Christopher Baum
Names
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Christopher |
| middle: |
F |
| last: |
Baum |
Identifer
Contact
Affiliations
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DIW Berlin (Deutsches Institut für Wirtschaftsforschung) (weight: 10%)
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Boston College
/ Department of Economics (weight: 82%)
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Kungliga Tekniska Högskolan (KTH)
/ Centre of Excellence for Science and Innovation Studies (weight: 8%)
Research profile
author of:
- Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data (RePEc:ams:cdws01:5b.1)
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan - Impact of state cigarette taxes on disparities in maternal smoking during pregnancy (RePEc:aph:ajpbhl:10.2105/ajph.2014.301955_2)
by Hawkins, S.S. & Baum, C.F. - Effect of the affordable care act on disparities in breastfeeding: The case of Maine (RePEc:aph:ajpbhl:10.2105/ajph.2017.303763_6)
by Hawkins, S.S. & Noble, A. & Baum, C.F. - Policy Evaluation With Incomplete Data: Assessing the Affordable Care Act Breastfeeding Provision (RePEc:aph:ajpbhl:10.2105/ajph.2017.304226_0)
by Hawkins, S.S. & Noble, A. & Baum, C.F. - The Effects Of Uncertainty On The Leverage Of Nonfinancial Firms (RePEc:bla:ecinqu:v:47:y:2009:i:2:p:216-225)
by Christopher F. Baum & Andreas Stephan & Oleksandr Talavera - Political patronage in Ukrainian banking1 (RePEc:bla:etrans:v:16:y:2008:i:3:p:537-557)
by Christopher F. Baum & Mustafa Caglayan & Dorothea Schäfer & Oleksandr Talavera - Using Stata For Applied Research: Reviewing Its Capabilities (RePEc:bla:jecsur:v:25:y:2011:i:2:p:380-394)
by Christopher F. Baum & Mark E. Schaffer & Steven Stillman - Fractional Differencing Modeling And Forecasting Of Eurocurrency Deposit Rates (RePEc:bla:jfnres:v:20:y:1997:i:3:p:355-372)
by John T. Barkoulas & Christopher F. Baum - The Role Of Uncertainty In The Transmission Of Monetary Policy Effects On Bank Lending (RePEc:bla:manchs:v:81:y:2013:i:2:p:202-225)
by Christopher Baum & Mustafa Caglayan & Neslihan Ozkan - R&D Expenditures and Geographical Sales Diversification (RePEc:bla:manchs:v:84:y:2016:i:2:p:197-221)
by Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera - The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity (RePEc:bla:reviec:v:21:y:2013:i:3:p:459-474)
by Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera - The impact of offshoring on technical change: Evidence from Swedish manufacturing firms (RePEc:bla:reviec:v:30:y:2022:i:3:p:796-818)
by Christopher F. Baum & Hans Lööf & Andreas Stephan & Ingrid Viklund‐Ros - North American Stata Users' Group Meetings 2001 (RePEc:boc:asug01)
from Stata Users Group as editor - Efficient Management of Multi-Frequency Panel Data with Stata (RePEc:boc:asug01:4.2)
by Christopher F Baum - North American Stata Users' Group Meetings 2003 (RePEc:boc:asug03)
from Stata Users Group as editor - Instrumental variables and GMM: Estimation and testing (RePEc:boc:asug03:05)
by Christopher F Baum & Mark E. Schaffer & Steven Stillman - North American Stata Users' Group Meetings 2004 (RePEc:boc:asug04)
from Stata Users Group as editor - Rolling Regressions with Stata (RePEc:boc:asug04:9)
by Kit Baum - North American Stata Users' Group Meetings 2005 (RePEc:boc:asug05)
from Stata Users Group as editor - cron, perl and Stata: automated production and presentation of a business-daily index (RePEc:boc:asug05:19)
by Kit Baum & Atreya Chakraborty - North American Stata Users' Group Meetings 2006 (RePEc:boc:asug06)
from Stata Users Group as editor - Time series filtering techniques in Stata (RePEc:boc:asug06:2)
by Kit Baum - North American Stata Users' Group Meetings 2007 (RePEc:boc:asug07)
from Stata Users Group as editor - Powerful new tools for time series analysis (RePEc:boc:asug07:7)
by Christopher F Baum - Biostatistics and Epidemiology Virtual Symposium 2022 (RePEc:boc:biep22)
from Stata Users Group as editor - Instructional Stata datasets for econometrics (RePEc:boc:bocins)
from Boston College Department of Economics as editor - Statistical Software Components (RePEc:boc:bocode)
from Boston College Department of Economics as editor - ARFIMAFC: RATS modules to forecast fractionally differenced timeseries (RePEc:boc:bocode:r022701)
by Christopher F Baum & John T. Barkoulas - GPHROB: RATS modules to perform tests for fractional integration of timeseries (RePEc:boc:bocode:r792001)
by Christopher F Baum & John T. Barkoulas - GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries (RePEc:boc:bocode:r980223)
by Christopher F Baum - TORATS: Stata module to facilitate transfer of data to RATS (RePEc:boc:bocode:s361501)
by Christopher F Baum & Nicholas J. Cox - ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model (RePEc:boc:bocode:s386601)
by Christopher F Baum - TSMKTIM: Stata module to generate time-series calendar variable (RePEc:boc:bocode:s386701)
by Christopher F Baum & Vince Wiggins - DURBINH: Stata module to calculate Durbin's h test for serial correlation (RePEc:boc:bocode:s387301)
by Christopher F Baum & Vince Wiggins - BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation (RePEc:boc:bocode:s387302)
by Christopher F Baum & Vince Wiggins - ARCHLM: Stata module to calculate LM test for ARCH effects (RePEc:boc:bocode:s388001)
by Christopher F Baum & Vince Wiggins - GPHUDAK: Stata module to estimate long memory in a timeseries (RePEc:boc:bocode:s388101)
by Christopher F Baum & Vince Wiggins - CNSRSIG: Stata module to evaluate validity of restrictions on a regression (RePEc:boc:bocode:s388202)
by Christopher F Baum & Vince Wiggins - WHITETST: Stata module to perform White's test for heteroskedasticity (RePEc:boc:bocode:s390601)
by Christopher F Baum & Nicholas J. Cox - BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity (RePEc:boc:bocode:s390602)
by Christopher F Baum & Vince Wiggins - OVERID: Stata module to conduct postestimation tests of overidentification (RePEc:boc:bocode:s396802)
by Christopher F Baum & Vince Wiggins & Steven Stillman & Mark E Schaffer & Frank Windmeijer - PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit (RePEc:boc:bocode:s401102)
by Christopher F Baum - DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates (RePEc:boc:bocode:s401103)
by Christopher F Baum & Steven Stillman - CUSUM6: Stata module to compute cusum, cusum^2 stability tests (RePEc:boc:bocode:s408601)
by Christopher F Baum - GHISTCUM: Stata module to graph histogram and cumulative distribution (RePEc:boc:bocode:s408701)
by Christopher F Baum & Nicholas J. Cox - DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test (RePEc:boc:bocode:s410001)
by Christopher F Baum & Richard Sperling - KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity (RePEc:boc:bocode:s410401)
by Christopher F Baum - IVGMM0: Stata module to perform instrumental variables via GMM (RePEc:boc:bocode:s410601)
by Christopher F Baum & David M. Drukker - ROBLPR: Stata module to estimate long memory in a set of timeseries (RePEc:boc:bocode:s411001)
by Christopher F Baum & Vince Wiggins - MODLPR: Stata module to estimate long memory in a timeseries (RePEc:boc:bocode:s411002)
by Christopher F Baum & Vince Wiggins - TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values (RePEc:boc:bocode:s412101)
by Christopher F Baum - LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries (RePEc:boc:bocode:s412601)
by Christopher F Baum & Tairi Room - FRACDIFF: Stata module to generate fractionally-differenced timeseries (RePEc:boc:bocode:s413901)
by Christopher F Baum - FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries (RePEc:boc:bocode:s414004)
by Christopher F Baum - XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity (RePEc:boc:bocode:s414801)
by Christopher F Baum - XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in panel data model (RePEc:boc:bocode:s415702)
by Christopher F Baum - WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test (RePEc:boc:bocode:s416001)
by Richard Sperling & Christopher F Baum - HEGY4: Stata module to compute Hylleberg et al seasonal unit root test (RePEc:boc:bocode:s416502)
by Christopher F Baum & Richard Sperling - VECAR: Stata module to estimate vector autoregressive (VAR) models (RePEc:boc:bocode:s416901)
by Christopher F Baum - VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6) (RePEc:boc:bocode:s416902)
by Christopher F Baum & Patrick Joly - TOSQL: Stata module to transfer data to SQL database (RePEc:boc:bocode:s417301)
by Christopher F Baum - OUTSERIES: Stata module to write timeseries to text files (RePEc:boc:bocode:s417302)
by Christopher F Baum - OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality (RePEc:boc:bocode:s417501)
by Christopher F Baum & Nicholas J. Cox - MADFULLER: Stata module to perform Dickey-Fuller test on panel data (RePEc:boc:bocode:s418701)
by Christopher F Baum - TSGRAPH: Stata module to produce time series line graph (RePEc:boc:bocode:s418901)
by Nicholas J. Cox & Christopher F Baum - OUTTABLE: Stata module to write matrix to LaTeX table (RePEc:boc:bocode:s419501)
by Christopher F Baum & Joao Pedro Azevedo - HADRILM: Stata module to perform Hadri panel unit root test (RePEc:boc:bocode:s419701)
