An Introduction to Modern Econometrics Using Stata

By Christopher F. Baum. 2006

1,702 citations recorded by the source corpus.

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Citations in the corpus

Enhanced routines for instrumental variables/GMM estimation and testing (2007, methodology): “3 are taken from Chapter 8 of Baum (2006).”
Cooperation patterns of incubator firms and the impact of incubator specialization: Empirical evidence from Germany (2010, background): “Although there is no formal VIF threshold value that determines the presence of multicollinearity, VIFs exceeding the value of 10 are commonly regarded as indicating multicollinearity (Baum, 2006, p. 85).”
The Determinants of International Commercial Real Estate Investment (2013, unknown): “AVIF greater than 10 2 The detailed correlation matrix can be provided on request. is thought to signal harmful multicollinearity as suggested by Marquardt (1970) and Baum (2006).”
From the crowd to the market: The role of reward-based crowdfunding performance in attracting professional investors (2017, background): “…inflate standard errors leading to insignificance of collinear variables, the fact that our variable of interest Pledged Amount remains significant irrespective of the variable Goal, while the latter is never significant, safely indicates that collinearity is not an issue in our case (Baum, 2006).”
Fitting and Interpreting Cragg's Tobit Alternative using Stata (2009, background): “For examples, see Pindyck and Rubinfeld (1998), Kennedy (2003), Wooldridge (2009), or Baum (2006). 2.”
Institutional voids, international learning effort and internationalization of emerging market new ventures (2019, background): “which is way below the suggested threshold value of 10 (Neter, et al., 1990; Baum, 2006).”
Are the Economy and the Environment Decoupling? A Comparative International Study, 1960–20051 (2012, methodology): “The unit-specific intercepts approach is analogous to the dummy variable fixed-effects model (Allison 2009, pp. 14– 16), often referred to as one-way fixed effects (Baum 2006).”
Where Do Creative Interactions Come From? The Role of Tie Content and Social Networks (2011, methodology): “To control further for the lack of independence among groups of observations , we estimate robust standard errors clustered by a criterion that considers together observations that are likely to be nonindependent (Wooldridge 2002, p. 134; Baum 2006, p. 138).”
Education and Economic Growth: A Meta-Regression Analysis (2014, methodology): “In light of that, we also estimate our model by OLS with heteroskedasticity cluster-robust standard errors, which allow for error term correlation within each cluster (study) 6 , assuming only that they are not correlated across studies (Baum, 2006).”
Information asymmetry, leverage and firm value: Do crisis and growth matter? (2016, methodology): “Also, the Kleibergen-Paap rk Wald F statistic, compared with the Stock-Yogo IV critical values, rules out weak instrument problems; they are all larger than the rule-of-thumb minimum of 10 (Baum, 2006). higher for high-growth firms than lower-growth firms.”
The impact of knowledge spillovers and innovation on firm-performance: findings from the Balkans countries (2017, background): “One solution to the problem is the use of instrumental variables (IV), which is consistent and has a large-sample normal distribution (Baum 2006).”
Better Together? Signaling Interactions in New Venture Pursuit of Initial External Capital (2016, methodology): “estimator (Baum, 2006) to model the following system: Capitalprobit = β1Distance to Urban Core + β2Size+ β3Age + β4University Proximity + β5Product Introduction + β6Commercial Property + β7Managerial Experience + β8-11 Location Dummies + β12-18Industry Dummies + μ1”