Details about Christopher Baum

Homepage:	http://ideas.repec.org/e/pba1.html
Postal address:	Boston College Department of Economics 140 Commonwealth Avenue Chestnut Hill MA 02467 USA
Workplace:	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 2025-04-06. 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
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
   Also in GLO Discussion Paper Series, Global Labor Organization (GLO) (2024)
   Boston College Working Papers in Economics, Boston College Department of Economics (2024)
   Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies (2024)
   See also Journal Article Estimating the Wage Premia of Refugee Immigrants: Lessons from Sweden, ILR Review, Cornell University, ILR School (2024) (2024)
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)
   Also in UK Stata Conference 2024, Stata Users Group (2024)
4. Estimating the wage premia of refugee immigrants with coarsened exact matching and recentered influence function quantile regressions
   2024 Stata Conference, Stata Users Group
5. 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

2023

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

2022

7. 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 (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) View citations (3) (2021)
8. Impact of proximity to gas production activity on birth outcomes across the US
   London Stata Conference 2022, Stata Users Group
9. 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

2021

10. 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)
11. 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
12. Testing for time-varying Granger causality
    Economics Virtual Symposium 2021, Stata Users Group
    See also Journal Article Testing for time-varying Granger causality, Stata Journal, StataCorp LLC (2022) View citations (11) (2022)
13. The Stata module for CUB models for rating data analysis
    London Stata Conference 2021, Stata Users Group
14. 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

15. 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
16. 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 (3)
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2020) View citations (3)
17. Occupational Sorting and Wage Gaps of Refugees
    GLO Discussion Paper Series, Global Labor Organization (GLO)
    Also in MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT) (2020)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
    GLO Discussion Paper Series, Global Labor Organization (GLO) (2020)
    Portugal Stata Conference 2020, Stata Users Group (2020)
18. 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)
19. 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)
20. 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)
21. Unit root tests for explosive behaviour
    London Stata Conference 2020, Stata Users Group View citations (4)
    See also Journal Article Unit-root tests for explosive behavior, Stata Journal, StataCorp LLC (2021) View citations (3) (2021)

2019

22. Advice on using heteroscedasticity based identification
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (74)
    See also Journal Article Advice on using heteroskedasticity-based identification, Stata Journal, StataCorp LLC (2019) View citations (78) (2019)
23. 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 Stochastic volatility, jumps and leverage in energy and stock markets: Evidence from high frequency data, Energy Economics, Elsevier (2021) View citations (4) (2021)

2018

24. 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
25. Economic impact of STEM immigrant workers
    GLO Discussion Paper Series, Global Labor Organization (GLO)
    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)
26. 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 Innovation strategies, external knowledge and productivity growth, Industry and Innovation, Taylor & Francis Journals (2019) View citations (3) (2019)
27. Implementing the Leybourne-Taylor test for seasonal unit roots in Stata
    London Stata Conference 2018, Stata Users Group
28. 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 Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications, Energy Economics, Elsevier (2019) View citations (12) (2019)
29. 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
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2018)
30. 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
31. 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
32. 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
33. The Economic Determinants of Crime: an Approach through Responsiveness Scores
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (1)
34. The Impact of Uncertainty on Financial Institutions
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (1)

2017

35. Capital Flows and Financial Stability in Emerging Economies
    ADB Economics Working Paper Series, Asian Development Bank View citations (7)
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2017) View citations (7)
36. Refugees in Sweden: Economic integration and wage convergence
    EcoMod2017, EcoMod
37. Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test
    United Kingdom Stata Users' Group Meetings 2017, Stata Users Group View citations (13)
    Also in 2017 Stata Conference, Stata Users Group (2017) View citations (12)

2016

38. Analyzing volatility shocks to Eurozone CDS spreads with a multicountry GMM model in Stata
    United Kingdom Stata Users' Group Meetings 2016, Stata Users Group
39. 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 Capital structure adjustments: Do macroeconomic and business risks matter?, Empirical Economics, Springer (2017) View citations (17) (2017)
40. 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)
41. 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 Corporate financial policy and the value of cash under uncertainty, International Journal of Managerial Finance, Emerald Group Publishing Limited (2017) View citations (3) (2017)
42. Estimating a dose-response function with heterogeneous response to confounders when treatment is continuous and endogenous
    EcoMod2016, EcoMod View citations (1)
43. Modeling Rating Transition Matrices for Wholesale Loan Portfolios
    2016 Stata Conference, Stata Users Group
44. The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (15)
    See also Journal Article The self-medication hypothesis: Evidence from terrorism and cigarette accessibility, Economics & Human Biology, Elsevier (2016) View citations (15) (2016)

2015

45. 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 A new approach to estimation of the R&D–innovation–productivity relationship, Economics of Innovation and New Technology, Taylor & Francis Journals (2017) View citations (18) (2017)
46. A large-scale application of Stata's forecast suite: challenges and potential
    United Kingdom Stata Users' Group Meetings 2015, Stata Users Group
47. Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach
    EcoMod2015, EcoMod
48. Openness and financial stability
    EcoMod2015, EcoMod View citations (2)
49. What do Chinese Macro Announcements Tell Us About the World Economy?
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (25)
    See also Journal Article What do Chinese macro announcements tell us about the world economy?, Journal of International Money and Finance, Elsevier (2015) View citations (24) (2015)

