The Stata Journal Editors’ Prize 2022: Christopher F. Baum

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References

Baum

C. F.

2000a. sts15: Tests for stationarity of a time series. Stata Technical Bulletin 57: 36–39. Reprinted in Stata Technical Bulletin Reprints. Vol. 10, pp. 356–360. College Station, TX: Stata Press.

Baum

C. F.

2000b. sts17: Compacting time series data. Stata Technical Bulletin 57: 44–45. Reprinted in Stata Technical Bulletin Reprints. Vol. 10, pp. 369–370. College Station, TX: Stata Press.

Baum

C. F.

2001. Residual diagnostics for cross-section time-series regression models. Stata Journal 1: 101–104. https://doi.org/10.1177/1536867X0100100108.

Baum

C. F.

2003. Software Updates: st0004_1: Residual diagnostics for cross-section time-series regression models. Stata Journal 3: 211. https://doi.org/10.1177/1536867X0300300211.

Baum

C. F.

2004. Software Updates: st0004_2: Residual diagnostics for cross-section time-series regression models. Stata Journal 4: 224. https://doi.org/10.1177/1536867X0400400214.

Baum

C. F.

2005. Stata: The language of choice for time-series analysis? Stata Journal 5: 46–63. https://doi.org/10.1177/1536867X0500500110.

Baum

C. F.

2006a. An Introduction to Modern Econometrics Using Stata. College Station, TX: Stata Press.

Baum

C. F.

2006b. Software Updates: sts15_2: Tests for stationarity of a time series. Stata Journal 6: 433. https://doi.org/10.1177/1536867X0600600314.

Baum

C. F.

2006c. Software Updates: sts18_1: A test for long-range dependence in a time series. Stata Journal 6: 433. https://doi.org/10.1177/1536867X0600600314.

10.

Baum

C. F.

2006d. Stata tip 37: And the last shall be first. Stata Journal 6: 588–589. http://doi.org/10.1177/1536867X0600600411.

11.

Baum

C. F.

2006e. Stata tip 38: Testing for groupwise heteroskedasticity. Stata Journal 6: 590–592. https://doi.org/10.1177/1536867X0600600412.

12.

Baum

C. F.

2007. Stata tip 40: Taking care of business. Stata Journal 7: 137–139. https://doi.org/10.1177/1536867X0700700110.

13.

Baum

C. F.

2008. Stata tip 63: Modeling proportions. Stata Journal 8: 299–303. https://doi.org/10.1177/1536867X0800800212.

14.

Baum

C. F.

2009. Stata tip 73: append with care! Stata Journal 9: 166–168. https://doi.org/10.1177/1536867X0900900110.

15.

Baum

C. F.

2010. Stata tip 88: Efficiently evaluating elasticities with the margins command. Stata Journal 10: 309–312. https://doi.org/10.1177/1536867X1001000212.

16.

Baum

C. F.

2011. Richard Sperling (1961–2011). Stata Journal 11: 157–158. https://doi.org/10.1177/1536867X1101100201.

17.

Baum

C. F.

2016. An Introduction to Stata Programming. 2nd ed. College Station, TX: Stata Press.

18.

Baum

C. F.

Bibo

2016. Stata tip 126: Handling irregularly spaced highfrequency transactions data. Stata Journal 16: 517–520. https://doi.org/10.1177/1536867X1601600216.

19.

Baum

C. F.

Cox

N. J.

1999. ip29: Metadata for user-written contributions to Stata programming language. Stata Technical Bulletin 52: 10–12. Reprinted in Stata Technical Bulletin Reprints. Vol. 9, pp. 121–124. College Station, TX: Stata Press.

20.

Baum

C. F.

Cox

N. J.

2007. Stata tip 45: Getting those data into shape. Stata Journal 7: 268–271. https://doi.org/10.1177/1536867X0700700211.

21.

Baum

C. F.

Cox

N. J.

Wiggins

2000. sg137: Tests for heteroskedasticity in regression error distribution. Stata Technical Bulletin 55: 15–17. Reprinted in Stata Technical Bulletin Reprints. Vol. 10, pp. 147–149. College Station, TX: Stata Press.

22.

Baum

C. F.

Hurn

2021a. Environmental Econometrics Using Stata. College Station, TX: Stata Press.

23.

Baum

C. F.

Hurn

2021b. “What good is a volatility model?” A reexamination after 20 years. Stata Journal 21: 295–319. https://doi.org/10.1177/1536867X211025797.

24.

Baum

C. F.

Hurn

Lindsay

2020. Local Whittle estimation of the long-memory parameter. Stata Journal 20: 565–583. https://doi.org/10.1177/1536867X20953569.

25.

Baum

C. F.

Hurn

Lindsay

2021. The BDS test of independence. Stata Journal 21: 279–294. https://doi.org/10.1177/1536867X211025796.

26.

Baum

C. F.

Hurn

Otero

2022. Testing for time-varying Granger causality. Stata Journal 22: 355–378. https://doi.org/10.1177/1536867X221106403.

27.

Baum

C. F.

Lewbel

2019. Advice on using heteroskedasticity-based identification. Stata Journal 19: 757–767. https://doi.org/10.1177/1536867X19893614.

28.

Baum

C. F.

Linz

2009. Evaluating concavity for production and cost functions. Stata Journal 9: 161–165. https://doi.org/10.1177/1536867X0900900109.