by Christopher F Baum - LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test (RePEc:boc:bocode:s419702)
by Fabian Bornhorst & Christopher F Baum - NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends (RePEc:boc:bocode:s419703)
by Christopher F Baum & Fabian Bornhorst - IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test (RePEc:boc:bocode:s419704)
by Fabian Bornhorst & Christopher F Baum - GENEIGEN: Stata module to calculate eigenvalues of a real general matrix (RePEc:boc:bocode:s419901)
by Christopher F Baum - STATSMAT: Stata module to place descriptive statistics in matrix (RePEc:boc:bocode:s420501)
by Nicholas J. Cox & Christopher F Baum - BKING: Stata module to implement Baxter-King filter for timeseries data (RePEc:boc:bocode:s421002)
by Christopher F Baum & Martha Lopez - DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method (RePEc:boc:bocode:s422501)
by Christopher F Baum & Sylvia Hristakeva - LOG2HTML: Stata module to produce HTML log files (RePEc:boc:bocode:s422801)
by Christopher F Baum & Nicholas J. Cox & Bill Rising - AVPLOT3: Stata module to generate partial regression plots for subsamples (RePEc:boc:bocode:s424601)
by Christopher F Baum - IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation (RePEc:boc:bocode:s425401)
by Christopher F Baum & Mark E Schaffer & Steven Stillman - IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9) (RePEc:boc:bocode:s4254010)
by Christopher F Baum & Mark E Schaffer & Steven Stillman - IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) (RePEc:boc:bocode:s4254011)
by Christopher F Baum & Mark E Schaffer & Steven Stillman - MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel (RePEc:boc:bocode:s426401)
by Nicholas J. Cox & Christopher F Baum - IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg (RePEc:boc:bocode:s429401)
by Christopher F Baum & Mark E Schaffer & Steven Stillman - DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy (RePEc:boc:bocode:s433001)
by Christopher F Baum - PANELUNIT: Stata module to support unit root tests on panel data (RePEc:boc:bocode:s435101)
by Christopher F Baum - PANELAUTO: Stata module to support tests for autocorrelation on panel data (RePEc:boc:bocode:s435102)
by Christopher F Baum - SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users (RePEc:boc:bocode:s436501)
by Christopher F Baum - BETACOEF: Stata module to calculate beta coefficients from regression (RePEc:boc:bocode:s436701)
by Christopher F Baum - ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break (RePEc:boc:bocode:s437301)
by Christopher F Baum - MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel (RePEc:boc:bocode:s438801)
by Nicholas J. Cox & Christopher F Baum - ROLLREG: Stata module to perform rolling regression estimation (RePEc:boc:bocode:s444301)
by Christopher F Baum - CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks (RePEc:boc:bocode:s444302)
by Christopher F Baum - TSLIST: Stata module to list time series data (RePEc:boc:bocode:s444701)
by Christopher F Baum & Michael S. Hanson - MATIN4-MATOUT4: Stata module to import and export matrices (RePEc:boc:bocode:s445101)
by Christopher F Baum & William Gould - HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data (RePEc:boc:bocode:s447001)
by Christopher F Baum - KDENS2: Stata module to estimate bivariate kernel density (RePEc:boc:bocode:s448502)
by Christopher F Baum - ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise (RePEc:boc:bocode:s448601)
by Christopher F Baum - SPEARMAN2: Stata module to calculate Spearman rank correlations, extended (RePEc:boc:bocode:s454301)
by Christopher F Baum - LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test (RePEc:boc:bocode:s456740)
by Christopher F Baum - CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data (RePEc:boc:bocode:s456741)
by Christopher F Baum & Martha Lopez - SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) (RePEc:boc:bocode:s456742)
by Christopher F Baum - BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data (RePEc:boc:bocode:s456743)
by Christopher F Baum & Martha Lopez - PWCOV: Stata module to compute pairwise covariances (RePEc:boc:bocode:s456745)
by Christopher F Baum - NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating (RePEc:boc:bocode:s456746)
by Christopher F Baum - ROLLING2: Stata module to perform rolling window and recursive estimation (RePEc:boc:bocode:s456789)
by Christopher F Baum - ORSE: Stata module to save odds ratios and their standard errors after logit, ologit (RePEc:boc:bocode:s456840)
by Christopher F Baum - IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation (RePEc:boc:bocode:s456841)
by Christopher F Baum & Mark E Schaffer - QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients (RePEc:boc:bocode:s456862)
by Christopher F Baum - URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates (RePEc:boc:bocode:s456863)
by Christopher F Baum - CHECKREG3: Stata module to check identification status of simultaneous equations system (RePEc:boc:bocode:s456877)
by Christopher F Baum - HLP2PDF: Stata module to create PDF or PostScript from Stata help file (RePEc:boc:bocode:s456929)
by Christopher F Baum - PWCORR2: Stata module to compute pairwise correlations and return results (RePEc:boc:bocode:s456985)
by Christopher F Baum - LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias (RePEc:boc:bocode:s457001)
by Christopher F Baum - ITSP_ADO: Stata module to accompany Introduction to Stata Programming book (RePEc:boc:bocode:s457155)
by Christopher F Baum - TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation (RePEc:boc:bocode:s457307)
by Christopher F Baum - BCUSE: Stata module to access instructional datasets on Boston College server (RePEc:boc:bocode:s457508)
by Christopher F Baum - SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method (RePEc:boc:bocode:s457546)
by Christopher F Baum - IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments (RePEc:boc:bocode:s457555)
by Christopher F Baum & Mark E Schaffer - BIDENSITY: Stata module to produce and graph bivariate density estimates (RePEc:boc:bocode:s457576)
by John Luke Gallup & Christopher F Baum - STATICFC: Stata module to compute static forecasts for a recursive rolling regression (RePEc:boc:bocode:s457607)
by Christopher F Baum - CMAXUSE: Stata module to access Cmax instructional datasets (RePEc:boc:bocode:s457647)
by Christopher F Baum - ACTEST: Stata module to perform Cumby-Huizinga general test for autocorrelation in time series (RePEc:boc:bocode:s457668)
by Christopher F Baum & Mark E Schaffer - 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 di (RePEc:boc:bocode:s457689)
by Christopher F Baum & Mark E Schaffer - IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10) (RePEc:boc:bocode:s457955)
by Christopher F Baum & Mark E Schaffer & Steven Stillman - XTILETEST: Stata module to test equality of percentiles across groups of observations (RePEc:boc:bocode:s458124)
by Christopher F Baum - GRPDF: Stata module to produce PDFs from memory graphs (RePEc:boc:bocode:s458185)
by Christopher F Baum - 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 (RePEc:boc:bocode:s458323)
by Jesús Otero & Christopher F Baum - 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 (RePEc:boc:bocode:s458330)
by Jesús Otero & Christopher F Baum - FCSTATS: Stata module to compute time series forecast accuracy statistics (RePEc:boc:bocode:s458358)
by Christopher F Baum - RADF: Stata module to calculate unit root tests for explosive behaviour (RePEc:boc:bocode:s458836)
by Jesús Otero & Christopher F Baum - ARIMASEL: Stata module to compute selection criteria for ARMA(p,q) models (RePEc:boc:bocode:s458840)
by Christopher F Baum - CUSUM9: Stata module to compute cusum, cusum^2 stability tests (RePEc:boc:bocode:s458845)
by Christopher F Baum - WHITTLE: Stata module to compute long-memory parameter via Whittle method (RePEc:boc:bocode:s458894)
by Christopher F Baum & Stan Hurn & Kenneth Lindsay - TVGC: Stata module to perform Time-Varying Granger Causality tests (RePEc:boc:bocode:s458916)
by Jesús Otero & Christopher F Baum & Stan Hurn - IVREG2M: Stata module to identify treatment-effects estimates with potentially misreported and endogenous program participation (RePEc:boc:bocode:s459093)
by Christopher F Baum & Denni Tommasi & Lina Zhang - ARCH: MATLAB function to compute ARCH test (RePEc:boc:bocode:t961402)
by Christopher F. Baum - QSTAT2: MATLAB function to compute Ljung-Box Q statistic (RePEc:boc:bocode:t961403)
by Christopher F. Baum - Boston College Working Papers in Economics (RePEc:boc:bocoec)
from Boston College Department of Economics as editor - Institutional diversity in domestic banking sectors and bank stability: A cross-country study (RePEc:boc:bocoec:1008)
by Christopher F Baum & Caterina Forti Grazzini & Dorothea Schäfer - Socioeconomic Factors influencing the Spatial Spread of COVID-19 in the United States (RePEc:boc:bocoec:1009)
by Christopher F Baum & Miguel Henry - The impact of offshoring on productivity and innovation: Evidence from Swedish manufacturing firms (RePEc:boc:bocoec:1014)