2014

50. 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 Credit rating agency downgrades and the Eurozone sovereign debt crises, Journal of Financial Stability, Elsevier (2016) View citations (30) (2016)
51. Extending Stata's capabilities for asymptotic covariance matrix estimation
    United Kingdom Stata Users' Group Meetings 2014, Stata Users Group
52. 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 Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility, Energy Economics, Elsevier (2016) View citations (28) (2016)

2013

53. A general approach to testing for autocorrelation
    2013 Stata Conference, Stata Users Group View citations (6)
    Also in United Kingdom Stata Users' Group Meetings 2013, Stata Users Group (2013) View citations (6)
54. 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)
55. Implementing new econometric tools in Stata
    Mexican Stata Users' Group Meetings 2013, Stata Users Group View citations (8)
56. 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 (71)
57. Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey
    EcoMod2013, EcoMod

2012

58. 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)
59. Binary choice models with endogenous regressors
    SAN12 Stata Conference, Stata Users Group View citations (132)
60. 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 R&D Expenditures and Geographical Sales Diversification, Manchester School, University of Manchester (2016) View citations (11) (2016)
61. 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 The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity, Review of International Economics, Wiley Blackwell (2013) View citations (7) (2013)

2011

62. An interpretation and implementation of the Theil-Goldberger 'mixed' estimator
    CHI11 Stata Conference, Stata Users Group
63. Evaluating one-way and two-way cluster–robust covariance matrix estimates
    German Stata Users' Group Meetings 2011, Stata Users Group View citations (5)
    Also in United Kingdom Stata Users' Group Meetings 2010, Stata Users Group (2010) View citations (7)
    BOS10 Stata Conference, Stata Users Group (2010) View citations (6)
64. 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 (42)
    See also Journal Article The contextual effects of social capital on health: A cross-national instrumental variable analysis, Social Science & Medicine, Elsevier (2011) View citations (33) (2011)

2010

65. 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.
66. 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 Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2010) View citations (1)
    Boston College Working Papers in Economics, Boston College Department of Economics (2010) View citations (1)
67. Macroeconomic Uncertainty and Credit Default Swap Spreads
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (26)
    See also Journal Article Macroeconomic uncertainty and credit default swap spreads, Applied Financial Economics, Taylor & Francis Journals (2010) View citations (26) (2010)
68. Parliamentary Election Cycles and the Turkish Banking Sector
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (49)
    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 (48)
    See also Journal Article Parliamentary election cycles and the Turkish banking sector, Journal of Banking & Finance, Elsevier (2010) View citations (45) (2010)
69. 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)
70. 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 The impact of the financial system's structure on firms' financial constraints, Journal of International Money and Finance, Elsevier (2011) View citations (25) (2011)
71. Using Stata for Applied Research: Reviewing its Capabilities
    Boston College Working Papers in Economics, Boston College Department of Economics
    See also Journal Article USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES, Journal of Economic Surveys, Wiley Blackwell (2011) View citations (6) (2011)

2009

72. Implementing econometric estimators with Mata
    DC09 Stata Conference, Stata Users Group
    Also in United Kingdom Stata Users' Group Meetings 2009, Stata Users Group (2009)
73. 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 The effects of uncertainty and corporate governance on firms’ demand for liquidity, Applied Economics, Taylor & Francis Journals (2012) View citations (4) (2012)
74. 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

75. On the Investment Sensitivity of Debt under Uncertainty
    Boston College Working Papers in Economics, Boston College Department of Economics
    See also Journal Article On the investment sensitivity of debt under uncertainty, Economics Letters, Elsevier (2010) View citations (27) (2010)
76. 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 On the sensitivity of firms' investment to cash flow and uncertainty, Oxford Economic Papers, Oxford University Press (2010) View citations (49) (2010)
77. 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 On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty, Journal of International Money and Finance, Elsevier (2010) View citations (52) (2010)
78. Political patronage in Ukranian banking
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (1)
    See also Journal Article Political patronage in Ukrainian banking1, The Economics of Transition, The European Bank for Reconstruction and Development (2008) View citations (17) (2008)
79. 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 The impact of macroeconomic uncertainty on firms' changes in financial leverage, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2010) View citations (13) (2010)
80. The Volatility of International Trade Flows and Exchange Rate Uncertainty
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (2)
81. 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 THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING, Manchester School, University of Manchester (2013) View citations (18) (2013)
82. 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 The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds, Economics Letters, Elsevier (2009) View citations (50) (2009)
83. Using instrumental variables techniques in economics and finance
    German Stata Users' Group Meetings 2008, Stata Users Group View citations (11)

