Christopher Baum
Names
first:  Christopher 
middle:  F 
last:  Baum 
Contact
email:  
homepage:  http://www.bc.edu/schools/cas/economics/facultyandstaff/facultylisting/baumchristopher 
postal address:  Department of Economics, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA 
Affiliations

Boston College
→ Department of Economics (weight: 90%)
 website
 location: Chestnut Hill, Massachusetts (United States)

DIW Berlin (Deutsches Institut für Wirtschaftsforschung) (weight: 10%)
 website
 location: Berlin, Germany
Research profile
author of:

Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing HighFrequency Data
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan 
Efficient Management of MultiFrequency Panel Data with Stata
by Christopher F. Baum 
Instrumental variables and GMM: Estimation and testing
by Christopher F. Baum & Mark E. Schaffer & Steven Stillman 
AntiTakeover 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 
TimeVarying 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 Reexamination of the Fragility of Evidence from Cointegration Based Tests of Foreign Exchange Market Efficiency
by John Barkoulas & Christopher F. Baum 
NearestNeighbor 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 90Day TBill 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 postBretton 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 Unitroot 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 reevaluation 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 IntraEMS 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 NonFinancial Firms' Demand for Liquidity
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan & Oleksandr Talavera 
LongMemory 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 NonFinancial 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 multifrequency 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, 19261977
by John H. Ciccolo, Jr. & Christopher F. Baum 
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing HighFrequency Data
by Christopher F. Baum, Mustafa Caglayan, Neslihan Ozkan 
Dynamics of IntraEMS 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 NonFinancial 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 reevaluation 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, 19191930.
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 DemandforMoney Equations via BoundedInfluence Estimation Techniques.
by Baum, Christopher F. & Furno, Marilena 
Fractional monetary dynamics
by John Barkoulas & Christopher Baum & Mustafa Caglayan 
Residual diagnostics for crosssection 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 timeseries 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 BreuschGodfrey 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 BreuschPagan test for heteroskedasticity
by Christopher F. Baum & Vince Wiggins 
OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg2, ivreg29, ivregress, ivprobit, ivtobit, reg3
by Christopher F. Baum & Vince Wiggins & Steven Stillman & Mark E. Schaffer 
PROBEXOGTOBEXOG: Stata modules to test exogeneity in probit/tobit
by Christopher F. Baum 
DMEXOGXT: Stata module to test consistency of OLS vs XTIV 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 DickeyFuller/GLS unit root test
by Christopher F. Baum & Richard Sperling 
KPSS: Stata module to compute KwiatkowskiPhillipsSchmidtShin 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, endofperiod 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 fractionallydifferenced timeseries
by Christopher F. Baum 
FRACIRF: Stata module to compute impulse response function for fractionallyintegrated 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 BreuschPagan LM test for crosssectional correlation in fixed effects model
by Christopher F. Baum 
WNTSTMVQ: Stata module to compute multivariate LjungBox 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 DickeyFuller 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 LevinLinChu panel unit root test
by Fabian Bornhorst & Christopher F. Baum 
NHARVEY: Stata module to perform NyblomHarvey panel test of common stochastic trends
by Christopher F. Baum & Fabian Bornhorst 
IPSHIN: Stata module to perform ImPesaranShin 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 BaxterKing filter for timeseries data
by Christopher F. Baum & Martha Lopez 
DENTON: Stata module to interpolate a flow or stock series from lowfrequency 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 movingwindow descriptive statistics in time series or panel
by Nicholas J. Cox & Christopher F. Baum 
IVENDOG: Stata module to calculate DurbinWuHausman endogeneity test after ivreg
by Christopher F. Baum & Mark E. Schaffer & Steven Stillman 
DMARIANO: Stata module to calculate DieboldMariano 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 ZivotAndrews 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 LjungBox 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 
cdlciders.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 NonFinancial Firms
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan & Oleksandr Talavera 
MVCORR: Stata module to generate movingwindow 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. 
Longterm 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 unitroot 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 postBretton Woods era
by Baum, Christopher F. & Barkoulas, John T. & Caglayan, Mustafa 
A nonparametric investigation of the 90day tbill 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. 
Reexamining 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 NonFinancial 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 timeseries 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 businessdaily index
by Kit Baum & Atreya Chakraborty 
Uncertainty Determinants of Corporate Liquidity