by Christopher F. Baum & Hans Lööf & Andreas Stephan & Ingrid Viklund-Ros - Firms in (Green) Public Procurement: Financial strength indicators’ impact on contract awards and its repercussion on financial strength (RePEc:boc:bocoec:1049)
by Christopher F Baum & Arash Kordestani & Dorothea Schäfer & Andreas Stephan - An Examination of Postwar U.S Stabilization Policy: Monetary and Fiscal Policy in an Accelerationist World (RePEc:boc:bocoec:110)
by Christopher F. Baum & E. Philip Howrey - Dynamic Adjustment of Firms' Capital Structures in a Varying-Risk Environment (RePEc:boc:bocoec:152)
by Christopher F. Baum & Joanne M. Doyle - Bounded-Influence Instrumental Variable Estimation Techniques for the Diagnosis of Time-Series Regression Equations (RePEc:boc:bocoec:162)
by Christopher F. Baum & Marilena Furno - Bounded-Influence Estimation Techniques for the Analysis of Structural Macroeconometric Models (RePEc:boc:bocoec:163)
by Marilena Furno & Christopher F. Baum - The Term Structure of Interest Rates and the Demand for Money During the Great Depression (RePEc:boc:bocoec:177)
by Christopher F. Baum & Clifford F. Thies - On Construction of Monthly Term Structures of U.S. Interest Rates 1910-1930 (RePEc:boc:bocoec:200)
by Christopher F. Baum & Clifford F. Thies - Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests (RePEc:boc:bocoec:220)
by Atreya Chakraborty & Christopher F. Baum - Tobin's Q And Financial Policy Revisited (RePEc:boc:bocoec:226)
by Christopher F. Baum & Mark Klock & Clifford F. Thies - An Alternative Nonlinear General Equilibrium Model of the Term Structure of Interest Rates (RePEc:boc:bocoec:250)
by Olin Liu & Christopher F. Baum - Comparing Alternative Models of the Term Structure of Interest Rates (RePEc:boc:bocoec:271)
by Basma Bekdache & Christopher F. Baum - An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates (RePEc:boc:bocoec:275)
by Christopher F. Baum & Olin Liu - Time-Varying Risk Premia in the Foreign Currency Futures Basis (RePEc:boc:bocoec:281)
by John Barkoulas & Christopher F. Baum - Modeling Returns on the Term Structure of Treasury Interest Rates (RePEc:boc:bocoec:288)
by Christopher F. Baum & Basma Bekdache - A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency (RePEc:boc:bocoec:311)
by John Barkoulas & Christopher F. Baum - Nearest-Neighbor Forecasts of U.S. Interest Rates (RePEc:boc:bocoec:313)
by John Barkoulas & Christopher F. Baum & Atreya Chakraborty - Long Term Dependence in Stock Returns (RePEc:boc:bocoec:314)
by Christopher F. Baum & John Barkoulas - Fractional Cointegration Analysis of Long Term International Interest Rates (RePEc:boc:bocoec:315)
by John Barkoulas & Christopher F. Baum & Gurkan S. Oguz - Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates (RePEc:boc:bocoec:317)
by John Barkoulas & Christopher F. Baum - Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate (RePEc:boc:bocoec:320)
by John Barkoulas & Christopher F. Baum & Joseph Onochie - Fractional Monetary Dynamics (RePEc:boc:bocoec:321)
by John Barkoulas & Christopher F. Baum & Mustafa Caglayan - Q, Cash Flow and Investment: An Econometric Critique (RePEc:boc:bocoec:332)
by Christopher F. Baum & Clifford F. Thies - Persistence in International Inflation Rates (RePEc:boc:bocoec:333)
by Christopher F. Baum & John Barkoulas & Mustafa Caglayan - Fractional Dynamics in Japanese Financial Time Series (RePEc:boc:bocoec:334)
by John Barkoulas & Christopher F. Baum - Modelling Federal Reserve Discount Policy (RePEc:boc:bocoec:335)
by Christopher F. Baum & Meral Karasulu - Stochastic Long Memory in Traded Goods Prices (RePEc:boc:bocoec:349)
by John T. Barkoulas & Christopher F. Baum & Gurkan S. Oguz - Long Memory in the Greek Stock Market (RePEc:boc:bocoec:356)
by John T. Barkoulas & Christopher F. Baum & Nickolaos Travlos - Long Memory and Forecasting in Euroyen Deposit Rates (RePEc:boc:bocoec:361)
by John Barkoulas & Christopher F. Baum - Monetary Policy in the Transition to a Zero Federal Deficit (RePEc:boc:bocoec:363)
by Christopher F. Baum & Meral Karasulu - The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates (RePEc:boc:bocoec:372)
by Basma Bekdache & Christopher F. Baum - Credible Disinflation Policy in a Dynamic Setting (RePEc:boc:bocoec:375)
by Christopher F. Baum & Meral Karasulu - Persistent Dependence in Foreign Exchange Rates? A Reexamination (RePEc:boc:bocoec:377)
by John T. Barkoulas & Christopher F. Baum & Mustafa Caglayan & Atreya Chakraborty - Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? (RePEc:boc:bocoec:380)
by Christopher F. Baum & John T. Barkoulas & Mustafa Caglayan - Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money (RePEc:boc:bocoec:384)
by Christopher F. Baum & Clifford F. Thies - Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms (RePEc:boc:bocoec:393)
by Atreya Chakraborty & Christopher F. Baum - Waves and Persistence in Merger and Acquisition Activity (RePEc:boc:bocoec:396)
by John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty - Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era (RePEc:boc:bocoec:404)
by Christopher F. Baum & Mustafa Caglayan & John Barkoulas - Exchange Rate Effects on the Volume and Variability of Trade Flows (RePEc:boc:bocoec:405)
by John Barkoulas & Christopher F. Baum & Mustafa Caglayan - Modeling fixed income excess returns (RePEc:boc:bocoec:409)
by Basma Bekdache & Christopher F. Baum - Exchange Rate Uncertainty and Firm Profitability (RePEc:boc:bocoec:422)
by Christopher F. Baum & Mustafa Caglayan & John T. Barkoulas - Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums (RePEc:boc:bocoec:461)
by John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty - The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test (RePEc:boc:bocoec:464)
by Natalya Delcoure & John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty - A re-evaluation of empirical tests of the Fisher hypothesis (RePEc:boc:bocoec:472)
by Basma Bekdache & Christopher F. Baum - Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports (RePEc:boc:bocoec:488)
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan - Dynamics of Intra-EMS Interest Rate Linkages (RePEc:boc:bocoec:492)
by Christopher F. Baum & John Barkoulas - Sectoral Fluctuations in U.K. Firms' Investment Expenditures (RePEc:boc:bocoec:520)
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan - The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds (RePEc:boc:bocoec:521)
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan - Facilitating Applied Economic Research with Stata (RePEc:boc:bocoec:531)
by Christopher F Baum - Instrumental variables and GMM: Estimation and testing (RePEc:boc:bocoec:545)
by Christopher F Baum & Mark E. Schaffer & Steven Stillman - The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity (RePEc:boc:bocoec:552)
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan & Oleksandr Talavera - Long-Memory Forecasting of U.S. Monetary Indices (RePEc:boc:bocoec:558)
by John Barkoulas & Christopher F. Baum - The role of uncertainty in the transmission of monetary policy effects on bank lending (RePEc:boc:bocoec:561)
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan - The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms (RePEc:boc:bocoec:566)
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan - A review of Stata 8.1 and its time series capabilities (RePEc:boc:bocoec:581)
by Christopher F. Baum - Stata: The language of choice for time series analysis? (RePEc:boc:bocoec:598)
by Christopher F. Baum - The Effects of Uncertainty on the Leverage of Non-Financial Firms (RePEc:boc:bocoec:602)
by Christopher F. Baum & Andreas Stephan & Oleksandr Talavera - A little bit of Stata programming goes a long way.. (RePEc:boc:bocoec:612)
by Christopher F. Baum - Uncertainty Determinants of Corporate Liquidity (RePEc:boc:bocoec:634)
by Christopher F. Baum & Mustafa Caglayan & Andreas Stephan & Oleksandr Talavera - The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms (RePEc:boc:bocoec:636)
by Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera - The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany (RePEc:boc:bocoec:637)
by Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera - On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty (RePEc:boc:bocoec:638)
by Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera - On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty (RePEc:boc:bocoec:641)
by Christopher F. Baum & Mustafa Caglayan - Uncertainty Determinants of Firm Investment (RePEc:boc:bocoec:646)
by Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera - Political patronage in Ukranian banking (RePEc:boc:bocoec:657)
by Christopher F. Baum & Mustafa Caglayan & Dorothea Schäfer & Oleksandr Talavera - Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes (RePEc:boc:bocoec:664)
by Christopher F. Baum & James G. Bohn & Atreya Chakraborty - Enhanced routines for instrumental variables/GMM estimation and testing (RePEc:boc:bocoec:667)
by Christopher F Baum & Mark E. Schaffer & Steven Stillman - On the Investment Sensitivity of Debt under Uncertainty (RePEc:boc:bocoec:686)
by Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera - The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage (RePEc:boc:bocoec:688)
