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Publications

by members of

Kyiv School of Economics
Kyiv, Ukraine

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
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Working papers

Undated material is listed at the end

    2009

  1. Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2009. "Parliamentary Election Cycles and the Turkish Banking Sector," Boston College Working Papers in Economics 705, Boston College Department of Economics. [Downloadable!]
  2. Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera, 2009. "The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis," Discussion Papers of DIW Berlin 863, DIW Berlin, German Institute for Economic Research. [Downloadable!]
  3. Christopher F Baum, 2009. "Using Mata to work more effectively with Stata: A tutorial," German Stata Users' Group Meetings 2009 06, Stata Users Group. [Downloadable!]
  4. Christopher Baum & Mark E. Schaffer, 2009. "Implementing econometric estimators with Mata," DC09 Stata Conference 1, Stata Users Group. [Downloadable!]
  5. Christopher F Baum & Mark E. Schaffer, 2009. "Implementing econometric estimators with Mata," United Kingdom Stata Users' Group Meetings 2009 16, Stata Users Group. [Downloadable!]
  6. Christopher F Baum & Mustafa Caglayan & Oleksandr Talavera, 2009. "Corporate Liquidity Management and Future Investment Expenditures," Boston College Working Papers in Economics 712, Boston College Department of Economics. [Downloadable!]
  7. Lilia Maliar & Fernando Valli & Serguei Maliar, 2009. "Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm," Working Papers. Serie AD 2009-03, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  8. Kenneth Judd & Lilia Maliar & Serguei Maliar, 2009. "Numerically Stable Stochastic Simulation Approaches for Solving Dynamic Economic Models," NBER Working Papers 15296, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  9. Oleksandr Shepotylo, 2009. "Spatial HAC estimator: analysis of convergence of European regions," Discussion Papers 15, Kyiv School of Economics. [Downloadable!]
  10. Oleksandr Shepotylo, 2009. "Gravity with zeros: estimating trade potential of CIS countries," Discussion Papers 16, Kyiv School of Economics. [Downloadable!]
  11. Oleksandr Shepotylo, 2009. "Export diversification across industries and space: do CIS countries diversify enough?," Discussion Papers 20, Kyiv School of Economics. [Downloadable!]
  12. Yair Tauman & Andriy Zapechelnyuk, 2009. "On (Non-) Monotonicity of Cooperative Solutions," Discussion Papers 13, Kyiv School of Economics, revised Oct 2009. [Downloadable!]
  13. Karl Schlag & Andriy Zapechelnyuk, 2009. "Decision Making in Uncertain and Changing Environments," Economics Working Papers 1160, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
  14. Alexander Matros & Andriy Zapechelnyuk, 2009. "Competing Auction Houses," Discussion Papers 17, Kyiv School of Economics. [Downloadable!]
  15. Karl Schlag & Andriy Zapechelnyuk, 2009. "Decision Making in Uncertain and Changing Environments," Discussion Papers 19, Kyiv School of Economics. [Downloadable!]
  16. Karl H. Schlag & Andriy Zapechelnyuk, 2009. "Decision Making in Uncertain and Changing Environments," Levine's Working Paper Archive 814577000000000259, David K. Levine. [Downloadable!]
  17. Andriy Zapechelnyuk, 2009. "Limit Behavior of No-regret Dynamics," Discussion Papers 21, Kyiv School of Economics. [Downloadable!]
  18. Olena Nizalova & Maria Vyshnya, 2009. "Evaluation of the Impact of the Mother and Infant Health Project in Ukraine," Discussion Papers 18, Kyiv School of Economics. [Downloadable!]

    2008

  1. Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2008. "On the Investment Sensitivity of Debt under Uncertainty," Boston College Working Papers in Economics 686, Boston College Department of Economics. [Downloadable!]
  2. Christopher F Baum, 2008. "Using instrumental variables techniques in economics and finance," German Stata Users' Group Meetings 2008 00, Stata Users Group. [Downloadable!]
  3. Christopher F. Baum & Atreya Chakraborty & Boyan Liu, 2008. "The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage," Boston College Working Papers in Economics 688, Boston College Department of Economics. [Downloadable!]
  4. Kit Baum, 2008. "Using Mata to work more effectively with Stata: A tutorial," United Kingdom Stata Users' Group Meetings 2008 11, Stata Users Group. [Downloadable!]
  5. Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera, 2008. "The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis," Boston College Working Papers in Economics 690, Boston College Department of Economics, revised 22 Sep 2009. [Downloadable!]
  6. Kit Baum, 2008. "Using Mata to work more effectively with Stata: A tutorial," Fall North American Stata Users' Group Meetings 2008 7, Stata Users Group. [Downloadable!]
  7. Christopher F. Baum & Mustafa Caglayan, 2008. "The Volatility of International Trade Flows and Exchange Rate Uncertainty," Boston College Working Papers in Economics 695, Boston College Department of Economics. [Downloadable!]
  8. Tom Coupe & Olena Gnezdilova, 2008. "Do Tobacco Bans Harm the Advertising Industry?," Discussion Papers 4, Kyiv School of Economics. [Downloadable!]
  9. Tom Coupe, 2008. "The Visibility of Ukrainian Economists 1969-2005," Discussion Papers 6, Kyiv School of Economics. [Downloadable!]
  10. Tom Coupé & Victor Ginsburgh & Abdul Noury, 2008. "Are leading papers of better quality? Evidence from a natural experiment," Discussion Papers 9, Kyiv School of Economics. [Downloadable!]
  11. Tom Coupé & Victor Ginsburgh & Abdul Noury, 2008. "Are Leading Papers of Better Quality? Evidence from a Natural Experiment," ECARES Working Papers 2008_014, Université Libre de Bruxelles, Ecares. [Downloadable!]
  12. Andriy Zapechelnyuk, 2008. "Better-Reply Dynamics with Bounded Recall," Discussion Papers 2, Kyiv School of Economics, revised Mar 2008. [Downloadable!]
  13. Tymofiy Mylovanov & Andriy Zapechelnyuk, 2008. "Contracts for Experts with Opposing Interests," Discussion Papers 5, Kyiv School of Economics, revised Sep 2009. [Downloadable!]
  14. Yair Tauman & Andriy Zapechelnyuk, 2008. "Bargaining with a Property Rights Owner," Discussion Papers 1, Kyiv School of Economics. [Downloadable!]
  15. Alexander Matros & Andriy Zapechelnyuk, 2008. "Optimal Fees in Internet Auctions," Discussion Papers 3, Kyiv School of Economics. [Downloadable!]
  16. Andriy Zapechelnyuk & Ro'i Zultan, 2008. "Altruism, Partner Choice, and Fixed-Cost Signalling," Levine's Bibliography 122247000000002199, UCLA Department of Economics. [Downloadable!]
  17. Andriy Zapechelnyuk & Ro'i Zultan, 2008. "Altruism, Partner Choice, and Fixed-Cost Signaling," Discussion Paper Series dp483, Center for Rationality and Interactive Decision Theory, Hebrew University, Jerusalem, revised Jul 2008. [Downloadable!]
  18. Andriy Zapechelnyuk & Ro'i Zultan, 2008. "Job Market Signaling and Job Search," Discussion Paper Series dp488, Center for Rationality and Interactive Decision Theory, Hebrew University, Jerusalem. [Downloadable!]
  19. Andriy Zapechelnyuk & Ro'i Zultan, 2008. "Job Market Signalling and Job Search," Levine's Bibliography 122247000000002301, UCLA Department of Economics. [Downloadable!]
  20. Andriy Zapechelnyuk & Ro'i Zultan, 2008. "Job Market Signaling and Job Search," Discussion Papers 10, Kyiv School of Economics, revised Sep 2008. [Downloadable!]
  21. Andriy Zapechelnyuk & Ro’'i Zultan, 2008. "Altruism, Partner Choice, and Fixed-Cost Signalling," Levine's Working Paper Archive 122247000000002411, David K. Levine. [Downloadable!]
  22. Pavlo Prokopovych, 2008. "A Short Proof of Reny's Existence Theorem for Payoff Secure Games," Discussion Papers 12, Kyiv School of Economics. [Downloadable!]
  23. Pavlo Prokopovych, 2008. "Correlation in Repeated Games with Public Monitoring," Discussion Papers 14, Kyiv School of Economics, revised Feb 2009. [Downloadable!]
  24. Leopold Simar & Valentin Zelenyuk, 2008. "Stochastic FDH/DEA estimators for Frontier Analysis," Discussion Papers 8, Kyiv School of Economics. [Downloadable!]
  25. Byeong U. Park & Leopold Simar & Valentin Zelenyuk, 2008. "Local Likelihood Estimation of Truncated Regression and Its Partial Derivatives: Theory and Application," Discussion Papers 7, Kyiv School of Economics. [Downloadable!]

    2007

  1. Christopher F. Baum & Mustafa Caglayan & Dorothea Schäfer & Oleksandr Talavera, 2007. "Political patronage in Ukranian banking," Boston College Working Papers in Economics 657, Boston College Department of Economics, revised 13 Feb 2008. [Downloadable!]
  2. Christopher F. Baum & Dorothea Schaefer & Oleksandr Talavera, 2007. "The Effects of Short-Term Liabilities on Profitability: The Case of Germany," Money Macro and Finance (MMF) Research Group Conference 2006 61, Money Macro and Finance Research Group. [Downloadable!]
  3. Christopher F Baum & Mustafa Caglayan, 2007. "Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports," Money Macro and Finance (MMF) Research Group Conference 2006 64, Money Macro and Finance Research Group. [Downloadable!]
  4. Christopher F Baum, 2007. "Should you become a Stata programmer?," German Stata Users' Group Meetings 2007 00, Stata Users Group. [Downloadable!]
  5. Christopher F. Baum & James G. Bohn & Atreya Chakraborty, 2007. "Securities Fraud Class Actions and Corporate Governance: New Evidence on the Role of Merit," Boston College Working Papers in Economics 664, Boston College Department of Economics, revised 02 Jan 2008. [Downloadable!]
  6. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007. "Enhanced routines for instrumental variables/GMM estimation and testing," Boston College Working Papers in Economics 667, Boston College Department of Economics, revised 05 Sep 2007. [Downloadable!]
  7. Christopher F Baum, 2007. "Powerful new tools for time series analysis," North American Stata Users' Group Meetings 2007 7, Stata Users Group. [Downloadable!]
  8. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007. "Enhanced routines for instrumental variables/GMM estimation and testing," CERT Discussion Papers 0706, Centre for Economic Reform and Transformation, Heriot Watt University. [Downloadable!]
  9. Kit Baum, 2007. "Instrumental variables: Overview and advances," United Kingdom Stata Users' Group Meetings 2007 12, Stata Users Group. [Downloadable!]
  10. Shepotylo, Oleksandr & Tarr, David, 2007. "The structure of import tariffs in the Russian Federation : 2001-05," Policy Research Working Paper Series 4265, The World Bank. [Downloadable!]
  11. Harry Kelejian & Peter Murrell & Oleksandr Shepotylo, 2007. "Spatial Spillovers in the Development of Institutions," Electronic Working Papers 07-001, University of Maryland, Department of Economics. [Downloadable!]
  12. Andriy Zapechelnyuk, 2007. "Better-Reply Strategies with Bounded Recall," Discussion Paper Series dp449, Center for Rationality and Interactive Decision Theory, Hebrew University, Jerusalem. [Downloadable!]
  13. Andriy Zapechelnyuk, 2007. "Better-Reply Strategies with Bounded Recall," Levine's Bibliography 321307000000000961, UCLA Department of Economics. [Downloadable!]
  14. Oleg Badunenko & Daniel J. Henderson & Valentin Zelenyuk, 2007. "Technological Change and Transition: Relative Contributions to Worldwide Growth during the 1990s," Discussion Papers of DIW Berlin 740, DIW Berlin, German Institute for Economic Research. [Downloadable!]
  15. Tkachuk, Oleksandr & Popko, Denis, 2007. "On the patterns of trade convergence in European transition countries," MPRA Paper 14109, University Library of Munich, Germany. [Downloadable!]

