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