by Christopher F. Baum & Atreya Chakraborty & Boyan Liu - The Impact of the Financial System's Structure on Firms' Financial Constraints (RePEc:boc:bocoec:690)
by Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera - The Volatility of International Trade Flows and Exchange Rate Uncertainty (RePEc:boc:bocoec:695)
by Christopher F. Baum & Mustafa Caglayan - Parliamentary Election Cycles and the Turkish Banking Sector (RePEc:boc:bocoec:705)
by Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera - The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity (RePEc:boc:bocoec:712)
by Christopher F Baum & Mustafa Caglayan & Oleksandr Talavera - Macroeconomic Uncertainty and Credit Default Swap Spreads (RePEc:boc:bocoec:724)
by Christopher F Baum & Chi Wan - The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity (RePEc:boc:bocoec:726)
by Christopher F. Baum & Atreya Chakraborty & Liyan Han & Boyan Liu - Does the tenure of Private Equity investment improve the performance of European firms? (RePEc:boc:bocoec:730)
by Oleg Badunenko & Christopher F. Baum & Dorothea Schäfer - Using Stata for Applied Research: Reviewing its Capabilities (RePEc:boc:bocoec:764)
by Christopher F Baum & Mark E. Schaffer & Steven Stillman - The contextual effects of social capital on health: a cross-national instrumental variable analysis (RePEc:boc:bocoec:786)
by Daniel Kim & Christopher F Baum & Michael Ganz & S.V. Subramanian & Ichiro Kawachi - R&D Expenditures and Geographical Sales Diversification (RePEc:boc:bocoec:794)
by Christopher F Baum & Mustafa Caglayan & Oleksandr Talavera - Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter? (RePEc:boc:bocoec:822)
by Christopher F Baum & Mustafa Caglayan & Abdul Rashid - What do Chinese Macro Announcements Tell Us About the World Economy? (RePEc:boc:bocoec:834)
by Christopher F Baum & Alexander Kurov & Marketa W. Halova - Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises (RePEc:boc:bocoec:841)
by Christopher F. Baum & Dorothea Schäfer & Andreas Stephan - Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility (RePEc:boc:bocoec:860)
by Christopher F Baum & Paola Zerilli - The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility (RePEc:boc:bocoec:865)
by Michael Pesko & Christopher F Baum - A New Approach to Estimation of the R&D-Innovation-Productivity Relationship (RePEc:boc:bocoec:876)
by Christopher F Baum & Hans Lööf & Pardis Nabavi & Andreas Stephan - Innovation Strategies, External Knowledge and Productivity Growth (RePEc:boc:bocoec:885)
by Christopher F Baum & Hans Lööf & Pardis Nabavi - Corporate Financial Policy and the Value of Cash under Uncertainty (RePEc:boc:bocoec:918)
by Christopher F. Baum & Atreya Chakraborty & Boyan Liu - Capital Flows and Financial Stability in Emerging Economies (RePEc:boc:bocoec:936)
by Christopher F. Baum & Madhavi Pundit & Arief Ramayandi - The Impact of Uncertainty on Financial Institutions (RePEc:boc:bocoec:939)
by Christopher F Baum & Mustafa Caglayan & Bing Xu - The Economic Determinants of Crime: an Approach through Responsiveness Scores (RePEc:boc:bocoec:948)
by Giovanni Cerulli & Maria Ventura & Christopher F Baum - Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data (RePEc:boc:bocoec:952)
by Christopher F Baum & Paola Zerilli & Liyuan Chen - Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications (RePEc:boc:bocoec:953)
by Liyuan Chen & Paola Zerilli & Christopher F Baum - Economic impact of STEM immigrant workers (RePEc:boc:bocoec:962)
by Christopher F. Baum & Hans Lööf & Andreas Stephan - Productivity of refugee workers and implications for innovation and growth (RePEc:boc:bocoec:963)
by Christopher F. Baum & Hans Lööf & Andreas Stephan & Klaus F. Zimmermann - Migrant STEM Entrepreneurs (RePEc:boc:bocoec:965)
by Christopher F. Baum & Linda Dastory & Hans Lööf & Andreas Stephan - Advice on using heteroscedasticity based identification (RePEc:boc:bocoec:975)
by Christopher F. Baum & Arthur Lewbel - Innovation by start-up firms: The influence of the board of directors for knowledge spillovers (RePEc:boc:bocoec:988)
by Christopher F. Baum & Hans Lööf & Andreas Stephan & Ingrid Viklund-Ros - BOS10 Stata Conference (RePEc:boc:bost10)
from Stata Users Group as editor - Evaluating one-way and two-way cluster-robust covariance matrix estimates (RePEc:boc:bost10:11)
by Christopher F Baum & Austin Nichols & Mark E Schaffer - CHI11 Stata Conference (RePEc:boc:chic11)
from Stata Users Group as editor - An interpretation and implementation of the Theil-Goldberger 'mixed' estimator (RePEc:boc:chic11:14)
by Christopher F Baum - Canadian Stata Users' Group Meetings 2009 (RePEc:boc:csug09)
from Stata Users Group as editor - Canadian Stata Users' Group Meetings 2017 (RePEc:boc:csug17)
from Stata Users Group as editor - Swiss Stata Conference 2022 (RePEc:boc:csug22)
from Stata Users Group as editor - Drivers of COVID-19 deaths in the United States: A two-stage modeling approach (RePEc:boc:csug22:07)
by Andrés Garcia-Suaza & Miguel Henry & Jesús Otero & Kit Baum - DC09 Stata Conference (RePEc:boc:dcon09)
from Stata Users Group as editor - Implementing econometric estimators with Mata (RePEc:boc:dcon09:1)
by Christopher Baum & Mark E. Schaffer - Dutch-German Stata Users' Group Meetings 2002 (RePEc:boc:dsug02)
from Stata Users Group as editor - German Stata Users' Group Meetings 2004 (RePEc:boc:dsug04)
from Stata Users Group as editor - German Stata Users' Group Meetings 2005 (RePEc:boc:dsug05)
from Stata Users Group as editor - German Stata Users' Group Meetings 2006 (RePEc:boc:dsug06)
from Stata Users Group as editor - German Stata Users' Group Meetings 2007 (RePEc:boc:dsug07)
from Stata Users Group as editor - Should you become a Stata programmer? (RePEc:boc:dsug07:00)
by Christopher F Baum - German Stata Users' Group Meetings 2008 (RePEc:boc:dsug08)
from Stata Users Group as editor - Using instrumental variables techniques in economics and finance (RePEc:boc:dsug08:00)
by Christopher F Baum - German Stata Users' Group Meetings 2009 (RePEc:boc:dsug09)
from Stata Users Group as editor - Using Mata to work more effectively with Stata: A tutorial (RePEc:boc:dsug09:06)
by Christopher F Baum - German Stata Users' Group Meetings 2010 (RePEc:boc:dsug10)
from Stata Users Group as editor - German Stata Users' Group Meetings 2011 (RePEc:boc:dsug11)
from Stata Users Group as editor - Evaluating one-way and two-way cluster–robust covariance matrix estimates (RePEc:boc:dsug11:02)
by Christopher F Baum & Austin Nichols & Mark E Schaffer - German Stata Users' Group Meetings 2012 (RePEc:boc:dsug12)
from Stata Users Group as editor - A simple alternative to the linear probability model for binary choice models with endogenous regressors (RePEc:boc:dsug12:02)
by Christopher F Baum & Yingying Dong & Arthur Lewbel & Tao Yang - German Stata Users' Group Meetings 2013 (RePEc:boc:dsug13)
from Stata Users Group as editor - Instrumental variables estimation using heteroskedasticity-based instruments (RePEc:boc:dsug13:05)
by Christopher F Baum & Arthur Lewbel & Mark E Schaffer & Oleksandr Talavera - German Stata Users' Group Meetings 2014 (RePEc:boc:dsug14)
from Stata Users Group as editor - German Stata Users' Group Meetings 2017 (RePEc:boc:dsug17)
from Stata Users Group as editor - German Stata Users' Group Meetings 2019 (RePEc:boc:dsug19)
from Stata Users Group as editor - German Stata Users' Group Meetings 2022 (RePEc:boc:dsug22)
from Stata Users Group as editor - Economics Virtual Symposium 2021 (RePEc:boc:econ21)
from Stata Users Group as editor - Testing for time-varying Granger causality (RePEc:boc:econ21:9)
by Christopher F Baum & Jesús Otero & Stan Hurn - Fall North American Stata Users' Group Meetings 2008 (RePEc:boc:fsug08)
from Stata Users Group as editor - Using Mata to work more effectively with Stata: A tutorial (RePEc:boc:fsug08:7)
by Kit Baum - French Stata Users' Group Meetings 2022 (RePEc:boc:fsug22)
from Stata Users Group as editor - Italian Stata Users' Group Meetings 2008 (RePEc:boc:isug08)
from Stata Users Group as editor - Italian Stata Users' Group Meetings 2009 (RePEc:boc:isug09)
from Stata Users Group as editor - Italian Stata Users' Group Meetings 2010 (RePEc:boc:isug10)
from Stata Users Group as editor - Italian Stata Users' Group Meetings 2011 (RePEc:boc:isug11)
from Stata Users Group as editor - Italian Stata Users' Group Meetings 2012 (RePEc:boc:isug12)
from Stata Users Group as editor - Italian Stata Users' Group Meetings 2013 (RePEc:boc:isug13)
from Stata Users Group as editor - Italian Stata Users' Group Meetings 2014 (RePEc:boc:isug14)
from Stata Users Group as editor - Italian Stata Users' Group Meetings 2022 (RePEc:boc:isug22)
from Stata Users Group as editor - London Stata Conference 2022 (RePEc:boc:lsug22)
from Stata Users Group as editor - Impact of proximity to gas production activity on birth outcomes across the US (RePEc:boc:lsug22:06)
by Christopher F. Baum & Hailee Schuele & Philip J. Landrigan & Summer Sherburne Hawkins - Mexican Stata Users' Group Meetings 2009 (RePEc:boc:msug09)
from Stata Users Group as editor - Mexican Stata Users' Group Meetings 2010 (RePEc:boc:msug10)
from Stata Users Group as editor - Mexican Stata Users' Group Meetings 2011 (RePEc:boc:msug11)
from Stata Users Group as editor - Mexican Stata Users' Group Meetings 2013 (RePEc:boc:msug13)