2007

84. 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)
85. Enhanced routines for instrumental variables/GMM estimation and testing
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University View citations (393)
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2007) View citations (374)
86. Instrumental variables: Overview and advances
    United Kingdom Stata Users' Group Meetings 2007, Stata Users Group View citations (7)
87. Powerful new tools for time series analysis
    North American Stata Users' Group Meetings 2007, Stata Users Group
88. Should you become a Stata programmer?
    German Stata Users' Group Meetings 2007, Stata Users Group
89. 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)
90. 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)
91. 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 THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS, Economic Inquiry, Western Economic Association International (2009) View citations (48) (2009)
92. Uncertainty Determinants of Firm Investment
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (2)
    See also Journal Article Uncertainty determinants of firm investment, Economics Letters, Elsevier (2008) View citations (44) (2008)

2006

93. Firm Investment and Financial Frictions
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (2)
94. The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (2)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2006) View citations (3)
95. 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)
96. Uncertainty Determinants of Corporate Liquidity
    Working Papers, Business School - Economics, University of Glasgow View citations (8)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2006)
    Boston College Working Papers in Economics, Boston College Department of Economics (2006) View citations (2)
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group (2005)
    See also Journal Article Uncertainty determinants of corporate liquidity, Economic Modelling, Elsevier (2008) View citations (46) (2008)

2005

97. A little bit of Stata programming goes a long way
    Boston College Working Papers in Economics, Boston College Department of Economics
    Also in United Kingdom Stata Users' Group Meetings 2005, Stata Users Group (2005)
98. 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)
99. 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 The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity, Review of Financial Economics, Elsevier (2006) View citations (57) (2006)
100. The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty
     Working Papers, Business School - Economics, University of Glasgow View citations (14)
     Also in Computing in Economics and Finance 2004, Society for Computational Economics (2004) View citations (19)
     Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2004) View citations (19)
101. cron, perl and Stata: automated production and presentation of a business-daily index
     North American Stata Users' Group Meetings 2005, Stata Users Group

2004

102. 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 Dynamics of Intra-EMS Interest Rate Linkages, Journal of Money, Credit and Banking, Blackwell Publishing (2006) View citations (25) (2006)
103. 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)
104. Rolling Regressions with Stata
     North American Stata Users' Group Meetings 2004, Stata Users Group
105. 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 Stata: The language of choice for time-series analysis?, Stata Journal, StataCorp LLC (2005) View citations (31) (2005)
106. The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms
     ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research View citations (4)
     Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2004) View citations (13)
     Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2004) View citations (5)
     Computing in Economics and Finance 2003, Society for Computational Economics (2003) View citations (9)
107. Topics in time series regression modeling
     United Kingdom Stata Users' Group Meetings 2004, Stata Users Group View citations (4)

2003

108. 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 A review of Stata 8.1 and its time series capabilities, International Journal of Forecasting, Elsevier (2004) View citations (62) (2004)
109. Instrumental variables and GMM: Estimation and testing
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (1078)
     Also in United Kingdom Stata Users' Group Meetings 2003, Stata Users Group (2002) View citations (124)
     North American Stata Users' Group Meetings 2003, Stata Users Group (2002) View citations (60)
     See also Journal Article Instrumental variables and GMM: Estimation and testing, Stata Journal, StataCorp LLC (2003) View citations (1082) (2003)
110. 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 Long-memory forecasting of US monetary indices, Journal of Forecasting, John Wiley & Sons, Ltd. (2006) View citations (10) (2006)
111. Nearest-Neighbor Forecasts of U.S. Interest Rates
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (9)
112. 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 Sectoral fluctuations in U.K. firms' investment expenditures, Economics Bulletin, AccessEcon (2003) (2003)
113. 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 (3)

2002

114. Facilitating Applied Economic Research with Stata
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (1)
115. 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 Nonlinear effects of exchange rate volatility on the volume of bilateral exports, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2004) View citations (84) (2004)
116. The Impact of Macroeconomic Uncertainty on Bank Lending Behavior
     Computing in Economics and Finance 2002, Society for Computational Economics View citations (21)
     Also in Working Papers, University of Liverpool, Department of Economics (2002) View citations (22)

2001

117. 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)
118. 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 Exchange rate effects on the volume and variability of trade flows, Journal of International Money and Finance, Elsevier (2002) View citations (50) (2002)
119. 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)
120. 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 Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums, Journal of Macroeconomics, Elsevier (2003) View citations (14) (2003)

2000

121. 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)
122. Exchange Rate Uncertainty and Firm Profitability
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (3)
     See also Journal Article Exchange Rate Uncertainty and Firm Profitability, Journal of Macroeconomics, Elsevier (2001) View citations (34) (2001)
123. Modeling fixed income excess returns
     Boston College Working Papers in Economics, Boston College Department of Economics
124. Persistent Dependence in Foreign Exchange Rates? A Reexamination
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (6)
125. 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

126. 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 Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era, Journal of International Money and Finance, Elsevier (2001) View citations (186) (2001)
127. 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 Waves and persistence in merger and acquisition activity, Economics Letters, Elsevier (2001) View citations (15) (2001)

1998

128. Fractional Monetary Dynamics
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (1)
     See also Journal Article Fractional monetary dynamics, Applied Economics, Taylor & Francis Journals (1999) View citations (8) (1999)
129. 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 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) View citations (54) (1999)

