4), 757-767 View citations (38)
    See also Working Paper (2019)
17. Innovation strategies, external knowledge and productivity growth
    Industry and Innovation, 2019, 26, (3), 348-367 View citations (1)
    See also Working Paper (2018)
18. Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications
    Energy Economics, 2019, 79, (C), 111-129 View citations (9)
    See also Working Paper (2018)

2018

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

2017

21. A new approach to estimation of the R&D–innovation–productivity relationship
    Economics of Innovation and New Technology, 2017, 26, (1-2), 121-133 View citations (14)
    See also Working Paper (2015)
22. Capital structure adjustments: Do macroeconomic and business risks matter?
    Empirical Economics, 2017, 53, (4), 1463-1502 View citations (9)
    See also Working Paper (2016)
23. Corporate financial policy and the value of cash under uncertainty
    International Journal of Managerial Finance, 2017, 13, (2), 149-164 View citations (2)
    See also Working Paper (2016)
24. Effect of the affordable care act on disparities in breastfeeding: The case of Maine
    American Journal of Public Health, 2017, 107, (7), 1119-1121
25. Response surface models for the Elliott, Rothenberg, and Stock unit-root test
    Stata Journal, 2017, 17, (4), 985-1002 View citations (6)

2016

26. Credit rating agency downgrades and the Eurozone sovereign debt crises
    Journal of Financial Stability, 2016, 24, (C), 117-131 View citations (21)
    See also Working Paper (2014)
27. Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility
    Energy Economics, 2016, 53, (C), 175-181 View citations (24)
    See also Working Paper (2014)
28. R&D Expenditures and Geographical Sales Diversification
    Manchester School, 2016, 84, (2), 197-221 View citations (11)
    See also Working Paper (2012)
29. Securities fraud and corporate board turnover: New evidence from lawsuit outcomes
    International Review of Law and Economics, 2016, 48, (C), 14-25 View citations (6)
30. Stata tip 126: Handling irregularly spaced high-frequency transactions data
    Stata Journal, 2016, 16, (2), 517-520
31. The self-medication hypothesis: Evidence from terrorism and cigarette accessibility
    Economics & Human Biology, 2016, 22, (C), 94-102 View citations (14)
    See also Working Paper (2016)

2015

32. Happily Ever After? Pre-and-Post Disaster Determinants of Happiness Among Survivors of Hurricane Katrina
    Journal of Happiness Studies, 2015, 16, (2), 427-442 View citations (11)
33. What do Chinese macro announcements tell us about the world economy?
    Journal of International Money and Finance, 2015, 59, (C), 100-122 View citations (23)
    See also Working Paper (2015)

2014

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

2013

35. THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING
    Manchester School, 2013, 81, (2), 202-225 View citations (17)
    See also Working Paper (2008)
36. The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity
    Review of International Economics, 2013, 21, (3), 459-474 View citations (5)
    See also Working Paper (2012)

2012

37. The effects of uncertainty and corporate governance on firms’ demand for liquidity
    Applied Economics, 2012, 44, (4), 515-525 View citations (3)
    See also Working Paper (2009)

2011

38. Richard Sperling (1961-2011)
    Stata Journal, 2011, 11, (2), 157-158
39. The contextual effects of social capital on health: A cross-national instrumental variable analysis
    Social Science & Medicine, 2011, 73, (12), 1689-1697 View citations (31)
    See also Working Paper (2011)
40. The impact of the financial system's structure on firms' financial constraints
    Journal of International Money and Finance, 2011, 30, (4), 678-691 View citations (22)
    See also Working Paper (2010)
41. USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES
    Journal of Economic Surveys, 2011, 25, (2), 380-394 View citations (4)
    See also Working Paper (2010)

2010

42. On the investment sensitivity of debt under uncertainty
    Economics Letters, 2010, 106, (1), 25-27 View citations (26)
    See also Working Paper (2008)
43. On the sensitivity of firms' investment to cash flow and uncertainty
    Oxford Economic Papers, 2010, 62, (2), 286-306 View citations (47)
    See also Working Paper (2008)
44. 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 View citations (42)
    See also Working Paper (2008)
45. Parliamentary election cycles and the Turkish banking sector
    Journal of Banking & Finance, 2010, 34, (11), 2709-2719 View citations (39)
    See also Working Paper (2010)
46. Stata tip 88: Efficiently evaluating elasticities with the margins command
    Stata Journal, 2010, 10, (2), 309-312
47. The impact of macroeconomic uncertainty on firms' changes in financial leverage
    International Journal of Finance & Economics, 2010, 15, (1), 22-30 View citations (12)
    See also Working Paper (2008)

