Access Statistics for Lee C. Adkins

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bootstrap Inferences in Heteroscedastic Sample Selection Models: A Monte Carlo Investigation 0 0 0 16 1 5 10 66
Collinearity Diagnostics in gretl 0 0 3 58 1 6 22 344
Monte Carlo Experiments Using gretl: A Primer 0 0 5 99 1 10 29 334
Regional Technical Efficiency in Europe 0 0 0 10 1 7 10 95
Small Sample Performance of Instrumental Variables Probit Estimators: A Monte Carlo Investigation 0 0 1 21 0 3 12 100
The Restricted Least Squares Stein-Rule in gretl 0 0 0 15 1 3 14 86
Using GRETL for Principles of Econometrics, 5th edition 2 2 5 5 4 10 19 20
Using gretl for Principles of Econometrics, 4th Edition 1 1 4 251 2 10 25 730
Total Working Papers 3 3 18 475 11 54 141 1,775

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Primer on the Use of Canonical Forms and Transformations in the Linear Regression Model 0 0 0 2 1 8 11 20
Analyzing the Technical Efficiency of School Districts in Oklahoma 0 0 0 0 0 3 5 67
Bayesian Estimation of Regional Production for CGE Modeling 0 0 0 51 1 4 8 153
Cointegration tests of the unbiased expectations hypothesis in metals markets 0 0 2 19 0 2 7 90
Do systematic risk premiums persist in eurodollar futures prices? 0 0 0 5 0 3 3 21
Extreme daily changes in U.S. Dollar London inter-bank offer rates 0 0 0 38 0 5 11 188
Improved estimators of energy models 0 0 0 14 0 1 3 64
Institutions, Freedom, and Technical Efficiency 0 0 3 13 0 6 15 42
Interest rate futures: Evidence on forecast power, expected premiums, and the unbiased expectations hypothesis 0 0 0 14 0 2 6 44
MANAGERIAL INCENTIVES AND THE USE OF FOREIGN‐EXCHANGE DERIVATIVES BY BANKS 0 0 0 36 1 3 8 125
Mean reversion and volatility of short-term London Interbank Offer Rates: An empirical comparison of competing models 0 0 0 63 0 5 8 262
Price risk in the NYMEX energy complex: An extreme value approach 0 0 1 8 0 0 2 49
Remittances and income diversification in Bolivia's rural sector 0 0 0 22 0 5 7 85
Risk characteristics of a stein-like estimator for the probit regression model 0 0 0 14 0 5 9 67
The RLS Positive-Part Stein Estimator 0 0 0 1 1 4 7 24
The impact of local funding on the technical efficiency of Oklahoma schools 0 0 0 28 1 2 5 147
Using Cointegration Restrictions to Improve Inference in Vector Autoregressive Systems 0 0 0 28 1 4 6 103
Using gretl for Monte Carlo experiments 0 0 0 0 0 4 9 371
Total Journal Articles 0 0 6 356 6 66 130 1,922

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A MONTE CARLO STUDY OF A GENERALIZED MAXIMUM ENTROPY ESTIMATOR OF THE BINARY CHOICE MODEL 0 0 0 1 0 3 4 5
An Instrumental Variables Probit Estimator Using Gretl 1 1 1 133 4 8 12 464
Monte Carlo Experiments Using Stata: A Primer with Examples 0 1 3 11 0 3 9 23
TEST STATISTICS AND CRITICAL VALUES IN SELECTIVITY MODELS 0 0 0 0 0 3 5 9
The Hausman Test, and Some Alternatives, with Heteroskedastic Data 0 2 9 16 4 19 49 75
Total Chapters 1 4 13 161 8 36 79 576

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Statistics updated 2026-04-09