1997

130. Credible Disinflation Policy in a Dynamic Setting
     Boston College Working Papers in Economics, Boston College Department of Economics
131. Long Memory and Forecasting in Euroyen Deposit Rates
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (9)
132. Monetary Policy in the Transition to a Zero Federal Deficit
     Boston College Working Papers in Economics, Boston College Department of Economics
133. 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)
134. 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 Reexamining the term structure of interest rates and the interwar demand for money, Journal of Economics and Finance, Springer (1998) View citations (1) (1998)
135. 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 Stochastic long memory in traded goods prices, Applied Economics Letters, Taylor & Francis Journals (1998) View citations (5) (1998)
136. 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

137. 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)
     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) View citations (19) (1997)
138. Fractional Cointegration Analysis of Long Term International Interest Rates
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (4)
139. 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 FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES, Journal of Financial Research, Southern Finance Association (1997) View citations (26) (1997)
140. 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 Fractional dynamics in Japanese financial time series, Pacific-Basin Finance Journal, Elsevier (1998) View citations (16) (1998)
141. Long Memory in the Greek Stock Market
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (20)
     See also Journal Article Long memory in the Greek stock market, Applied Financial Economics, Taylor & Francis Journals (2000) View citations (99) (2000)
142. Long Term Dependence in Stock Returns
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (92)
     See also Journal Article Long-term dependence in stock returns, Economics Letters, Elsevier (1996) View citations (89) (1996)
143. Modelling Federal Reserve Discount Policy
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (2)
     See also Journal Article Modelling Federal Reserve Discount Policy, Computational Economics, Springer (1998) View citations (17) (1998)
144. Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate
     Boston College Working Papers in Economics, Boston College Department of Economics
145. Persistence in International Inflation Rates
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (23)
     See also Journal Article Persistence in International Inflation Rates, Southern Economic Journal, John Wiley & Sons (1999) View citations (11) (1999)
146. Q, Cash Flow and Investment: An Econometric Critique
     Boston College Working Papers in Economics, Boston College Department of Economics
     See also Journal Article Q, Cash Flow and Investment: An Econometric Critique, Review of Quantitative Finance and Accounting, Springer (1999) View citations (3) (1999)
147. Time-Varying Risk Premia in the Foreign Currency Futures Basis
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (13)
     See also Journal Article Time‐varying risk premia in the foreign currency futures basis, Journal of Futures Markets, John Wiley & Sons, Ltd. (1996) View citations (2) (1996)

1995

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

1994

149. 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
150. Comparing Alternative Models of the Term Structure of Interest Rates
     Boston College Working Papers in Economics, Boston College Department of Economics View citations (5)

1993

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

1988

153. An Alternative Nonlinear General Equilibrium Model of the Term Structure of Interest Rates
     Boston College Working Papers in Economics, Boston College Department of Economics
154. Bounded-Influence Estimation Techniques for the Analysis of Structural Macroeconometric Models
     Boston College Working Papers in Economics, Boston College Department of Economics
155. 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
156. 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 Dynamic adjustment of firms' capital structures in a varying-risk environment, Journal of Economic Dynamics and Control, Elsevier (1988) (1988)
157. On Construction of Monthly Term Structures of U.S. Interest Rates 1910-1930
     Boston College Working Papers in Economics, Boston College Department of Economics
158. 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

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

1981

160. 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

161. 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

2025

1. The dynamics of U.S. industrial production: A time-varying Granger causality perspective
   Econometrics and Statistics, 2025, 33, (C), 13-22

2024

2. Cumulative author index, volumes 1-24
   Stata Journal, 2024, 24, (4)
3. Estimating the Wage Premia of Refugee Immigrants: Lessons from Sweden
   ILR Review, 2024, 77, (4), 562-597
   See also Working Paper Estimating the Wage Premia of Refugee Immigrants: Lessons from Sweden, Working Papers in Economics and Statistics (2024) (2024)
4. Estimating treatment effects when program participation is misreported
   Stata Journal, 2024, 24, (4), 614-629

2023

5. COVID-19 vaccinations and mental health among U.S. adults: Individual and spillover effects
   Social Science & Medicine, 2023, 329, (C)

2022

6. Erratum: Unit-root tests for explosive behavior
   Stata Journal, 2022, 22, (1), 234-237
7. Fitting mixture models for feeling and uncertainty for rating data analysis
   Stata Journal, 2022, 22, (1), 195-223 View citations (3)
8. Innovation by start-up firms: The role of the board of directors for knowledge spillovers
   Research Policy, 2022, 51, (1) View citations (5)
9. 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 View citations (1)
10. Testing for time-varying Granger causality
    Stata Journal, 2022, 22, (2), 355-378 View citations (11)
    See also Working Paper Testing for time-varying Granger causality, Economics Virtual Symposium 2021 (2021) (2021)
11. The impact of offshoring on technical change: Evidence from Swedish manufacturing firms
    Review of International Economics, 2022, 30, (3), 796-818 View citations (1)