2009

48. Evaluating concavity for production and cost functions
    Stata Journal, 2009, 9, (1), 161-165 View citations (7)
49. Stata tip 73: append with care!
    Stata Journal, 2009, 9, (1), 166-168
50. THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS
    Economic Inquiry, 2009, 47, (2), 216-225 View citations (41)
    See also Working Paper (2007)
51. The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds
    Economics Letters, 2009, 102, (2), 87-89 View citations (43)
    See also Working Paper (2008)

2008

52. Political patronage in Ukrainian banking1
    The Economics of Transition, 2008, 16, (3), 537-557 View citations (17)
    See also Working Paper (2008)
53. Stata tip 63: Modeling proportions
    Stata Journal, 2008, 8, (2), 299-303 View citations (86)
54. Uncertainty determinants of corporate liquidity
    Economic Modelling, 2008, 25, (5), 833-849 View citations (41)
    See also Working Paper (2006)
55. Uncertainty determinants of firm investment
    Economics Letters, 2008, 98, (3), 282-287 View citations (41)
    See also Working Paper (2007)

2007

56. Enhanced routines for instrumental variables/generalized method of moments estimation and testing
    Stata Journal, 2007, 7, (4), 465-506 View citations (586)
57. Stata tip 40: Taking care of business
    Stata Journal, 2007, 7, (1), 137-139
58. Stata tip 45: Getting those data into shape
    Stata Journal, 2007, 7, (2), 268-271 View citations (2)
59. Ukrainische Banken: politische Patronage von Bedeutung
    DIW Wochenbericht, 2007, 74, (23), 367-371

2006

60. Dynamics of Intra-EMS Interest Rate Linkages
    Journal of Money, Credit and Banking, 2006, 38, (2), 469-482 View citations (20)
    See also Working Paper (2004)
61. Long-memory forecasting of US monetary indices
    Journal of Forecasting, 2006, 25, (4), 291-302 View citations (10)
    See also Working Paper (2003)
62. Stata tip 37: And the last shall be first
    Stata Journal, 2006, 6, (4), 588-589
63. Stata tip 38: Testing for groupwise heteroskedasticity
    Stata Journal, 2006, 6, (4), 590-592 View citations (4)
64. The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity
    Review of Financial Economics, 2006, 15, (4), 289-304 View citations (50)
    Also in Review of Financial Economics, 2006, 15, (4), 289-304 (2006) View citations (4)
    See also Working Paper (2005)

2005

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

2004

66. A review of Stata 8.1 and its time series capabilities
    International Journal of Forecasting, 2004, 20, (1), 151-161 View citations (54)
    See also Working Paper (2003)
67. Nonlinear effects of exchange rate volatility on the volume of bilateral exports
    Journal of Applied Econometrics, 2004, 19, (1), 1-23 View citations (78)
    See also Working Paper (2002)

2003

68. Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums
    Journal of Macroeconomics, 2003, 25, (1), 109-122 View citations (13)
    See also Working Paper (2001)
69. Instrumental variables and GMM: Estimation and testing
    Stata Journal, 2003, 3, (1), 1-31 View citations (983)
    See also Working Paper (2003)
70. Sectoral fluctuations in U.K. firms' investment expenditures
    Economics Bulletin, 2003, 5, (13), 1-10
    See also Working Paper (2003)
71. The forward rate unbiasedness hypothesis reexamined: evidence from a new test
    Global Finance Journal, 2003, 14, (1), 83-93 View citations (12)

2002

72. Exchange rate effects on the volume and variability of trade flows
    Journal of International Money and Finance, 2002, 21, (4), 481-496 View citations (45)
    See also Working Paper (2001)