    2006

  1. Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera, 2006. "The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms," Boston College Working Papers in Economics 636, Boston College Department of Economics, revised 14 Apr 2007. [Downloadable!]
  2. Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera, 2006. "The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany," Boston College Working Papers in Economics 637, Boston College Department of Economics, revised 05 Aug 2006. [Downloadable!]
  3. Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2006. "On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty," Boston College Working Papers in Economics 638, Boston College Department of Economics, revised 26 Apr 2008. [Downloadable!]
  4. Christopher F. Baum & Mustafa Caglayan, 2006. "On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty," Boston College Working Papers in Economics 641, Boston College Department of Economics, revised 06 Feb 2008. [Downloadable!]
  5. Christopher F. Baum & Mustafa Caglayan & Andreas Stephan & Oleksandr Talavera, 2006. "Uncertainty Determinants of Corporate Liquidity," Working Papers 2006_1, Department of Economics, University of Glasgow. [Downloadable!]
  6. Kit Baum, 2006. "Time series filtering techniques in Stata," North American Stata Users' Group Meetings 2006 2, Stata Users Group. [Downloadable!]
  7. Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2006. "Uncertainty Determinants of Firm Investment," Boston College Working Papers in Economics 646, Boston College Department of Economics, revised 24 Feb 2007. [Downloadable!]
  8. Kit Baum, 2006. "Time series filtering techniques in Stata," United Kingdom Stata Users' Group Meetings 2006 17, Stata Users Group. [Downloadable!]
  9. Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera, 2006. "The Effects of Short-Term Liabilities on Profitability: The Case of Germany," Discussion Papers of DIW Berlin 635, DIW Berlin, German Institute for Economic Research. [Downloadable!]
  10. Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera, 2006. "The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany," Discussion Papers of DIW Berlin 638, DIW Berlin, German Institute for Economic Research. [Downloadable!]
  11. Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2006. "Firm Investment and Financial Frictions," Discussion Papers of DIW Berlin 634, DIW Berlin, German Institute for Economic Research. [Downloadable!]
  12. Christopher F. Baum & Mustafa Caglayan & Andreas Stephan & Oleksandr Talavera, 2006. "Uncertainty Determinants of Corporate Liquidity," Discussion Papers of DIW Berlin 633, DIW Berlin, German Institute for Economic Research. [Downloadable!]
  13. Lilia Maliar & Liudmyla Hvozdyk & Serguei Maliar, 2006. "Downward Nominal Wage Rigidity: The Implications From A New-Keynesian Model," Working Papers. Serie AD 2006-04, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  14. Lilia Maliar & Serguei Maliar, 2006. "Capital-Skill Complementarity And Steady-State Growth," Working Papers. Serie AD 2006-15, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  15. J. David Brown & John Earle & Vladimir Vakhitov, 2006. "Wages, Layoffs, and Privatization: Evidence from Ukraine," CERT Discussion Papers 0601, Centre for Economic Reform and Transformation, Heriot Watt University. [Downloadable!]
  16. J. David Brown & John S. Earle & Vladimir Vakhitov, 2006. "Wages, Layoffs, and Privatization: Evidence from Ukraine," Staff Working Papers 06-126, W.E. Upjohn Institute for Employment Research. [Downloadable!] (restricted)
  17. Yair Tauman & Andriy Zapechelnyuk, 2006. "Bargaining with a Bureaucrat," Discussion Paper Series dp425, Center for Rationality and Interactive Decision Theory, Hebrew University, Jerusalem. [Downloadable!]
  18. Alexander Matros & Andriy Zapechelnyuk, 2006. "Optimal Mechanisms for an Auction Mediator," Discussion Paper Series dp424, Center for Rationality and Interactive Decision Theory, Hebrew University, Jerusalem. [Downloadable!]
  19. Alexander Matros & Andriy Zapechelnyuk, 2006. "Optimal Mechanisms for an Auction Mediator," Levine's Bibliography 321307000000000113, UCLA Department of Economics. [Downloadable!]
  20. Alexander Matros & Andriy Zapechelnyuk, 2006. "Optimal Mechanisms for an Auction Mediator," Working Papers 202, University of Pittsburgh, Department of Economics, revised Jan 2006. [Downloadable!]
  21. Yair Tauman & Andriy Zapechelnyuk, 2006. "Bargaining with a Bureaucrat," Levine's Bibliography 321307000000000108, UCLA Department of Economics. [Downloadable!]
  22. Gopalkrishnan, Sathya & Nizalov, Denys & Schmid, A. Allan, 2006. "Self-Initiative and Michigan Poverty," Staff Papers 11505, Michigan State University, Department of Agricultural, Food, and Resource Economics. [Downloadable!]
  23. Hector Chade & Pavlo Prokopovych & Lones Smith, 2006. "Repeated Games with Present-Biased Preferences," Cowles Foundation Discussion Papers 1555, Cowles Foundation, Yale University. [Downloadable!]
  24. Karl-Martin Ehrhart & Roy Gardner & Jürgen von Hagen & Claudia Keser, 2006. "Budget Processes: Theory and Experimental Evidence," Discussion Papers 146, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. [Downloadable!]
  25. Karl-Martin Ehrhart & Roy Gardner & Juergen von Hagen & Claudia Keser, 2006. "Budget Processes: Theory and Experimental Evidence," Caepr Working Papers 2006-009, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington. [Downloadable!]
  26. David Neumark & Olena Nizalova, 2006. "Minimum Wage Effects in the Longer Run," Working Papers 050626, University of California-Irvine, Department of Economics. [Downloadable!]

    2005

  1. Christopher F. Baum, 2005. "A little bit of Stata programming goes a long way..," United Kingdom Stata Users' Group Meetings 2005 16, Stata Users Group, revised 08 Jun 2005. [Downloadable!]
  2. Christopher F. Baum, 2005. "A little bit of Stata programming goes a long way..," Boston College Working Papers in Economics 612, Boston College Department of Economics. [Downloadable!]
  3. Kit Baum & Atreya Chakraborty, 2005. "cron, perl and Stata: automated production and presentation of a business-daily index," North American Stata Users' Group Meetings 2005 19, Stata Users Group. [Downloadable!]
  4. Christopher F. Baum & Mustafa Caglayan & Andreas Stephan & Oleksandr Talavera, 2005. "Uncertainty Determinants of Corporate Liquidity," Boston College Working Papers in Economics 634, Boston College Department of Economics, revised 09 Oct 2006. [Downloadable!]
  5. Oleksandra Talavera & Christopher Baum & Andreas Stephan, 2005. "Macroeconomics Uncertainty and Firm Leverage," Money Macro and Finance (MMF) Research Group Conference 2005 72, Money Macro and Finance Research Group. [Downloadable!]
  6. Oleksandr Talavera & Christopher Baum & Mustafa Caglayan & Andreas Stephan, 2005. "Uncertainty Determinants of Corporate Liquidity," Money Macro and Finance (MMF) Research Group Conference 2005 73, Money Macro and Finance Research Group. [Downloadable!]
  7. Christopher F Baum, & Mustafa Caglayan & Neslihan Ozkan & Oleksandr Talavera, 2005. "The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity," Working Papers 2005_26, Department of Economics, University of Glasgow. [Downloadable!]
  8. Christopher F Baum & Mustafa Caglayan & Neslihan Ozkan, 2005. "The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty," Working Papers 2005_27, Department of Economics, University of Glasgow. [Downloadable!]
  9. Lilia Maliar & Dmytro Kylymnyuk & Serguei Maliar, 2005. "A Model Of Unbalanced Sectorial Growth With Application To Transition Economies," Working Papers. Serie AD 2005-26, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  10. Lilia Maliar & Kateryna Garmel & Serguei Maliar, 2005. "The Eu Eastern Enlargement And Fdi: The Implications From A Neoclassical Growth Model," Working Papers. Serie AD 2005-29, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  11. Lilia Maliar & Serguei Maliar, 2005. "An Analytical Construction Of Constantinides¿ Social Utility Function," Working Papers. Serie AD 2005-25, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  12. Fidel Pérez Sebastián & Lilia Maliar & Serguei Maliar, 2005. "Sovereign Risk, Fdi Spillovers, And Economic Growth," Working Papers. Serie AD 2005-27, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  13. Olivier Gergaud & Tom Coupé, 2005. "Expert opinion and football," IASE Conference Papers 0513, International Association of Sports Economists.
  14. Rutherford, Thomas & Tarr, David & Shepotylo, Oleksandr, 2005. "Poverty effects of Russia's WTO accession : modeling"real"households and endogenous productivity effects," Policy Research Working Paper Series 3473, The World Bank. [Downloadable!]
  15. Rutherford, Thomas & Tarr, David & Shepotylo, Oleksandr, 2005. "The impact on Russia of WTO accession and the Doha agenda : the importance of liberalization of barriers against foreign direct investment in services for growth and poverty reduction," Policy Research Working Paper Series 3725, The World Bank. [Downloadable!]
  16. Nizalov, Denys & Loveridge, Scott, 2005. "The Differential Impact of Regional Policies on Economic Growth: One Size Does Not Fit All," 2005 Annual meeting, July 24-27, Providence, RI 19360, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  17. Salnykov Mykhaylo & Zelenyuk Valentin, 2005. "Estimation of environmental efficiencies of economies and shadow prices of pollutants in countries in transition," EERC Working Paper Series 05-06e, EERC Research Network, Russia and CIS. [Downloadable!]
  18. Salnykov, Mykhaylo & Zelenyuk, Valentin, 2005. "On the Commensurability of Directional Distance Functions," MPRA Paper 7068, University Library of Munich, Germany. [Downloadable!]

    2004

  1. Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan & Oleksandr Talavera, 2004. "The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms," Discussion Papers of DIW Berlin 410, DIW Berlin, German Institute for Economic Research. [Downloadable!]
  2. Christopher F. Baum, 2004. "Topics in time series regression modeling," United Kingdom Stata Users' Group Meetings 2004 7, Stata Users Group, revised 26 Jul 2004. [Downloadable!]
  3. Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2004. "The second moments matter: The response of bank lending behavior to macroeconomic uncertainty," Discussion Papers in Economics 04/13, Department of Economics, University of Leicester. [Downloadable!]
  4. Kit Baum, 2004. "Rolling Regressions with Stata," North American Stata Users' Group Meetings 2004 9, Stata Users Group, revised 11 Aug 2004. [Downloadable!]
  5. Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan & Oleksandr Talavera, 2004. "The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms," Discussion Papers in Economics 04/19, Department of Economics, University of Leicester. [Downloadable!]
  6. Christopher F Baum & Mustafa Caglayan & Neslihan Ozkan, 2004. "The second moments matter: The response of bank lending behavior to macroeconomic uncertainty," Computing in Economics and Finance 2004 172, Society for Computational Economics. [Downloadable!]
  7. Christopher F. Baum, 2004. "Stata: The language of choice for time series analysis?," Boston College Working Papers in Economics 598, Boston College Department of Economics. [Downloadable!]
  8. Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2004. "Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say," Money Macro and Finance (MMF) Research Group Conference 2004 45, Money Macro and Finance Research Group. [Downloadable!]
  9. Christopher F. Baum & Andreas Stephan & Oleksandr Talavera, 2004. "The Effects of Uncertainty on the Leverage of Non-Financial Firms," Boston College Working Papers in Economics 602, Boston College Department of Economics, revised 27 Jul 2007. [Downloadable!]
  10. Christopher F. Baum & Andreas Stephan & Oleksandr Talavera, 2004. "Macroeconomic Uncertainty and Firm Leverage," Discussion Papers of DIW Berlin 443, DIW Berlin, German Institute for Economic Research. [Downloadable!]
  11. Talavera, Oleksandr & Ozkan, Neslihan & Caglayan, Mustafa & Baum, Christopher F., 2004. "The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms," ZEW Discussion Papers 04-10, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  12. Lilia Maliar & Serguei Maliar, 2004. "Solving Nonlinear Dynamic Stochastic Models: An Algorithm Computing Value Functions By Simulations," Working Papers. Serie AD 2004-37, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  13. Lilia Maliar & Dmytro Kylymnyuk & Serguei Maliar, 2004. "Rich, Poor And Growth-Miracle Nations: Multiple Equilibria Revisited," Working Papers. Serie AD 2004-39, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  14. Lilia Maliar & Serguei Maliar, 2004. "Parameterized Expectations Algorithm: How To Solve For Labor Easily," Working Papers. Serie AD 2004-40, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  15. Nizalov, Denys & Schmid, A. Allan, 2004. "Regional Poverty In Michigan: Rural And Urban Difference," Staff Papers 11782, Michigan State University, Department of Agricultural, Food, and Resource Economics. [Downloadable!]
  16. Pavlo Prokopovych & Lones Smith, 2004. "Subgame Perfect Correlated Equilibria in Repeated Games," Econometric Society 2004 North American Summer Meetings 287, Econometric Society. [Downloadable!]
  17. Ehrhart, Karl-Martin & Gardner, Roy & von Hagen, Jürgen & Keser*, Claudia, 2004. "Budget Processes: Theory and Experimental Evidence," Sonderforschungsbereich 504 Publications 04-57, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
  18. Neumark, David & Nizalova, Olena, 2004. "Minimum Wage Effects in the Longer Run," IZA Discussion Papers 1428, Institute for the Study of Labor (IZA). [Downloadable!]
  19. David Neumark & Olena Nizalova, 2004. "Minimum Wage Effects in the Longer Run," PPIC Working Papers 2004.03, Public Policy Institute of California.
  20. David Neumark & Olena Nizalova, 2004. "Minimum Wage Effects in the Longer Run," NBER Working Papers 10656, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    2003