2021

12. 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 View citations (1)
13. 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 (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) (2022)
14. Stochastic volatility, jumps and leverage in energy and stock markets: Evidence from high frequency data
    Energy Economics, 2021, 93, (C) View citations (4)
    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) View citations (3) (2019)
15. The BDS test of independence
    Stata Journal, 2021, 21, (2), 279-294 View citations (1)
16. The impact of uncertainty on financial institutions: A cross‐country study
    International Journal of Finance & Economics, 2021, 26, (3), 3719-3739 View citations (5)
17. Unit-root tests for explosive behavior
    Stata Journal, 2021, 21, (4), 999-1020 View citations (3)
    See also Working Paper Unit root tests for explosive behaviour, London Stata Conference 2020 (2020) View citations (4) (2020)
18. “What good is a volatility model?” A reexamination after 20 years
    Stata Journal, 2021, 21, (2), 295-319

2020

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

2019

20. Advice on using heteroskedasticity-based identification
    Stata Journal, 2019, 19, (4), 757-767 View citations (78)
    See also Working Paper Advice on using heteroscedasticity based identification, Boston College Working Papers in Economics (2019) View citations (74) (2019)
21. Innovation strategies, external knowledge and productivity growth
    Industry and Innovation, 2019, 26, (3), 348-367 View citations (3)
    See also Working Paper INNOVATION STRATEGIES, EXTERNAL KNOWLEDGE AND PRODUCTIVITY GROWTH, Working Paper Series in Economics and Institutions of Innovation (2018) View citations (2) (2018)
22. 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 (12)
    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) View citations (5) (2018)

2018

23. Policy Evaluation With Incomplete Data: Assessing the Affordable Care Act Breastfeeding Provision
    American Journal of Public Health, 2018, 108, (2), 164-166
24. Unit-root tests based on forward and reverse Dickey–Fuller regressions
    Stata Journal, 2018, 18, (1), 22-28 View citations (4)

2017

25. 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 (18)
    See also Working Paper A New Approach to Estimation of the R&D-Innovation-Productivity Relationship, Boston College Working Papers in Economics (2015) View citations (5) (2015)
26. Capital structure adjustments: Do macroeconomic and business risks matter?
    Empirical Economics, 2017, 53, (4), 1463-1502 View citations (17)
    See also Working Paper Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter?, Boston College Working Papers in Economics (2016) View citations (7) (2016)
27. Corporate financial policy and the value of cash under uncertainty
    International Journal of Managerial Finance, 2017, 13, (2), 149-164 View citations (3)
    See also Working Paper Corporate Financial Policy and the Value of Cash under Uncertainty, Boston College Working Papers in Economics (2016) View citations (3) (2016)
28. Effect of the affordable care act on disparities in breastfeeding: The case of Maine
    American Journal of Public Health, 2017, 107, (7), 1119-1121
29. Response surface models for the Elliott, Rothenberg, and Stock unit-root test
    Stata Journal, 2017, 17, (4), 985-1002 View citations (13)

2016

30. Credit rating agency downgrades and the Eurozone sovereign debt crises
    Journal of Financial Stability, 2016, 24, (C), 117-131 View citations (30)
    See also Working Paper Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises, EcoMod2014 (2014) View citations (3) (2014)
31. Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility
    Energy Economics, 2016, 53, (C), 175-181 View citations (28)
    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) View citations (6) (2014)
32. R&D Expenditures and Geographical Sales Diversification
    Manchester School, 2016, 84, (2), 197-221 View citations (11)
    See also Working Paper R&D Expenditures and Geographical Sales Diversification, Boston College Working Papers in Economics (2012) View citations (2) (2012)
33. 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)
34. Stata tip 126: Handling irregularly spaced high-frequency transactions data
    Stata Journal, 2016, 16, (2), 517-520
35. The self-medication hypothesis: Evidence from terrorism and cigarette accessibility
    Economics & Human Biology, 2016, 22, (C), 94-102 View citations (15)
    See also Working Paper The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility, Boston College Working Papers in Economics (2016) View citations (15) (2016)

2015

36. 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 (17)
37. What do Chinese macro announcements tell us about the world economy?
    Journal of International Money and Finance, 2015, 59, (C), 100-122 View citations (24)
    See also Working Paper What do Chinese Macro Announcements Tell Us About the World Economy?, Boston College Working Papers in Economics (2015) View citations (25) (2015)

2014

38. Impact of state cigarette taxes on disparities in maternal smoking during pregnancy
    American Journal of Public Health, 2014, 104, (8), 1464-1470 View citations (4)

2013

39. THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING
    Manchester School, 2013, 81, (2), 202-225 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) View citations (3) (2008)
40. The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity
    Review of International Economics, 2013, 21, (3), 459-474 View citations (7)
    See also Working Paper The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity, Boston College Working Papers in Economics (2012) View citations (5) (2012)

2012

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

2011

42. Richard Sperling (1961-2011)
    Stata Journal, 2011, 11, (2), 157-158
43. The contextual effects of social capital on health: A cross-national instrumental variable analysis
    Social Science & Medicine, 2011, 73, (12), 1689-1697 View citations (33)
    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) View citations (42) (2011)
44. 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 (25)
    See also Working Paper The Impact of the Financial System's Structure on Firms' Financial Constraints, Boston College Working Papers in Economics (2010) View citations (10) (2010)
45. 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) (2010)

