The 103 records in series RePEc:boc:bocode.

  1. Christopher F Baum, John T. Barkoulas (1996) “ARFIMAFC: RATS modules to forecast fractionally differenced timeseries” / RePEc:boc:bocode:r022701
  2. Christopher F Baum, John T. Barkoulas (1997) “GPHROB: RATS modules to perform tests for fractional integration of timeseries” / RePEc:boc:bocode:r792001
  3. Christopher F Baum (1998) “GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries” / RePEc:boc:bocode:r980223
  4. Christopher F Baum, Nicholas J. Cox (1998) “TORATS: Stata module to facilitate transfer of data to RATS” / RePEc:boc:bocode:s361501
  5. Christopher F Baum (1999) “ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model” / RePEc:boc:bocode:s386601
  6. Christopher F Baum, Vince Wiggins (1999) “TSMKTIM: Stata module to generate time-series calendar variable” / RePEc:boc:bocode:s386701
  7. Christopher F Baum, Vince Wiggins (1999) “DURBINH: Stata module to calculate Durbin's h test for serial correlation” / RePEc:boc:bocode:s387301
  8. Christopher F Baum, Vince Wiggins (1999) “BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation” / RePEc:boc:bocode:s387302
  9. Christopher F Baum, Vince Wiggins (1999) “ARCHLM: Stata module to calculate LM test for ARCH effects” / RePEc:boc:bocode:s388001
  10. Christopher F Baum, Vince Wiggins (1999) “GPHUDAK: Stata module to estimate long memory in a timeseries” / RePEc:boc:bocode:s388101
  11. Christopher F Baum, Vince Wiggins (1999) “CNSRSIG: Stata module to evaluate validity of restrictions on a regression” / RePEc:boc:bocode:s388202
  12. Christopher F Baum, Nicholas J. Cox (1999) “WHITETST: Stata module to perform White's test for heteroskedasticity” / RePEc:boc:bocode:s390601
  13. Christopher F Baum, Vince Wiggins (1999) “BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity” / RePEc:boc:bocode:s390602
  14. Christopher F Baum, Vince Wiggins, Steven Stillman, Mark E Schaffer (1999) “OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg2, ivreg29, ivregress, ivprobit, ivtobit, reg3” / RePEc:boc:bocode:s396802
  15. Christopher F Baum (1999) “PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit” / RePEc:boc:bocode:s401102
  16. Christopher F Baum, Steven Stillman (1999) “DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates” / RePEc:boc:bocode:s401103
  17. Christopher F Baum (2000) “CUSUM6: Stata module to compute cusum, cusum^2 stability tests” / RePEc:boc:bocode:s408601
  18. Christopher F Baum, Nicholas J. Cox (2000) “GHISTCUM: Stata module to graph histogram and cumulative distribution” / RePEc:boc:bocode:s408701
  19. Christopher F Baum, Richard Sperling (2000) “DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test” / RePEc:boc:bocode:s410001
  20. Christopher F Baum (2000) “KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity” / RePEc:boc:bocode:s410401
  21. Christopher F Baum, David M. Drukker (2000) “IVGMM0: Stata module to perform instrumental variables via GMM” / RePEc:boc:bocode:s410601
  22. Christopher F Baum, Vince Wiggins (2000) “ROBLPR: Stata module to estimate long memory in a set of timeseries” / RePEc:boc:bocode:s411001
  23. Christopher F Baum, Vince Wiggins (2000) “MODLPR: Stata module to estimate long memory in a timeseries” / RePEc:boc:bocode:s411002
  24. Christopher F Baum (2000) “TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values” / RePEc:boc:bocode:s412101
  25. Christopher F Baum, Tairi Room (2000) “LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries” / RePEc:boc:bocode:s412601
  26. Christopher F Baum (2000) “FRACDIFF: Stata module to generate fractionally-differenced timeseries” / RePEc:boc:bocode:s413901
  27. Christopher F Baum (2000) “FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries” / RePEc:boc:bocode:s414004
  28. Christopher F Baum (2000) “XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity” / RePEc:boc:bocode:s414801
  29. Christopher F Baum (2000) “XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model” / RePEc:boc:bocode:s415702
  30. Richard Sperling, Christopher F Baum (2001) “WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test” / RePEc:boc:bocode:s416001
  31. Christopher F Baum, Richard Sperling (2001) “HEGY4: Stata module to compute Hylleberg et al seasonal unit root test” / RePEc:boc:bocode:s416502
  32. Christopher F Baum (2001) “VECAR: Stata module to estimate vector autoregressive (VAR) models” / RePEc:boc:bocode:s416901
  33. Christopher F Baum, Patrick Joly (2001) “VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6)” / RePEc:boc:bocode:s416902
  34. Christopher F Baum (2001) “TOSQL: Stata module to transfer data to SQL database” / RePEc:boc:bocode:s417301
  35. Christopher F Baum (2001) “OUTSERIES: Stata module to write timeseries to text files” / RePEc:boc:bocode:s417302
