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 4 8 10 65
Collinearity Diagnostics in gretl 0 1 5 58 3 11 22 341
Monte Carlo Experiments Using gretl: A Primer 0 0 6 99 8 15 28 332
Regional Technical Efficiency in Europe 0 0 0 10 6 9 11 94
Small Sample Performance of Instrumental Variables Probit Estimators: A Monte Carlo Investigation 0 0 1 21 2 8 12 99
The Restricted Least Squares Stein-Rule in gretl 0 0 0 15 1 7 13 84
Using GRETL for Principles of Econometrics, 5th edition 0 0 3 3 4 4 14 14
Using gretl for Principles of Econometrics, 4th Edition 0 0 5 250 5 10 25 725
Total Working Papers 0 1 20 472 33 72 135 1,754

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 5 8 8 17
Analyzing the Technical Efficiency of School Districts in Oklahoma 0 0 0 0 3 5 5 67
Bayesian Estimation of Regional Production for CGE Modeling 0 0 0 51 3 4 8 152
Cointegration tests of the unbiased expectations hypothesis in metals markets 0 2 2 19 2 5 7 90
Do systematic risk premiums persist in eurodollar futures prices? 0 0 0 5 2 2 2 20
Extreme daily changes in U.S. Dollar London inter-bank offer rates 0 0 0 38 5 11 13 188
Improved estimators of energy models 0 0 0 14 1 2 5 64
Institutions, Freedom, and Technical Efficiency 0 0 4 13 5 8 16 41
Interest rate futures: Evidence on forecast power, expected premiums, and the unbiased expectations hypothesis 0 0 0 14 2 5 6 44
MANAGERIAL INCENTIVES AND THE USE OF FOREIGN‐EXCHANGE DERIVATIVES BY BANKS 0 0 0 36 2 3 7 124
Mean reversion and volatility of short-term London Interbank Offer Rates: An empirical comparison of competing models 0 0 0 63 4 6 8 261
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 5 5 8 85
Risk characteristics of a stein-like estimator for the probit regression model 0 0 0 14 3 5 8 65
The RLS Positive-Part Stein Estimator 0 0 0 1 3 4 6 23
The impact of local funding on the technical efficiency of Oklahoma schools 0 0 0 28 1 2 4 146
Using Cointegration Restrictions to Improve Inference in Vector Autoregressive Systems 0 0 0 28 2 4 4 101
Using gretl for Monte Carlo experiments 0 0 0 0 2 5 8 369
Total Journal Articles 0 2 7 356 50 84 125 1,906

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 3 4 4 5
An Instrumental Variables Probit Estimator Using Gretl 0 0 0 132 4 6 10 460
Monte Carlo Experiments Using Stata: A Primer with Examples 1 3 4 11 3 7 10 23
TEST STATISTICS AND CRITICAL VALUES IN SELECTIVITY MODELS 0 0 0 0 2 2 5 8
The Hausman Test, and Some Alternatives, with Heteroskedastic Data 1 1 10 15 7 15 48 63
Total Chapters 2 4 14 159 19 34 77 559

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Statistics updated 2026-02-12