Christopher Baum
Names
first: | Christopher |
middle: | F |
last: | Baum |
Contact
email: | |
homepage: | http://ideas.repec.org/e/pba1.html |
postal address: | Department of Economics, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA |
Affiliations
-
Boston College
→ Department of Economics (weight: 82%)
- website
- location: Chestnut Hill, Massachusetts (United States)
-
DIW Berlin (Deutsches Institut für Wirtschaftsforschung) (weight: 10%)
- website
- location: Berlin, Germany
-
Kungliga Tekniska Högskolan (KTH)
→ Centre of Excellence for Science and Innovation Studies (weight: 8%)
- website
- location: Stockholm, Sweden
Research profile
author of:
-
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan -
Efficient Management of Multi-Frequency Panel Data with Stata
by Christopher F. Baum -
Instrumental variables and GMM: Estimation and testing
by Christopher F. Baum & Mark E. Schaffer & Steven Stillman -
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests
by Atreya Chakraborty & Christopher F. Baum -
Tobin's Q And Financial Policy Revisited
by Christopher F. Baum & Mark Klock & Clifford F. Thies -
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates
by Christopher F. Baum & Olin Liu -
Time-Varying Risk Premia in the Foreign Currency Futures Basis
by John Barkoulas & Christopher F. Baum -
Modeling Returns on the Term Structure of Treasury Interest Rates
by Christopher F. Baum & Basma Bekdache -
A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency
by John Barkoulas & Christopher F. Baum -
Nearest-Neighbor Forecasts of U.S. Interest Rates
by John Barkoulas & Christopher F. Baum & Atreya Chakraborty -
Long Term Dependence in Stock Returns
by Christopher F. Baum & John Barkoulas -
Fractional Cointegration Analysis of Long Term International Interest Rates
by John Barkoulas & Christopher F. Baum & Gurkan S. Oguz -
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates
by John Barkoulas & Christopher F. Baum -
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate
by John Barkoulas & Christopher F. Baum & Joseph Onochie -
Fractional Monetary Dynamics
by John Barkoulas & Christopher F. Baum & Mustafa Caglayan -
Q, Cash Flow and Investment: An Econometric Critique
by Christopher F. Baum & Clifford F. Thies -
Persistence in International Inflation Rates
by Christopher F. Baum & John Barkoulas & Mustafa Caglayan -
Fractional Dynamics in Japanese Financial Time Series
by John Barkoulas & Christopher F. Baum -
Modelling Federal Reserve Discount Policy
by Christopher F. Baum & Meral Karasulu -
Stochastic Long Memory in Traded Goods Prices
by John T. Barkoulas & Christopher F. Baum & Gurkan S. Oguz -
Long Memory in the Greek Stock Market
by John T. Barkoulas & Christopher F. Baum & Nickolaos Travlos -
Long Memory and Forecasting in Euroyen Deposit Rates
by John Barkoulas & Christopher F. Baum -
Monetary Policy in the Transition to a Zero Federal Deficit
by Christopher F. Baum & Meral Karasulu -
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates
by Basma Bekdache & Christopher F. Baum -
Credible Disinflation Policy in a Dynamic Setting
by Christopher F. Baum & Meral Karasulu -
Persistent Dependence in Foreign Exchange Rates? A Reexamination
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?
by Christopher F. Baum & John T. Barkoulas & Mustafa Caglayan -
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money
by Christopher F. Baum & Clifford F. Thies -
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms
by Atreya Chakraborty & Christopher F. Baum -
Waves and Persistence in Merger and Acquisition Activity
by John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty -
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era
by Christopher F. Baum & Mustafa Caglayan & John Barkoulas -
Exchange Rate Effects on the Volume and Variability of Trade Flows
by John Barkoulas & Christopher F. Baum & Mustafa Caglayan -
Modeling fixed income excess returns
by Basma Bekdache & Christopher F. Baum -
Exchange Rate Uncertainty and Firm Profitability
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
by John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty -
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test
by Natalya Delcoure & John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty -
A re-evaluation of empirical tests of the Fisher hypothesis
by Basma Bekdache & Christopher F. Baum -
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan -
Dynamics of Intra-EMS Interest Rate Linkages
by Christopher F. Baum & John Barkoulas -
Sectoral Fluctuations in U.K. Firms' Investment Expenditures
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan -
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan -
Facilitating Applied Economic Research with Stata
by Christopher F. Baum -
Instrumental variables and GMM: Estimation and testing
by Christopher F. Baum & Mark E. Schaffer & Steven Stillman -
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan & Oleksandr Talavera -
Long-Memory Forecasting of U.S. Monetary Indices
by John Barkoulas & Christopher F. Baum -
The role of uncertainty in the transmission of monetary policy effects on bank lending
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan -
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan -
A review of Stata 8.1 and its time series capabilities
by Christopher F. Baum -
Efficient management of multi-frequency panel data with Stata
by Christopher F. Baum -
Instrumental variables and GMM: Estimation and testing
by Christopher F. Baum & Mark E. Schaffer & Steven Stillman -
Exchange Rate Effects on the Volume and Variability of Trade Flows
by Caglayan, M. & Baum, C. F. & Barkoulas, J. T. -
Sectoral Fluctuations in U.K. Firms' Investment Expenditures
by Mustafa Caglayan & Neslihan Ozkan & Christopher F. Baum -
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior
by Mustafa Caglayan & Neslihan Ozkan & Christopher F. Baum -
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977
by John H. Ciccolo, Jr. & Christopher F. Baum -
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data
by Christopher F. Baum, Mustafa Caglayan, Neslihan Ozkan -
Dynamics of Intra-EMS Interest Rate Linkages
by Christopher F. Baum & John Barkoulas -
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan -
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan -
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates
by Basma Bekdache & Christopher F. Baum -
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance
by Christopher F. Baum & Meral Karasulu -
A re-evaluation of empirical tests of the Fisher hypothesis
by Basma Bekdache & Christopher F. Baum -
Nonlinear effects of exchange rate volatility on the volume of bilateral exports
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan -
Modelling Federal Reserve Discount Policy.
by Baum, Christopher F. & Karasulu, Meral -
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930.
by Baum, Christopher F. & Thies, Clifford F. -
Q, Cash Flow and Investment: An Econometric Critique.
by Baum, Christopher F. & Thies, Clifford F. -
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques.
by Baum, Christopher F. & Furno, Marilena -
Fractional monetary dynamics
by John Barkoulas & Christopher Baum & Mustafa Caglayan -
Residual diagnostics for cross-section time series regression models
by Christopher F. Baum -
Instrumental variables and GMM: Estimation and testing
by Christopher F. Baum & Mark E. Schaffer & Steven Stillman -
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports.
