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Christopher F Baum

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Personal Details

First Name: Christopher
Middle Name: F
Last Name: Baum
Suffix:

RePEc Short-ID: pba1

Email:
Homepage: http://fmwww.bc.edu/ec/baum.php
Postal Address: Department of Economics, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone:

Affiliation

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Lists

This author is among the top 5% authors according to these criteria:
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This author manages the following reading lists or publication compilations:
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  2. Items authored by Boston College Economics alumni
This author is featured on the following reading lists or publication compilations:
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Works

| Working papers | Articles | Software | Chapters | Books | Editor | Access and download statistics | Citations (if any)| NEP Fields |
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Working papers

  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 & 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!]

  3. 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 11 Feb 2009. [Downloadable!]
    Other versions:

  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!]
    Other versions:

  5. Christopher F Baum, 2008. "Using instrumental variables techniques in economics and finance," German Stata Users' Group Meetings 2008 00, Stata Users Group. [Downloadable!]

  6. 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!]

  7. 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!]

  8. 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!]
    Published as:

  9. 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!]
    Other versions:

  10. 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!]

  11. 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!]

  12. Christopher F Baum, 2007. "Powerful new tools for time series analysis," North American Stata Users' Group Meetings 2007 7, Stata Users Group. [Downloadable!]

  13. Kit Baum, 2007. "Instrumental variables: Overview and advances," United Kingdom Stata Users' Group Meetings 2007 12, Stata Users Group. [Downloadable!]

  14. Christopher F Baum, 2007. "Should you become a Stata programmer?," German Stata Users' Group Meetings 2007 00, Stata Users Group. [Downloadable!]

  15. 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!]

  16. 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!]

  17. 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!]
    Published as:

  18. 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!]

  19. Kit Baum, 2006. "Time series filtering techniques in Stata," North American Stata Users' Group Meetings 2006 2, Stata Users Group. [Downloadable!]
    Other versions:

  20. 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!]
    Other versions:

  21. 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!]

  22. 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!]
    Other versions:

  23. 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!]
    Other versions:

  24. 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!]
    Other versions:
    Published as:

  25. 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!]

  26. 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!]

  27. 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!]
    Published as:

  28. 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!]

  29. Kit Baum, 2004. "Rolling Regressions with Stata," North American Stata Users' Group Meetings 2004 9, Stata Users Group, revised 11 Aug 2004. [Downloadable!]

  30. 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!]

  31. 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!]
    Other versions:

  32. 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!]
    Other versions:

  33. 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!]
    Published as:

  34. 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!]

  35. 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!]
    Published as:

  36. 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!]
    Published as:

  37. 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!]
    Other versions:

  38. 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!]

  39. 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!]
    Published as:

  40. 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!]
    Other versions:
    Published as:

  41. 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!]
    Other versions:

  42. Christopher F Baum, 2002. "Facilitating Applied Economic Research with Stata," Boston College Working Papers in Economics 531, Boston College Department of Economics. [Downloadable!]

  43. 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!]
    Published as:

  44. 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!]
    Other versions:
    Published as:

  45. 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!]
    Other versions:

  46. 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!]
    Other versions:
    Published as:

  47. 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!]
    Other versions:

  48. 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!]
    Published as:

  49. 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!]

  50. 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!]
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  51. 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!]
    Published as:

  52. 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!]
    Published as:

  53. 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!]

  54. 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!]
    Other versions:
    Published as:

  55. 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!]
    Published as:

  56. 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!]
    Published as:

  57. 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!]

  58. John Barkoulas & Christopher F. Baum & Mustafa Caglayan, 1998. "Fractional Monetary Dynamics," Boston College Working Papers in Economics 321., Boston College Department of Economics. [Downloadable!]
    Published as:

  59. 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!]
    Published as:

  60. 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!]

  61. 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!]
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  62. 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!]

  63. 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!]

  64. 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!]
    Published as:

  65. 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!]

  66. 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!]

  67. 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!]

  68. 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!]

  69. 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!]
    Published as:

  70. 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!]

  71. 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!]

  72. 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!]
    Published as:

  73. 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!]

  74. 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!]
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  75. 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!]
    Published as:

  76. 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!]
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  77. Christopher F. Baum & Meral Karasulu, 1996. "Modelling Federal Reserve Discount Policy," Boston College Working Papers in Economics 335., Boston College Department of Economics. [Downloadable!]
    Published as:

  78. 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!]
    Published as:

  79. 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!]

  80. 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!]

  81. 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.

  82. 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.

  83. 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)
    Published as:

  84. 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!]

Articles

  1. Christopher F Baum, 2009. "Stata tip 73: append with care!," Stata Journal, StataCorp LP, vol. 9(1), pages 166-168, March. [Downloadable!]