from Stata Users Group as editor - Implementing new econometric tools in Stata (RePEc:boc:msug13:09)
by Christopher F Baum - Nordic and Baltic Stata Users' Group Meeting 2019 (RePEc:boc:ncon19)
from Stata Users Group as editor - State-level gun policy changes and rate of workplace homicide in the United States (RePEc:boc:ncon19:8)
by Erika Sabbath & Summer Sherburne Hawkins & Christopher F Baum - 2013 Stata Conference (RePEc:boc:norl13)
from Stata Users Group as editor - A general approach to testing for autocorrelation (RePEc:boc:norl13:6)
by Christopher F Baum & Mark E Schaffer - Nordic and Baltic Stata Users' Group Meetings 2007 (RePEc:boc:nsug07)
from Stata Users Group as editor - Summer North American Stata Users' Group Meetings 2008 (RePEc:boc:nsug08)
from Stata Users Group as editor - Australasian Stata Users' Group Meetings 2004 (RePEc:boc:osug04)
from Stata Users Group as editor - Unknown item RePEc:boc:pcon20 (series)
- Unknown item repec:boc:pcon20:7
- Portuguese Stata Users' Group Meetings 2010 (RePEc:boc:psug10)
from Stata Users Group as editor - SAN12 Stata Conference (RePEc:boc:scon12)
from Stata Users Group as editor - Binary choice models with endogenous regressors (RePEc:boc:scon12:9)
by Christopher Baum & Yingying Dong & Arthur Lewbel & Tao Yang - 2014 Stata Conference (RePEc:boc:scon14)
from Stata Users Group as editor - 2015 Stata Conference (RePEc:boc:scon15)
from Stata Users Group as editor - 2016 Stata Conference (RePEc:boc:scon16)
from Stata Users Group as editor - Modeling Rating Transition Matrices for Wholesale Loan Portfolios (RePEc:boc:scon16:17)
by Kit Baum & Soner Tunay & Alper Corlu - 2017 Stata Conference (RePEc:boc:scon17)
from Stata Users Group as editor - Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test (RePEc:boc:scon17:7)
by Christopher Baum & Jesús Otero - 2018 Stata Conference (RePEc:boc:scon18)
from Stata Users Group as editor - 2019 Stata Conference (RePEc:boc:scon19)
from Stata Users Group as editor - 2020 Stata Conference (RePEc:boc:scon20)
from Stata Users Group as editor - 2021 Stata Conference (RePEc:boc:scon21)
from Stata Users Group as editor - Drivers of COVID-19 outcomes: Evidence from a heterogeneous SAR panel-data model (RePEc:boc:scon21:34)
by Kit Baum & Miguel Henry - United Kingdom Stata Users' Group Meetings 2001 (RePEc:boc:usug01)
from Stata Users Group as editor - Efficient management of multi-frequency panel data with Stata (RePEc:boc:usug01:8)
by Christopher F Baum - United Kingdom Stata Users' Group Meetings 2002 (RePEc:boc:usug02)
from Stata Users Group as editor - United Kingdom Stata Users' Group Meetings 2003 (RePEc:boc:usug03)
from Stata Users Group as editor - Instrumental variables and GMM: Estimation and testing (RePEc:boc:usug03:02)
by Christopher F Baum & Mark E. Schaffer & Steven Stillman - United Kingdom Stata Users' Group Meetings 2004 (RePEc:boc:usug04)
from Stata Users Group as editor - Topics in time series regression modeling (RePEc:boc:usug04:7)
by Christopher F. Baum - United Kingdom Stata Users' Group Meetings 2005 (RePEc:boc:usug05)
from Stata Users Group as editor - A little bit of Stata programming goes a long way.. (RePEc:boc:usug05:16)
by Christopher F. Baum - United Kingdom Stata Users' Group Meetings 2006 (RePEc:boc:usug06)
from Stata Users Group as editor - Time series filtering techniques in Stata (RePEc:boc:usug06:17)
by Kit Baum - United Kingdom Stata Users' Group Meetings 2007 (RePEc:boc:usug07)
from Stata Users Group as editor - Instrumental variables: Overview and advances (RePEc:boc:usug07:12)
by Kit Baum - United Kingdom Stata Users' Group Meetings 2008 (RePEc:boc:usug08)
from Stata Users Group as editor - Using Mata to work more effectively with Stata: A tutorial (RePEc:boc:usug08:11)
by Kit Baum - United Kingdom Stata Users' Group Meetings 2009 (RePEc:boc:usug09)
from Stata Users Group as editor - Implementing econometric estimators with Mata (RePEc:boc:usug09:16)
by Christopher F Baum & Mark E. Schaffer - United Kingdom Stata Users' Group Meetings 2010 (RePEc:boc:usug10)
from Stata Users Group as editor - Evaluating one-way and two-way cluster-robust covariance matrix estimates (RePEc:boc:usug10:12)
by Christopher F Baum & Austin Nichols & Mark E Schaffer - United Kingdom Stata Users' Group Meetings 2011 (RePEc:boc:usug11)
from Stata Users Group as editor - United Kingdom Stata Users' Group Meetings 2012 (RePEc:boc:usug12)
from Stata Users Group as editor - Instrumental variables estimation using heteroskedasticity-based instruments (RePEc:boc:usug12:07)
by Christopher F Baum & Arthur Lewbel & Mark E Schaffer & Oleksander Talavera - United Kingdom Stata Users' Group Meetings 2013 (RePEc:boc:usug13)
from Stata Users Group as editor - A general approach to testing for autocorrelation (RePEc:boc:usug13:13)
by Christopher F Baum & Mark E Schaffer - United Kingdom Stata Users' Group Meetings 2014 (RePEc:boc:usug14)
from Stata Users Group as editor - Extending Stata's capabilities for asymptotic covariance matrix estimation (RePEc:boc:usug14:16)
by Christopher F Baum & Mark E Schaffer - United Kingdom Stata Users' Group Meetings 2015 (RePEc:boc:usug15)
from Stata Users Group as editor - A large-scale application of Stata's forecast suite: challenges and potential (RePEc:boc:usug15:12)
by Christopher F Baum - United Kingdom Stata Users' Group Meetings 2016 (RePEc:boc:usug16)
from Stata Users Group as editor - Analyzing volatility shocks to Eurozone CDS spreads with a multicountry GMM model in Stata (RePEc:boc:usug16:07)
by Christopher F Baum & Paola Zerilli - United Kingdom Stata Users' Group Meetings 2017 (RePEc:boc:usug17)
from Stata Users Group as editor - Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test (RePEc:boc:usug17:10)
by Christopher F Baum & Jesús Otero - London Stata Conference 2018 (RePEc:boc:usug18)
from Stata Users Group as editor - Implementing the Leybourne-Taylor test for seasonal unit roots in Stata (RePEc:boc:usug18:10)
by Christopher F Baum & Jesús Otero - London Stata Conference 2019 (RePEc:boc:usug19)
from Stata Users Group as editor - State-level gun policy changes and rate of workplace homicide in the United States (RePEc:boc:usug19:08)
by Christopher F Baum & Erika Sabbath & Summer Sherburne Hawkins - London Stata Conference 2020 (RePEc:boc:usug20)
from Stata Users Group as editor - Unit root tests for explosive behaviour (RePEc:boc:usug20:04)
by Jesús Otero & Christopher F Baum - Socioeconomic Factors influencing the Spatial Spread of COVID-19 in the United States (RePEc:boc:usug20:05)
by Christopher F Baum & Miguel Henry - London Stata Conference 2021 (RePEc:boc:usug21)
from Stata Users Group as editor - The Stata module for CUB models for rating data analysis (RePEc:boc:usug21:16)
by G. Cerulli & R. Simone & F. Di Iorio & D. Piccolo & C.F. Baum - Drivers of COVID-19 Outcomes: Evidence from a Heterogeneous SAR Panel Data Model (RePEc:boc:usug21:18)
by Christopher F Baum & Miguel Henry - 2022 Stata Conference (RePEc:boc:usug22)
from Stata Users Group as editor - Drivers of COVID-19 deaths in the United States: A two-stage modeling approach (RePEc:boc:usug22:08)
by Christopher Baum & Andrés Garcia-Suaza & Miguel Henry & Jesús Otero - West Coast Stata Users' Group Meetings 2007 (RePEc:boc:wsug07)
from Stata Users Group as editor - Occupational Sorting and Wage Gaps of Refugees (RePEc:cpr:ceprdp:14917)
by Baum, Christopher F & Lööf, Hans & Stephan, Andreas & Zimmermann, Klaus F - Does the Tenure of Private Equity Investment Improve the Performance of European Firms? (RePEc:diw:diwfin:diwfin3.3)
by Oleg Badunenko & Christopher F. Baum & Dorothea Schäfer - Firms in Green Public Procurement: Financial Strength Indicators’ Impact on Contract Awards and Its Repercussion on Financial Strength (RePEc:diw:diwvjh:90-4-5)
by Christopher F. Baum & Arash Kordestani & Dorothea Schäfer & Andreas Stephan - Ukrainische Banken: politische Patronage von Bedeutung (RePEc:diw:diwwob:74-23-2)
by Christopher F. Baum & Mustafa Caglayan & Dorothea Schäfer & Oleksandr Talavera - Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis (RePEc:diw:diwwpp:dp1333)
by Christopher F. Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephan - Institutional Diversity in Domestic Banking Sectors and Bank Stability: A Cross-Country Study (RePEc:diw:diwwpp:dp1869)
by Christopher F. Baum & Caterina Forti Grazzini & Dorothea Schäfer - Firms in (Green) Public Procurement: Financial Strength Indicators’ Impact on Contract Awards and Its Repercussion on Financial Strength (RePEc:diw:diwwpp:dp1984)
by Christopher F. Baum & Arash Kordestani & Dorothea Schäfer & Andreas Stephan - The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms (RePEc:diw:diwwpp:dp410)
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan & Oleksandr Talavera - Macroeconomic Uncertainty and Firm Leverage (RePEc:diw:diwwpp:dp443)
by Christopher F. Baum & Andreas Stephan & Oleksandr Talavera - Uncertainty Determinants of Corporate Liquidity (RePEc:diw:diwwpp:dp633)
by Christopher F. Baum & Mustafa Caglayan & Andreas Stephan & Oleksandr Talavera - Firm Investment and Financial Frictions (RePEc:diw:diwwpp:dp634)
by Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera - The Effects of Short-Term Liabilities on Profitability: The Case of Germany (RePEc:diw:diwwpp:dp635)
by Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera - The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany (RePEc:diw:diwwpp:dp638)
by Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera - The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis (RePEc:diw:diwwpp:dp863)
by Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera - Does the Tenure of Private Equity Investment Improve the Performance of European Firms? (RePEc:diw:diwwpp:dp990)
by Oleg Badunenko & Christopher F. Baum & Dorothea Schäfer - Sectoral fluctuations in U.K. firms' investment expenditures (RePEc:ebl:ecbull:eb-03e20002)
by Christopher Baum & Neslihan Ozkan & Mustafa Caglayan - Coordination of large macroeconomies'policies and the stability of small economies (RePEc:eee:dyncon:v:10:y:1986:i:1-2:p:21-25)
by Baum, Christopher F. - The effects of price- and output-stabilising policies in an interdependent world economy (RePEc:eee:dyncon:v:11:y:1987:i:2:p:195-200)
by Baum, Christopher F. - Dynamic adjustment of firms' capital structures in a varying-risk environment (RePEc:eee:dyncon:v:12:y:1988:i:1:p:127-133)
by Baum, Christopher F. & Doyle, Joanne M. - Foreword (RePEc:eee:dyncon:v:12:y:1988:i:1:p:3-3)
by Baum, Christopher F. - On the sensitivity of optimal control solutions (RePEc:eee:dyncon:v:2:y:1980:i:1:p:205-208)
by Baum, Christopher F. - Uncertainty determinants of corporate liquidity (RePEc:eee:ecmode:v:25:y:2008:i:5:p:833-849)
by Baum, Christopher F. & Caglayan, Mustafa & Stephan, Andreas & Talavera, Oleksandr - The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds (RePEc:eee:ecolet:v:102:y:2009:i:2:p:87-89)
by Baum, Christopher F. & Caglayan, Mustafa & Ozkan, Neslihan - On the investment sensitivity of debt under uncertainty (RePEc:eee:ecolet:v:106:y:2010:i:1:p:25-27)
by Baum, Christopher F. & Caglayan, Mustafa & Talavera, Oleksandr - Activist policy and macroeconomic instability (RePEc:eee:ecolet:v:11:y:1983:i:1-2:p:43-48)
by Baum, C. F. & Howrey, E. P. - Long-term dependence in stock returns (RePEc:eee:ecolet:v:53:y:1996:i:3:p:253-259)
by Barkoulas, John T. & Baum, Christopher F. - Waves and persistence in merger and acquisition activity (RePEc:eee:ecolet:v:70:y:2001:i:2:p:237-243)
by Barkoulas, John T. & Baum, Christopher F. & Chakraborty, Atreya - Uncertainty determinants of firm investment (RePEc:eee:ecolet:v:98:y:2008:i:3:p:282-287)
by Baum, Christopher F. & Caglayan, Mustafa & Talavera, Oleksandr - An empirical analysis of the composition of manufacturing employment in the industrialized countries (RePEc:eee:eecrev:v:9:y:1977:i:1:p:1-19)
by Leamer, Edward E. & Stern, Robert M. & Baum, Christopher F. - The self-medication hypothesis: Evidence from terrorism and cigarette accessibility (RePEc:eee:ehbiol:v:22:y:2016:i:c:p:94-102)
by Pesko, Michael F. & Baum, Christopher F. - Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility (RePEc:eee:eneeco:v:53:y:2016:i:c:p:175-181)
by Baum, Christopher F. & Zerilli, Paola - Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications (RePEc:eee:eneeco:v:79:y:2019:i:c:p:111-129)
by Chen, Liyuan & Zerilli, Paola & Baum, Christopher F. - Stochastic volatility, jumps and leverage in energy and stock markets: Evidence from high frequency data (RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319302622)
by Baum, Christopher F. & Zerilli, Paola & Chen, Liyuan - Credit rating agency downgrades and the Eurozone sovereign debt crises (RePEc:eee:finsta:v:24:y:2016:i:c:p:117-131)
by Baum, Christopher F. & Schäfer, Dorothea & Stephan, Andreas - The forward rate unbiasedness hypothesis reexamined: evidence from a new test (RePEc:eee:glofin:v:14:y:2003:i:1:p:83-93)
by Delcoure, Natalya & Barkoulas, John & Baum, Christopher F. & Chakraborty, Atreya - Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? (RePEc:eee:intfin:v:9:y:1999:i:4:p:359-376)
by Baum, Christopher F. & Barkoulas, John T. & Caglayan, Mustafa - A review of Stata 8.1 and its time series capabilities (RePEc:eee:intfor:v:20:y:2004:i:1:p:151-161)
by Baum, Christopher F. - Securities fraud and corporate board turnover: New evidence from lawsuit outcomes (RePEc:eee:irlaec:v:48:y:2016:i:c:p:14-25)
by Baum, Christopher F. & Bohn, James G. & Chakraborty, Atreya - Parliamentary election cycles and the Turkish banking sector (RePEc:eee:jbfina:v:34:y:2010:i:11:p:2709-2719)
by Baum, Christopher F. & Caglayan, Mustafa & Talavera, Oleksandr - Tobin's q and measurement error: Caveat investigator (RePEc:eee:jebusi:v:43:y:1991:i:3:p:241-252)
by Klock, Mark & Thies, Clifford F. & Baum, Christopher F. - Tobin's Q, intangible capital, and financial policy (RePEc:eee:jebusi:v:48:y:1996:i:4:p:387-400)
by Klock, Mark & Baum, Christopher F. & Thies, Clifford F. - Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era (RePEc:eee:jimfin:v:20:y:2001:i:3:p:379-399)
by Baum, Christopher F. & Barkoulas, John T. & Caglayan, Mustafa - Exchange rate effects on the volume and variability of trade flows (RePEc:eee:jimfin:v:21:y:2002:i:4:p:481-496)
by Barkoulas, John T. & Baum, Christopher F. & Caglayan, Mustafa - On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty (RePEc:eee:jimfin:v:29:y:2010:i:1:p:79-93)
by Baum, Christopher F. & Caglayan, Mustafa - The impact of the financial system's structure on firms' financial constraints (RePEc:eee:jimfin:v:30:y:2011:i:4:p:678-691)
by Baum, Christopher F. & Schäfer, Dorothea & Talavera, Oleksandr - What do Chinese macro announcements tell us about the world economy? (RePEc:eee:jimfin:v:59:y:2015:i:c:p:100-122)
by Baum, Christopher F. & Kurov, Alexander & Wolfe, Marketa Halova - Exchange Rate Uncertainty and Firm Profitability (RePEc:eee:jmacro:v:23:y:2001:i:4:p:565-576)
by Baum, Christopher F. & Caglayan, Mustafa & Barkoulas, John T. - Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums (RePEc:eee:jmacro:v:25:y:2003:i:1:p:109-122)
by Barkoulas, John & Baum, Christopher F. & Chakraborty, Atreya - Fractional dynamics in Japanese financial time series (RePEc:eee:pacfin:v:6:y:1998:i:1-2:p:115-124)
by Barkoulas, John T. & Baum, Christopher F. - Innovation by start-up firms: The role of the board of directors for knowledge spillovers (RePEc:eee:respol:v:51:y:2022:i:1:s0048733321001712)
by Baum, Christopher F. & Lööf, Hans & Stephan, Andreas & Viklund-Ros, Ingrid - The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity (RePEc:eee:revfin:v:15:y:2006:i:4:p:289-304)
by Baum, Christopher F. & Caglayan, Mustafa & Ozkan, Neslihan & Talavera, Oleksandr - A nonparametric investigation of the 90-day t-bill rate (RePEc:eee:revfin:v:6:y:1997:i:2:p:187-198)
by Barkoulas, John T. & Baum, Christopher F. & Onochie, Joseph - The contextual effects of social capital on health: A cross-national instrumental variable analysis (RePEc:eee:socmed:v:73:y:2011:i:12:p:1689-1697)
by Kim, Daniel & Baum, Christopher F. & Ganz, Michael L. & Subramanian, S.V. & Kawachi, Ichiro - Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey (RePEc:ekd:004912:5674)
by Can Erbil & Kit Baum & Ferhan Salman - Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises (RePEc:ekd:006356:6939)
by Christopher Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephan - Openness and financial stability (RePEc:ekd:008007:8652)
by Christopher Baum & Madhavi Pundit & Arief Ramayandi - A New Approach to Estimation of the R&D-Innovation-Productivity Relationship (RePEc:ekd:008007:8868)
by Andreas Stephan & Christopher BAUM, & Pardis NABAVI & Hans LÖÖF, - Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach (RePEc:ekd:008007:8970)
by Christopher Baum & Hans Lööf, & Pardis Nabavi - Estimating a dose-response function with heterogeneous response to confounders when treatment is continuous and endogenous (RePEc:ekd:009007:9388)
by Christopher Baum & Giovanni Cerulli, CNR-IRCrES - Refugees in Sweden: Economic integration and wage convergence (RePEc:ekd:010027:10331)
by Christopher Baum & Cindy Alder & Hans Lööf & Andreas Stephan - Corporate financial policy and the value of cash under uncertainty (RePEc:eme:ijmfpp:ijmf-12-2015-0210)
by Atreya Chakraborty & Christopher F. Baum & Boyan Liu - Exchange Rate Effects on the Volume and Variability of Trade Flows (RePEc:fth:kocuni:1998/05)
by Caglayan, M. & Baum, C.F. & Barkoulas, J.T. - The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity (RePEc:gla:glaewp:2005_26)
by Christopher F Baum, & Mustafa Caglayan & Neslihan Ozkan & Oleksandr Talavera - The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty (RePEc:gla:glaewp:2005_27)
by Christopher F Baum & Mustafa Caglayan & Neslihan Ozkan - Uncertainty Determinants of Corporate Liquidity (RePEc:gla:glaewp:2006_1)
by Christopher F. Baum & Mustafa Caglayan & Andreas Stephan & Oleksandr Talavera - A New Approach to Estimation of the R&D-Innovation-Productivity Relationship (RePEc:hhs:cesisp:0408)
by Baum, Christopher F & Lööf, Hans & Nabavi, Pardis & Stephan, Andreas - Innovation Strategies, External Knowledge And Productivity Growth (RePEc:hhs:cesisp:0464)
by Baum, Christopher F & Lööf, Hans & Nabavi, Pardis - Outside Board Directors and Start-Up Firms’ Innovation (RePEc:hhs:cesisp:0468)