by Stern, Robert M. & Baum, Christopher F. & Greene, Mark N. -
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries
by Christopher F. Baum & John T. Barkoulas -
GPHROB: RATS modules to perform tests for fractional integration of timeseries
by Christopher F. Baum & John T. Barkoulas -
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries
by Christopher F. Baum -
TORATS: Stata module to facilitate transfer of data to RATS
by Christopher F. Baum & Nicholas J. Cox -
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model
by Christopher F. Baum -
TSMKTIM: Stata module to generate time-series calendar variable
by Christopher F. Baum & Vince Wiggins -
DURBINH: Stata module to calculate Durbin's h test for serial correlation
by Christopher F. Baum & Vince Wiggins -
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation
by Christopher F. Baum & Vince Wiggins -
ARCHLM: Stata module to calculate LM test for ARCH effects
by Christopher F. Baum & Vince Wiggins -
GPHUDAK: Stata module to estimate long memory in a timeseries
by Christopher F. Baum & Vince Wiggins -
CNSRSIG: Stata module to evaluate validity of restrictions on a regression
by Christopher F. Baum & Vince Wiggins -
WHITETST: Stata module to perform White's test for heteroskedasticity
by Christopher F. Baum & Nicholas J. Cox -
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity
by Christopher F. Baum & Vince Wiggins -
OVERID: Stata module to conduct postestimation tests of overidentification
by Christopher F. Baum & Vince Wiggins & Steven Stillman & Mark E. Schaffer & Frank Windmeijer -
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit
by Christopher F. Baum -
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates
by Christopher F. Baum & Steven Stillman -
CUSUM6: Stata module to compute cusum, cusum^2 stability tests
by Christopher F. Baum -
GHISTCUM: Stata module to graph histogram and cumulative distribution
by Christopher F. Baum & Nicholas J. Cox -
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test
by Christopher F. Baum & Richard Sperling -
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity
by Christopher F. Baum -
IVGMM0: Stata module to perform instrumental variables via GMM
by Christopher F. Baum & David M. Drukker -
ROBLPR: Stata module to estimate long memory in a set of timeseries
by Christopher F. Baum & Vince Wiggins -
MODLPR: Stata module to estimate long memory in a timeseries
by Christopher F. Baum & Vince Wiggins -
TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values
by Christopher F. Baum -
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries
by Christopher F. Baum & Tairi Room -
FRACDIFF: Stata module to generate fractionally-differenced timeseries
by Christopher F. Baum -
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries
by Christopher F. Baum -
XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity
by Christopher F. Baum -
XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model
by Christopher F. Baum -
WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test
by Richard Sperling & Christopher F. Baum -
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test
by Christopher F. Baum & Richard Sperling -
VECAR: Stata module to estimate vector autoregressive (VAR) models
by Christopher F. Baum -
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6)
by Christopher F. Baum & Patrick Joly -
TOSQL: Stata module to transfer data to SQL database
by Christopher F. Baum -
OUTSERIES: Stata module to write timeseries to text files
by Christopher F. Baum -
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality
by Christopher F. Baum & Nicholas J. Cox -
MADFULLER: Stata module to perform Dickey-Fuller test on panel data
by Christopher F. Baum -
TSGRAPH: Stata module to produce time series line graph
by Nicholas J. Cox & Christopher F. Baum -
OUTTABLE: Stata module to write matrix to LaTeX table
by Christopher F. Baum & Joao Pedro Azevedo -
HADRILM: Stata module to perform Hadri panel unit root test
by Christopher F. Baum -
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test
by Fabian Bornhorst & Christopher F. Baum -
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends
by Christopher F. Baum & Fabian Bornhorst -
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test
by Fabian Bornhorst & Christopher F. Baum -
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix
by Christopher F. Baum -
STATSMAT: Stata module to place descriptive statistics in matrix
by Nicholas J. Cox & Christopher F. Baum -
BKING: Stata module to implement Baxter-King filter for timeseries data
by Christopher F. Baum & Martha Lopez -
DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method
by Christopher F. Baum & Sylvia Hristakeva -
LOG2HTML: Stata module to produce HTML log files
by Christopher F. Baum & Nicholas J. Cox & Bill Rising -
AVPLOT3: Stata module to generate partial regression plots for subsamples
by Christopher F. Baum -
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation
by Christopher F. Baum & Mark E. Schaffer & Steven Stillman -
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel
by Nicholas J. Cox & Christopher F. Baum -
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg
by Christopher F. Baum & Mark E. Schaffer & Steven Stillman -
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy
by Christopher F. Baum -
PANELUNIT: Stata module to support unit root tests on panel data
by Christopher F. Baum -
PANELAUTO: Stata module to support tests for autocorrelation on panel data
by Christopher F. Baum -
BETACOEF: Stata module to calculate beta coefficients from regression
by Christopher F. Baum -
ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break
by Christopher F. Baum -
ARCH: MATLAB function to compute ARCH test
by Christopher F. Baum -
QSTAT2: MATLAB function to compute Ljung-Box Q statistic
by Christopher F. Baum -
aer.pl, a script converting XML data to ReDIF
by Christopher Baum -
bejeap.pl, a script converting OAI data to ReDIF
by Christopher Baum & Larry Meyer -
cdl-ciders.pl, a script converting XML data to ReDIF
by Christopher Baum -
ectj.pl, a script converting html data to ReDIF
by Christopher Baum -
imfocpcvt.pl, a script converting html data to ReDIF
by Christopher Baum -
rjeyr.pl, a script converting html data to ReDIF
by Christopher Baum -
ARRANGEDAR: RATS procedures to calculate arranged autoregressions
by Christopher F. Baum & Meral Karasulu -
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan & Oleksandr Talavera -
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel
by Nicholas J. Cox & Christopher F. Baum -
Topics in time series regression modeling
by Christopher F. Baum -
Tobin's q and measurement error: Caveat investigator
by Klock, Mark & Thies, Clifford F. & Baum, Christopher F. -
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float?