2010

46. Macroeconomic uncertainty and credit default swap spreads
    Applied Financial Economics, 2010, 20, (15), 1163-1171 View citations (26)
    See also Working Paper Macroeconomic Uncertainty and Credit Default Swap Spreads, Boston College Working Papers in Economics (2010) View citations (26) (2010)
47. On the investment sensitivity of debt under uncertainty
    Economics Letters, 2010, 106, (1), 25-27 View citations (27)
    See also Working Paper On the Investment Sensitivity of Debt under Uncertainty, Boston College Working Papers in Economics (2008) (2008)
48. On the sensitivity of firms' investment to cash flow and uncertainty
    Oxford Economic Papers, 2010, 62, (2), 286-306 View citations (49)
    See also Working Paper On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty, Boston College Working Papers in Economics (2008) View citations (1) (2008)
49. 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 (52)
    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) View citations (3) (2008)
50. Parliamentary election cycles and the Turkish banking sector
    Journal of Banking & Finance, 2010, 34, (11), 2709-2719 View citations (45)
    See also Working Paper Parliamentary Election Cycles and the Turkish Banking Sector, Boston College Working Papers in Economics (2010) View citations (49) (2010)
51. Stata tip 88: Efficiently evaluating elasticities with the margins command
    Stata Journal, 2010, 10, (2), 309-312 View citations (1)
52. The impact of macroeconomic uncertainty on firms' changes in financial leverage
    International Journal of Finance & Economics, 2010, 15, (1), 22-30 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) (2008)

2009

53. Evaluating concavity for production and cost functions
    Stata Journal, 2009, 9, (1), 161-165 View citations (10)
54. Stata tip 73: append with care!
    Stata Journal, 2009, 9, (1), 166-168
55. THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS
    Economic Inquiry, 2009, 47, (2), 216-225 View citations (48)
    See also Working Paper The Effects of Uncertainty on the Leverage of Non-Financial Firms, Boston College Working Papers in Economics (2007) View citations (2) (2007)
56. The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds
    Economics Letters, 2009, 102, (2), 87-89 View citations (50)
    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) View citations (11) (2008)

2008

57. Political patronage in Ukrainian banking1
    The Economics of Transition, 2008, 16, (3), 537-557 View citations (17)
    See also Working Paper Political patronage in Ukranian banking, Boston College Working Papers in Economics (2008) View citations (1) (2008)
58. Stata tip 63: Modeling proportions
    Stata Journal, 2008, 8, (2), 299-303 View citations (99)
59. Uncertainty determinants of corporate liquidity
    Economic Modelling, 2008, 25, (5), 833-849 View citations (46)
    See also Working Paper Uncertainty Determinants of Corporate Liquidity, Working Papers (2006) View citations (8) (2006)
60. Uncertainty determinants of firm investment
    Economics Letters, 2008, 98, (3), 282-287 View citations (44)
    See also Working Paper Uncertainty Determinants of Firm Investment, Boston College Working Papers in Economics (2007) View citations (2) (2007)

2007

61. Enhanced routines for instrumental variables/generalized method of moments estimation and testing
    Stata Journal, 2007, 7, (4), 465-506 View citations (674)
62. Stata tip 40: Taking care of business
    Stata Journal, 2007, 7, (1), 137-139
63. Stata tip 45: Getting those data into shape
    Stata Journal, 2007, 7, (2), 268-271 View citations (2)
64. Ukrainische Banken: politische Patronage von Bedeutung
    DIW Wochenbericht, 2007, 74, (23), 367-371

2006

65. Dynamics of Intra-EMS Interest Rate Linkages
    Journal of Money, Credit and Banking, 2006, 38, (2), 469-482 View citations (25)
    See also Working Paper Dynamics of Intra-EMS Interest Rate Linkages, Boston College Working Papers in Economics (2004) View citations (2) (2004)
66. Long-memory forecasting of US monetary indices
    Journal of Forecasting, 2006, 25, (4), 291-302 View citations (10)
    See also Working Paper Long-Memory Forecasting of U.S. Monetary Indices, Boston College Working Papers in Economics (2003) View citations (1) (2003)
67. Stata tip 37: And the last shall be first
    Stata Journal, 2006, 6, (4), 588-589
68. Stata tip 38: Testing for groupwise heteroskedasticity
    Stata Journal, 2006, 6, (4), 590-592 View citations (4)
69. The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity
    Review of Financial Economics, 2006, 15, (4), 289-304 View citations (57)
    Also in Review of Financial Economics, 2006, 15, (4), 289-304 (2006) View citations (5)
    See also Working Paper The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity, Boston College Working Papers in Economics (2005) View citations (26) (2005)

2005

70. Stata: The language of choice for time-series analysis?
    Stata Journal, 2005, 5, (1), 46-63 View citations (31)
    See also Working Paper Stata: The language of choice for time series analysis?, Boston College Working Papers in Economics (2004) View citations (1) (2004)