2001

73. A test for long-range dependence in a time series
    Stata Technical Bulletin, 2001, 10, (60)
74. Compacting time series data
    Stata Technical Bulletin, 2001, 10, (57)
75. Exchange Rate Uncertainty and Firm Profitability
    Journal of Macroeconomics, 2001, 23, (4), 565-576 View citations (33)
    See also Working Paper (2000)
76. Multivariate portmanteau (Q) test for white noise
    Stata Technical Bulletin, 2001, 10, (60) View citations (1)
77. Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era
    Journal of International Money and Finance, 2001, 20, (3), 379-399 View citations (182)
    See also Working Paper (1999)
78. Residual diagnostics for cross-section time series regression models
    Stata Journal, 2001, 1, (1), 101-104 View citations (116)
79. Test for autoregressive conditional heteroskedasticity in regression error distribution
    Stata Technical Bulletin, 2001, 10, (55)
80. Tests for heteroskedasticity in regression error distribution
    Stata Technical Bulletin, 2001, 10, (55)
81. Tests for long memory in a time series
    Stata Technical Bulletin, 2001, 10, (57) View citations (7)
82. Tests for serial correlation in regression error distribution
    Stata Technical Bulletin, 2001, 10, (55)
83. Tests for stationarity of a time series
    Stata Technical Bulletin, 2001, 10, (57) View citations (9)
84. Tests for stationarity of a time series: update
    Stata Technical Bulletin, 2001, 10, (58) View citations (4)
85. Utility for time series data
    Stata Technical Bulletin, 2001, 10, (57) View citations (2)
86. Waves and persistence in merger and acquisition activity
    Economics Letters, 2001, 70, (2), 237-243 View citations (15)
    See also Working Paper (1999)

2000

87. Metadata for user-written contributions to the Stata programming language
    Stata Technical Bulletin, 2000, 9, (52)
88. Metadata for user-written contributions to the Stata programming language: extensions
    Stata Technical Bulletin, 2000, 9, (54)

1999

89. Fractional monetary dynamics
    Applied Economics, 1999, 31, (11), 1393-1400 View citations (8)
    See also Working Paper (1998)
90. 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 View citations (53)
    See also Working Paper (1998)
91. Persistence in International Inflation Rates
    Southern Economic Journal, 1999, 65, (4), 900-913 View citations (9)
    See also Working Paper (1996)
92. Q, Cash Flow and Investment: An Econometric Critique
    Review of Quantitative Finance and Accounting, 1999, 12, (1), 35-47 View citations (3)
    See also Working Paper (1996)

1998

93. Fractional dynamics in Japanese financial time series
    Pacific-Basin Finance Journal, 1998, 6, (1-2), 115-124 View citations (16)
    See also Working Paper (1996)
94. Modelling Federal Reserve Discount Policy
    Computational Economics, 1998, 11, (1-2), 53-70 View citations (17)
    See also Working Paper (1996)
95. Reexamining the term structure of interest rates and the interwar demand for money
    Journal of Economics and Finance, 1998, 22, (2), 5-12 View citations (1)
    See also Working Paper (1997)
96. Stochastic long memory in traded goods prices
    Applied Economics Letters, 1998, 5, (3), 135-138 View citations (5)
    See also Working Paper (1997)

1997

97. A nonparametric investigation of the 90-day t-bill rate
    Review of Financial Economics, 1997, 6, (2), 187-198 View citations (8)
    Also in Review of Financial Economics, 1997, 6, (2), 187-198 (1997)
98. FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES
    Journal of Financial Research, 1997, 20, (3), 355-372 View citations (24)
    See also Working Paper (1996)

1996

99. Long-term dependence in stock returns
    Economics Letters, 1996, 53, (3), 253-259 View citations (87)
    See also Working Paper (1996)
100. Time‐varying risk premia in the foreign currency futures basis
     Journal of Futures Markets, 1996, 16, (7), 735-755 View citations (1)
     See also Working Paper (1996)
101. Tobin's Q, intangible capital, and financial policy
     Journal of Economics and Business, 1996, 48, (4), 387-400 View citations (5)

1992

102. 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

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

1990

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

1988

105. Dynamic adjustment of firms' capital structures in a varying-risk environment
     Journal of Economic Dynamics and Control, 1988, 12, (1), 127-133
     See also Working Paper (1988)
106. Foreword
     Journal of Economic Dynamics and Control, 1988, 12, (1), 3-3

1987

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

1986

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

1983

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

1980

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

1979

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

1978

112. 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) View citations (2)