by Baum, Christopher F. & Barkoulas, John T. & Caglayan, Mustafa -
Waves and persistence in merger and acquisition activity
by Barkoulas, John T. & Baum, Christopher F. & Chakraborty, Atreya -
The forward rate unbiasedness hypothesis reexamined: evidence from a new test
by Delcoure, Natalya & Barkoulas, John & Baum, Christopher F. & Chakraborty, Atreya -
Tobin's Q, intangible capital, and financial policy
by Klock, Mark & Baum, Christopher F. & Thies, Clifford F. -
Long-term dependence in stock returns
by Barkoulas, John T. & Baum, Christopher F. -
Exchange rate effects on the volume and variability of trade flows
by Barkoulas, John T. & Baum, Christopher F. & Caglayan, Mustafa -
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums
by Barkoulas, John & Baum, Christopher F. & Chakraborty, Atreya -
Exchange Rate Uncertainty and Firm Profitability
by Baum, Christopher F. & Caglayan, Mustafa & Barkoulas, John T. -
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era
by Baum, Christopher F. & Barkoulas, John T. & Caglayan, Mustafa -
A nonparametric investigation of the 90-day t-bill rate
by Barkoulas, John T. & Baum, Christopher F. & Onochie, Joseph -
Fractional dynamics in Japanese financial time series
by Barkoulas, John T. & Baum, Christopher F. -
Rolling Regressions with Stata
by Kit Baum -
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan -
Stata: The language of choice for time series analysis?
by Christopher F. Baum -
A review of Stata 8.1 and its time series capabilities
by Baum, Christopher F. -
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan -
The Effects of Uncertainty on the Leverage of Non-Financial Firms
by Christopher F. Baum & Andreas Stephan & Oleksandr Talavera -
Macroeconomic Uncertainty and Firm Leverage
by Christopher F. Baum & Andreas Stephan & Oleksandr Talavera -
A little bit of Stata programming goes a long way...
by Christopher F. Baum -
Stata: The language of choice for time-series analysis?
by Christopher F. Baum -
bejeap2.pl, a script converting OAI data to ReDIF with Unicode support
by Christopher Baum -
A little bit of Stata programming goes a long way...
by Christopher F. Baum -
cron, perl and Stata: automated production and presentation of a business-daily index
by Kit Baum & Atreya Chakraborty -
Uncertainty Determinants of Corporate Liquidity
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
by Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera -
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany
by Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera -
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty
by Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera -
Macroeconomics Uncertainty and Firm Leverage
by Oleksandra Talavera & Christopher Baum & Andreas Stephan -
Uncertainty Determinants of Corporate Liquidity
by Oleksandr Talavera & Christopher Baum & Mustafa Caglayan & Andreas Stephan -
On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty
by Christopher F. Baum & Mustafa Caglayan -
Uncertainty Determinants of Corporate Liquidity
by Christopher F. Baum & Mustafa Caglayan & Andreas Stephan & Oleksandr Talavera -
A Logit Analysis of the Factor Content of West German Foreign Trade
by Christopher F. Baum & David Coe -
Foreword
by Baum, Christopher F. -
Dynamic adjustment of firms' capital structures in a varying-risk environment
by Baum, Christopher F. & Doyle, Joanne M. -
Coordination of large macroeconomies'policies and the stability of small economies
by Baum, Christopher F. -
Activist policy and macroeconomic instability
by Baum, C. F. & Howrey, E. P. -
On the sensitivity of optimal control solutions
by Baum, Christopher F. -
The effects of price- and output-stabilising policies in an interdependent world economy
by Baum, Christopher F. -
Time series filtering techniques in Stata
by Kit Baum -
Uncertainty Determinants of Firm Investment
by Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera -
An empirical analysis of the composition of manufacturing employment in the industrialized countries
by Leamer, Edward E. & Stern, Robert M. & Baum, Christopher F. -
Long-memory forecasting of US monetary indices
by Christopher F. Baum & John Barkoulas -
Time series filtering techniques in Stata
by Kit Baum -
An Introduction to Modern Econometrics using Stata
by Christopher F. Baum -
The Effects of Short-Term Liabilities on Profitability: The Case of Germany
by Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera -
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany
by Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera -
Firm Investment and Financial Frictions
by Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera -
Uncertainty Determinants of Corporate Liquidity
by Christopher F. Baum & Mustafa Caglayan & Andreas Stephan & Oleksandr Talavera -
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity
by Baum, Christopher F. & Caglayan, Mustafa & Ozkan, Neslihan & Talavera, Oleksandr -
Stata tip 37: And the last shall be first
by Christopher F. Baum -
Stata tip 38: Testing for groupwise heteroskedasticity
by Christopher F. Baum -
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8)
by Christopher F. Baum & Mark E. Schaffer & Steven Stillman -
Political patronage in Ukranian banking
by Christopher F. Baum & Mustafa Caglayan & Dorothea Schäfer & Oleksandr Talavera -
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms
by Talavera, Oleksandr & Ozkan, Neslihan & Caglayan, Mustafa & Baum, Christopher F. -
The Effects of Short-Term Liabilities on Profitability: The Case of Germany
by Christopher F. Baum & Dorothea Schaefer & Oleksandr Talavera -
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports
by Christopher F. Baum & Mustafa Caglayan -
Stata tip 40: Taking care of business
by Christopher F. Baum -
Should you become a Stata programmer?