by Christopher F. Baum & Mustafa Caglayan & Andreas Stephan & Oleksandr Talavera 
The Effects of ShortTerm Liabilities on Profitability: A Comparison of German and US Firms
by Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera 
The Effects of IndustryLevel 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 varyingrisk 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 outputstabilising 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. 
Longmemory 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 ShortTerm Liabilities on Profitability: The Case of Germany
by Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera 
The Effects of IndustryLevel 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 nonfinancial 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 NonFinancial Firms
by Talavera, Oleksandr & Ozkan, Neslihan & Caglayan, Mustafa & Baum, Christopher F. 
The Effects of ShortTerm 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 IntraEMS 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 onNonFinancial 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 userwritten contributions to the Stata programming language
by Christopher F. Baum & Nicholas J. Cox 
Metadata for userwritten 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 longrange 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 banking
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 
Persistence in International Inflation Rates
by Christopher F. Baum & John T. Barkoulas & Mustafa Caglayan 
The Impact of Financial Structure on Firms' Financial Constraints: A CrossCountry 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, 19261977
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 
Parliamentary Election Cycles and the Turkish Banking Sector
by Christopher Baum & Mustafa Caglayan & Oleksandr Talavera 
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates
by Barkoulas, John T. & Baum, Christopher F. 
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 oneway and twoway clusterrobust 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 CrossCountry Analysis
by Christopher F. Baum & Dorothea SchÃfer & Oleksandr Talavera 
Macroeconomic uncertainty and credit default swap spreads
by Christopher Baum & Chi Wan 
Evaluating oneway and twoway clusterrobust 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 oneway and twoway cluster–robust covariance matrix estimates
by Christopher F. Baum & Austin Nichols & Mark E. Schaffer 
Richard Sperling (19612011)
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 TheilGoldberger '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 
Stochastic long memory in traded goods prices
by John Barkoulas & Christopher Baum & Gurkan Oguz 
A reexamination of the fragility of evidence from cointegrationbased tests of foreign exchange market efficiency
by John Barkoulas & Christopher Baum 
The contextual effects of social capital on health: a crossnational 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 
The effects of uncertainty and corporate governance on firms’ demand for liquidity
by Christopher F. Baum & Atreya Chakraborty & Liyan Han & Boyan Liu 
Binary choice models with endogenous regressors
by Christopher Baum & Yingying Dong & Arthur Lewbel & Tao Yang 
Instrumental variables estimation using heteroskedasticitybased instruments
by Christopher F. Baum & Arthur Lewbel & Mark E. Schaffer & Oleksander Talavera 
The contextual effects of social capital on health: A crossnational 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 heteroskedasticitybased 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 SelfMedication 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? PreandPost 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&DInnovationProductivity Relationship
by Christopher F. Baum & Hans Lööf & Pardis Nabavi & Andreas Stephan 
A New Approach to Estimation of the R&DInnovationProductivity Relationship
by Baum, Christopher F. & Lööf, Hans & Nabavi, Pardis & Stephan, Andreas 
A largescale application of Stata's forecast suite: challenges and potential
by Christopher F. Baum 
Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach
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 
Cumulative author index, volumes 115
by Christopher F. Baum 
Stata tip 126: Handling irregularly spaced highfrequency 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 
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 
MATIN4MATOUT4: Stata module to import and export matrices
by Christopher F. Baum & William Gould 
HPRESCOTT: Stata module to implement HodrickPrescott 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 LoMacKinlay variance ratio test
by Christopher F. Baum 
CFITZRW: Stata module to implement ChristianoFitzgerald 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 squarewave 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 CumbyHuizinga test for autocorrelation after IV/OLS estimation
by Christopher F. Baum & Mark E. Schaffer 
QLL: Stata module to implement ElliottMüller efficient test for general persistent time variation in regression coefficients
by Christopher F. Baum 
URCOVAR: Stata module to perform ElliottJansson 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 loglinear 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 TheilGoldberger 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 heteroskedasticitybased 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 CumbyHuizinga 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 noniid data robust to heteroskedasticity, autocorrelation, 1 and 2way clustering, and common crosspanel 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
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 
DutchGerman 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