  1. John Barkoulas & Christopher F. Baum, 2003. "Long-Memory Forecasting of U.S. Monetary Indices," Boston College Working Papers in Economics 558, Boston College Department of Economics. [Downloadable!]
  2. Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2003. "The role of uncertainty in the transmission of monetary policy effects on bank lending," Boston College Working Papers in Economics 561, Boston College Department of Economics, revised 28 Apr 2008. [Downloadable!]
  3. Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2003. "The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms," Boston College Working Papers in Economics 566, Boston College Department of Economics. [Downloadable!]
  4. Christopher F. Baum, 2003. "A review of Stata 8.1 and its time series capabilities," Boston College Working Papers in Economics 581, Boston College Department of Economics. [Downloadable!]
  5. Christopher F Baum & Mustafa Caglayan & Neslihan Ozkan, 2003. "The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms," Computing in Economics and Finance 2003 69, Society for Computational Economics. [Downloadable!]
  6. Lilia Maliar & Serguei Maliar, 2003. "Preference Shocks From Aggregation: Time Series Data Evidence," Working Papers. Serie AD 2003-35, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  7. Lilia Maliar & Serguei Maliar, 2003. "Indivisible Labor, Lotteries And Idiosyncratic Productivity Shocks," Working Papers. Serie AD 2003-38, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  8. Lilia Maliar & Serguei Maliar, 2003. "Heterogeneity In The Degree Of Quasi-Geometric Discounting: The Distributional Implications," Working Papers. Serie AD 2003-28, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  9. Lilia Maliar & Serguei Maliar, 2003. "Quasi-Linear Preferences In The Macroeconomy: Indeterminacy, Heterogeneity Andthe Representative Consumer," Working Papers. Serie AD 2003-30, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  10. M. Dolores Collado & Lilia Maliar & Serguei Maliar, 2003. "Quasi-Geometric Consumers: Panel Data Evidence," Working Papers. Serie AD 2003-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  11. Lilia Maliar & Serguei Maliar, 2003. "The Neoclassical Growth Model With Heterogenous Quasi-Geometric Consumers," Working Papers. Serie AD 2003-25, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  12. Lilia Maliar & Serguei Maliar, 2003. "A Neoclassical Theory Of Wage Arrears In Transition Economies," Working Papers. Serie AD 2003-15, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  13. Lilia Maliar & Serguei Maliar, 2003. "Indeterminacy In A Log-Linearized Neoclassical Rowth Model With Quasi-Geometric Discounting," Working Papers. Serie AD 2003-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  14. Lilia Maliar & Serguei Maliar, 2003. "Endogenous Growth And Endogenous Business Cycles," Working Papers. Serie AD 2003-14, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  15. Lilia Maliar & Serguei Maliar, 2003. "Quasi-Geometric Discounting: A Closed-Form Solution Under The Exponential Utility Function," Working Papers. Serie AD 2003-16, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  16. Juan Mora & Lilia Maliar & Serguei Maliar, 2003. "Income And Wealth Distributions Along The Business Cycle: Implications From The Neoclassical Growth Model," Working Papers. Serie AD 2003-02, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  17. Lilia Maliar & Serguei Maliar, 2003. "Solving The Neoclassical Growth Model With Quasi-Geometric Discounting: Non-Linear Euler-Equation Models," Working Papers. Serie AD 2003-23, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  18. Coupé, Tom & Smeets, Valérie & Warzynski, Frédéric, 2003. "Incentives, Sorting and Productivity along the Career: Evidence from a Sample of Top Economists," Working Papers 03-16, University of Aarhus, Aarhus School of Business, Department of Economics. [Downloadable!]
  19. Coupé, Tom & Smeets, Valerie & Warzynski, Frederic, 2003. "Incentives in Economic Departments: Testing Tournaments?," Working Papers 03-25, University of Aarhus, Aarhus School of Business, Department of Economics. [Downloadable!]
  20. Nizalov, Denys, 2003. "A Quantitative Assessment Of Factors Contributing To The Economic Growth Of Michigan Regions," Graduate Research Masters Degree Plan B Papers 10995, Michigan State University, Department of Agricultural, Food, and Resource Economics. [Downloadable!]

    2002

  1. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002. "Instrumental variables and GMM: Estimation and testing," North American Stata Users' Group Meetings 2003 05, Stata Users Group. [Downloadable!]
  2. Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2002. "Sectoral Fluctuations in U.K. Firms' Investment Expenditures," Boston College Working Papers in Economics 520, Boston College Department of Economics, revised 15 Jun 2003. [Downloadable!]
  3. Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2002. "The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds," Boston College Working Papers in Economics 521, Boston College Department of Economics, revised 31 Aug 2008. [Downloadable!]
  4. Christopher F Baum, 2002. "Facilitating Applied Economic Research with Stata," Boston College Working Papers in Economics 531, Boston College Department of Economics. [Downloadable!]
  5. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002. "Instrumental variables and GMM: Estimation and testing," Boston College Working Papers in Economics 545, Boston College Department of Economics, revised 14 Feb 2003. [Downloadable!]
  6. Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan & Oleksandr Talavera, 2002. "The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity," Boston College Working Papers in Economics 552, Boston College Department of Economics, revised 15 Dec 2005. [Downloadable!]
  7. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002. "Instrumental variables and GMM: Estimation and testing," United Kingdom Stata Users' Group Meetings 2003 02, Stata Users Group. [Downloadable!]
  8. Mustafa Caglayan & Neslihan Ozkan & Christopher F Baum, 2002. "Sectoral Fluctuations in U.K. Firms' Investment Expenditures," Research Papers 2002_01, University of Liverpool Management School. [Downloadable!]
  9. Mustafa Caglayan & Neslihan Ozkan & Christopher F Baum, 2002. "The Impact of Macroeconomic Uncertainty on Bank Lending Behavior," Research Papers 2002_02, University of Liverpool Management School. [Downloadable!]
  10. Christopher F Baum & John Barkoulas, 2002. "Dynamics of Intra-EMS Interest Rate Linkages," Computing in Economics and Finance 2002 13, Society for Computational Economics. [Downloadable!]
  11. Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2002. "The Impact of Macroeconomic Uncertainty on Bank Lending Behavior," Computing in Economics and Finance 2002 94, Society for Computational Economics. [Downloadable!]
  12. Lilia Maliar & Serguei Maliar, 2002. "The Representative Consumer In The Neoclassical Growth Model With Idiosyncratic Shocks," Working Papers. Serie AD 2002-20, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  13. P. Dubey, O. Haimanko, A. Zapechelnyuk, 2002. "Strategic Substitutes and Potential Games," Department of Economics Working Papers 02-02, Stony Brook University, Department of Economics. [Downloadable!]

    2001

  1. Christopher F Baum, 2001. "Efficient Management of Multi-Frequency Panel Data with Stata," North American Stata Users' Group Meetings 2001 4.2, Stata Users Group. [Downloadable!]
  2. Christopher F. Baum & John Barkoulas, 2001. "Dynamics of Intra-EMS Interest Rate Linkages," Boston College Working Papers in Economics 492, Boston College Department of Economics, revised 04 May 2004. [Downloadable!]
  3. Christopher F Baum, 2001. "Efficient management of multi-frequency panel data with Stata," United Kingdom Stata Users' Group Meetings 2001 8, Stata Users Group. [Downloadable!]
  4. Christopher F Baum, Mustafa Caglayan, Neslihan Ozkan, 2001. "Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data," Computing in Economics and Finance 2001 85, Society for Computational Economics. [Downloadable!]
  5. Serguei Maliar, 2001. "Idiosyncratic Shocks, Aggregate Fluctuations And The Representative Consumer," Working Papers. Serie AD 2001-07, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  6. Lilia Maliar & Serguei Maliar, 2001. "Parametrized Expectations Algorithm And The Moving Bounds," Working Papers. Serie AD 2001-23, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  7. Ehrhart, Karl-Martin & Gardner, Roy J & Keser, Claudia & von Hagen, Jürgen, 2001. "Budget Processes: Theory and Experimental Evidence," CEPR Discussion Papers 2661, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

    2000

  1. Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2000. "Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data," CeNDEF Workshop Papers, January 2001 5B.1, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  2. John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty, 2000. "Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums," Boston College Working Papers in Economics 461, Boston College Department of Economics, revised 13 Jun 2001. [Downloadable!]
  3. Natalya Delcoure & John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty, 2000. "The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test," Boston College Working Papers in Economics 464, Boston College Department of Economics. [Downloadable!]
  4. Basma Bekdache & Christopher F. Baum, 2000. "A re-evaluation of empirical tests of the Fisher hypothesis," Boston College Working Papers in Economics 472, Boston College Department of Economics. [Downloadable!]
  5. Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2000. "Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports," Boston College Working Papers in Economics 488, Boston College Department of Economics, revised 30 Jul 2002. [Downloadable!]

    1999

  1. Christopher F. Baum & Mustafa Caglayan & John T. Barkoulas, 1999. "Exchange Rate Uncertainty and Firm Profitability," Boston College Working Papers in Economics 422, Boston College Department of Economics, revised 16 Feb 2000. [Downloadable!]
  2. Basma Bekdache & Christopher F. Baum, 1999. "A re-evaluation of empirical tests of the Fisher hypothesis," Computing in Economics and Finance 1999 944, Society for Computational Economics, revised 18 Sep 2000. [Downloadable!]
  3. Lilia Maliar & Serguei Maliar, 1999. "- Heterogeneity In Capital And Skills In A Neoclassical Stochastic Growth Model," Working Papers. Serie AD 1999-21, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  4. Lilia Maliar & Serguei Maliar, 1999. "- Differential Responses Of Labor Supply Across Productivity Groups," Working Papers. Serie AD 1999-22, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  5. Gardner, R. & Verdier, T. & Waller, C. J., 1999. "Corruption: Top Down or Bottom Up?," DELTA Working Papers 1999-12, DELTA (Ecole normale supérieure).
  6. Karl-Martin Ehrhart & Roy Gardner & Jürgen von Hagen & Claudia Keser, 1999. "Budget Processes: Theory and Experimental Evidence," CIRANO Working Papers 99s-33, CIRANO. [Downloadable!]
  7. Waller, C.J. & Verdier, T. & Gardner, R., 1999. "Corruption: Top Down or Bottom Up?," Papers 1999-12, Laval - Laboratoire Econometrie.

