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 2 11 67
Collinearity Diagnostics in gretl 0 0 2 58 0 9 24 352
Monte Carlo Experiments Using gretl: A Primer 0 0 5 99 0 2 29 335
Regional Technical Efficiency in Europe 0 0 0 10 0 1 10 95
Small Sample Performance of Instrumental Variables Probit Estimators: A Monte Carlo Investigation 0 0 1 21 0 1 13 101
The Restricted Least Squares Stein-Rule in gretl 0 0 0 15 1 4 14 89
Using GRETL for Principles of Econometrics, 5th edition 0 4 7 7 1 11 25 27
Using gretl for Principles of Econometrics, 4th Edition 0 1 3 251 0 3 24 731
Total Working Papers 0 5 18 477 3 33 150 1,797


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 6 16 25
Analyzing the Technical Efficiency of School Districts in Oklahoma 0 0 0 0 1 3 8 70
Bayesian Estimation of Regional Production for CGE Modeling 0 0 0 51 0 1 7 153
Cointegration tests of the unbiased expectations hypothesis in metals markets 0 1 3 20 0 1 8 91
Do systematic risk premiums persist in eurodollar futures prices? 0 0 0 5 0 2 5 23
Extreme daily changes in U.S. Dollar London inter-bank offer rates 0 0 0 38 0 0 11 188
Improved estimators of energy models 0 0 0 14 0 1 4 65
Institutions, Freedom, and Technical Efficiency 0 0 1 13 0 2 15 44
Interest rate futures: Evidence on forecast power, expected premiums, and the unbiased expectations hypothesis 0 0 0 14 0 1 7 45
MANAGERIAL INCENTIVES AND THE USE OF FOREIGN‐EXCHANGE DERIVATIVES BY BANKS 0 0 0 36 0 2 9 126
Mean reversion and volatility of short-term London Interbank Offer Rates: An empirical comparison of competing models 0 0 0 63 1 1 8 263
Price risk in the NYMEX energy complex: An extreme value approach 0 0 1 8 0 1 3 50
Remittances and income diversification in Bolivia's rural sector 0 0 0 22 0 0 7 85
Risk characteristics of a stein-like estimator for the probit regression model 0 0 0 14 0 0 9 67
The RLS Positive-Part Stein Estimator 0 0 0 1 0 2 8 25
The impact of local funding on the technical efficiency of Oklahoma schools 0 0 0 28 0 1 5 147
Using Cointegration Restrictions to Improve Inference in Vector Autoregressive Systems 0 0 0 28 0 3 8 105
Using gretl for Monte Carlo experiments 0 0 0 0 0 2 11 373
Total Journal Articles 0 1 5 357 3 29 149 1,945


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 1 5 6
An Instrumental Variables Probit Estimator Using Gretl 0 1 1 133 1 8 16 468
Monte Carlo Experiments Using Stata: A Primer with Examples 1 2 5 13 1 6 15 29
TEST STATISTICS AND CRITICAL VALUES IN SELECTIVITY MODELS 0 0 0 0 0 0 5 9
The Hausman Test, and Some Alternatives, with Heteroskedastic Data 2 4 10 20 8 22 58 93
Total Chapters 3 7 16 167 10 37 99 605


Statistics updated 2026-06-04