  36. Christopher F Baum, Nicholas J. Cox (2001) “OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality” / RePEc:boc:bocode:s417501
  37. Christopher F Baum (2001) “MADFULLER: Stata module to perform Dickey-Fuller test on panel data” / RePEc:boc:bocode:s418701
  38. Nicholas J. Cox, Christopher F Baum (2001) “TSGRAPH: Stata module to produce time series line graph” / RePEc:boc:bocode:s418901
  39. Christopher F Baum, Joao Pedro Azevedo (2001) “OUTTABLE: Stata module to write matrix to LaTeX table” / RePEc:boc:bocode:s419501
  40. Christopher F Baum (2001) “HADRILM: Stata module to perform Hadri panel unit root test” / RePEc:boc:bocode:s419701
  41. Fabian Bornhorst, Christopher F Baum (2001) “LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test” / RePEc:boc:bocode:s419702
  42. Christopher F Baum, Fabian Bornhorst (2001) “NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends” / RePEc:boc:bocode:s419703
  43. Fabian Bornhorst, Christopher F Baum (2001) “IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test” / RePEc:boc:bocode:s419704
  44. Christopher F Baum (2001) “GENEIGEN: Stata module to calculate eigenvalues of a real general matrix” / RePEc:boc:bocode:s419901
  45. Nicholas J. Cox, Christopher F Baum (2001) “STATSMAT: Stata module to place descriptive statistics in matrix” / RePEc:boc:bocode:s420501
  46. Christopher F Baum, Martha Lopez (2001) “BKING: Stata module to implement Baxter-King filter for timeseries data” / RePEc:boc:bocode:s421002
  47. Christopher F Baum, Sylvia Hristakeva (2001) “DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method” / RePEc:boc:bocode:s422501
  48. Christopher F Baum, Nicholas J. Cox, Bill Rising (2001) “LOG2HTML: Stata module to produce HTML log files” / RePEc:boc:bocode:s422801
  49. Christopher F Baum (2002) “AVPLOT3: Stata module to generate partial regression plots for subsamples” / RePEc:boc:bocode:s424601
  50. Christopher F Baum, Mark E Schaffer, Steven Stillman (2002) “IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation” / RePEc:boc:bocode:s425401
  51. Christopher F Baum, Mark E Schaffer, Steven Stillman (2010) “IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9)” / RePEc:boc:bocode:s4254010
  52. Christopher F Baum, Mark E Schaffer, Steven Stillman (2007) “IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8)” / RePEc:boc:bocode:s4254011
  53. Nicholas J. Cox, Christopher F Baum (2002) “MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel” / RePEc:boc:bocode:s426401
  54. Christopher F Baum, Mark E Schaffer, Steven Stillman (2002) “IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg” / RePEc:boc:bocode:s429401
  55. Christopher F Baum (2003) “DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy” / RePEc:boc:bocode:s433001
  56. Christopher F Baum (2003) “PANELUNIT: Stata module to support unit root tests on panel data” / RePEc:boc:bocode:s435101
  57. Christopher F Baum (2003) “PANELAUTO: Stata module to support tests for autocorrelation on panel data” / RePEc:boc:bocode:s435102
  58. Christopher F Baum (2004) “SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users” / RePEc:boc:bocode:s436501
  59. Christopher F Baum (2004) “BETACOEF: Stata module to calculate beta coefficients from regression” / RePEc:boc:bocode:s436701
  60. Christopher F Baum (2004) “ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break” / RePEc:boc:bocode:s437301
  61. Nicholas J. Cox, Christopher F Baum (2004) “MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel” / RePEc:boc:bocode:s438801
  62. Christopher F Baum (2004) “ROLLREG: Stata module to perform rolling regression estimation” / RePEc:boc:bocode:s444301
  63. Christopher F Baum (2004) “CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks” / RePEc:boc:bocode:s444302
  64. Christopher F Baum, Michael S. Hanson (2004) “TSLIST: Stata module to list time series data” / RePEc:boc:bocode:s444701
  65. Christopher F Baum, William Gould (2004) “MATIN4-MATOUT4: Stata module to import and export matrices” / RePEc:boc:bocode:s445101
  66. Christopher F Baum (2004) “HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data” / RePEc:boc:bocode:s447001
  67. Christopher F Baum (2005) “KDENS2: Stata module to estimate bivariate kernel density” / RePEc:boc:bocode:s448502
  68. Christopher F Baum (2005) “ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise” / RePEc:boc:bocode:s448601
  69. Christopher F Baum (2005) “SPEARMAN2: Stata module to calculate Spearman rank correlations, extended” / RePEc:boc:bocode:s454301
  70. Christopher F Baum (2006) “LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test” / RePEc:boc:bocode:s456740