    1998

  1. John Barkoulas & Christopher F. Baum & Mustafa Caglayan, 1998. "Fractional Monetary Dynamics," Boston College Working Papers in Economics 321., Boston College Department of Economics. [Downloadable!]
  2. John T. Barkoulas & Christopher F. Baum & Mustafa Caglayan & Atreya Chakraborty, 1998. "Persistent Dependence in Foreign Exchange Rates? A Reexamination," Boston College Working Papers in Economics 377, Boston College Department of Economics, revised 21 Apr 2000. [Downloadable!]
  3. Christopher F. Baum & John T. Barkoulas & Mustafa Caglayan, 1998. "Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float?," Boston College Working Papers in Economics 380, Boston College Department of Economics. [Downloadable!]
  4. Christopher F. Baum & Mustafa Caglayan & John Barkoulas, 1998. "Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era," Boston College Working Papers in Economics 404., Boston College Department of Economics, revised 16 Nov 1999. [Downloadable!]
  5. John Barkoulas & Christopher F. Baum & Mustafa Caglayan, 1998. "Exchange Rate Effects on the Volume and Variability of Trade Flows," Boston College Working Papers in Economics 405., Boston College Department of Economics, revised 12 Sep 2001. [Downloadable!]
  6. Basma Bekdache & Christopher F. Baum, 1998. "Modeling fixed income excess returns," Boston College Working Papers in Economics 409, Boston College Department of Economics, revised 14 Apr 2000. [Downloadable!]
  7. Caglayan, M. & Baum, C.F. & Barkoulas, J.T., 1998. "Exchange Rate Effects on the Volume and Variability of Trade Flows," Papers 1998/05, Koc University.

    1997

  1. John T. Barkoulas & Christopher F. Baum & Gurkan S. Oguz, 1997. "Stochastic Long Memory in Traded Goods Prices," Boston College Working Papers in Economics 349., Boston College Department of Economics. [Downloadable!]
  2. John Barkoulas & Christopher F. Baum, 1997. "Long Memory and Forecasting in Euroyen Deposit Rates," Boston College Working Papers in Economics 361, Boston College Department of Economics. [Downloadable!]
  3. Christopher F. Baum & Meral Karasulu, 1997. "Monetary Policy in the Transition to a Zero Federal Deficit," Boston College Working Papers in Economics 363, Boston College Department of Economics. [Downloadable!]
  4. Basma Bekdache & Christopher F. Baum, 1997. "The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates," Boston College Working Papers in Economics 372, Boston College Department of Economics. [Downloadable!]
  5. Christopher F. Baum & Meral Karasulu, 1997. "Credible Disinflation Policy in a Dynamic Setting," Boston College Working Papers in Economics 375, Boston College Department of Economics. [Downloadable!]
  6. Christopher F. Baum & Clifford F. Thies, 1997. "Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money," Boston College Working Papers in Economics 384, Boston College Department of Economics. [Downloadable!]
  7. Atreya Chakraborty & Christopher F. Baum, 1997. "Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms," Boston College Working Papers in Economics 393, Boston College Department of Economics. [Downloadable!]
  8. John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty, 1997. "Waves and Persistence in Merger and Acquisition Activity," Boston College Working Papers in Economics 396, Boston College Department of Economics, revised 14 Dec 1999. [Downloadable!]

    1996

  1. John Barkoulas & Christopher F. Baum, 1996. "Time-Varying Risk Premia in the Foreign Currency Futures Basis," Boston College Working Papers in Economics 281., Boston College Department of Economics. [Downloadable!]
  2. John Barkoulas & Christopher F. Baum, 1996. "A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency," Boston College Working Papers in Economics 311., Boston College Department of Economics. [Downloadable!]
  3. John Barkoulas & Christopher F. Baum & Atreya Chakraborty, 1996. "Nearest-Neighbor Forecasts of U.S. Interest Rates," Boston College Working Papers in Economics 313., Boston College Department of Economics, revised 01 Apr 2003. [Downloadable!]
  4. Christopher F. Baum & John Barkoulas, 1996. "Long Term Dependence in Stock Returns," Boston College Working Papers in Economics 314., Boston College Department of Economics. [Downloadable!]
  5. John Barkoulas & Christopher F. Baum & Gurkan S. Oguz, 1996. "Fractional Cointegration Analysis of Long Term International Interest Rates," Boston College Working Papers in Economics 315., Boston College Department of Economics. [Downloadable!]
  6. John Barkoulas & Christopher F. Baum, 1996. "Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates," Boston College Working Papers in Economics 317., Boston College Department of Economics. [Downloadable!]
  7. John Barkoulas & Christopher F. Baum & Joseph Onochie, 1996. "Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate," Boston College Working Papers in Economics 320., Boston College Department of Economics. [Downloadable!]
  8. Christopher F. Baum & Clifford F. Thies, 1996. "Q, Cash Flow and Investment: An Econometric Critique," Boston College Working Papers in Economics 332., Boston College Department of Economics. [Downloadable!]
  9. Christopher F. Baum & John Barkoulas & Mustafa Caglayan, 1996. "Persistence in International Inflation Rates," Boston College Working Papers in Economics 333., Boston College Department of Economics. [Downloadable!]
  10. John Barkoulas & Christopher F. Baum, 1996. "Fractional Dynamics in Japanese Financial Time Series," Boston College Working Papers in Economics 334., Boston College Department of Economics. [Downloadable!]
  11. Christopher F. Baum & Meral Karasulu, 1996. "Modelling Federal Reserve Discount Policy," Boston College Working Papers in Economics 335., Boston College Department of Economics. [Downloadable!]
  12. John T. Barkoulas & Christopher F. Baum & Nickolaos Travlos, 1996. "Long Memory in the Greek Stock Market," Boston College Working Papers in Economics 356., Boston College Department of Economics. [Downloadable!]

    1995

  1. Christopher F. Baum & Basma Bekdache, 1995. "Modeling Returns on the Term Structure of Treasury Interest Rates," Boston College Working Papers in Economics 288., Boston College Department of Economics. [Downloadable!]
  2. Serguei Maliar & Igor Kozin & Vitali Perepelitsa, 1995. "Solving Capability of LCA," Economics Working Papers 119, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
  3. Serguei Maliar & Vitali Perepelitsa, 1995. "LCA Solvability of Chain Covering Problem," Economics Working Papers 118, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]

    1994

  1. Christopher F. Baum & Olin Liu, 1994. "An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates," Boston College Working Papers in Economics 275., Boston College Department of Economics. [Downloadable!]
  2. Keser, C. & Gardner, R., 1994. "Strategic Behavior of Experienced Subjects in a Common Pool Resource Game," Papers 94-009, Indiana - Center for Econometric Model Research.
  3. Gardner, Roy & Michael R. Moore & James M. Walker, 1994. "Racing for the Water: Laboratory Evidence on Subgame Perfection," Discussion Paper Serie B 278, University of Bonn, Germany.

    1993

  1. Atreya Chakraborty & Christopher F. Baum, 1993. "Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests," Boston College Working Papers in Economics 220, Boston College Department of Economics.
  2. Christopher F. Baum & Mark Klock & Clifford F. Thies, 1993. "Tobin's Q And Financial Policy Revisited," Boston College Working Papers in Economics 226, Boston College Department of Economics.
  3. Gardner, R. & Moore, M.R. & Walker, J.M., 1993. "Groundwater Property Rights: Laboratory Evidence on the Performance of Entry Restrictions and Stock Quotas," Papers 93-008, Indiana - Center for Econometric Model Research.

    1986

  1. Gardner,Roy & Morris,Molly & Nelson,Craig, 1986. "Evolutionarily stable mating behaviour," Discussion Paper Serie A 156, University of Bonn, Germany.

    1983

  1. John H. Ciccolo, Jr. & Christopher F. Baum, 1983. "Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977," NBER Working Papers 1169, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    1979

  1. Gardner Roy, 1979. "Repressed inflation in the soviet union : a temporary equilibrium approach," CEPREMAP Working Papers (Couverture Orange) 7918, CEPREMAP.
  2. Gardner Roy, 1979. "Onymous consistent voting systems," CEPREMAP Working Papers (Couverture Orange) 7917, CEPREMAP.

    1973

  1. R. F. Engle & R. Gardner, 1973. "Some Finite Sample Properties of Spectral Estimators of a Linear Regression," Working papers 122, Massachusetts Institute of Technology (MIT), Department of Economics.

    Undated

  1. Basma Bekdache & Christopher F. Baum, . "The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates," Computing in Economics and Finance 1997 72, Society for Computational Economics. [Downloadable!]
  2. Christopher F. Baum & Meral Karasulu, . "Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance," Computing in Economics and Finance 1997 74, Society for Computational Economics. [Downloadable!]
  3. Hector Chade & Pavlo Prokopovych & Lones Smith, . "Repeated Games with Present-Biased Preferences," Working Papers 2173938, Department of Economics, W. P. Carey School of Business, Arizona State University. [Downloadable!]

Journal articles

    2009

  1. Baum, Christopher F. & Caglayan, Mustafa & Ozkan, Neslihan, 2009. "The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds," Economics Letters, Elsevier, vol. 102(2), pages 87-89, February. [Downloadable!] (restricted)
  2. Christopher F Baum & Teresa Linz, 2009. "Evaluating concavity for production and cost functions," Stata Journal, StataCorp LP, vol. 9(1), pages 161-165, March. [Downloadable!]
  3. Christopher F Baum, 2009. "Stata tip 73: append with care!," Stata Journal, StataCorp LP, vol. 9(1), pages 166-168, March. [Downloadable!]
  4. Christopher F. Baum & Andreas Stephan & Oleksandr Talavera, 2009. "The Effects Of Uncertainty On The Leverage Of Nonfinancial Firms," Economic Inquiry, Western Economic Association International, vol. 47(2), pages 216-225, 04. [Downloadable!] (restricted)
  5. Kenjegalieva, Karligash & Simper, Richard & Weyman-Jones, Tom & Zelenyuk, Valentin, 2009. "Comparative analysis of banking production frameworks in eastern european financial markets," European Journal of Operational Research, Elsevier, vol. 198(1), pages 326-340, October. [Downloadable!] (restricted)
  6. Pavlo Demchuk & Valentin Zelenyuk, 2009. "Testing differences in efficiency of regions within a country: the case of Ukraine," Journal of Productivity Analysis, Springer, vol. 32(2), pages 81-102, October. [Downloadable!] (restricted)

    2008

  1. Baum, Christopher F. & Caglayan, Mustafa & Talavera, Oleksandr, 2008. "Uncertainty determinants of firm investment," Economics Letters, Elsevier, vol. 98(3), pages 282-287, March. [Downloadable!] (restricted)
  2. Christopher F Baum, 2008. "Stata tip 63: Modeling proportions," Stata Journal, StataCorp LP, vol. 8(2), pages 299-303, June. [Downloadable!]
  3. Christopher F. Baum & Mustafa Caglayan & Dorothea Schäfer & Oleksandr Talavera, 2008. "Political patronage in Ukrainian banking," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 16(3), pages 537-557, 07. [Downloadable!] (restricted)
  4. Baum, Christopher F. & Caglayan, Mustafa & Stephan, Andreas & Talavera, Oleksandr, 2008. "Uncertainty determinants of corporate liquidity," Economic Modelling, Elsevier, vol. 25(5), pages 833-849, September. [Downloadable!] (restricted)
  5. Christopher F Baum, 2008. "Cumulative author index, volumes 1-8," Stata Journal, StataCorp LP, vol. 8(4), December. [Downloadable!]
  6. Lilia Maliar & Serguei Maliar & Fidel Pérez Sebastián, 2008. "Sovereign Risk, FDI Spillovers, and Growth," Review of International Economics, Blackwell Publishing, vol. 16(3), pages 463-477, 08. [Downloadable!] (restricted)
  7. Garmel, Kateryna & Maliar, Lilia & Maliar, Serguei, 2008. "EU eastern enlargement and foreign investment: Implications from a neoclassical growth model," Journal of Comparative Economics, Elsevier, vol. 36(2), pages 307-325, June. [Downloadable!] (restricted)
  8. Coupé, Tom, 2008. "The visibility of Ukrainian economists 1969-2005," The Journal of Socio-Economics, Elsevier, vol. 37(5), pages 2114-2125, October. [Downloadable!] (restricted)
  9. Oleksandr Shepotylo & David Tarr, 2008. "Specific Tariffs, Tariff Simplification, and the Structure of Import Tariffs in Russia, 2001-2005," Eastern European Economics, M.E. Sharpe, Inc., vol. 46(5), pages 47-56, September. [Downloadable!] (restricted)
  10. Alexander Matros & Andriy Zapechelnyuk, 2008. "Optimal fees in internet auctions," Review of Economic Design, Springer, vol. 12(3), pages 155-163, September. [Downloadable!] (restricted)
  11. Chade, Hector & Prokopovych, Pavlo & Smith, Lones, 2008. "Repeated games with present-biased preferences," Journal of Economic Theory, Elsevier, vol. 139(1), pages 157-175, March. [Downloadable!] (restricted)
  12. Sung-ko Li & Léopold Simar & Paul Wilson & Valentin Zelenyuk, 2008. "Introduction for Journal of Productivity Analysis special issue on transitioning economics," Journal of Productivity Analysis, Springer, vol. 29(2), pages 77-77, April. [Downloadable!] (restricted)
  13. Oleg Badunenko & Daniel J. Henderson & Valentin Zelenyuk, 2008. "Technological Change and Transition: Relative Contributions to Worldwide Growth During the 1990s," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(4), pages 461-492, 08. [Downloadable!] (restricted)
  14. Rolf Fare & Shawna Grosskopf & Valentin Zelenyuk, 2008. "Aggregation of Nerlovian profit indicator," Applied Economics Letters, Taylor and Francis Journals, vol. 15(11), pages 845-847. [Downloadable!] (restricted)
  15. Park, Byeong U. & Simar, Léopold & Zelenyuk, Valentin, 2008. "Local likelihood estimation of truncated regression and its partial derivatives: Theory and application," Journal of Econometrics, Elsevier, vol. 146(1), pages 185-198, September. [Downloadable!] (restricted)