by Christopher F. Baum -
Dynamics of Intra-EMS Interest Rate Linkages
by Baum, Christopher F. & Barkoulas, John -
Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes
by Christopher F. Baum & James G. Bohn & Atreya Chakraborty -
Enhanced routines for instrumental variables/GMM estimation and testing
by Christopher F. Baum & Mark E. Schaffer & Steven Stillman -
Stata tip 45: Getting those data into shape
by Christopher F. Baum & Nicholas J. Cox -
Ukrainische Banken: politische Patronage von Bedeutung
by Christopher F. Baum & Mustafa Caglayan & Dorothea Schäfer & Oleksandr Talavera -
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan & Oleksandr Talavera -
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan -
Powerful new tools for time series analysis
by Christopher F. Baum -
Enhanced routines for instrumental variables/GMM estimation and testing
by Christopher F. Baum & Mark E. Schaffer & Steven Stillman -
A logit analysis of the factor content of West German foreign trade
by Christopher Baum & David Coe -
Instrumental variables: Overview and advances
by Kit Baum -
Enhanced routines for instrumental variables/generalized method of moments estimation and testing
by Christopher F. Baum & Mark E. Schaffer & Steven Stillman -
Metadata for user-written contributions to the Stata programming language
by Christopher F. Baum & Nicholas J. Cox -
Metadata for user-written contributions to the Stata programming language: extensions
by Nicholas J. Cox & Christopher F. Baum -
Test for autoregressive conditional heteroskedasticity in regression error distribution
by Christopher F. Baum & Vince Wiggins -
Tests for serial correlation in regression error distribution
by Christopher F. Baum & Vince Wiggins -
Tests for heteroskedasticity in regression error distribution
by Christopher F. Baum & Nicholas J. Cox & Vince Wiggins -
Utility for time series data
by Christopher F. Baum & Vince Wiggins -
Tests for stationarity of a time series
by Christopher F. Baum -
Tests for long memory in a time series
by Christopher F. Baum & Vince Wiggins -
Compacting time series data
by Christopher F. Baum -
Tests for stationarity of a time series: update
by Christopher F. Baum & Richard Sperling -
A test for long-range dependence in a time series
by Christopher F. Baum & Tairi Room -
Multivariate portmanteau (Q) test for white noise
by Richard Sperling & Christopher F. Baum -
On the Investment Sensitivity of Debt under Uncertainty
by Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera -
Uncertainty determinants of firm investment
by Baum, Christopher F. & Caglayan, Mustafa & Talavera, Oleksandr -
Stata tip 63: Modeling proportions
by Christopher F. Baum -
Using instrumental variables techniques in economics and finance
by Christopher F. Baum -
Political patronage in Ukrainian banking1
by Christopher F. Baum & Mustafa Caglayan & Dorothea Schäfer & Oleksandr Talavera -
The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage
by Christopher F. Baum & Atreya Chakraborty & Boyan Liu -
Uncertainty determinants of corporate liquidity
by Baum, Christopher F. & Caglayan, Mustafa & Stephan, Andreas & Talavera, Oleksandr -
Using Mata to work more effectively with Stata: A tutorial
by Kit Baum -
The Impact of the Financial System's Structure on Firms' Financial Constraints
by Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera -
Using Mata to work more effectively with Stata: A tutorial
by Kit Baum -
The Volatility of International Trade Flows and Exchange Rate Uncertainty
by Christopher F. Baum & Mustafa Caglayan -
dspace2redif.pl, a script converting DSpace metadata to ReDIF
by Stuart Yeates & Christopher Baum & Christian Zimmermann -
Parliamentary Election Cycles and the Turkish Banking Sector
by Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera -
The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds
by Baum, Christopher F. & Caglayan, Mustafa & Ozkan, Neslihan -
An Introduction to Stata Programming, Second Edition
by Christopher F. Baum -
Evaluating concavity for production and cost functions
by Christopher F. Baum & Teresa Linz -
Stata tip 73: append with care!
by Christopher F. Baum -
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis
by Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera -
THE EFFECTS OF UNCERTAINTY ON THE LEVERAGE OF NONFINANCIAL FIRMS
by CHRISTOPHER F. BAUM & ANDREAS STEPHAN & OLEKSANDR TALAVERA -
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977
by John H. Ciccolo, Jr. & Christopher F. Baum
edited by -
Using Mata to work more effectively with Stata: A tutorial
by Christopher F. Baum -
Implementing econometric estimators with Mata
by Christopher Baum & Mark E. Schaffer -
Implementing econometric estimators with Mata
by Christopher F. Baum & Mark E. Schaffer -
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity
by Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera -
Macroeconomic Uncertainty and Credit Default Swap Spreads
by Christopher F. Baum & Chi Wan -
The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity
by Christopher F. Baum & Atreya Chakraborty & Liyan Han & Boyan Liu -
The impact of macroeconomic uncertainty on firms' changes in financial leverage
by Christopher F. Baum & Atreya Chakraborty & Boyan Liu -
On the investment sensitivity of debt under uncertainty
by Baum, Christopher F. & Caglayan, Mustafa & Talavera, Oleksandr -
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9)
by Christopher F. Baum & Mark E. Schaffer & Steven Stillman -
Does the tenure of Private Equity investment improve the performance of European firms?
by Oleg Badunenko & Christopher F. Baum & Dorothea Schäfer -
On the sensitivity of firms' investment to cash flow and uncertainty
by Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera -
Does the Tenure of Private Equity Investment Improve the Performance of European Firms?
by Oleg Badunenko & Christopher F. Baum & Dorothea Schäfer -
On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty
by Baum, Christopher F. & Caglayan, Mustafa -
Stata tip 88: Efficiently evaluating elasticities with the margins command
by Christopher F. Baum -
Evaluating one-way and two-way cluster-robust covariance matrix estimates
by Christopher F. Baum & Austin Nichols & Mark E. Schaffer -
Corporate Liquidity Management and Future Investment Expenditures
by Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera -
Parliamentary Election Cycles and the Turkish Banking Sector
by Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera -
The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis
by Christopher F. Baum & Dorothea SchÃfer & Oleksandr Talavera -
Macroeconomic uncertainty and credit default swap spreads
by Christopher Baum & Chi Wan -
Evaluating one-way and two-way cluster-robust covariance matrix estimates
by Christopher F. Baum & Austin Nichols & Mark E. Schaffer -
Using Stata for Applied Research: Reviewing its Capabilities
by Christopher F. Baum & Mark E. Schaffer & Steven Stillman -
Parliamentary election cycles and the Turkish banking sector
by Baum, Christopher F. & Caglayan, Mustafa & Talavera, Oleksandr -
Evaluating one-way and two-way cluster–robust covariance matrix estimates
by Christopher F. Baum & Austin Nichols & Mark E. Schaffer -
Richard Sperling (1961-2011)
by Christopher F. Baum -
The impact of the financial system's structure on firms' financial constraints
by Baum, Christopher F. & Schäfer, Dorothea & Talavera, Oleksandr -
An interpretation and implementation of the Theil-Goldberger 'mixed' estimator
by Christopher F. Baum -
Long memory in the Greek stock market
by John Barkoulas & Christopher Baum & Nickolaos Travlos -
USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES
by Christopher F. Baum & Mark E. Schaffer & Steven Stillman -
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency
by John Barkoulas & Christopher Baum -
The contextual effects of social capital on health: a cross-national instrumental variable analysis
by Daniel Kim & Christopher F. Baum & Michael Ganz & S. V. Subramanian & Ichiro Kawachi -
R&D Expenditures and Geographical Sales Diversification
by Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera -
A simple alternative to the linear probability model for binary choice models with endogenous regressors
by Christopher F. Baum & Yingying Dong & Arthur Lewbel & Tao Yang -
Binary choice models with endogenous regressors
by Christopher Baum & Yingying Dong & Arthur Lewbel & Tao Yang -
Instrumental variables estimation using heteroskedasticity-based instruments
by Christopher F. Baum & Arthur Lewbel & Mark E. Schaffer & Oleksander Talavera -
The contextual effects of social capital on health: A cross-national instrumental variable analysis
by Kim, Daniel & Baum, Christopher F. & Ganz, Michael L. & Subramanian, S. V. & Kawachi, Ichiro -
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan -
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan & Oleksandr Talavera -
Sectoral fluctuations in U.K. firms' investment expenditures
by Christopher Baum & Neslihan Ozkan & Mustafa Caglayan -
Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter?