  71. Christopher F Baum, Martha Lopez (2006) “CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data” / RePEc:boc:bocode:s456741
  72. Christopher F Baum (2006) “SEMEAN: Stata module to compute standard error of mean (optionally from transformed data)” / RePEc:boc:bocode:s456742
  73. Christopher F Baum, Martha Lopez (2006) “BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data” / RePEc:boc:bocode:s456743
  74. Christopher F Baum (2006) “PWCOV: Stata module to compute pairwise covariances” / RePEc:boc:bocode:s456745
  75. Christopher F Baum (2006) “NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating” / RePEc:boc:bocode:s456746
  76. Christopher F Baum (2006) “ROLLING2: Stata module to perform rolling window and recursive estimation” / RePEc:boc:bocode:s456789
  77. Christopher F Baum (2007) “ORSE: Stata module to save odds ratios and their standard errors after logit, ologit” / RePEc:boc:bocode:s456840
  78. Christopher F Baum, Mark E Schaffer (2007) “IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation” / RePEc:boc:bocode:s456841
  79. Christopher F Baum (2007) “QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients” / RePEc:boc:bocode:s456862
  80. Christopher F Baum (2007) “URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates” / RePEc:boc:bocode:s456863
  81. Frank Kleibergen, Mark E Schaffer (2007) “RANKTEST: Stata module to test the rank of a matrix using the Kleibergen-Paap rk statistic” / RePEc:boc:bocode:s456865
  82. Christopher F Baum (2007) “CHECKREG3: Stata module to check identification status of simultaneous equations system” / RePEc:boc:bocode:s456877
  83. Christopher F Baum (2008) “HLP2PDF: Stata module to create PDF or PostScript from Stata help file” / RePEc:boc:bocode:s456929
  84. Christopher F Baum (2008) “PWCORR2: Stata module to compute pairwise correlations and return results” / RePEc:boc:bocode:s456985
  85. Christopher F Baum (2009) “LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias” / RePEc:boc:bocode:s457001
  86. Christopher F Baum (2008) “ITSP_ADO: Stata module to accompany Introduction to Stata Programming book” / RePEc:boc:bocode:s457155
  87. Christopher F Baum (2011) “TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation” / RePEc:boc:bocode:s457307
  88. Christopher F Baum (2012) “BCUSE: Stata module to access instructional datasets on Boston College server” / RePEc:boc:bocode:s457508
  89. Christopher F Baum (2012) “SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method” / RePEc:boc:bocode:s457546
  90. Christopher F Baum, Mark E Schaffer (2012) “IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments” / RePEc:boc:bocode:s457555
  91. John Luke Gallup, Christopher F Baum (2012) “BIDENSITY: Stata module to produce and graph bivariate density estimates” / RePEc:boc:bocode:s457576
  92. Christopher F Baum (2013) “STATICFC: Stata module to compute static forecasts for a recursive rolling regression” / RePEc:boc:bocode:s457607
  93. Christopher F Baum (2013) “CMAXUSE: Stata module to access Cmax instructional datasets” / RePEc:boc:bocode:s457647
  94. Christopher F Baum, Mark E Schaffer (2013) “ACTEST: Stata module to perform Cumby-Huizinga general test for autocorrelation in time series” / RePEc:boc:bocode:s457668
  95. Christopher F Baum, Mark E Schaffer (2013) “AVAR: Stata module to perform asymptotic covariance estimation for iid and non-iid data robust to heteroskedasticity, autocorrelation, 1- and 2-way clustering, and common cross-panel autocorrelated disturbances” / RePEc:boc:bocode:s457689
  96. Christopher F Baum, Mark E Schaffer, Steven Stillman (2002) “IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10)” / RePEc:boc:bocode:s457955
  97. Christopher F Baum (2015) “XTILETEST: Stata module to test equality of percentiles across groups of observations” / RePEc:boc:bocode:s458124
  98. Christopher F Baum (2016) “GRPDF: Stata module to produce PDFs from memory graphs” / RePEc:boc:bocode:s458185
  99. Jesús Otero, Christopher F Baum (2017) “ERSUR: Stata module to calculate Elliott, Rothenberg & Stock DF-GLS unit root test statistic along with 1, 5 and 10% finite-sample critical values and associated p-values” / RePEc:boc:bocode:s458323
  100. Jesús Otero, Christopher F Baum (2017) “ADFMAXUR: Stata module to calculate Leybourne (1995) ADFmax unit root test statistic along with 1, 5 and 10% finite-sample critical values and associated p-values” / RePEc:boc:bocode:s458330
  101. Christopher F Baum (2017) “FCSTATS: Stata module to compute time series forecast accuracy statistics” / RePEc:boc:bocode:s458358
  102. Christopher F. Baum (1999) “ARCH: MATLAB function to compute ARCH test” / RePEc:boc:bocode:t961402
  103. Christopher F. Baum (1999) “QSTAT2: MATLAB function to compute Ljung-Box Q statistic” / RePEc:boc:bocode:t961403