2004

71. A review of Stata 8.1 and its time series capabilities
    International Journal of Forecasting, 2004, 20, (1), 151-161 View citations (62)
    See also Working Paper A review of Stata 8.1 and its time series capabilities, Boston College Working Papers in Economics (2003) View citations (6) (2003)
72. Nonlinear effects of exchange rate volatility on the volume of bilateral exports
    Journal of Applied Econometrics, 2004, 19, (1), 1-23 View citations (84)
    See also Working Paper Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports, Boston College Working Papers in Economics (2002) View citations (4) (2002)

2003

73. 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 (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) View citations (2) (2001)
74. Instrumental variables and GMM: Estimation and testing
    Stata Journal, 2003, 3, (1), 1-31 View citations (1082)
    See also Working Paper Instrumental variables and GMM: Estimation and testing, Boston College Working Papers in Economics (2003) View citations (1078) (2003)
75. Sectoral fluctuations in U.K. firms' investment expenditures
    Economics Bulletin, 2003, 5, (13), 1-10
    See also Working Paper Sectoral Fluctuations in U.K. Firms' Investment Expenditures, Boston College Working Papers in Economics (2003) View citations (2) (2003)
76. The forward rate unbiasedness hypothesis reexamined: evidence from a new test
    Global Finance Journal, 2003, 14, (1), 83-93 View citations (12)

2002

77. Exchange rate effects on the volume and variability of trade flows
    Journal of International Money and Finance, 2002, 21, (4), 481-496 View citations (50)
    See also Working Paper Exchange Rate Effects on the Volume and Variability of Trade Flows, Boston College Working Papers in Economics (2001) View citations (14) (2001)

2001

78. A test for long-range dependence in a time series
    Stata Technical Bulletin, 2001, 10, (60)
79. Compacting time series data
    Stata Technical Bulletin, 2001, 10, (57)
80. Exchange Rate Uncertainty and Firm Profitability
    Journal of Macroeconomics, 2001, 23, (4), 565-576 View citations (34)
    See also Working Paper Exchange Rate Uncertainty and Firm Profitability, Boston College Working Papers in Economics (2000) View citations (3) (2000)
81. Multivariate portmanteau (Q) test for white noise
    Stata Technical Bulletin, 2001, 10, (60) View citations (1)
82. 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 (186)
    See also Working Paper Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era, Boston College Working Papers in Economics (1999) View citations (42) (1999)
83. Residual diagnostics for cross-section time series regression models
    Stata Journal, 2001, 1, (1), 101-104 View citations (129)
84. Test for autoregressive conditional heteroskedasticity in regression error distribution
    Stata Technical Bulletin, 2001, 10, (55)
85. Tests for heteroskedasticity in regression error distribution
    Stata Technical Bulletin, 2001, 10, (55)
86. Tests for long memory in a time series
    Stata Technical Bulletin, 2001, 10, (57) View citations (7)
87. Tests for serial correlation in regression error distribution
    Stata Technical Bulletin, 2001, 10, (55)
88. Tests for stationarity of a time series
    Stata Technical Bulletin, 2001, 10, (57) View citations (9)
89. Tests for stationarity of a time series: update
    Stata Technical Bulletin, 2001, 10, (58) View citations (4)
90. Utility for time series data
    Stata Technical Bulletin, 2001, 10, (57) View citations (2)
91. Waves and persistence in merger and acquisition activity
    Economics Letters, 2001, 70, (2), 237-243 View citations (15)
    See also Working Paper Waves and Persistence in Merger and Acquisition Activity, Boston College Working Papers in Economics (1999) View citations (9) (1999)

2000

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

1999

95. Fractional monetary dynamics
    Applied Economics, 1999, 31, (11), 1393-1400 View citations (8)
    See also Working Paper Fractional Monetary Dynamics, Boston College Working Papers in Economics (1998) View citations (1) (1998)
96. 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 (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) View citations (13) (1998)
97. Persistence in International Inflation Rates
    Southern Economic Journal, 1999, 65, (4), 900-913 View citations (11)
    See also Working Paper Persistence in International Inflation Rates, Boston College Working Papers in Economics (1996) View citations (23) (1996)
98. 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 Q, Cash Flow and Investment: An Econometric Critique, Boston College Working Papers in Economics (1996) (1996)

1998

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

1997

103. 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)
104. 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 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) View citations (6) (1996)
105. FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES
     Journal of Financial Research, 1997, 20, (3), 355-372 View citations (26)
     See also Working Paper Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates, Boston College Working Papers in Economics (1996) View citations (6) (1996)

1996

106. Long-term dependence in stock returns
     Economics Letters, 1996, 53, (3), 253-259 View citations (89)
     See also Working Paper Long Term Dependence in Stock Returns, Boston College Working Papers in Economics (1996) View citations (92) (1996)
107. Time‐varying risk premia in the foreign currency futures basis
     Journal of Futures Markets, 1996, 16, (7), 735-755 View citations (2)
     See also Working Paper Time-Varying Risk Premia in the Foreign Currency Futures Basis, Boston College Working Papers in Economics (1996) View citations (13) (1996)
108. Tobin's Q, intangible capital, and financial policy
     Journal of Economics and Business, 1996, 48, (4), 387-400 View citations (5)