by Christopher F. Baum & Mustafa Caglayan & Abdul Rashid -
Implementing new econometric tools in Stata
by Christopher F. Baum -
Instrumental variables estimation using heteroskedasticity-based instruments
by Christopher F. Baum & Arthur Lewbel & Mark E. Schaffer & Oleksandr Talavera -
A general approach to testing for autocorrelation
by Christopher F. Baum & Mark E. Schaffer -
A general approach to testing for autocorrelation
by Christopher F. Baum & Mark E. Schaffer -
What do Chinese Macro Announcements Tell Us About the World Economy?
by Christopher F. Baum & Alexander Kurov & Marketa W. Halova -
The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity
by Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera -
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises
by Baum, Christopher & Karpava, Margarita & Schäfer, Dorothea & Stephan, Andreas -
Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis
by Christopher F. Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephan -
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises
by Christopher F. Baum & Dorothea Schäfer & Andreas Stephan -
THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING
by CHRISTOPHER BAUM & MUSTAFA CAGLAYAN & NESLIHAN OZKAN -
Reexamining the term structure of interest rates and the interwar demand for money
by Christopher Baum & Clifford Thies -
Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises
by Christopher Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephan -
Credit rating agency downgrades and the Eurozone sovereign debt crises
by Christopher F. Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephen -
Does the Tenure of Private Equity Investment Improve the Performance of European Firms?
by Oleg Badunenko & Christopher F. Baum & Dorothea Schäfer -
Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey
by Can Erbil & Kit Baum & Ferhan Salman -
FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES
by John T. Barkoulas & Christopher F. Baum -
Extending Stata's capabilities for asymptotic covariance matrix estimation
by Christopher F. Baum & Mark E. Schaffer -
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility
by Christopher F. Baum & Paola Zerilli -
The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility
by Michael Pesko & Christopher F. Baum -
Time‐varying risk premia in the foreign currency futures basis
by Christopher F. Baum & John Barkoulas -
Happily Ever After? Pre-and-Post Disaster Determinants of Happiness Among Survivors of Hurricane Katrina
by Rocío Calvo & Mariana Arcaya & Christopher Baum & Sarah Lowe & Mary Waters -
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship
by Christopher F. Baum & Hans Lööf & Pardis Nabavi & Andreas Stephan -
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship
by Baum, Christopher F. & Lööf, Hans & Nabavi, Pardis & Stephan, Andreas -
A large-scale application of Stata's forecast suite: challenges and potential
by Christopher F. Baum -
Innovation Strategies, External Knowledge and Productivity Growth
by Christopher F. Baum & Hans Lööf & Pardis Nabavi -
What do Chinese macro announcements tell us about the world economy?
by Baum, Christopher F. & Kurov, Alexander & Wolfe, Marketa Halova -
Stata tip 126: Handling irregularly spaced high-frequency transactions data
by Christopher F. Baum & Sebastiaan Bibo -
Modeling Rating Transition Matrices for Wholesale Loan Portfolios
by Kit Baum & Soner Tunay & Alper Corlu -
Credit rating agency downgrades and the Eurozone sovereign debt crises
by Baum, Christopher F. & Schäfer, Dorothea & Stephan, Andreas -
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility
by Baum, Christopher F. & Zerilli, Paola -
Analyzing volatility shocks to Eurozone CDS spreads with a multicountry GMM model in Stata
by Christopher F. Baum & Paola Zerilli -
The self-medication hypothesis: Evidence from terrorism and cigarette accessibility
by Pesko, Michael F. & Baum, Christopher F. -
Corporate Financial Policy and the Value of Cash under Uncertainty
by Christopher F. Baum & Atreya Chakraborty & Boyan Liu -
R&D Expenditures and Geographical Sales Diversification
by Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera -
Securities fraud and corporate board turnover: New evidence from lawsuit outcomes
by Baum, Christopher F. & Bohn, James G. & Chakraborty, Atreya -
A New Approach to Estimation of the R&D-Innovation-Productivity Relationship
by Andreas Stephan & Christopher BAUM & Pardis NABAVI & Hans LÖÖF -
Estimating a dose-response function with heterogeneous response to confounders when treatment is continuous and endogenous
by Christopher Baum & Giovanni Cerulli, CNR-IRCrES -
Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach
by Christopher Baum & Hans Lööf & Pardis Nabavi -
Openness and financial stability
by Christopher Baum & Madhavi Pundit & Arief Ramayandi -
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test
by Christopher Baum & Jesús Otero -
Corporate financial policy and the value of cash under uncertainty
by Atreya Chakraborty & Christopher F. Baum & Boyan Liu -
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test
by Christopher F. Baum & Jesús Otero -
Capital Flows and Financial Stability in Emerging Economies
by Christopher F. Baum & Madhavi Pundit & Arief Ramayandi -
Capital structure adjustments: Do macroeconomic and business risks matter?
