The 13 references in paper Christopher F. Baum (2004) “Stata: The language of choice for time series analysis?” / RePEc:boc:bocoec:598

1
Andrews, Donald and Eric Zivot. 1992. Further evidence on the Great Crash, the oil price shock, and the unit-root hypothesis.Journal of Business and Economic Statistics10, 251–70.
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2
Baum, Christopher F., John T. Barkoulas, and Mustafa Caglayan. 1999. Long memory or structural breaks: Can either explain nonstationary exchange rates under the current float?Journal of International Financial Markets, Institutions and Money, 9, 359–76. Available as Boston College Economics Working Paper No.
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3
80, http://fmwww.bc.edu/ec-p/wp380.pdf. [3] Baum, Christopher F. 2000. Tests for stationarity of a time series.Stata Technical Bulletin57, sts15.
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4
Baum, Christopher F. 2004. A review of Stata 8.1 and its time series capabilities.International Journal of Forecasting, 20, 151–161. Available as Boston College Economics Working Paper No. 581, http:// fmwww.bc.edu/ec-p/wp581.pdf.
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5
Baum, Christopher F., Mark E. Schaffer, and Steven Stillman. 2003. Instrumental variables and GMM: Estimation and testing.Stata Journal, 3, 1–31. Available as Boston College Economics Working Paper No. 545, http:// fmwww.bc.edu/ecp/wp545.pdf.
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6
Baum, Christopher F., Mark E. Schaffer, and Steven Stillman. 2004. Software updates: st00301.Stata Journal, 4, 224.
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7
Baum, Christopher F. and Richard Sperling. 2000. Tests for stationarity of a time series.Stata Technical Bulletin58, sts15.1.
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8
Baum, Christopher F. and Vince Wiggins. 2000a. Tests forlong memory in a time series.Stata Technical Bulletin57, sts16.
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9
Baum, Christopher F. and Vince Wiggins. 2000b. Utility for time series data.Stata Technical Bulletin57, dm81.
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10
Clemente, J., A. Monta ̃n ́es, and M. Reyes. 1998. Testing for a unit root in variables with a double change in the mean.Economics Letters59, 175–182.
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11
Elliott, G., T. Rothenberg, and J. H. Stock. 1996. Efficient tests for an autoregressive unit root. Econometrica 64, 813-836.
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12
Kwiatkowski, D., P.C.B. Phillips, P. Schmidt, and Y. Shin. 1992. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?Journal of Econometrics, 54, 159-178.
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13
Perron, Pierre and Tim Vogelsang. 1992. Nonstationarity and level shifts with an application to purchasing power parity.Journal of Business and Economic Statistics10, 301–20. About the Author Christopher F. Baum is an associate professor of economics at Boston College. He is an ass
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