    2007

  1. Christopher F Baum, 2007. "Stata tip 40: Taking care of business," Stata Journal, StataCorp LP, vol. 7(1), pages 137-139, February. [Downloadable!]
  2. Christopher F Baum & Nicholas J. Cox, 2007. "Stata tip 45: Getting those data into shape," Stata Journal, StataCorp LP, vol. 7(2), pages 268-271, June. [Downloadable!]
  3. Christopher F. Baum & Mustafa Caglayan & Dorothea Schäfer & Oleksandr Talavera, 2007. "Ukrainische Banken: politische Patronage von Bedeutung," Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 74(23), pages 367-371. [Downloadable!]
  4. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007. "Enhanced routines for instrumental variables/generalized method of moments estimation and testing," Stata Journal, StataCorp LP, vol. 7(4), pages 465-506, December. [Downloadable!]
  5. Lilia Maliar & Serguei Maliar, 2007. "Short-Run Patience and Wealth Inequality," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 11(1), pages 1351-1351. [Downloadable!] (restricted)
  6. Dmytro Kylymnyuk & Lilia Maliar & Serguei Maliar, 2007. "Rich, Poor and Growth-Miracle Nations: Multiple Equilibria Revisited," Topics in Macroeconomics, Berkeley Electronic Press, vol. 7(1), pages 1482-1482. [Downloadable!] (restricted)
  7. Dmytro Kylymnyuk & Lilia Maliar & Serguei Maliar, 2007. "A model of unbalanced sectorial growth with application to transition economies," Economic Change and Restructuring, Springer, vol. 40(4), pages 309-325, December. [Downloadable!] (restricted)
  8. Tom Coupé, 2007. "Incentives and Bonuses - The Case of the 2006 World Cup," Kyklos, Blackwell Publishing, vol. 60(3), pages 349-358, 08. [Downloadable!] (restricted)
  9. Roy Gardner, 2007. "Michael Bacharach, Beyond Individual Choice: Teams and Frames in Game Theory. Princeton, NJ: Princeton University Press, 2006. xxiii + 214 pages. USD 35.00 (cloth)," Public Choice, Springer, vol. 130(3), pages 495-497, March. [Downloadable!] (restricted)
  10. Ehrhart, Karl-Martin & Gardner, Roy & von Hagen, Jurgen & Keser, Claudia, 2007. "Budget processes: Theory and experimental evidence," Games and Economic Behavior, Elsevier, vol. 59(2), pages 279-295, May. [Downloadable!] (restricted)
  11. Vladimir Nesterenko & Valentin Zelenyuk, 2007. "Measuring potential gains from reallocation of resources," Journal of Productivity Analysis, Springer, vol. 28(1), pages 107-116, October. [Downloadable!] (restricted)
  12. Fare, Rolf & Zelenyuk, Valentin, 2007. "Extending Fare and Zelenyuk (2003)," European Journal of Operational Research, Elsevier, vol. 179(2), pages 594-595, June. [Downloadable!] (restricted)
  13. Daniel J. Henderson & Valentin Zelenyuk, 2007. "Testing for (Efficiency) Catching-up," Southern Economic Journal, Southern Economic Association, vol. 73(4), pages 1003–10, April.
  14. Léopold Simar & Valentin Zelenyuk, 2007. "Statistical inference for aggregates of Farrell-type efficiencies," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(7), pages 1367-1394. [Downloadable!]
  15. David Neumark & Olena Nizalova, 2007. "Minimum Wage Effects in the Longer Run," Journal of Human Resources, University of Wisconsin Press, vol. 42(2). [Downloadable!] (restricted)

    2006

  1. Christopher F. Baum & John Barkoulas, 2006. "Long-memory forecasting of US monetary indices," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(4), pages 291-302. [Downloadable!]
  2. Baum, Christopher F. & Caglayan, Mustafa & Ozkan, Neslihan & Talavera, Oleksandr, 2006. "The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity," Review of Financial Economics, Elsevier, vol. 15(4), pages 289-304. [Downloadable!] (restricted)
  3. Christopher F Baum, 2006. "Stata tip 37: And the last shall be first," Stata Journal, StataCorp LP, vol. 6(4), pages 588-589, December. [Downloadable!]
  4. Christopher F Baum, 2006. "Stata tip 38: Testing for groupwise heteroskedasticity," Stata Journal, StataCorp LP, vol. 6(4), pages 590-592, December. [Downloadable!]
  5. Baum, Christopher F. & Barkoulas, John, 2006. "Dynamics of Intra-EMS Interest Rate Linkages," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(2), pages 469-482, March. [Downloadable!] (restricted)
  6. Maliar, Lilia & Maliar, Serguei, 2006. "Indeterminacy in a log-linearized neoclassical growth model with quasi-geometric discounting," Economic Modelling, Elsevier, vol. 23(3), pages 492-505, May. [Downloadable!] (restricted)
  7. Maliar, Lilia & Maliar, Serguei, 2006. "The Neoclassical Growth Model with Heterogeneous Quasi-Geometric Consumers," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(3), pages 635-654, April. [Downloadable!] (restricted)
  8. Tom Coupé & Valérie Smeets & Frédéric Warzynski, 2006. "Incentives, Sorting and Productivity along the Career: Evidence from a Sample of Top Economists," Journal of Law, Economics and Organization, Oxford University Press, vol. 22(1), pages 137-167, April. [Downloadable!] (restricted)
  9. Brown, J. David & Earle, John S. & Vakhitov, Volodymyr, 2006. "Wages, layoffs, and privatization: Evidence from Ukraine," Journal of Comparative Economics, Elsevier, vol. 34(2), pages 272-294, June. [Downloadable!] (restricted)
  10. Dubey, Pradeep & Haimanko, Ori & Zapechelnyuk, Andriy, 2006. "Strategic complements and substitutes, and potential games," Games and Economic Behavior, Elsevier, vol. 54(1), pages 77-94, January. [Downloadable!] (restricted)
  11. Valentin Zelenyuk & Vitaliy Zheka, 2006. "Corporate Governance and Firm’s Efficiency: The Case of a Transitional Country, Ukraine," Journal of Productivity Analysis, Springer, vol. 25(1), pages 143-157, 04. [Downloadable!] (restricted)
  12. Zelenyuk, Valentin, 2006. "Aggregation of Malmquist productivity indexes," European Journal of Operational Research, Elsevier, vol. 174(2), pages 1076-1086, October. [Downloadable!] (restricted)

    2005

  1. Christopher F Baum, 2005. "Stata: The language of choice for time-series analysis?," Stata Journal, StataCorp LP, vol. 5(1), pages 46-63, March. [Downloadable!]
  2. Maliar, Lilia & Maliar, Serguei, 2005. "Solving nonlinear dynamic stochastic models: an algorithm computing value function by simulations," Economics Letters, Elsevier, vol. 87(1), pages 135-140, April. [Downloadable!] (restricted)
  3. Lilia Maliar & Serguei Maliar, 2005. "Parameterized Expectations Algorithm: How to Solve for Labor Easily," Computational Economics, Springer, vol. 25(3), pages 269-274, June. [Downloadable!] (restricted)
  4. Lilia Maliar & Serguei Maliar & Juan Mora, 2005. "Income and Wealth Distributions Along the Business Cycle: Implications from the Neoclassical Growth Model," Topics in Macroeconomics, Berkeley Electronic Press, vol. 5(1), pages 1238-1238. [Downloadable!] (restricted)
  5. Boyarchuk, Dmytro & Maliar, Lilia & Maliar, Serguei, 2005. "The consumption and welfare implications of wage arrears in transition economies," Journal of Comparative Economics, Elsevier, vol. 33(3), pages 540-564, September. [Downloadable!] (restricted)
  6. Lilia Maliar & Serguei Maliar, 2005. "Solving the Neoclassical Growth Model with Quasi-Geometric Discounting: A Grid-Based Euler-Equation Method," Computational Economics, Springer, vol. 26(2), pages 163-172, October. [Downloadable!] (restricted)

    2004

  1. Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2004. "Nonlinear effects of exchange rate volatility on the volume of bilateral exports," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(1), pages 1-23. [Downloadable!]
  2. Baum, Christopher F., 2004. "A review of Stata 8.1 and its time series capabilities," International Journal of Forecasting, Elsevier, vol. 20(1), pages 151-161. [Downloadable!] (restricted)
  3. Lilia Maliar & Serguei Maliar, 2004. "Quasi-geometric discounting: A closed-form solution under the exponential utility function," Bulletin of Economic Research, Blackwell Publishing, vol. 56(2), pages 201-206, 04. [Downloadable!] (restricted)
  4. Lilia Maliar & Serguei Maliar, 2004. "Preference shocks from aggregation: time series data evidence," Canadian Journal of Economics, Canadian Economics Association, vol. 37(3), pages 768-781, August. [Downloadable!] (restricted)
  5. Maliar, Lilia & Maliar, Serguei, 2004. "Indivisible-labor, lotteries and idiosyncratic productivity shocks," Mathematical Social Sciences, Elsevier, vol. 48(1), pages 23-35, July. [Downloadable!] (restricted)
  6. Maliar, Lilia & Maliar, Serguei, 2004. "Endogenous Growth And Endogenous Business Cycles," Macroeconomic Dynamics, Cambridge University Press, vol. 8(05), pages 559-581, November. [Downloadable!]
  7. Tom Coupé, 2004. "What Do We Know about Ourselves? on the Economics of Economics," Kyklos, Blackwell Publishing, vol. 57(2), pages 197-215, 05. [Downloadable!] (restricted)
  8. Coupe, Tom & Noury, Abdul G., 2004. "Choosing not to choose: on the link between information and abstention," Economics Letters, Elsevier, vol. 84(2), pages 261-265, August. [Downloadable!] (restricted)
  9. Rolf Färe & Shawna Grosskopf & Valentin Zelenyuk, 2004. "Aggregation bias and its bounds in measuring technical efficiency," Applied Economics Letters, Taylor and Francis Journals, vol. 11(10), pages 657-660, August. [Downloadable!] (restricted)