1977

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

Books

2021

1. Environmental Econometrics Using Stata
   Stata Press books, StataCorp LP View citations (2)

2015

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

2006

3. An Introduction to Modern Econometrics using Stata
   Stata Press books, StataCorp LP View citations (589)

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 View citations (1)
   See also Working Paper (1983)

Software Items

2023

1. GPHUDAK: Stata module to estimate long memory in a timeseries
   Statistical Software Components, Boston College Department of Economics
2. PWCOV: Stata module to compute pairwise covariances
   Statistical Software Components, Boston College Department of Economics
3. WHITTLE: Stata module to compute long-memory parameter via Whittle method
   Statistical Software Components, Boston College Department of Economics
4. 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

2022

5. 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
6. 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
7. IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation
   Statistical Software Components, Boston College Department of Economics View citations (52)
8. IVREG2M: Stata module to identify treatment-effects estimates with potentially misreported and endogenous program participation
   Statistical Software Components, Boston College Department of Economics
9. RADF: Stata module to calculate unit root tests for explosive behaviour
   Statistical Software Components, Boston College Department of Economics
10. SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users
    Statistical Software Components, Boston College Department of Economics
11. TVGC: Stata module to perform Time-Varying Granger Causality tests
    Statistical Software Components, Boston College Department of Economics

2021

12. BCUSE: Stata module to access instructional datasets on Boston College server
    Statistical Software Components, Boston College Department of Economics
13. 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 View citations (9)
14. DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy
    Statistical Software Components, Boston College Department of Economics
15. IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments
    Statistical Software Components, Boston College Department of Economics
16. NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating
    Statistical Software Components, Boston College Department of Economics
17. SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method
    Statistical Software Components, Boston College Department of Economics

2020

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

2019

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

2018

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

2016

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

2015

27. ACTEST: Stata module to perform Cumby-Huizinga general test for autocorrelation in time series
    Statistical Software Components, Boston College Department of Economics
28. 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
29. CMAXUSE: Stata module to access Cmax instructional datasets
    Statistical Software Components, Boston College Department of Economics
30. IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10)
    Statistical Software Components, Boston College Department of Economics
31. IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9)
    Statistical Software Components, Boston College Department of Economics View citations (2)
32. ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break
    Statistical Software Components, Boston College Department of Economics View citations (2)
33. dspace2redif.pl, a script converting DSpace metadata to ReDIF
    RePEc scripts, RePEc Team

2014

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

2013

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

2012

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

2011

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

2010

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

2009

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

2008

46. HLP2PDF: Stata module to create PDF or PostScript from Stata help file
    Statistical Software Components, Boston College Department of Economics
47. LOG2HTML: Stata module to produce HTML log files
    Statistical Software Components, Boston College Department of Economics
48. PWCORR2: Stata module to compute pairwise correlations and return results
    Statistical Software Components, Boston College Department of Economics
49. 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

2007

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

2006

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

2005

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

2004

76. BETACOEF: Stata module to calculate beta coefficients from regression
    Statistical Software Components, Boston College Department of Economics
77. IVGMM0: Stata module to perform instrumental variables via GMM
    Statistical Software Components, Boston College Department of Economics
78. MATIN4-MATOUT4: Stata module to import and export matrices
    Statistical Software Components, Boston College Department of Economics
79. TSLIST: Stata module to list time series data
    Statistical Software Components, Boston College Department of Economics
80. TSMKTIM: Stata module to generate time-series calendar variable
    Statistical Software Components, Boston College Department of Economics

2003

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

2002

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

2001

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

2000

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

1999

108. ARCH: MATLAB function to compute ARCH test
     Statistical Software Components, Boston College Department of Economics
109. ARCHLM: Stata module to calculate LM test for ARCH effects
     Statistical Software Components, Boston College Department of Economics
110. ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model
     Statistical Software Components, Boston College Department of Economics
111. BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity
     Statistical Software Components, Boston College Department of Economics
112. CNSRSIG: Stata module to evaluate validity of restrictions on a regression
     Statistical Software Components, Boston College Department of Economics
113. QSTAT2: MATLAB function to compute Ljung-Box Q statistic
     Statistical Software Components, Boston College Department of Economics
114. rjeyr.pl, a script converting html data to ReDIF
     RePEc scripts, RePEc Team

1998

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

1997

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

1996

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

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