  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 & 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)
    Other versions:

  4. 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)
    Other versions:

  5. 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)
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  6. Christopher F Baum, 2008. "Stata tip 63: Modeling proportions," Stata Journal, StataCorp LP, vol. 8(2), pages 299-303, June. [Downloadable!]

  7. Christopher F Baum, 2008. "Cumulative author index, volumes 1-8," Stata Journal, StataCorp LP, vol. 8(4), December. [Downloadable!]

  8. 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)
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  9. 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)
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  10. Christopher F Baum, 2007. "Stata tip 40: Taking care of business," Stata Journal, StataCorp LP, vol. 7(1), pages 137-139, February. [Downloadable!]

  11. 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!]

  12. 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!]

  13. 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!]

  14. Christopher F Baum, 2006. "Stata tip 38: Testing for groupwise heteroskedasticity," Stata Journal, StataCorp LP, vol. 6(4), pages 590-592, December. [Downloadable!]

  15. 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)
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  16. 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)
    Other versions:

  17. 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!]
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  18. 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!]

  19. 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!]
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  20. 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)
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  21. 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!]
    Other versions:

  22. 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!]
    Other versions:

  23. 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!]
    Other versions:

  24. 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)
    Other versions:

  25. 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)

  26. 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)
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  27. Christopher F. Baum & Vince Wiggins, 2001. "Test for autoregressive conditional heteroskedasticity in regression error distribution," Stata Technical Bulletin, StataCorp LP, vol. 10(55). [Downloadable!]

  28. Christopher F. Baum, 2001. "Tests for stationarity of a time series," Stata Technical Bulletin, StataCorp LP, vol. 10(57). [Downloadable!]

  29. 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!]

  30. Richard Sperling & Christopher F. Baum, 2001. "Multivariate portmanteau (Q) test for white noise," Stata Technical Bulletin, StataCorp LP, vol. 10(60). [Downloadable!]

  31. Christopher F. Baum & Vince Wiggins, 2001. "Tests for serial correlation in regression error distribution," Stata Technical Bulletin, StataCorp LP, vol. 10(55). [Downloadable!]

  32. 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)
    Other versions:

  33. 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!]

  34. 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!]

  35. Christopher F. Baum & Richard Sperling, 2001. "Tests for stationarity of a time series: update," Stata Technical Bulletin, StataCorp LP, vol. 10(58). [Downloadable!]

  36. 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)
    Other versions:

  37. Christopher F. Baum & Vince Wiggins, 2001. "Utility for time series data," Stata Technical Bulletin, StataCorp LP, vol. 10(57). [Downloadable!]

  38. Christopher F. Baum, 2001. "Compacting time series data," Stata Technical Bulletin, StataCorp LP, vol. 10(57). [Downloadable!]

  39. 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)
    Other versions:

  40. Christopher F. Baum & Vince Wiggins, 2001. "Tests for long memory in a time series," Stata Technical Bulletin, StataCorp LP, vol. 10(57). [Downloadable!]

  41. 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!]

  42. 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)
    Other versions:

  43. 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!]

  44. 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)
    Other versions:

  45. 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.
    Other versions:

  46. 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)
    Other versions:

  47. 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)
    Other versions:

  48. Baum, Christopher F & Karasulu, Meral, 1998. "Modelling Federal Reserve Discount Policy," Computational Economics, Springer, vol. 11(1-2), pages 53-70, April. [Downloadable!]
    Other versions:

  49. 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)
    Other versions:

  50. 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)
    Other versions:

  51. 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)

  52. 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)
    Other versions:

  53. 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)

  54. 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)
    Other versions:

  55. 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.

  56. 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)

  57. 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)

  58. Baum, Christopher F., 1988. "Foreword," Journal of Economic Dynamics and Control, Elsevier, vol. 12(1), pages 3-3, March. [Downloadable!] (restricted)

  59. 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)

  60. 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)

  61. 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)

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

  63. 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)

  64. 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)

  65. 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.
    Published as:

  66. 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)

Software components

  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. 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!]

  4. 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!]

  5. 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!]

  6. 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!]

  7. 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!]

  8. 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!]

  9. 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!]

  10. 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!]

  11. 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!]

  12. 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!]

  13. Christopher F Baum, 2006. "PWCOV: Stata module to compute pairwise covariances," Statistical Software Components S456745, Boston College Department of Economics. [Downloadable!]

  14. 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!]

  15. 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!]

  16. 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!]

  17. 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!]

  18. Christopher Baum, 2005. "bejeap2.pl, a script converting OAI data to ReDIF with Unicode support," RePEc scripts bejeap2, RePEc Team. [Downloadable!]

  19. 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!]

  20. Christopher F Baum, 2005. "SPEARMAN2: Stata module to calculate Spearman rank correlations, extended," Statistical Software Components S454301, Boston College Department of Economics. [Downloadable!]