    2003

  1. Christopher Baum & Mustafa Caglayan & Neslihan Ozkan, 2003. "Sectoral fluctuations in U.K. firms' investment expenditures," Economics Bulletin, Economics Bulletin, vol. 5(13), pages 1-10. [Downloadable!]
  2. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2003. "Instrumental variables and GMM: Estimation and testing," Stata Journal, StataCorp LP, vol. 3(1), pages 1-31, March. [Downloadable!]
  3. Delcoure, Natalya & Barkoulas, John & Baum, Christopher F. & Chakraborty, Atreya, 2003. "The forward rate unbiasedness hypothesis reexamined: evidence from a new test," Global Finance Journal, Elsevier, vol. 14(1), pages 83-93, May. [Downloadable!] (restricted)
  4. Barkoulas, John & Baum, Christopher F. & Chakraborty, Atreya, 2003. "Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums," Journal of Macroeconomics, Elsevier, vol. 25(1), pages 109-122, March. [Downloadable!] (restricted)
  5. Maliar, Lilia & Maliar, Serguei, 2003. "Parameterized Expectations Algorithm and the Moving Bounds," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 88-92, January.
  6. Lilia Maliar & Serguei Maliar, 2003. "The Representative Consumer in the Neoclassical Growth Model with Idiosyncratic Shocks," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(2), pages 368-380, April. [Downloadable!] (restricted)
  7. Tom Coupé, 2003. "Revealed Performances: Worldwide Rankings of Economists and Economics Departments, 1990-2000," Journal of the European Economic Association, MIT Press, vol. 1(6), pages 1309-1345, December. [Downloadable!] (restricted)
  8. Coupe, Tom, 2003. " Science Is Golden: Academic R&D and University Patents," The Journal of Technology Transfer, Springer, vol. 28(1), pages 31-46, January. [Downloadable!] (restricted)
  9. Tom Coupé & Patrick Paul Walsh, 2003. "Quality Based Rankings of Irish Economists 1990-2000," The Economic and Social Review, Economic and Social Studies, vol. 34(2), pages 145-149. [Downloadable!]
  10. Fare, Rolf & Zelenyuk, Valentin, 2003. "On aggregate Farrell efficiencies," European Journal of Operational Research, Elsevier, vol. 146(3), pages 615-620, May. [Downloadable!] (restricted)

    2002

  1. Barkoulas, John T. & Baum, Christopher F. & Caglayan, Mustafa, 2002. "Exchange rate effects on the volume and variability of trade flows," Journal of International Money and Finance, Elsevier, vol. 21(4), pages 481-496, August. [Downloadable!] (restricted)
  2. Christopher J. Waller & Thierry Verdier & Roy Gardner, 2002. "Corruption: Top Down or Bottom Up?," Economic Inquiry, Oxford University Press, vol. 40(4), pages 688-703, October.
  3. Fare, Rolf & Zelenyuk, Valentin, 2002. "Input Aggregation and Technical Efficiency," Applied Economics Letters, Taylor and Francis Journals, vol. 9(10), pages 635-36, August. [Downloadable!] (restricted)

    2001

  1. Christopher F Baum, 2001. "Residual diagnostics for cross-section time series regression models," Stata Journal, StataCorp LP, vol. 1(1), pages 101-104, November. [Downloadable!]
  2. Barkoulas, John T. & Baum, Christopher F. & Chakraborty, Atreya, 2001. "Waves and persistence in merger and acquisition activity," Economics Letters, Elsevier, vol. 70(2), pages 237-243, February. [Downloadable!] (restricted)
  3. Baum, Christopher F. & Caglayan, Mustafa & Barkoulas, John T., 2001. "Exchange Rate Uncertainty and Firm Profitability," Journal of Macroeconomics, Elsevier, vol. 23(4), pages 565-576, October. [Downloadable!] (restricted)
  4. Baum, Christopher F. & Barkoulas, John T. & Caglayan, Mustafa, 2001. "Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era," Journal of International Money and Finance, Elsevier, vol. 20(3), pages 379-399, June. [Downloadable!] (restricted)
  5. Christopher F. Baum & Vince Wiggins, 2001. "Test for autoregressive conditional heteroskedasticity in regression error distribution," Stata Technical Bulletin, StataCorp LP, vol. 10(55). [Downloadable!]
  6. Christopher F. Baum & Vince Wiggins, 2001. "Tests for serial correlation in regression error distribution," Stata Technical Bulletin, StataCorp LP, vol. 10(55). [Downloadable!]
  7. Christopher F. Baum & Nicholas J. Cox & Vince Wiggins, 2001. "Tests for heteroskedasticity in regression error distribution," Stata Technical Bulletin, StataCorp LP, vol. 10(55). [Downloadable!]
  8. Christopher F. Baum & Vince Wiggins, 2001. "Utility for time series data," Stata Technical Bulletin, StataCorp LP, vol. 10(57). [Downloadable!]
  9. Christopher F. Baum, 2001. "Tests for stationarity of a time series," Stata Technical Bulletin, StataCorp LP, vol. 10(57). [Downloadable!]
  10. Christopher F. Baum & Vince Wiggins, 2001. "Tests for long memory in a time series," Stata Technical Bulletin, StataCorp LP, vol. 10(57). [Downloadable!]
  11. Christopher F. Baum, 2001. "Compacting time series data," Stata Technical Bulletin, StataCorp LP, vol. 10(57). [Downloadable!]
  12. Christopher F. Baum & Richard Sperling, 2001. "Tests for stationarity of a time series: update," Stata Technical Bulletin, StataCorp LP, vol. 10(58). [Downloadable!]
  13. Christopher F. Baum & Tairi Room, 2001. "A test for long-range dependence in a time series," Stata Technical Bulletin, StataCorp LP, vol. 10(60). [Downloadable!]
  14. Richard Sperling & Christopher F. Baum, 2001. "Multivariate portmanteau (Q) test for white noise," Stata Technical Bulletin, StataCorp LP, vol. 10(60). [Downloadable!]
  15. Maliar, Lilia & Maliar, Serguei, 2001. "Heterogeneity in capital and skills in a neoclassical stochastic growth model," Journal of Economic Dynamics and Control, Elsevier, vol. 25(9), pages 1367-1397, September. [Downloadable!] (restricted)

    2000

  1. Barkoulas, John T & Baum, Christopher F & Travlos, Nickolaos, 2000. "Long Memory in the Greek Stock Market," Applied Financial Economics, Taylor and Francis Journals, vol. 10(2), pages 177-84, April. [Downloadable!] (restricted)
  2. Christopher F. Baum & Nicholas J. Cox, 2000. "Metadata for user-written contributions to the Stata programming language," Stata Technical Bulletin, StataCorp LP, vol. 9(52). [Downloadable!]
  3. Nicholas J. Cox & Christopher F. Baum, 2000. "Metadata for user-written contributions to the Stata programming language: extensions," Stata Technical Bulletin, StataCorp LP, vol. 9(54). [Downloadable!]
  4. Maliar, Lilia & Maliar, Serguei, 2000. "Differential Responses of Labor Supply across Productivity Groups," Journal of Macroeconomics, Elsevier, vol. 22(1), pages 85-108, January. [Downloadable!] (restricted)
  5. Gardner, Roy & Herr, Andrew & Ostrom, Elinor & Walker, James A., 2000. "The power and limitations of proportional cutbacks in common-pool resources," Journal of Development Economics, Elsevier, vol. 62(2), pages 515-533, August. [Downloadable!] (restricted)

    1999

  1. Baum, Christopher F & Thies, Clifford F, 1999. " Q, Cash Flow and Investment: An Econometric Critique," Review of Quantitative Finance and Accounting, Springer, vol. 12(1), pages 35-47, January. [Downloadable!] (restricted)
  2. Barkoulas, John T & Baum, Christopher F & Caglayan, Mustafa, 1999. "Fractional Monetary Dynamics," Applied Economics, Taylor and Francis Journals, vol. 31(11), pages 1393-1400, November. [Downloadable!] (restricted)
  3. Baum, Christopher F. & Barkoulas, John T. & Caglayan, Mustafa, 1999. "Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 9(4), pages 359-376, November. [Downloadable!] (restricted)
  4. Christopher F. Baum & John T. Barkoulas & Mustafa Caglayan, 1999. "Persistence in International Inflation Rates," Southern Economic Journal, Southern Economic Association, vol. 65(4), pages 900-913, April.
  5. Claudia Keser & Roy Gardner, 1999. "Strategic behavior of experienced subjects in a common pool resource game," International Journal of Game Theory, Springer, vol. 28(2), pages 241-252. [Downloadable!] (restricted)

    1998

  1. Baum, Christopher F & Karasulu, Meral, 1998. "Modelling Federal Reserve Discount Policy," Computational Economics, Springer, vol. 11(1-2), pages 53-70, April. [Downloadable!]
  2. Barkoulas, John T & Baum, Christopher F & Oguz, Gurkan S, 1998. "Stochastic Long Memory in Traded Goods Prices," Applied Economics Letters, Taylor and Francis Journals, vol. 5(3), pages 135-38, March. [Downloadable!] (restricted)
  3. Barkoulas, John T. & Baum, Christopher F., 1998. "Fractional dynamics in Japanese financial time series," Pacific-Basin Finance Journal, Elsevier, vol. 6(1-2), pages 115-124, May. [Downloadable!] (restricted)
  4. Roy Gardner & Roger Stover, 1998. "The Role of Information in Resolution Trust Corporation Auctions of Failed Thrifts," Journal of Financial Services Research, Springer, vol. 14(3), pages 209-221, December. [Downloadable!] (restricted)

    1997

  1. Barkoulas, John & Baum, Christopher F, 1997. "A Re-examination of the Fragility of Evidence from Cointegration-Based Tests of Foreign Exchange Market Efficiency," Applied Financial Economics, Taylor and Francis Journals, vol. 7(6), pages 635-43, December. [Downloadable!] (restricted)
  2. Barkoulas, John T. & Baum, Christopher F. & Onochie, Joseph, 1997. "A nonparametric investigation of the 90-day t-bill rate," Review of Financial Economics, Elsevier, vol. 6(2), pages 187-198. [Downloadable!] (restricted)
  3. Herr, Andrew & Gardner, Roy & Walker, James M., 1997. "An Experimental Study of Time-Independent and Time-Dependent Externalities in the Commons," Games and Economic Behavior, Elsevier, vol. 19(1), pages 77-96, April. [Downloadable!] (restricted)
  4. Gardner, Roy & Moore, Michael R & Walker, James M, 1997. "Governing a Groundwater Commons: A Strategic and Laboratory Analysis of Western Water Law," Economic Inquiry, Oxford University Press, vol. 35(2), pages 218-34, April.

    1996

  1. Klock, Mark & Baum, Christopher F. & Thies, Clifford F., 1996. "Tobin's Q, intangible capital, and financial policy," Journal of Economics and Business, Elsevier, vol. 48(4), pages 387-400, October. [Downloadable!] (restricted)
  2. Barkoulas, John T. & Baum, Christopher F., 1996. "Long-term dependence in stock returns," Economics Letters, Elsevier, vol. 53(3), pages 253-259, December. [Downloadable!] (restricted)

    1993

  1. Ostrom, Elinor & Gardner, Roy, 1993. "Coping with Asymmetries in the Commons: Self-Governing Irrigation Systems Can Work," Journal of Economic Perspectives, American Economic Association, vol. 7(4), pages 93-112, Fall. [Downloadable!] (restricted)
  2. Karen Ehlers & M. Shubik & R. Gardner & G. Tichy & N. Long & F. Scherer & M. Burda & Gerlinde Sinn, 1993. "Book reviews," Journal of Economics, Springer, vol. 58(2), pages 203-223, June. [Downloadable!] (restricted)

    1992

  1. Baum, Christopher F & Thies, Clifford F, 1992. "On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930," Computer Science in Economics & Management, Springer, vol. 5(3), pages 221-46, August.
  2. Walker, James M & Gardner, Roy, 1992. "Probabilistic Destruction of Common-Pool Resources: Experimental Evidence," Economic Journal, Royal Economic Society, vol. 102(414), pages 1149-61, September. [Downloadable!] (restricted)

    1991

  1. Klock, Mark & Thies, Clifford F. & Baum, Christopher F., 1991. "Tobin's q and measurement error: Caveat investigator," Journal of Economics and Business, Elsevier, vol. 43(3), pages 241-252, August. [Downloadable!] (restricted)
  2. Gardner, Roy & Ostrom, Elinor, 1991. " Rules and Games," Public Choice, Springer, vol. 70(2), pages 121-49, May.