by Christopher F. Baum & Mustafa Caglayan & Abdul Rashid -
Impact of state cigarette taxes on disparities in maternal smoking during pregnancy
by Hawkins, S. S. & Baum, C. F. -
The Impact of Uncertainty on Financial Institutions
by Christopher F. Baum & Mustafa Caglayan & Bing Xu -
A new approach to estimation of the R&D–innovation–productivity relationship
by Christopher F. Baum & Hans Lööf & Pardis Nabavi & Andreas Stephan -
INNOVATION STRATEGIES, EXTERNAL KNOWLEDGE AND PRODUCTIVITY GROWTH
by Baum, Christopher F. & Lööf, Hans & Nabavi, Pardis -
Response surface models for the Elliott, Rothenberg, and Stock unit-root test
by Jesús Otero & Christopher F. Baum -
The Economic Determinants of Crime: an Approach through Responsiveness Scores
by Giovanni Cerulli & Maria Ventura & Christopher F. Baum -
Policy Evaluation With Incomplete Data: Assessing the Affordable Care Act Breastfeeding Provision
by Hawkins, S. S. & Noble, A. & Baum, C. F. -
Effect of the affordable care act on disparities in breastfeeding: The case of Maine
by Hawkins, S. S. & Noble, A. & Baum, C. F. -
Unit-root tests based on forward and reverse Dickey–Fuller regressions
by Jesús Otero & Christopher F. Baum -
Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data
by Christopher F. Baum & Paola Zerilli & Liyuan Chen -
Offshoring and Innovation Capabilities: Evidence from Swedish Manufacturing
by Baum, Christopher F. & Lööf, Hans & Perez, Luis & Stephan, Andreas -
Outside Board Directors and Start-Up Firms’ Innovation
by Baum, Christopher F. & Lööf, Hans & Stephan, Andreas & Viklund-Ros, Ingrid -
Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications
by Liyuan Chen & Paola Zerilli & Christopher F. Baum -
On Construction of Monthly Term Structures of U.S. Interest Rates 1910-1930
by Christopher F. Baum & Clifford F. Thies -
An Alternative Nonlinear General Equilibrium Model of the Term Structure of Interest Rates
by Olin Liu & Christopher F. Baum -
Implementing the Leybourne-Taylor test for seasonal unit roots in Stata
by Christopher F. Baum & Jesús Otero -
Dynamic Adjustment of Firms' Capital Structures in a Varying-Risk Environment
by Christopher F. Baum & Joanne M. Doyle -
Bounded-Influence Instrumental Variable Estimation Techniques for the Diagnosis of Time-Series Regression Equations
by Christopher F. Baum & Marilena Furno -
Bounded-Influence Estimation Techniques for the Analysis of Structural Macroeconometric Models
by Marilena Furno & Christopher F. Baum -
An Examination of Postwar U.S Stabilization Policy: Monetary and Fiscal Policy in an Accelerationist World
by Christopher F. Baum & E. Philip Howrey -
The Term Structure of Interest Rates and the Demand for Money During the Great Depression
by Christopher F. Baum & Clifford F. Thies -
Comparing Alternative Models of the Term Structure of Interest Rates
by Basma Bekdache & Christopher F. Baum -
Economic impact of STEM immigrant workers
by Christopher F. Baum & Hans Lööf & Andreas Stephan -
Productivity of refugee workers and implications for innovation and growth
by Christopher F. Baum & Hans Lööf & Andreas Stephan & Klaus F. Zimmermann -
Migrant STEM Entrepreneurs
by Christopher F. Baum & Linda Dastory & Hans Lööf & Andreas Stephan -
Refugee immigrants, occupational sorting and wage gaps
by Baum, Christopher F. & Lööf, Hans & Stephan, Andreas -
Migrant STEM Entrepreneurs
by Baum, Christopher F. & Dastory, Linda & Lööf, Hans & Stephan, Andreas -
SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users
by Christopher F. Baum -
ROLLREG: Stata module to perform rolling regression estimation
by Christopher F. Baum -
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks
by Christopher F. Baum -
TSLIST: Stata module to list time series data
by Christopher F. Baum & Michael S. Hanson -
MATIN4-MATOUT4: Stata module to import and export matrices
by Christopher F. Baum & William Gould -
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data
by Christopher F. Baum -
KDENS2: Stata module to estimate bivariate kernel density
by Christopher F. Baum -
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise
by Christopher F. Baum -
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended
by Christopher F. Baum -
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test
by Christopher F. Baum -
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data
by Christopher F. Baum & Martha Lopez -
SEMEAN: Stata module to compute standard error of mean (optionally from transformed data)
by Christopher F. Baum -
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data
by Christopher F. Baum & Martha Lopez -
PWCOV: Stata module to compute pairwise covariances
by Christopher F. Baum -
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating
by Christopher F. Baum -
ROLLING2: Stata module to perform rolling window and recursive estimation
by Christopher F. Baum -
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit
by Christopher F. Baum -
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation
by Christopher F. Baum & Mark E. Schaffer -
QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients
by Christopher F. Baum -
URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates
by Christopher F. Baum -
CHECKREG3: Stata module to check identification status of simultaneous equations system
by Christopher F. Baum -
HLP2PDF: Stata module to create PDF or PostScript from Stata help file
by Christopher F. Baum -
PWCORR2: Stata module to compute pairwise correlations and return results
by Christopher F. Baum -
LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias
by Christopher F. Baum -
ITSP_ADO: Stata module to accompany Introduction to Stata Programming book
by Christopher F. Baum -
TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation
by Christopher F. Baum -
BCUSE: Stata module to access instructional datasets on Boston College server
by Christopher F. Baum -
SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method
by Christopher F. Baum -
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments
by Christopher F. Baum & Mark E. Schaffer -
BIDENSITY: Stata module to produce and graph bivariate density estimates
by John Luke Gallup & Christopher F. Baum -
STATICFC: Stata module to compute static forecasts for a recursive rolling regression
by Christopher F. Baum -
CMAXUSE: Stata module to access Cmax instructional datasets
by Christopher F. Baum -
ACTEST: Stata module to perform Cumby-Huizinga general test for autocorrelation in time series
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 disturbances
by Christopher F. Baum & Mark E. Schaffer -
IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10)
by Christopher F. Baum & Mark E. Schaffer & Steven Stillman -
XTILETEST: Stata module to test equality of percentiles across groups of observations