by Baum, Christopher F & Lööf, Hans & Stephan, Andreas & Viklund-Ros, Ingrid - Offshoring and Innovation Capabilities: Evidence from Swedish Manufacturing (RePEc:hhs:cesisp:0469)
by Baum, Christopher F & Lööf, Hans & Perez, Luis & Stephan, Andreas - Directed Technical Change in Clean Energy: Evidence from the Solar Industry (RePEc:hhs:cesisp:0470)
by Lööf, Hans & Perez, Luis & Baum, Christopher F - Economic impact of STEM immigrant workers (RePEc:hhs:cesisp:0472)
by Baum, Christopher F & Lööf, Hans & Stephan, Andreas - Refugee immigrants, occupational sorting and wage gaps (RePEc:hhs:cesisp:0473)
by Baum, Christopher F & Lööf, Hans & Stephan, Andreas - Migrant STEM Entrepreneurs (RePEc:hhs:cesisp:0474)
by Baum, Christopher F & Dastory, Linda & Lööf, Hans & Stephan, Andreas - Innovation by start-up firms: The influence of the board of directors (RePEc:hhs:cesisp:0483)
by F Baum, Christopher & Lööf, Hans & Stephan, Andreas & Viklund-Ros, Ingrid - Productivity of refugee workers and implications for innovation and growth (RePEc:hhs:cesisp:0485)
by F Baum, Christopher & Lööf, Hans & Stephan, Andreas & F. Zimmermann, Klaus - The impact of offshoring on innovation and productivity: Evidence from Swedish manufacturing firms (RePEc:hhs:cesisp:0486)
by Baum, Christopher F & Lööf, Hans & Stephan, Andreas & Viklund-Ros, Ingrid - Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises (RePEc:hhs:ratioi:0224)
by Baum, Christopher & Karpava, Margarita & Schäfer, Dorothea & Stephan, Andreas - Enhanced routines for instrumental variables/GMM estimation and testing (RePEc:hwe:certdp:0706)
by Christopher F Baum & Mark E. Schaffer & Steven Stillman - Socio-economic and demographic factors influencing the spatial spread of COVID-19 in the USA (RePEc:ids:ijcome:v:12:y:2022:i:4:p:366-380)
by Christopher F. Baum & Miguel Henry - The impact of macroeconomic uncertainty on firms' changes in financial leverage (RePEc:ijf:ijfiec:v:15:y:2010:i:1:p:22-30)
by Christopher F. Baum & Atreya Chakraborty & Boyan Liu - Nonlinear effects of exchange rate volatility on the volume of bilateral exports (RePEc:jae:japmet:v:19:y:2004:i:1:p:1-23)
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan - Long-memory forecasting of US monetary indices (RePEc:jof:jforec:v:25:y:2006:i:4:p:291-302)
by Christopher F. Baum & John Barkoulas - Modelling Federal Reserve Discount Policy (RePEc:kap:compec:v:11:y:1998:i:1-2:p:53-70)
by Baum, Christopher F & Karasulu, Meral - On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 (RePEc:kap:csecmg:v:5:y:1992:i:3:p:221-46)
by Baum, Christopher F & Thies, Clifford F - Q, Cash Flow and Investment: An Econometric Critique (RePEc:kap:rqfnac:v:12:y:1999:i:1:p:35-47)
by Baum, Christopher F & Thies, Clifford F - The second moments matter: The response of bank lending behavior to macroeconomic uncertainty (RePEc:lec:leecon:04/13)
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan - The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms (RePEc:lec:leecon:04/19)
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan & Oleksandr Talavera - Sectoral Fluctuations in U.K. Firms' Investment Expenditures (RePEc:liv:livedp:2002_01)
by Mustafa Caglayan & Neslihan Ozkan & Christopher F Baum - The Impact of Macroeconomic Uncertainty on Bank Lending Behavior (RePEc:liv:livedp:2002_02)
by Mustafa Caglayan & Neslihan Ozkan & Christopher F Baum - Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques (RePEc:mcb:jmoncb:v:22:y:1990:i:4:p:465-77)
by Baum, Christopher F & Furno, Marilena - Dynamics of Intra-EMS Interest Rate Linkages (RePEc:mcb:jmoncb:v:38:y:2006:i:2:p:469-482)
by Baum, Christopher F. & Barkoulas, John - Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say (RePEc:mmf:mmfc04:45)
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan - Macroeconomics Uncertainty and Firm Leverage (RePEc:mmf:mmfc05:72)
by Oleksandra Talavera & Christopher Baum & Andreas Stephan - Uncertainty Determinants of Corporate Liquidity (RePEc:mmf:mmfc05:73)
by Oleksandr Talavera & Christopher Baum & Mustafa Caglayan & Andreas Stephan - The Effects of Short-Term Liabilities on Profitability: The Case of Germany (RePEc:mmf:mmfc06:61)
by Christopher F. Baum & Dorothea Schaefer & Oleksandr Talavera - Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports (RePEc:mmf:mmfc06:64)
by Christopher F Baum & Mustafa Caglayan - Credit rating agency downgrades and the Eurozone sovereign debt crises (RePEc:nbp:nbpmis:177)
by Christopher F Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephen - Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 (RePEc:nbr:nberch:11418)
by John H. Ciccolo, Jr. & Christopher F. Baum - Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977 (RePEc:nbr:nberwo:1169)
by John H. Ciccolo, Jr. & Christopher F. Baum - On the sensitivity of firms' investment to cash flow and uncertainty (RePEc:oup:oxecpp:v:62:y:2010:i:2:p:286-306)
by Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera - Capital Flows and Financial Stability in Emerging Economies (RePEc:ris:adbewp:0522)
by Baum, Christopher F. & Pundit, Madhavi & Ramayandi, Arief - aer.pl, a script converting XML data to ReDIF (RePEc:rpc:script:aer)
by Christopher Baum - bejeap.pl, a script converting OAI data to ReDIF (RePEc:rpc:script:bejeap)
by Christopher Baum & Larry Meyer - bejeap2.pl, a script converting OAI data to ReDIF with Unicode support (RePEc:rpc:script:bejeap2)
by Christopher Baum - cdl-ciders.pl, a script converting XML data to ReDIF (RePEc:rpc:script:cdl-ciders)
by Christopher Baum - dspace2redif.pl, a script converting DSpace metadata to ReDIF (RePEc:rpc:script:dspace2redif)
by Stuart Yeates & Christopher Baum & Christian Zimmermann - ectj.pl, a script converting html data to ReDIF (RePEc:rpc:script:ectj)
by Christopher Baum - imfocpcvt.pl, a script converting html data to ReDIF (RePEc:rpc:script:imfocpcvt)
by Christopher Baum - rjeyr.pl, a script converting html data to ReDIF (RePEc:rpc:script:rjeyr)
by Christopher Baum - Computational Economics Software Archive (RePEc:sce:cesofw)
from Kluwer Academic Publishers as editor - ARRANGEDAR: RATS procedures to calculate arranged autoregressions (RePEc:sce:cesofw:ce11.53)
by Christopher F Baum & Meral Karasulu - Computing in Economics and Finance 2000 (RePEc:sce:scecf0)
from Society for Computational Economics as editor - Computing in Economics and Finance 2001 (RePEc:sce:scecf1)
from Society for Computational Economics as editor - Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data (RePEc:sce:scecf1:85)
by Christopher F Baum, Mustafa Caglayan, Neslihan Ozkan - Computing in Economics and Finance 2002 (RePEc:sce:scecf2)
from Society for Computational Economics as editor - Dynamics of Intra-EMS Interest Rate Linkages (RePEc:sce:scecf2:13)
by Christopher F Baum & John Barkoulas - The Impact of Macroeconomic Uncertainty on Bank Lending Behavior (RePEc:sce:scecf2:94)
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan - Computing in Economics and Finance 2003 (RePEc:sce:scecf3)
from Society for Computational Economics as editor - The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms (RePEc:sce:scecf3:69)
by Christopher F Baum & Mustafa Caglayan & Neslihan Ozkan - Computing in Economics and Finance 2004 (RePEc:sce:scecf4)
from Society for Computational Economics as editor - The second moments matter: The response of bank lending behavior to macroeconomic uncertainty (RePEc:sce:scecf4:172)
by Christopher F Baum & Mustafa Caglayan & Neslihan Ozkan - Computing in Economics and Finance 2005 (RePEc:sce:scecf5)
from Society for Computational Economics as editor - Computing in Economics and Finance 1996 (RePEc:sce:scecf6)
from Society for Computational Economics as editor - Computing in Economics and Finance 1997 (RePEc:sce:scecf7)
from Society for Computational Economics as editor - The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates (RePEc:sce:scecf7:72)
by Basma Bekdache & Christopher F. Baum - Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance (RePEc:sce:scecf7:74)
by Christopher F. Baum & Meral Karasulu - Computing in Economics and Finance 1999 (RePEc:sce:scecf9)
from Society for Computational Economics as editor - A re-evaluation of empirical tests of the Fisher hypothesis (RePEc:sce:scecf9:944)
by Basma Bekdache & Christopher F. Baum - Computing in Economics and Finance 2006 (RePEc:sce:scecfa)
from Society for Computational Economics as editor - Capital structure adjustments: Do macroeconomic and business risks matter? (RePEc:spr:empeco:v:53:y:2017:i:4:d:10.1007_s00181-016-1178-1)
by Christopher F. Baum & Mustafa Caglayan & Abdul Rashid - Reexamining the term structure of interest rates and the interwar demand for money (RePEc:spr:jecfin:v:22:y:1998:i:2:p:5-12)
by Christopher Baum & Clifford Thies - Happily Ever After? Pre-and-Post Disaster Determinants of Happiness Among Survivors of Hurricane Katrina (RePEc:spr:jhappi:v:16:y:2015:i:2:p:427-442)
by Rocío Calvo & Mariana Arcaya & Christopher Baum & Sarah Lowe & Mary Waters - A logit analysis of the factor content of West German foreign trade (RePEc:spr:weltar:v:114:y:1978:i:2:p:328-338)
by Christopher Baum & David Coe - A Logit Analysis of the Factor Content of West German Foreign Trade (RePEc:spr:weltar:v:114:y:1978:p:328-338)