    1990

  1. Baum, Christopher F & Furno, Marilena, 1990. "Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 22(4), pages 465-77, November. [Downloadable!] (restricted)
  2. Walker, James M. & Gardner, Roy & Ostrom, Elinor, 1990. "Rent dissipation in a limited-access common-pool resource: Experimental evidence," Journal of Environmental Economics and Management, Elsevier, vol. 19(3), pages 203-211, November. [Downloadable!] (restricted)
  3. Gardner, Roy, 1990. "L. V. Kantorovich: The Price Implications of Optimal Planning," Journal of Economic Literature, American Economic Association, vol. 28(2), pages 638-48, June. [Downloadable!] (restricted)

    1988

  1. Baum, Christopher F., 1988. "Foreword," Journal of Economic Dynamics and Control, Elsevier, vol. 12(1), pages 3-3, March. [Downloadable!] (restricted)
  2. Baum, Christopher F. & Doyle, Joanne M., 1988. "Dynamic adjustment of firms' capital structures in a varying-risk environment," Journal of Economic Dynamics and Control, Elsevier, vol. 12(1), pages 127-133, March. [Downloadable!] (restricted)

    1987

  1. Baum, Christopher F., 1987. "The effects of price- and output-stabilising policies in an interdependent world economy," Journal of Economic Dynamics and Control, Elsevier, vol. 11(2), pages 195-200, June. [Downloadable!] (restricted)

    1986

  1. Baum, Christopher F., 1986. "Coordination of large macroeconomies'policies and the stability of small economies," Journal of Economic Dynamics and Control, Elsevier, vol. 10(1-2), pages 21-25, June. [Downloadable!] (restricted)

    1984

  1. Gardner, Roy J, 1984. "Power and Taxes in a One-Party State: The USSR, 1925-1929," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(3), pages 743-55, October. [Downloadable!] (restricted)

    1983

  1. Baum, C. F. & Howrey, E. P., 1983. "Activist policy and macroeconomic instability," Economics Letters, Elsevier, vol. 11(1-2), pages 43-48. [Downloadable!] (restricted)

    1981

  1. Gardner, Roy, 1981. "Wealth and power in a collegial polity," Journal of Economic Theory, Elsevier, vol. 25(3), pages 353-366, December. [Downloadable!] (restricted)
  2. Gardner, Roy & Strauss, Jonathan, 1981. "Repressed inflation in the Soviet Union : A temporary equilibrium approach," European Economic Review, Elsevier, vol. 16(2), pages 387-404. [Downloadable!] (restricted)

    1980

  1. Ellis, Gene, 1980. "Land Tenancy Reform in Ethiopia: A Retrospective Analysis," Economic Development and Cultural Change, University of Chicago Press, vol. 28(3), pages 523-45, April.
  2. Baum, Christopher F., 1980. "On the sensitivity of optimal control solutions," Journal of Economic Dynamics and Control, Elsevier, vol. 2(1), pages 205-208, May. [Downloadable!] (restricted)

    1979

  1. Stern, Robert M & Baum, Christopher F & Greene, Mark N, 1979. "Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports," Journal of Political Economy, University of Chicago Press, vol. 87(1), pages 179-92, February. [Downloadable!] (restricted)
  2. Gardner, Roy, 1979. "The Arrow-Lind Theorem in a Continuum Economy," American Economic Review, American Economic Association, vol. 69(3), pages 420-22, June. [Downloadable!] (restricted)

    1978

  1. Christopher F Baum & David Coe, 1978. "A Logit Analysis of the Factor Content of West German Foreign Trade," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 114, pages 328-338.
  2. Christopher Baum & David Coe, 1978. "A logit analysis of the factor content of West German foreign trade," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 114(2), pages 328-338, June. [Downloadable!] (restricted)

    1977

  1. Leamer, Edward E. & Stern, Robert M. & Baum, Christopher F., 1977. "An empirical analysis of the composition of manufacturing employment in the industrialized countries," European Economic Review, Elsevier, vol. 9(1), pages 1-19. [Downloadable!] (restricted)
  2. Gardner, Roy, 1977. "Shapley value and disadvantageous monopolies," Journal of Economic Theory, Elsevier, vol. 16(2), pages 513-517, December. [Downloadable!] (restricted)
  3. Aumann, R. J. & Gardner, R. J. & Rosenthal, R. W., 1977. "Core and value for a public-goods economy: An example," Journal of Economic Theory, Elsevier, vol. 15(2), pages 363-365, August. [Downloadable!] (restricted)

    1976

  1. Engle, Robert F & Gardner, Roy, 1976. "Some Finite Sample Properties of Spectral Estimators of a Linear Regression," Econometrica, Econometric Society, vol. 44(1), pages 149-65, January. [Downloadable!] (restricted)

    1975

  1. Gardner, Roy & Sheldon, Russell, 1975. "Financial Conditions and the Time Path of Equipment Expenditures," The Review of Economics and Statistics, MIT Press, vol. 57(2), pages 164-70, May. [Downloadable!] (restricted)

Books

    2009

  1. Christopher F Baum, 2009. "An Introduction to Stata Programming," Stata Press books, StataCorp LP, number isp, November-. [Downloadable!]

    2006

  1. Christopher F Baum, 2006. "An Introduction to Modern Econometrics using Stata," Stata Press books, StataCorp LP, number imeus, November-. [Downloadable!]

Chapters

    1985

  1. John H. Ciccolo, Jr. & Christopher F. Baum, 1985. "Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977," NBER Chapters, in: Corporate Capital Structures in the United States, pages 81-116 National Bureau of Economic Research, Inc. [Downloadable!]

Software components

    2009

  1. Christopher F Baum, 2009. "LEVPREDICT: Stata module to compute log-linear level predictions without retransformation bias," Statistical Software Components S457001, Boston College Department of Economics. [Downloadable!]
  2. Christopher Baum & Christian Zimmermann, 2009. "dspace2redif.pl, a script converting DSpace metadata to ReDIF," RePEc scripts dspace2redif, RePEc Team. [Downloadable!]
  3. Lilia Maliar & Fernando Valli & Seguei Maliar, 2009. "Matlab code for "Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm"," QM&RBC Codes 180, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]

    2008

  1. Christopher F Baum, 2008. "HLP2PDF: Stata module to create PDF or PostScript from Stata help file," Statistical Software Components S456929, Boston College Department of Economics, revised 12 Apr 2008. [Downloadable!]
  2. Christopher F Baum, 2008. "PWCORR2: Stata module to compute pairwise correlations and return results," Statistical Software Components S456985, Boston College Department of Economics, revised 12 Apr 2008. [Downloadable!]

    2007

  1. Christopher F Baum & Mark E Schaffer & Steven Stillman, 2007. "IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8)," Statistical Software Components S4254011, Boston College Department of Economics, revised 30 Aug 2007. [Downloadable!]
  2. Christopher F Baum, 2007. "ORSE: Stata module to save odds ratios and their standard errors after logit, ologit," Statistical Software Components S456840, Boston College Department of Economics, revised 17 Oct 2007. [Downloadable!]
  3. Christopher F Baum & Mark E Schaffer, 2007. "IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation," Statistical Software Components S456841, Boston College Department of Economics, revised 14 Jul 2007. [Downloadable!]
  4. Christopher F Baum, 2007. "QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients," Statistical Software Components S456862, Boston College Department of Economics, revised 28 Aug 2008. [Downloadable!]
  5. Christopher F Baum, 2007. "URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates," Statistical Software Components S456863, Boston College Department of Economics, revised 16 Sep 2007. [Downloadable!]
  6. Christopher F Baum, 2007. "CHECKREG3: Stata module to check identification status of simultaneous equations system," Statistical Software Components S456877, Boston College Department of Economics, revised 11 Oct 2007. [Downloadable!]

    2006

  1. Christopher F Baum, 2006. "LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test," Statistical Software Components S456740, Boston College Department of Economics, revised 14 Nov 2007. [Downloadable!]
  2. Christopher F Baum & Martha Lopez, 2006. "CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data," Statistical Software Components S456741, Boston College Department of Economics. [Downloadable!]
  3. Christopher F Baum, 2006. "SEMEAN: Stata module to compute standard error of mean (optionally from transformed data)," Statistical Software Components S456742, Boston College Department of Economics. [Downloadable!]
  4. Christopher F Baum & Martha Lopez, 2006. "BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data," Statistical Software Components S456743, Boston College Department of Economics. [Downloadable!]
  5. Christopher F Baum, 2006. "PWCOV: Stata module to compute pairwise covariances," Statistical Software Components S456745, Boston College Department of Economics. [Downloadable!]
  6. Christopher F Baum, 2006. "NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating," Statistical Software Components S456746, Boston College Department of Economics, revised 29 Aug 2006. [Downloadable!]
  7. Christopher F Baum, 2006. "ROLLING2: Stata module to perform rolling window and recursive estimation," Statistical Software Components S456789, Boston College Department of Economics, revised 27 Feb 2007. [Downloadable!]

    2005

  1. Christopher F Baum, 2005. "KDENS2: Stata module to estimate bivariate kernel density," Statistical Software Components S448502, Boston College Department of Economics, revised 09 Jul 2008. [Downloadable!]
  2. Christopher F Baum, 2005. "ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise," Statistical Software Components S448601, Boston College Department of Economics. [Downloadable!]
  3. Christopher Baum, 2005. "bejeap2.pl, a script converting OAI data to ReDIF with Unicode support," RePEc scripts bejeap2, RePEc Team. [Downloadable!]
  4. Christopher F Baum, 2005. "SPEARMAN2: Stata module to calculate Spearman rank correlations, extended," Statistical Software Components S454301, Boston College Department of Economics. [Downloadable!]
  5. Lilia Maliar & Serguei Maliar, 2005. "Matlab code for "Solving Nonlinear Dynamic Stochastic Models: An Algorithm Computing Value Function by Simulations"," QM&RBC Codes 146, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
  6. Lilia Maliar & Serguei Maliar, 2005. "Matlab for "Parameterized Expectations Algorithm: How to Solve for Labor Easily"," QM&RBC Codes 147, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]

    2004

  1. Christopher F Baum, 2004. "SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users," Statistical Software Components S436501, Boston College Department of Economics, revised 23 Oct 2005. [Downloadable!]
  2. Christopher F Baum, 2004. "BETACOEF: Stata module to calculate beta coefficients from regression," Statistical Software Components S436701, Boston College Department of Economics, revised 13 Jan 2004. [Downloadable!]
  3. Christopher F Baum, 2004. "ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break," Statistical Software Components S437301, Boston College Department of Economics, revised 16 Jul 2004. [Downloadable!]
  4. Nicholas J. Cox & Christopher F Baum, 2004. "MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel," Statistical Software Components S438801, Boston College Department of Economics, revised 18 Oct 2005. [Downloadable!]
  5. Christopher F Baum, 2004. "CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks," Statistical Software Components S444302, Boston College Department of Economics, revised 12 Feb 2005. [Downloadable!]
  6. Christopher F Baum, 2004. "ROLLREG: Stata module to perform rolling regression estimation," Statistical Software Components S444301, Boston College Department of Economics, revised 07 Mar 2005. [Downloadable!]
  7. Christopher F Baum & Michael S. Hanson, 2004. "TSLIST: Stata module to list time series data," Statistical Software Components S444701, Boston College Department of Economics, revised 30 Jul 2004. [Downloadable!]
  8. Christopher F Baum & William Gould, 2004. "MATIN4-MATOUT4: Stata module to import and export matrices," Statistical Software Components S445101, Boston College Department of Economics. [Downloadable!]
  9. Christopher F Baum, 2004. "HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data," Statistical Software Components S447001, Boston College Department of Economics, revised 01 Aug 2006. [Downloadable!]