29.

Baum

C. F.

Otero

2021. Unit-root tests for explosive behavior. Stata Journal 21: 999–1020. http://doi.org/10.1177/1536867X211063405.

30.

Baum

C. F.

Otero

2022. Erratum: Unit-root tests for explosive behavior. Stata Journal 22: 234–237. https://doi.org/10.1177/1536867X221083930.

31.

Baum

C. F.

Room

2001. sts18: A test for long-range dependence in a time series. Stata Technical Bulletin 60: 37–39. Reprinted in Stata Technical Bulletin Reprints. Vol. 10, pp. 370–373. College Station, TX: Stata Press.

32.

Baum

C. F.

Schaffer

M. E.

Stillman

2003. Instrumental variables and GMM: Estimation and testing. Stata Journal 3: 1–31. https://doi.org/10.1177/1536867X0300300101.

33.

Baum

C. F.

Schaffer

M. E.

Stillman

2004. Software Updates: st0030_1: Instrumental variables and GMM: Estimation and testing. Stata Journal 4: 224. https://doi.org/10.1177/1536867X0400400214.

34.

Baum

C. F.

Schaffer

M. E.

Stillman

2005. Software Updates: st0030_2: Instrumental variables and GMM: Estimation and testing. Stata Journal 5: 607. https://doi.org/10.1177/1536867X0500500413.

35.

Baum

C. F.

Schaffer

M. E.

Stillman

2007. Enhanced routines for instrumental variables/generalized method of moments estimation and testing. Stata Journal 7: 465–506. https://doi.org/10.1177/1536867X0800700402.

36.

Baum

C. F.

Sperling

2000 . sts15_1: Tests for stationarity of a time series. Stata Technical Bulletin 58: 35–36. Reprinted in Stata Technical Bulletin Reprints. Vol. 10, pp. 360–362. College Station, TX: Stata Press.

37.

Baum

C. F.

Wiggins

2000a. dm81: Utility for time-series data. Stata Technical Bulletin 57: 2–4. Reprinted in Stata Technical Bulletin Reprints. Vol. 10, pp. 29–30. College Station, TX: Stata Press.

38.

Baum

C. F.

Wiggins

2000b. sg135: Test for autoregressive conditional heteroskedasticity in regression error distribution. Stata Technical Bulletin 55: 13–14. Reprinted in Stata Technical Bulletin Reprints. Vol. 10, pp. 143–144. College Station, TX: Stata Press.

39.

Baum

C. F.

Wiggins

2000c. sg136: Tests for serial correlation in regression error distribution. Stata Technical Bulletin 55: 14–15. Reprinted in Stata Technical Bulletin Reprints. Vol. 10, pp. 145–147. College Station, TX: Stata Press.

40.

Baum

C. F.

Wiggins

2000d. sts16: Tests for long memory in a time series. Stata Technical Bulletin 57: 39–44. Reprinted in Stata Technical Bulletin Reprints. Vol. 10, pp. 362–368. College Station, TX: Stata Press.

41.

Cerulli

Simone

Di Iorio

Piccolo

Baum

C. F.

2022. Fitting mixture models for feeling and uncertainty for rating data analysis. Stata Journal 22: 195–223. https://doi.org/10.1177/1536867X221083927.

42.

Cox

N. J.

2010. A conversation with Kit Baum. Stata Journal 10: 3–8. https://doi.org/10.1177/1536867X1001000102.

43.

Cox

N. J.

Baum

C. F.

2000. ip29.1: Metadata for user-written contributions to Stata programming language: extensions. Stata Technical Bulletin 54: 21–22. Reprinted in Stata Technical Bulletin Reprints. Vol. 9, pp. 124–126. College Station, TX: Stata Press.

44.

Newton

H. J.

Cox

N. J.

2012. Announcement of the Stata Journal Editors’ Prize 2012. Stata Journal 12: 1–2. https://doi.org/10.1177/1536867X1201200101.

45.

Otero

Baum

C. F.

2017. Response surface models for the Elliott, Rothenberg, and Stock unit-root test. Stata Journal 17: 985–1002. https://doi.org/10.1177/1536867X1801700413.

46.

Otero

Baum

C. F.

2018a. Software Updates: st0508_1: Response surface models for the Elliott, Rothenberg, and Stock unit-root test. Stata Journal 18: 290–291. https://doi.org/10.1177/1536867X1801800118.

47.

Otero

Baum

C. F.

2018b. Software Updates: st0508_2: Response surface models for the Elliott, Rothenberg, and Stock unit-root test. Stata Journal 18: 489. https://doi.org/10.1177/1536867X1801800214.

48.

Otero

Baum

C. F.

2018c. Software Updates: st0511_1: st0511 1: Unit-root tests based on forward and reverse Dickey–Fuller regressions. Stata Journal 18: 489. https://doi.org/10.1177/1536867X1801800214.

49.

Otero

Baum

C. F.

2018d. Unit-root tests based on forward and reverse Dickey–Fuller regressions. Stata Journal 18: 22–28. https://doi.org/10.1177/1536867X1801800103.

50.

Sperling

R. I.

Baum

C. F.

2001. sts19: Multivariate portmanteau (Q) test for white noise. Stata Technical Bulletin 60: 39–41. Reprinted in Stata Technical Bulletin Reprints. Vol. 10, pp. 373–375. College Station, TX: Stata Press.