1992

109. 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

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

1990

111. 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

112. 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 Dynamic Adjustment of Firms' Capital Structures in a Varying-Risk Environment, Boston College Working Papers in Economics (1988) (1988)
113. Foreword
     Journal of Economic Dynamics and Control, 1988, 12, (1), 3-3

1987

114. 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

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

1983

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

1980

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

1979

118. 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

119. 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

120. 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 LLC View citations (4)

2015

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

2006

3. An Introduction to Modern Econometrics using Stata
   Stata Press books, StataCorp LLC View citations (644)

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 Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977, National Bureau of Economic Research, Inc (1983) (1983)

Software Items

2025

1. ACTEST: Stata module to perform Cumby-Huizinga general test for autocorrelation in time series
   Statistical Software Components, Boston College Department of Economics

2024

2. FREDUSEX: Stata module to import FRED (Federal Reserve Economic Database) data
   Statistical Software Components, Boston College Department of Economics
3. IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation
   Statistical Software Components, Boston College Department of Economics View citations (52)
4. IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments
   Statistical Software Components, Boston College Department of Economics
5. IVREG2M: Stata module to identify treatment-effects estimates with potentially misreported and endogenous program participation
   Statistical Software Components, Boston College Department of Economics
6. NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating
   Statistical Software Components, Boston College Department of Economics
7. TVGC: Stata module to perform Time-Varying Granger Causality tests
   Statistical Software Components, Boston College Department of Economics
8. XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity
   Statistical Software Components, Boston College Department of Economics View citations (2)

2023

9. GPHUDAK: Stata module to estimate long memory in a timeseries
   Statistical Software Components, Boston College Department of Economics
10. LOG2HTML: Stata module to produce HTML log files
    Statistical Software Components, Boston College Department of Economics
11. PWCOV: Stata module to compute pairwise covariances
    Statistical Software Components, Boston College Department of Economics
12. WHITTLE: Stata module to compute long-memory parameter via Whittle method
    Statistical Software Components, Boston College Department of Economics
13. 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

14. 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
15. 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
16. RADF: Stata module to calculate unit root tests for explosive behaviour
    Statistical Software Components, Boston College Department of Economics
17. SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users
    Statistical Software Components, Boston College Department of Economics

2021

18. BCUSE: Stata module to access instructional datasets on Boston College server
    Statistical Software Components, Boston College Department of Economics
19. 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)
20. DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy
    Statistical Software Components, Boston College Department of Economics
21. 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

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

2019

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

2018

27. 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)
28. FCSTATS: Stata module to compute time series forecast accuracy statistics
    Statistical Software Components, Boston College Department of Economics
29. KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity
    Statistical Software Components, Boston College Department of Economics

2016

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

2015

31. 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
32. IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10)
    Statistical Software Components, Boston College Department of Economics
33. IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9)
    Statistical Software Components, Boston College Department of Economics View citations (2)
34. 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)
35. dspace2redif.pl, a script converting DSpace metadata to ReDIF
    RePEc scripts, RePEc Team

2014

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

2013

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

2012

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

2011

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

2010

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

2009

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

2008

48. HLP2PDF: Stata module to create PDF or PostScript from Stata help file
    Statistical Software Components, Boston College Department of Economics
49. PWCORR2: Stata module to compute pairwise correlations and return results
    Statistical Software Components, Boston College Department of Economics
50. 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

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

2006

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

2005

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

2004

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

2003

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

2002

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

2001

97. ARRANGEDAR: RATS procedures to calculate arranged autoregressions
    Computational Economics Software Archive, Kluwer Academic Publishers
98. DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test
    Statistical Software Components, Boston College Department of Economics View citations (1)
99. HEGY4: Stata module to compute Hylleberg et al seasonal unit root test
    Statistical Software Components, Boston College Department of Economics
100. OUTSERIES: Stata module to write timeseries to text files
     Statistical Software Components, Boston College Department of Economics
101. TOSQL: Stata module to transfer data to SQL database
     Statistical Software Components, Boston College Department of Economics
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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110. United Kingdom Stata Users' Group Meetings 2006
     Stata Users Group
111. United Kingdom Stata Users' Group Meetings 2007
     Stata Users Group
112. United Kingdom Stata Users' Group Meetings 2008
     Stata Users Group
113. United Kingdom Stata Users' Group Meetings 2009
     Stata Users Group
114. United Kingdom Stata Users' Group Meetings 2010
     Stata Users Group
115. United Kingdom Stata Users' Group Meetings 2011
     Stata Users Group
116. United Kingdom Stata Users' Group Meetings 2012
     Stata Users Group
117. United Kingdom Stata Users' Group Meetings 2013
     Stata Users Group
118. United Kingdom Stata Users' Group Meetings 2014
     Stata Users Group
119. United Kingdom Stata Users' Group Meetings 2015
     Stata Users Group
120. United Kingdom Stata Users' Group Meetings 2016
     Stata Users Group
121. United Kingdom Stata Users' Group Meetings 2017
     Stata Users Group
122. West Coast Stata Users' Group Meetings 2007
     Stata Users Group