Christopher F Baum
Christopher F Baum
Professor of Economics and Social Work, Boston College
Verified email at bc.edu - Homepage
TitleCited byYear
An introduction to modern econometrics using Stata
C Baum
Stata Press, 2006
21712006
Instrumental variables and GMM: Estimation and testing
CF Baum, ME Schaffer, S Stillman
The Stata Journal 3 (1), 1-31, 2003
21652003
Enhanced routines for instrumental variables/GMM estimation and testing
CF Baum, ME Schaffer, S Stillman
Stata Journal 7 (4), 465-506, 2007
13312007
ivreg2: Stata module for extended instrumental variables/2SLS, GMM and AC/HAC, LIML and k-class regression
CF Baum
http://ideas. repec. org/c/boc/bocode/s425401. html, 2007
4012007
Residual diagnostics for cross-section time series regression models
CF Baum
The Stata Journal 1 (1), 101-104, 2001
3722001
Stata tip 63: Modeling proportions
CF Baum
The Stata Journal 8 (2), 299-303, 2008
3232008
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era
CF Baum, JT Barkoulas, M Caglayan
Journal of International Money and Finance 20 (3), 379-399, 2001
3212001
Long memory in the Greek stock market
JT Barkoulas, CF Baum, N Travlos
Applied Financial Economics 10 (2), 177-184, 2000
2742000
Long-term dependence in stock returns
JT Barkoulas, CF Baum
Economics Letters 53 (3), 253-259, 1996
2111996
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity
CF Baum, M Caglayan, N Ozkan, O Talavera
Review of Financial Economics 15 (4), 289-304, 2006
1842006
Nonlinear effects of exchange rate volatility on the volume of bilateral exports
CF Baum, M Caglayan, N Ozkan
Journal of Applied Econometrics 19 (1), 1-23, 2004
1642004
Stata: The language of choice for time series analysis
CF Baum
The Stata Journal 5 (1), 46-63, 2005
1452005
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9)
C Baum, M Schaffer, S Stillman
Boston College Department of Economics, 2015
1412015
Persistence in international inflation rates
CF Baum, JT Barkoulas, M Caglayan
Southern Economic Journal, 900-913, 1999
1401999
Exchange rate effects on the volume and variability of trade flows
JT Barkoulas, CF Baum, M Caglayan
Journal of International Money and Finance 21 (4), 481-496, 2002
1352002
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float?
CF Baum, JT Barkoulas, M Caglayan
Journal of International Financial Markets, Institutions and Money 9 (4 …, 1999
1171999
On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty
CF Baum, M Caglayan
Journal of International Money and Finance 29 (1), 79-93, 2010
1032010
The contextual effects of social capital on health: a cross-national instrumental variable analysis
D Kim, CF Baum, ML Ganz, SV Subramanian, I Kawachi
Social Science & Medicine 73 (12), 1689-1697, 2011
1022011
Uncertainty determinants of corporate liquidity
CF Baum, M Caglayan, A Stephan, O Talavera
Economic Modelling 25 (5), 833-849, 2008
902008
Evidence on structural change in the demand for aggregate US imports and exports
RM Stern, CF Baum, MN Greene
Journal of Political Economy 87 (1), 179-192, 1979
901979
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