    2003

  1. Christopher F Baum, 2003. "DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy," Statistical Software Components S433001, Boston College Department of Economics, revised 27 Jun 2006. [Downloadable!]
  2. Christopher F Baum, 2003. "PANELUNIT: Stata module to support unit root tests on panel data," Statistical Software Components S435101, Boston College Department of Economics. [Downloadable!]
  3. Christopher F Baum, 2003. "PANELAUTO: Stata module to support tests for autocorrelation on panel data," Statistical Software Components S435102, Boston College Department of Economics, revised 26 Nov 2003. [Downloadable!]
  4. Christopher Baum & Larry Meyer, 2003. "bejeap.pl, a script converting OAI data to ReDIF," RePEc scripts bejeap, RePEc Team. [Downloadable!]
  5. Lilia Maliar & Serguei Maliar, 2003. "Matlab code for Solving a Neoclassical Growh Model with a Parametrized Expectations Algorithm and Moving Bounds," QM&RBC Codes 54, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]

    2002

  1. Christopher F Baum, 2002. "AVPLOT3: Stata module to generate partial regression plots for subsamples," Statistical Software Components S424601, Boston College Department of Economics, revised 13 Dec 2002. [Downloadable!]
  2. Christopher F Baum & Mark E Schaffer & Steven Stillman, 2002. "IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation," Statistical Software Components S425401, Boston College Department of Economics, revised 18 Jul 2008. [Downloadable!]
  3. Nicholas J. Cox & Christopher F Baum, 2002. "MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel," Statistical Software Components S426401, Boston College Department of Economics, revised 14 Nov 2007. [Downloadable!]
  4. Christopher F Baum & Mark E Schaffer & Steven Stillman, 2002. "IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg," Statistical Software Components S494401, Boston College Department of Economics, revised 29 May 2007. [Downloadable!]
  5. Christopher Baum, 2002. "cdl-ciders.pl, a script converting XML data to ReDIF," RePEc scripts cdl-ciders, RePEc Team. [Downloadable!]

    2001

  1. Richard Sperling & Christopher F Baum, 2001. "WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test," Statistical Software Components S416001, Boston College Department of Economics, revised 01 Jun 2002. [Downloadable!]
  2. Christopher F Baum & Richard Sperling, 2001. "HEGY4: Stata module to compute Hylleberg et al seasonal unit root test," Statistical Software Components S416502, Boston College Department of Economics, revised 27 Aug 2001. [Downloadable!]
  3. Christopher F Baum, 2001. "VECAR: Stata module to estimate vector autoregressive (VAR) models," Statistical Software Components S416901, Boston College Department of Economics, revised 31 May 2002. [Downloadable!]
  4. Christopher F Baum & Patrick Joly, 2001. "VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6)," Statistical Software Components S416902, Boston College Department of Economics, revised 04 Jun 2002. [Downloadable!]
  5. Christopher F Baum, 2001. "TOSQL: Stata module to transfer data to SQL database," Statistical Software Components S417301, Boston College Department of Economics, revised 31 May 2001. [Downloadable!]
  6. Christopher F Baum, 2001. "OUTSERIES: Stata module to write timeseries to text files," Statistical Software Components S417302, Boston College Department of Economics. [Downloadable!]
  7. Christopher F Baum & Nicholas J. Cox, 2001. "OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality," Statistical Software Components S417501, Boston College Department of Economics, revised 08 Apr 2009. [Downloadable!]
  8. Christopher F Baum, 2001. "MADFULLER: Stata module to perform Dickey-Fuller test on panel data," Statistical Software Components S418701, Boston College Department of Economics, revised 11 Feb 2006. [Downloadable!]
  9. Nicholas J. Cox & Christopher F Baum, 2001. "TSGRAPH: Stata module to produce time series line graph," Statistical Software Components S418901, Boston College Department of Economics, revised 23 Jun 2003. [Downloadable!]
  10. Christopher F Baum & Joao Pedro Azevedo, 2001. "OUTTABLE: Stata module to write matrix to LaTeX table," Statistical Software Components S419501, Boston College Department of Economics, revised 20 Apr 2008. [Downloadable!]
  11. Christopher F Baum, 2001. "HADRILM: Stata module to perform Hadri panel unit root test," Statistical Software Components S419701, Boston College Department of Economics, revised 08 Apr 2003. [Downloadable!]
  12. Fabian Bornhorst & Christopher F Baum, 2001. "LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test," Statistical Software Components S419702, Boston College Department of Economics, revised 24 Sep 2006. [Downloadable!]
  13. Christopher F Baum & Fabian Bornhorst, 2001. "NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends," Statistical Software Components S419703, Boston College Department of Economics, revised 31 Oct 2007. [Downloadable!]
  14. Fabian Bornhorst & Christopher F Baum, 2001. "IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test," Statistical Software Components S419704, Boston College Department of Economics, revised 11 Jun 2007. [Downloadable!]
  15. Christopher F Baum, 2001. "GENEIGEN: Stata module to calculate eigenvalues of a real general matrix," Statistical Software Components S419901, Boston College Department of Economics, revised 28 Dec 2002. [Downloadable!]
  16. Nicholas J. Cox & Christopher F Baum, 2001. "STATSMAT: Stata module to place descriptive statistics in matrix," Statistical Software Components S420501, Boston College Department of Economics, revised 07 Nov 2005. [Downloadable!]
  17. Christopher F Baum & Martha Lopez, 2001. "BKING: Stata module to implement Baxter-King filter for timeseries data," Statistical Software Components S421002, Boston College Department of Economics, revised 30 Jun 2006. [Downloadable!]
  18. Christopher F Baum, 2001. "DENTON: Stata module to interpolate a quarterly flow series from annual totals via proportional Denton method," Statistical Software Components S422501, Boston College Department of Economics, revised 15 Jul 2008. [Downloadable!]
  19. Christopher F Baum & Nicholas J. Cox & Bill Rising, 2001. "LOG2HTML: Stata module to produce HTML log files," Statistical Software Components S422801, Boston College Department of Economics, revised 31 Jul 2008. [Downloadable!]
  20. Christopher Baum, 2001. "aer.pl, a script converting XML data to ReDIF," RePEc scripts aer, RePEc Team. [Downloadable!]

    2000

  1. Christopher F Baum, 2000. "CUSUM6: Stata module to compute cusum, cusum^2 stability tests," Statistical Software Components S408601, Boston College Department of Economics, revised 09 Oct 2000. [Downloadable!]
  2. Christopher F Baum & Nicholas J. Cox, 2000. "GHISTCUM: Stata module to graph histogram and cumulative distribution," Statistical Software Components S408701, Boston College Department of Economics. [Downloadable!]
  3. Christopher F Baum & Richard Sperling, 2000. "DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test," Statistical Software Components S410001, Boston College Department of Economics, revised 16 Dec 2001. [Downloadable!]
  4. Christopher F Baum, 2000. "KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity," Statistical Software Components S410401, Boston College Department of Economics, revised 25 Jun 2006. [Downloadable!]
  5. Christopher F Baum & David M. Drukker, 2000. "IVGMM0: Stata module to perform instrumental variables via GMM," Statistical Software Components S410601, Boston College Department of Economics, revised 16 Mar 2004. [Downloadable!]
  6. Christopher F Baum & Vince Wiggins, 2000. "ROBLPR: Stata module to estimate long memory in a set of timeseries," Statistical Software Components S411001, Boston College Department of Economics, revised 25 Jun 2006. [Downloadable!]
  7. Christopher F Baum & Vince Wiggins, 2000. "MODLPR: Stata module to estimate long memory in a timeseries," Statistical Software Components S411002, Boston College Department of Economics, revised 12 Feb 2006. [Downloadable!]
  8. Christopher F Baum, 2000. "TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values," Statistical Software Components S412101, Boston College Department of Economics, revised 08 Dec 2003. [Downloadable!]
  9. Christopher F Baum & Tairi Room, 2000. "LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries," Statistical Software Components S412601, Boston College Department of Economics, revised 26 Jun 2006. [Downloadable!]
  10. Christopher F Baum, 2000. "FRACDIFF: Stata module to generate fractionally-differenced timeseries," Statistical Software Components S413901, Boston College Department of Economics, revised 24 Mar 2006. [Downloadable!]
  11. Christopher F Baum, 2000. "FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries," Statistical Software Components S414004, Boston College Department of Economics, revised 11 Oct 2000. [Downloadable!]
  12. Christopher F Baum, 2000. "XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity," Statistical Software Components S414801, Boston College Department of Economics, revised 05 Jul 2001. [Downloadable!]
  13. Christopher F Baum, 2000. "XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model," Statistical Software Components S415702, Boston College Department of Economics, revised 16 Aug 2004. [Downloadable!]
  14. Christopher Baum, 2000. "ectj.pl, a script converting html data to ReDIF," RePEc scripts ectj, RePEc Team. [Downloadable!]
  15. Christopher Baum, 2000. "imfocpcvt.pl, a script converting html data to ReDIF," RePEc scripts imfocpcvt, RePEc Team. [Downloadable!]

    1999

  1. Christopher F Baum, 1999. "ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model," Statistical Software Components S386601, Boston College Department of Economics. [Downloadable!]
  2. Christopher F Baum & Vince Wiggins, 1999. "TSMKTIM: Stata module to generate time-series calendar variable," Statistical Software Components S386701, Boston College Department of Economics, revised 25 Jun 2004. [Downloadable!]
  3. Christopher F Baum & Vince Wiggins, 1999. "DURBINH: Stata module to calculate Durbin's h test for serial correlation," Statistical Software Components S387301, Boston College Department of Economics, revised 11 Aug 2002. [Downloadable!]
  4. Christopher F Baum & Vince Wiggins, 1999. "BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation," Statistical Software Components S387302, Boston College Department of Economics, revised 11 Aug 2002. [Downloadable!]
  5. Christopher F Baum & Vince Wiggins, 1999. "ARCHLM: Stata module to calculate LM test for ARCH effects," Statistical Software Components S388001, Boston College Department of Economics. [Downloadable!]
  6. Christopher F Baum & Vince Wiggins, 1999. "GPHUDAK: Stata module to estimate long memory in a timeseries," Statistical Software Components S388101, Boston College Department of Economics, revised 25 Jun 2006. [Downloadable!]
  7. Christopher F Baum & Vince Wiggins, 1999. "CNSRSIG: Stata module to evaluate validity of restrictions on a regression," Statistical Software Components S388202, Boston College Department of Economics. [Downloadable!]
  8. Christopher F Baum & Nicholas J. Cox, 1999. "WHITETST: Stata module to perform White's test for heteroskedasticity," Statistical Software Components S390601, Boston College Department of Economics, revised 18 Feb 2002. [Downloadable!]
  9. Christopher F Baum & Vince Wiggins, 1999. "BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity," Statistical Software Components S390602, Boston College Department of Economics. [Downloadable!]
  10. Christopher F Baum & Vince Wiggins & Steven Stillman & Mark E Schaffer, 1999. "OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg, ivreg2, ivprobit, ivtobit, reg3," Statistical Software Components S396902, Boston College Department of Economics, revised 07 Jul 2008. [Downloadable!]
  11. Christopher F Baum, 1999. "PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit," Statistical Software Components S401102, Boston College Department of Economics, revised 19 May 2007. [Downloadable!]
  12. Christopher F Baum & Steven Stillman, 1999. "DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates," Statistical Software Components S401103, Boston College Department of Economics, revised 18 Jun 2003. [Downloadable!]
  13. Christopher F. Baum, 1999. "ARCH: MATLAB function to compute ARCH test," Statistical Software Components T961402, Boston College Department of Economics. [Downloadable!]
  14. Christopher F. Baum, 1999. "QSTAT2: MATLAB function to compute Ljung-Box Q statistic," Statistical Software Components T961403, Boston College Department of Economics. [Downloadable!]
  15. Christopher Baum, 1999. "rjeyr.pl, a script converting html data to ReDIF," RePEc scripts rjeyr, RePEc Team. [Downloadable!]

    1998

  1. Christopher F Baum, 1998. "GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries," Statistical Software Components R980223, Boston College Department of Economics. [Downloadable!]
  2. Christopher F Baum & Nicholas J. Cox, 1998. "TORATS: Stata module to facilitate transfer of data to RATS," Statistical Software Components S361501, Boston College Department of Economics, revised 12 Dec 2006. [Downloadable!]

    1997

  1. Christopher F Baum & John T. Barkoulas, 1997. "GPHROB: RATS modules to perform tests for fractional integration of timeseries," Statistical Software Components R792001, Boston College Department of Economics. [Downloadable!]

    1996

  1. Christopher F Baum & John T. Barkoulas, 1996. "ARFIMAFC: RATS modules to forecast fractionally differenced timeseries," Statistical Software Components R022701, Boston College Department of Economics. [Downloadable!]
  2. Christopher F Baum & Meral Karasulu, 1996. "ARRANGEDAR: RATS procedures to calculate arranged autoregressions," Computational Economics Software Archive CE11.53, Kluwer Academic Publishers, revised 10 Mar 2001. [Downloadable!]
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This page was last updated on 2009-11-1.

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