by Christopher F. Baum -
GRPDF: Stata module to produce PDFs from memory graphs
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
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
by Jesús Otero & Christopher F. Baum -
FCSTATS: Stata module to compute time series forecast accuracy statistics
by Christopher F. Baum -
Capital Flows and Financial Stability in Emerging Economies
by Baum, Christopher F. & Pundit, Madhavi & Ramayandi, Arief -
Directed Technical Change in Clean Energy: Evidence from the Solar Industry
by Lööf, Hans & Perez, Luis & Baum, Christopher F. -
Economic impact of STEM immigrant workers
by Baum, Christopher F. & Lööf, Hans & Stephan, Andreas -
Economic impact of STEM immigrant workers
by Baum, Christopher F. & Lööf, Hans & Stephan, Andreas -
Advice on using heteroscedasticity based identification
by Christopher F. Baum & Arthur Lewbel -
Innovation strategies, external knowledge and productivity growth
by Christopher F. Baum & Hans Lööf & Pardis Nabavi -
Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications
by Chen, Liyuan & Zerilli, Paola & Baum, Christopher F. -
State-level gun policy changes and rate of workplace homicide in the United States
by Christopher F. Baum & Erika Sabbath & Summer Sherburne Hawkins -
Innovation by start-up firms: The influence of the board of directors for knowledge spillovers
by Christopher F. Baum & Hans Lööf & Andreas Stephan & Ingrid Viklund-Ros -
Innovation by start-up firms: The influence of the board of directors
by F. Baum, Christopher & Lööf, Hans & Stephan, Andreas & Viklund-Ros, Ingrid -
Advice on using heteroskedasticity-based identification
by Christopher F. Baum & Arthur Lewbel -
Institutional diversity in domestic banking sectors and bank stability: A cross-country study
by Christopher F. Baum & Caterina Forti Grazzini & Dorothea Schäfer -
Socioeconomic Factors influencing the Spatial Spread of COVID-19 in the United States
by Christopher F. Baum & Miguel Henry -
Occupational sorting and wage gaps of refugees
by Baum, Christopher F. & Lööf, Hans & Stephan, Andreas & Zimmermann, Klaus F. -
Occupational Sorting and Wage Gaps of Refugees
by Baum, Christopher F. & Lööf, Hans & Stephan, Andreas & Zimmermann, Klaus F. -
Institutional Diversity in Domestic Banking Sectors and Bank Stability: A Cross-Country Study
by Christopher F. Baum & Caterina Forti Grazzini & Dorothea Schäfer -
Stochastic long memory in traded goods prices
by John Barkoulas & Christopher Baum & Gurkan Oguz -
The effects of uncertainty and corporate governance on firms’ demand for liquidity
by Christopher F. Baum & Atreya Chakraborty & Liyan Han & Boyan Liu -
Productivity of refugee workers and implications for innovation and growth
by F. Baum, Christopher & Lööf, Hans & Stephan, Andreas & F. Zimmermann, Klaus -
The impact of offshoring on productivity and innovation: Evidence from Swedish manufacturing firms
by Christopher F. Baum & Hans Lööf & Andreas Stephan & Ingrid Viklund-Ros -
Occupational Sorting and Wage Gaps of Refugees
by Baum, Christopher F. & Lööf, Hans & Stephan, Andreas & Zimmermann, Klaus F. -
Occupational Sorting and Wage Gaps of Refugees
by Baum, Christopher F. & Lööf, Hans & Stephan, Andreas & Zimmermann, Klaus F. -
The impact of offshoring on innovation and productivity: Evidence from Swedish manufacturing firms
by Baum, Christopher F. & Lööf, Hans & Stephan, Andreas & Viklund-Ros, Ingrid -
State-level gun policy changes and rate of workplace homicide in the United States
by Erika Sabbath & Summer Sherburne Hawkins & Christopher F. Baum -
Occupational sorting and wage gaps of refugees
by Hans Lööf & Andreas Stephan & Klaus F. Zimmermann & Kit Baum -
RADF: Stata module to calculate unit root tests for explosive behaviour
by Jesús Otero & Christopher F. Baum -
Unit root tests for explosive behaviour
by Jesús Otero & Christopher F. Baum -
Socioeconomic Factors influencing the Spatial Spread of COVID-19 in the United States
by Christopher F. Baum & Miguel Henry -
ARIMASEL: Stata module to compute selection criteria for ARMA(p,q) models
by Christopher F. Baum -
A nonparametric investigation of the 90‐day t‐bill rate
by John T. Barkoulas & Christopher F. Baum & Joseph Onochie -
The impact of macroeconomic uncertainty on non‐financial firms' demand for liquidity
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan & Oleksandr Talavera -
CUSUM9: Stata module to compute cusum, cusum^2 stability tests
by Christopher F. Baum -
Local Whittle estimation of the long-memory parameter
by Christopher F. Baum & Stan Hurn & Kenneth Lindsay -
Refugees in Sweden: Economic integration and wage convergence
by Christopher Baum & Cindy Alder & Hans Lööf & Andreas Stephan -
WHITTLE: Stata module to compute long-memory parameter via Whittle method
by Christopher F. Baum & Stan Hurn & Kenneth Lindsay -
TVGC: Stata module to perform Time-Varying Granger Causality tests
by Jesús Otero & Christopher F. Baum & Stan Hurn -
Stochastic volatility, jumps and leverage in energy and stock markets: Evidence from high frequency data
by Baum, Christopher F. & Zerilli, Paola & Chen, Liyuan -
Environmental Econometrics Using Stata
by Christopher F. Baum & Stan Hurn -
The BDS test of independence
by Christopher F. Baum & Stan Hurn & Kenneth Lindsay -
“What good is a volatility model?” A reexamination after 20 years
by Christopher F. Baum & Stan Hurn -
The impact of uncertainty on financial institutions: A cross‐country study
by Christopher F. Baum & Mustafa Caglayan & Bing Xu -
Evaluating the impact of compliance with governance recommendations on firm performance: The case of Spain
by Manuel E. Núñez Izquierdo & Josep Garcia‐Blandon & Christopher F. Baum -
Drivers of COVID-19 outcomes: Evidence from a heterogeneous SAR panel-data model
by Kit Baum & Miguel Henry -
The Stata module for CUB models for rating data analysis
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
by Christopher F. Baum & Miguel Henry -
Persistence in International Inflation Rates
by Christopher F. Baum & John T. Barkoulas & Mustafa Caglayan -
Unit-root tests for explosive behavior
by Jesús Otero & Christopher F. Baum -
Innovation by start-up firms: The role of the board of directors for knowledge spillovers
by Baum, Christopher F. & Lööf, Hans & Stephan, Andreas & Viklund-Ros, Ingrid -
Cumulative author index, volumes 1-21
by Christopher F. Baum -
Testing for time-varying Granger causality
by Christopher F. Baum & Jesús Otero & Stan Hurn -
Firms in (Green) Public Procurement: Financial strength indicators’ impact on contract awards and its repercussion on financial strength
by Christopher F. Baum & Arash Kordestani & Dorothea Schäfer & Andreas Stephan -
Firms in (Green) Public Procurement: Financial Strength Indicators’ Impact on Contract Awards and Its Repercussion on Financial Strength