by Christopher F Baum & David Coe - Stochastic long memory in traded goods prices (RePEc:taf:apeclt:v:5:y:1998:i:3:p:135-138)
by John Barkoulas & Christopher Baum & Gurkan Oguz - Long memory in the Greek stock market (RePEc:taf:apfiec:v:10:y:2000:i:2:p:177-184)
by John Barkoulas & Christopher Baum & Nickolaos Travlos - Macroeconomic uncertainty and credit default swap spreads (RePEc:taf:apfiec:v:20:y:2010:i:15:p:1163-1171)
by Christopher Baum & Chi Wan - A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency (RePEc:taf:apfiec:v:7:y:1997:i:6:p:635-643)
by John Barkoulas & Christopher Baum - The effects of uncertainty and corporate governance on firms’ demand for liquidity (RePEc:taf:applec:44:y:2012:i:4:p:515-525)
by Christopher F. Baum & Atreya Chakraborty & Liyan Han & Boyan Liu - Fractional monetary dynamics (RePEc:taf:applec:v:31:y:1999:i:11:p:1393-1400)
by John Barkoulas & Christopher Baum & Mustafa Caglayan - A new approach to estimation of the R&D–innovation–productivity relationship (RePEc:taf:ecinnt:v:26:y:2017:i:1-2:p:121-133)
by Christopher F. Baum & Hans Lööf & Pardis Nabavi & Andreas Stephan - Innovation strategies, external knowledge and productivity growth (RePEc:taf:indinn:v:26:y:2019:i:3:p:348-367)
by Christopher F Baum & Hans Lööf & Pardis Nabavi - Environmental Econometrics Using Stata (RePEc:tsj:spbook:eeus)
by Christopher F Baum & Stan Hurn - An Introduction to Modern Econometrics using Stata (RePEc:tsj:spbook:imeus)
by Christopher F Baum - An Introduction to Stata Programming, Second Edition (RePEc:tsj:spbook:isp)
by Christopher F Baum - Stata tip 88: Efficiently evaluating elasticities with the margins command (RePEc:tsj:stataj:v:10:y:2010:i:2:p:309-312)
by Christopher F. Baum - Richard Sperling (1961-2011) (RePEc:tsj:stataj:v:11:y:2011:i:2:p:157-158)
by Christopher F Baum - Response surface models for the Elliott, Rothenberg, and Stock unit-root test (RePEc:tsj:stataj:v:17:y:2017:i:4:p:985-1002)
by Jesús Otero & Christopher F Baum - Unit-root tests based on forward and reverse Dickey–Fuller regressions (RePEc:tsj:stataj:v:18:y:2018:i:1:p:22-28)
by Jesús Otero & Christopher F Baum - Advice on using heteroskedasticity-based identification (RePEc:tsj:stataj:v:19:y:2019:i:4:p:757-767)
by Christopher F Baum & Arthur Lewbel - Residual diagnostics for cross-section time series regression models (RePEc:tsj:stataj:v:1:y:2001:i:1:p:101-104)
by Christopher F Baum - Local Whittle estimation of the long-memory parameter (RePEc:tsj:stataj:v:20:y:2020:i:3:p:565-583)
by Christopher F Baum & Stan Hurn & Kenneth Lindsay - Unknown item RePEc:tsj:stataj:v:20:y:2021:i:4:cumindex (article)
- The BDS test of independence (RePEc:tsj:stataj:v:21:y:2021:i:2:p:279-294)
by Christopher F Baum & Stan Hurn & Kenneth Lindsay - “What good is a volatility model?” A reexamination after 20 years (RePEc:tsj:stataj:v:21:y:2021:i:2:p:295-319)
by Christopher F Baum & Stan Hurn - Unit-root tests for explosive behavior (RePEc:tsj:stataj:v:21:y:2021:i:4:p:999-1020)
by Jesús Otero & Christopher F Baum - Testing for time-varying Granger causality (RePEc:tsj:stataj:v:22:y:2022:i:2:p:355-378)
by Christopher F Baum & Stan Hurn & Kenneth Lindsay & Jesús Otero - Cumulative author index, volumes 1-22 (RePEc:tsj:stataj:v:22:y:2022:i:4:cumindex)
by Christopher F Baum - Instrumental variables and GMM: Estimation and testing (RePEc:tsj:stataj:v:3:y:2003:i:1:p:1-31)
by Christopher F Baum & Mark E. Schaffer & Steven Stillman - Stata: The language of choice for time-series analysis? (RePEc:tsj:stataj:v:5:y:2005:i:1:p:46-63)
by Christopher F Baum - Stata tip 37: And the last shall be first (RePEc:tsj:stataj:v:6:y:2006:i:4:p:588-589)
by Christopher F Baum - Stata tip 38: Testing for groupwise heteroskedasticity (RePEc:tsj:stataj:v:6:y:2006:i:4:p:590-592)
by Christopher F Baum - Stata tip 40: Taking care of business (RePEc:tsj:stataj:v:7:y:2007:i:1:p:137-139)
by Christopher F Baum - Stata tip 45: Getting those data into shape (RePEc:tsj:stataj:v:7:y:2007:i:2:p:268-271)
by Christopher F Baum & Nicholas J. Cox - Enhanced routines for instrumental variables/generalized method of moments estimation and testing (RePEc:tsj:stataj:v:7:y:2007:i:4:p:465-506)
by Christopher F Baum & Mark E. Schaffer & Steven Stillman - Stata tip 63: Modeling proportions (RePEc:tsj:stataj:v:8:y:2008:i:2:p:299-303)
by Christopher F Baum - Evaluating concavity for production and cost functions (RePEc:tsj:stataj:v:9:y:2009:i:1:p:161-165)
by Christopher F Baum & Teresa Linz - Stata tip 73: append with care! (RePEc:tsj:stataj:v:9:y:2009:i:1:p:166-168)
by Christopher F Baum - Stata tip 126: Handling irregularly spaced high-frequency transactions data (RePEc:tsj:stataj:y:16:y:2016:i:2:p:517-520)
by Christopher F Baum & Sebastiaan Bibo - Fitting mixture models for feeling and uncertainty for rating data analysis (RePEc:tsj:stataj:y:19:y:2019:i:1:p:195-223)
by Giovanni Cerulli & Rosaria Simone & Francesca Di Iorio & Domenico Piccolo & Christopher F Baum - Erratum: Unit-root tests for explosive behavior (RePEc:tsj:stataj:y:22:y:2022:i:1:p:234-237)
by Christopher F Baum & Jesús Otero - Metadata for user-written contributions to the Stata programming language (RePEc:tsj:stbull:y:2000:v:9:i:52:ip29)
by Christopher F. Baum & Nicholas J. Cox - Metadata for user-written contributions to the Stata programming language: extensions (RePEc:tsj:stbull:y:2000:v:9:i:54:ip29.1)
by Nicholas J. Cox & Christopher F. Baum - Test for autoregressive conditional heteroskedasticity in regression error distribution (RePEc:tsj:stbull:y:2001:v:10:i:55:sg135)
by Christopher F. Baum & Vince Wiggins - Tests for serial correlation in regression error distribution (RePEc:tsj:stbull:y:2001:v:10:i:55:sg136)
by Christopher F. Baum & Vince Wiggins - Tests for heteroskedasticity in regression error distribution (RePEc:tsj:stbull:y:2001:v:10:i:55:sg137)
by Christopher F. Baum & Nicholas J. Cox & Vince Wiggins - Utility for time series data (RePEc:tsj:stbull:y:2001:v:10:i:57:dm81)
by Christopher F. Baum & Vince Wiggins - Tests for stationarity of a time series (RePEc:tsj:stbull:y:2001:v:10:i:57:sts15)
by Christopher F. Baum - Tests for long memory in a time series (RePEc:tsj:stbull:y:2001:v:10:i:57:sts16)
by Christopher F. Baum & Vince Wiggins - Compacting time series data (RePEc:tsj:stbull:y:2001:v:10:i:57:sts17)
by Christopher F. Baum - Tests for stationarity of a time series: update (RePEc:tsj:stbull:y:2001:v:10:i:58:sts15.1)
by Christopher F. Baum & Richard Sperling - A test for long-range dependence in a time series (RePEc:tsj:stbull:y:2001:v:10:i:60:sts18)
by Christopher F. Baum & Tairi Room - Multivariate portmanteau (Q) test for white noise (RePEc:tsj:stbull:y:2001:v:10:i:60:sts19)
by Richard Sperling & Christopher F. Baum - Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports (RePEc:ucp:jpolec:v:87:y:1979:i:1:p:179-92)
by Stern, Robert M & Baum, Christopher F & Greene, Mark N - Corporate Liquidity Management and Future Investment Expenditures (RePEc:uea:aepppr:2010_1)
by Christopher F Baum & Mustafa Caglayan & Oleksandr Talavera - Parliamentary Election Cycles and the Turkish Banking Sector (RePEc:uea:aepppr:2010_2)
by Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera - The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis (RePEc:uea:aepppr:2010_3)
by Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera - Occupational sorting and wage gaps of refugees (RePEc:unm:unumer:2020023)
by Baum, Christopher F. & Lööf, Hans & Stephan, Andreas & Zimmermann, Klaus F. - The impact of uncertainty on financial institutions: A cross‐country study (RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3719-3739)
by Christopher F. Baum & Mustafa Caglayan & Bing Xu - Evaluating the impact of compliance with governance recommendations on firm performance: The case of Spain (RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3788-3806)
by Manuel E. Núñez Izquierdo & Josep Garcia‐Blandon & Christopher F. Baum - Time‐varying risk premia in the foreign currency futures basis (RePEc:wly:jfutmk:v:16:y:1996:i:7:p:735-755)
by Christopher F. Baum & John Barkoulas - The impact of macroeconomic uncertainty on non‐financial firms' demand for liquidity (RePEc:wly:revfec:v:15:y:2006:i:4:p:289-304)
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan & Oleksandr Talavera - A nonparametric investigation of the 90‐day t‐bill rate (RePEc:wly:revfec:v:6:y:1997:i:2:p:187-198)
by John T. Barkoulas & Christopher F. Baum & Joseph Onochie - Persistence in International Inflation Rates (RePEc:wly:soecon:v:65:y:1999:i:4:p:900-913)
by Christopher F. Baum & John T. Barkoulas & Mustafa Caglayan - Economic impact of STEM immigrant workers (RePEc:zbw:glodps:257)
by Baum, Christopher F. & Lööf, Hans & Stephan, Andreas - Occupational Sorting and Wage Gaps of Refugees (RePEc:zbw:glodps:562)
by Baum, Christopher F. & Lööf, Hans & Stephan, Andreas & Zimmermann, Klaus F. - Occupational Sorting and Wage Gaps of Refugees (RePEc:zbw:glodps:562r)
by Baum, Christopher F. & Lööf, Hans & Stephan, Andreas & Zimmermann, Klaus F. - The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms (RePEc:zbw:zewdip:1611)
by Talavera, Oleksandr & Ozkan, Neslihan & Caglayan, Mustafa & Baum, Christopher F.