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 0 1 12 68
Collinearity Diagnostics in gretl 0 0 2 58 0 1 24 353
Monte Carlo Experiments Using gretl: A Primer 0 0 2 99 0 0 24 335
Regional Technical Efficiency in Europe 0 0 0 10 0 0 10 95
Small Sample Performance of Instrumental Variables Probit Estimators: A Monte Carlo Investigation 0 0 0 21 1 1 13 102
The Restricted Least Squares Stein-Rule in gretl 0 0 0 15 0 0 13 89
Using GRETL for Principles of Econometrics, 5th edition 2 2 7 9 2 4 27 31
Using gretl for Principles of Econometrics, 4th Edition 1 1 3 252 1 3 20 734
Total Working Papers 3 3 14 480 4 10 143 1,807

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 2 18 27
Analyzing the Technical Efficiency of School Districts in Oklahoma 0 0 0 0 0 2 10 72
Bayesian Estimation of Regional Production for CGE Modeling 0 0 0 51 1 2 8 155
Cointegration tests of the unbiased expectations hypothesis in metals markets 0 0 3 20 1 1 7 92
Do systematic risk premiums persist in eurodollar futures prices? 0 0 0 5 0 1 6 24
Extreme daily changes in U.S. Dollar London inter-bank offer rates 0 0 0 38 0 1 12 189
Improved estimators of energy models 0 0 0 14 0 0 4 65
Institutions, Freedom, and Technical Efficiency 0 0 0 13 0 0 11 44
Interest rate futures: Evidence on forecast power, expected premiums, and the unbiased expectations hypothesis 0 0 0 14 1 2 9 47
MANAGERIAL INCENTIVES AND THE USE OF FOREIGN‐EXCHANGE DERIVATIVES BY BANKS 0 0 0 36 0 0 8 126
Mean reversion and volatility of short-term London Interbank Offer Rates: An empirical comparison of competing models 0 0 0 63 0 0 8 263
Price risk in the NYMEX energy complex: An extreme value approach 0 1 2 9 0 2 4 52
Remittances and income diversification in Bolivia's rural sector 0 0 0 22 2 3 9 88
Risk characteristics of a stein-like estimator for the probit regression model 0 0 0 14 0 0 8 67
The RLS Positive-Part Stein Estimator 0 0 0 1 1 4 12 29
The impact of local funding on the technical efficiency of Oklahoma schools 0 0 0 28 0 0 5 147
Using Cointegration Restrictions to Improve Inference in Vector Autoregressive Systems 0 0 0 28 0 0 8 105
Using gretl for Monte Carlo experiments 0 0 0 0 0 0 10 373
Total Journal Articles 0 1 5 358 7 20 157 1,965

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 0 5 6
An Instrumental Variables Probit Estimator Using Gretl 0 0 1 133 0 2 17 470
Monte Carlo Experiments Using Stata: A Primer with Examples 1 3 8 16 3 7 21 36
TEST STATISTICS AND CRITICAL VALUES IN SELECTIVITY MODELS 0 0 0 0 0 0 4 9
The Hausman Test, and Some Alternatives, with Heteroskedastic Data 1 1 9 21 7 14 65 107
Total Chapters 2 4 18 171 10 23 112 628

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Statistics updated 2026-09-10