by Christopher F. Baum & Arash Kordestani & Dorothea Schäfer & Andreas Stephan -
Fitting mixture models for feeling and uncertainty for rating data analysis
by Giovanni Cerulli & Rosaria Simone & Francesca Di Iorio & Domenico Piccolo & Christopher F. Baum -
Erratum: Unit-root tests for explosive behavior
by Christopher F. Baum & Jesús Otero
editor of:
-
North American Stata Users' Group Meetings 2001
edited by Christopher F. Baum -
North American Stata Users' Group Meetings 2003
edited by Christopher F. Baum -
Instructional Stata datasets for econometrics
edited by Christopher F. Baum -
Statistical Software Components
edited by Christopher F. Baum -
Boston College Working Papers in Economics
edited by Christopher F. Baum -
Dutch-German Stata Users' Group Meetings 2002
edited by Christopher F. Baum -
United Kingdom Stata Users' Group Meetings 2001
edited by Christopher F. Baum -
United Kingdom Stata Users' Group Meetings 2002
edited by Christopher F. Baum -
United Kingdom Stata Users' Group Meetings 2003
edited by Christopher F. Baum -
Computational Economics Software Archive
edited by Christopher F. Baum -
Computing in Economics and Finance 2000
edited by Christopher F. Baum -
Computing in Economics and Finance 2001
edited by Christopher F. Baum -
Computing in Economics and Finance 2002
edited by Christopher F. Baum -
Computing in Economics and Finance 2003
edited by Christopher F. Baum -
Computing in Economics and Finance 1996
edited by Christopher F. Baum -
Computing in Economics and Finance 1997
edited by Christopher F. Baum -
Computing in Economics and Finance 1999
edited by Christopher F. Baum -
Computing in Economics and Finance 2004
edited by Christopher F. Baum -
Australasian Stata Users' Group Meetings 2004
edited by Christopher F. Baum -
North American Stata Users' Group Meetings 2004
edited by Christopher F. Baum -
German Stata Users' Group Meetings 2004
edited by Christopher F. Baum -
United Kingdom Stata Users' Group Meetings 2004
edited by Christopher F. Baum -
United Kingdom Stata Users' Group Meetings 2005
edited by Christopher F. Baum -
German Stata Users' Group Meetings 2005
edited by Christopher F. Baum -
North American Stata Users' Group Meetings 2005
edited by Christopher F. Baum -
Computing in Economics and Finance 2005
edited by Christopher F. Baum -
German Stata Users' Group Meetings 2006
edited by Christopher F. Baum -
Computing in Economics and Finance 2006
edited by Christopher F. Baum -
North American Stata Users' Group Meetings 2006
edited by Christopher F. Baum -
United Kingdom Stata Users' Group Meetings 2006
edited by Christopher F. Baum -
German Stata Users' Group Meetings 2007
edited by Christopher F. Baum -
North American Stata Users' Group Meetings 2007
edited by Christopher F. Baum -
United Kingdom Stata Users' Group Meetings 2007
edited by Christopher F. Baum -
Nordic and Baltic Stata Users' Group Meetings 2007
edited by Christopher F. Baum -
West Coast Stata Users' Group Meetings 2007
edited by Christopher F. Baum -
German Stata Users' Group Meetings 2008
edited by Christopher F. Baum -
Summer North American Stata Users' Group Meetings 2008
edited by Christopher F. Baum -
United Kingdom Stata Users' Group Meetings 2008
edited by Christopher F. Baum -
Fall North American Stata Users' Group Meetings 2008
edited by Christopher F. Baum -
Italian Stata Users' Group Meetings 2008
edited by Christopher F. Baum -
German Stata Users' Group Meetings 2009
edited by Christopher F. Baum -
Mexican Stata Users' Group Meetings 2009
edited by Christopher F. Baum -
DC09 Stata Conference
edited by Christopher F. Baum -
United Kingdom Stata Users' Group Meetings 2009
edited by Christopher F. Baum -
Canadian Stata Users' Group Meetings 2009
edited by Christopher F. Baum -
Mexican Stata Users' Group Meetings 2010
edited by Christopher F. Baum -
German Stata Users' Group Meetings 2010
edited by Christopher F. Baum -
BOS10 Stata Conference
edited by Christopher F. Baum -
United Kingdom Stata Users' Group Meetings 2010
edited by Christopher F. Baum -
Portuguese Stata Users' Group Meetings 2010
edited by Christopher F. Baum -
German Stata Users' Group Meetings 2011
edited by Christopher F. Baum -
Mexican Stata Users' Group Meetings 2011
edited by Christopher F. Baum -
CHI11 Stata Conference
edited by Christopher F. Baum -
United Kingdom Stata Users' Group Meetings 2011
edited by Christopher F. Baum -
German Stata Users' Group Meetings 2012
edited by Christopher F. Baum -
SAN12 Stata Conference
edited by Christopher F. Baum -
United Kingdom Stata Users' Group Meetings 2012
edited by Christopher F. Baum -
Mexican Stata Users' Group Meetings 2013
edited by Christopher F. Baum -
German Stata Users' Group Meetings 2013
edited by Christopher F. Baum -
Italian Stata Users' Group Meetings 2009
edited by Christopher F. Baum -
Italian Stata Users' Group Meetings 2012
edited by Christopher F. Baum -
Italian Stata Users' Group Meetings 2011
edited by Christopher F. Baum -
2013 Stata Conference
edited by Christopher F. Baum -
Italian Stata Users' Group Meetings 2010
edited by Christopher F. Baum -
United Kingdom Stata Users' Group Meetings 2013
edited by Christopher F. Baum -
Italian Stata Users' Group Meetings 2013
edited by Christopher F. Baum -
German Stata Users' Group Meetings 2014
edited by Christopher F. Baum -
2014 Stata Conference
edited by Christopher F. Baum -
United Kingdom Stata Users' Group Meetings 2014
edited by Christopher F. Baum -
Italian Stata Users' Group Meetings 2014
edited by Christopher F. Baum -
United Kingdom Stata Users' Group Meetings 2015
edited by Christopher F. Baum -
2015 Stata Conference
edited by Christopher F. Baum -
2016 Stata Conference
edited by Christopher F. Baum -
United Kingdom Stata Users' Group Meetings 2016
edited by Christopher F. Baum -
2017 Stata Conference
edited by Christopher F. Baum -
United Kingdom Stata Users' Group Meetings 2017
edited by Christopher F. Baum -
Canadian Stata Users' Group Meetings 2017
edited by Christopher F. Baum -
German Stata Users' Group Meetings 2017
edited by Christopher F. Baum -
London Stata Conference 2018
edited by Christopher F. Baum -
2018 Stata Conference
edited by Christopher F. Baum -
2019 Stata Conference
edited by Christopher F. Baum -
German Stata Users' Group Meetings 2019
edited by Christopher F. Baum -
London Stata Conference 2019
edited by Christopher F. Baum -
Nordic and Baltic Stata Users' Group Meeting 2019
edited by Christopher F. Baum -
Portugal Stata Conference 2020
edited by Christopher F. Baum -
2020 Stata Conference
edited by Christopher F. Baum -
London Stata Conference 2020
edited by Christopher F. Baum -
London Stata Conference 2021
edited by Christopher F. Baum -
2021 Stata Conference
edited by Christopher F. Baum -
Economics Virtual Symposium 2021
edited by Christopher F. Baum