  21. 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!]

  22. 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!]

  23. 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!]

  24. 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!]

  25. 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!]

  26. 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!]

  27. 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!]

  28. 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!]

  29. 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!]

  30. 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!]

  31. 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!]

  32. Christopher Baum & Larry Meyer, 2003. "bejeap.pl, a script converting OAI data to ReDIF," RePEc scripts bejeap, RePEc Team. [Downloadable!]

  33. 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!]

  34. 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!]

  35. 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!]

  36. 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!]

  37. 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!]

  38. Christopher Baum, 2002. "cdl-ciders.pl, a script converting XML data to ReDIF," RePEc scripts cdl-ciders, RePEc Team. [Downloadable!]

  39. 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!]

  40. 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!]

  41. 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!]

  42. 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!]

  43. 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!]

  44. 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!]

  45. 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!]

  46. 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!]

  47. 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!]

  48. 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!]

  49. 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!]

  50. 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!]

  51. 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!]

  52. 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!]

  53. 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!]

  54. 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!]

  55. 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!]

  56. 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!]

  57. Christopher Baum, 2001. "aer.pl, a script converting XML data to ReDIF," RePEc scripts aer, RePEc Team. [Downloadable!]

  58. 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!]

  59. Christopher F Baum, 2001. "OUTSERIES: Stata module to write timeseries to text files," Statistical Software Components S417302, Boston College Department of Economics. [Downloadable!]

  60. 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!]

  61. Christopher Baum, 2000. "ectj.pl, a script converting html data to ReDIF," RePEc scripts ectj, RePEc Team. [Downloadable!]

  62. 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!]

  63. 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!]

  64. 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!]

  65. 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!]

  66. 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!]

  67. 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!]

  68. Christopher Baum, 2000. "imfocpcvt.pl, a script converting html data to ReDIF," RePEc scripts imfocpcvt, RePEc Team. [Downloadable!]

  69. 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!]

  70. 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!]

  71. 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!]

  72. 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!]

  73. 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!]

  74. 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!]

  75. 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!]

  76. 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!]

  77. Christopher F Baum, 1999. "ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model," Statistical Software Components S386601, Boston College Department of Economics. [Downloadable!]

  78. 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!]

  79. 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!]

  80. 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!]

  81. 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!]

  82. 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!]

  83. 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!]

  84. 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!]

  85. 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!]

  86. Christopher F. Baum, 1999. "QSTAT2: MATLAB function to compute Ljung-Box Q statistic," Statistical Software Components T961403, Boston College Department of Economics. [Downloadable!]

  87. Christopher F. Baum, 1999. "ARCH: MATLAB function to compute ARCH test," Statistical Software Components T961402, Boston College Department of Economics. [Downloadable!]

  88. 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!]

  89. Christopher Baum, 1999. "rjeyr.pl, a script converting html data to ReDIF," RePEc scripts rjeyr, RePEc Team. [Downloadable!]

  90. 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!]

  91. 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!]

  92. 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!]

  93. 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!]

  94. 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!]

Chapters

  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!]
    Other versions:

Books

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

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

Editor

  1. North American Stata Users' Group Meetings 2001, Stata Users Group.
  2. North American Stata Users' Group Meetings 2003, Stata Users Group.
  3. Instructional Stata datasets for econometrics, Boston College Department of Economics.
  4. Statistical Software Components, Boston College Department of Economics.
  5. Boston College Working Papers in Economics, Boston College Department of Economics.
  6. Dutch-German Stata Users' Group Meetings 2002, Stata Users Group.
  7. United Kingdom Stata Users' Group Meetings 2001, Stata Users Group.
  8. United Kingdom Stata Users' Group Meetings 2002, Stata Users Group.
  9. United Kingdom Stata Users' Group Meetings 2003, Stata Users Group.
  10. Computational Economics Software Archive, Kluwer Academic Publishers.
  11. Computing in Economics and Finance 2000, Society for Computational Economics.
  12. Computing in Economics and Finance 2001, Society for Computational Economics.
  13. Computing in Economics and Finance 2002, Society for Computational Economics.
  14. Computing in Economics and Finance 2003, Society for Computational Economics.
  15. Computing in Economics and Finance 1996, Society for Computational Economics.
  16. Computing in Economics and Finance 1997, Society for Computational Economics.
  17. Computing in Economics and Finance 1999, Society for Computational Economics.
  18. Computing in Economics and Finance 2004, Society for Computational Economics.
  19. Australasian Stata Users' Group Meetings 2004, Stata Users Group.
  20. North American Stata Users' Group Meetings 2004, Stata Users Group.
  21. German Stata Users' Group Meetings 2004, Stata Users Group.
  22. United Kingdom Stata Users' Group Meetings 2004, Stata Users Group.
  23. United Kingdom Stata Users' Group Meetings 2005, Stata Users Group.
  24. German Stata Users' Group Meetings 2005, Stata Users Group.
  25. North American Stata Users' Group Meetings 2005, Stata Users Group.
  26. Computing in Economics and Finance 2005, Society for Computational Economics.
  27. German Stata Users' Group Meetings 2006, Stata Users Group.
  28. Computing in Economics and Finance 2006, Society for Computational Economics.
  29. North American Stata Users' Group Meetings 2006, Stata Users Group.
  30. United Kingdom Stata Users' Group Meetings 2006, Stata Users Group.
  31. German Stata Users' Group Meetings 2007, Stata Users Group.
  32. North American Stata Users' Group Meetings 2007, Stata Users Group.
  33. United Kingdom Stata Users' Group Meetings 2007, Stata Users Group.
  34. Nordic and Baltic Stata Users' Group Meetings 2007, Stata Users Group.
  35. West Coast Stata Users' Group Meetings 2007, Stata Users Group.
  36. German Stata Users' Group Meetings 2008, Stata Users Group.
  37. Summer North American Stata Users' Group Meetings 2008, Stata Users Group.
  38. United Kingdom Stata Users' Group Meetings 2008, Stata Users Group.
  39. Fall North American Stata Users' Group Meetings 2008, Stata Users Group.
  40. Italian Stata Users' Group Meetings 2008, Stata Users Group.

