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 3 3 14 71
Collinearity Diagnostics in gretl 0 0 1 58 2 3 26 356
Monte Carlo Experiments Using gretl: A Primer 0 0 0 99 2 2 20 337
Regional Technical Efficiency in Europe 0 0 0 10 1 2 12 97
Small Sample Performance of Instrumental Variables Probit Estimators: A Monte Carlo Investigation 0 0 0 21 1 2 12 103
The Restricted Least Squares Stein-Rule in gretl 0 0 0 15 2 3 15 92
Using GRETL for Principles of Econometrics, 5th edition 0 2 6 9 4 8 27 37
Using gretl for Principles of Econometrics, 4th Edition 0 1 2 252 3 5 23 738
Total Working Papers 0 3 9 480 18 28 149 1,831


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 3 20 29
Analyzing the Technical Efficiency of School Districts in Oklahoma 0 0 0 0 2 2 12 74
Bayesian Estimation of Regional Production for CGE Modeling 1 1 1 52 1 2 8 156
Cointegration tests of the unbiased expectations hypothesis in metals markets 0 0 3 20 1 2 8 93
Do systematic risk premiums persist in eurodollar futures prices? 0 0 0 5 1 1 7 25
Extreme daily changes in U.S. Dollar London inter-bank offer rates 0 0 0 38 1 1 13 190
Improved estimators of energy models 0 0 0 14 1 1 4 66
Institutions, Freedom, and Technical Efficiency 0 0 0 13 1 1 12 45
Interest rate futures: Evidence on forecast power, expected premiums, and the unbiased expectations hypothesis 0 0 0 14 4 5 12 51
MANAGERIAL INCENTIVES AND THE USE OF FOREIGN‐EXCHANGE DERIVATIVES BY BANKS 0 0 0 36 1 1 6 127
Mean reversion and volatility of short-term London Interbank Offer Rates: An empirical comparison of competing models 0 0 0 63 2 3 11 266
Price risk in the NYMEX energy complex: An extreme value approach 0 0 1 9 3 3 6 55
Remittances and income diversification in Bolivia's rural sector 0 0 0 22 4 6 12 92
Risk characteristics of a stein-like estimator for the probit regression model 0 0 0 14 2 3 10 70
The RLS Positive-Part Stein Estimator 0 0 0 1 1 2 11 30
The impact of local funding on the technical efficiency of Oklahoma schools 0 0 0 28 1 2 5 149
Using Cointegration Restrictions to Improve Inference in Vector Autoregressive Systems 0 0 0 28 3 3 11 108
Using gretl for Monte Carlo experiments 0 0 0 0 2 2 11 375
Total Journal Articles 1 1 5 359 32 43 179 2,001


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 2 2 7 8
An Instrumental Variables Probit Estimator Using Gretl 0 0 1 133 2 2 18 472
Monte Carlo Experiments Using Stata: A Primer with Examples 1 3 10 18 4 12 29 45
TEST STATISTICS AND CRITICAL VALUES IN SELECTIVITY MODELS 0 0 0 0 1 2 5 11
The Hausman Test, and Some Alternatives, with Heteroskedastic Data 0 2 8 22 1 12 64 112
Total Chapters 1 5 19 174 10 30 123 648


Statistics updated 2026-11-12