| Enhanced routines for instrumental variables/GMM estimation and testing CF Baum, ME Schaffer, S Stillman Stata Journal 7 (4), 465-506, 2007 | 5458* | 2007 |
| An introduction to modern econometrics using Stata C Baum Stata Press, 2006 | 3250 | 2006 |
| Residual diagnostics for cross-section time series regression models CF Baum The Stata Journal 1 (1), 101-104, 2001 | 702 | 2001 |
| 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 | 600 | 2007 |
| Stata tip 63: Modeling proportions CF Baum The Stata Journal 8 (2), 299-303, 2008 | 559 | 2008 |
| 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 | 380 | 2001 |
| 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 | 370 | 2006 |
| Long memory in the Greek stock market JT Barkoulas, CF Baum, N Travlos Applied Financial Economics 10 (2), 177-184, 2000 | 345 | 2000 |
| Advice on using heteroskedasticity-based identification CF Baum, A Lewbel The Stata Journal 19 (4), 757-767, 2019 | 276 | 2019 |
| IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10) C Baum, M Schaffer, S Stillman Boston College Department of Economics, 2015 | 272 | 2015 |
| Long-term dependence in stock returns JT Barkoulas, CF Baum Economics Letters 53 (3), 253-259, 1996 | 271 | 1996 |
| Instrumental variables estimation using heteroskedasticity-based instruments CF Baum, A Lewbel, ME Schaffer, O Talavera United Kingdom stata user’s group meetings 7, 2012 | 216 | 2012 |
| 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 | 216 | 2004 |
| Stata: The language of choice for time series analysis CF Baum The Stata Journal 5 (1), 46-63, 2005 | 206 | 2005 |
| 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 | 199 | 2011 |
| 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 | 193 | 2002 |
| Uncertainty determinants of corporate liquidity CF Baum, M Caglayan, A Stephan, O Talavera Economic Modelling 25 (5), 833-849, 2008 | 185 | 2008 |
| 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 | 183 | 2010 |
| IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments C Baum, M Schaffer Boston College Department of Economics, 2025 | 168 | 2025 |
| Persistence in international inflation rates CF Baum, JT Barkoulas, M Caglayan Southern Economic Journal 65 (4), 900-913, 1999 | 168 | 1999 |
Mustafa CaglayanHeriot-Watt UniversityVerified email at hw.ac.uk