NEP Fields

65 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2004-06-27
  2. NEP-ARA: Arab World (1) 2009-02-14
  3. NEP-BAN: Banking (2) 2007-02-24 2009-02-14
  4. NEP-BEC: Business Economics (20) 2004-09-30 2005-12-14 2006-02-19 2006-02-26 2006-02-26 2006-03-05 2006-03-05 2006-03-25 2006-04-22 2006-08-05 2006-11-18 2006-11-18 2006-11-18 2006-12-01 2007-04-09 2007-05-19 2008-06-27 2008-09-13 2008-10-13 2009-03-28 Author is listed
  5. NEP-CBA: Central Banking (4) 2006-03-25 2006-04-22 2007-04-09 2008-12-07
  6. NEP-CFN: Corporate Finance (12) 2004-09-30 2005-12-14 2006-02-26 2006-02-26 2006-08-05 2007-02-24 2007-04-09 2007-05-19 2008-06-27 2008-09-13 2008-10-13 2009-03-28 Author is listed
  7. NEP-CMP: Computational Economics (1) 2003-10-28
  8. NEP-CSE: Economics of Strategic Management (1) 2006-11-18
  9. NEP-CWA: Central & Western Asia (2) 2007-02-24 2009-02-14
  10. NEP-DEV: Development (1) 2004-03-22
  11. NEP-ECM: Econometrics (6) 2002-11-04 2003-01-05 2003-05-15 2003-10-28 2004-08-09 2007-09-16 Author is listed
  12. NEP-EFF: Efficiency & Productivity (1) 2007-02-24
  13. NEP-ETS: Econometric Time Series (8) 2000-06-12 2003-05-08 2003-10-28 2004-06-27 2004-08-02 2006-08-05 2006-09-30 2007-09-30 Author is listed
  14. NEP-FIN: Finance (4) 2005-12-14 2006-02-19 2006-02-26 2006-03-25
  15. NEP-FMK: Financial Markets (4) 2000-06-29 2006-02-26 2006-04-22 2006-08-05
  16. NEP-IFN: International Finance (8) 1998-06-29 1999-05-03 2000-06-12 2000-06-29 2001-01-27 2001-03-13 2001-05-02 2007-04-09 Author is listed
  17. NEP-INT: International Trade (3) 2006-04-22 2007-04-09 2008-12-07
  18. NEP-LAW: Law & Economics (1) 2007-05-19
  19. NEP-MAC: Macroeconomics (14) 2003-05-08 2003-07-04 2003-10-20 2003-10-20 2004-03-22 2004-06-27 2004-09-30 2004-09-30 2006-02-26 2006-03-05 2006-08-05 2006-11-18 2008-06-27 2008-09-13 Author is listed
  20. NEP-MFD: Microfinance (1) 2004-06-07
  21. NEP-MON: Monetary Economics (4) 2004-03-22 2004-06-27 2004-07-26 2004-09-30
  22. NEP-OPM: Open MacroEconomics (1) 2008-12-07
  23. NEP-POL: Positive Political Economics (1) 2009-02-14
  24. NEP-REG: Regulation (1) 2007-05-19
  25. NEP-RMG: Risk Management (1) 2006-02-26
Did you know? IDEAS was sponsored from 1997 to 2002 by the Université du Québec à Montréal.

This page was last updated on 2009-6-25.

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