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 0 12 68
Collinearity Diagnostics in gretl 0 0 2 58 1 1 25 354
Monte Carlo Experiments Using gretl: A Primer 0 0 1 99 0 0 21 335
Regional Technical Efficiency in Europe 0 0 0 10 1 1 11 96
Small Sample Performance of Instrumental Variables Probit Estimators: A Monte Carlo Investigation 0 0 0 21 0 1 12 102
The Restricted Least Squares Stein-Rule in gretl 0 0 0 15 1 1 14 90
Using GRETL for Principles of Econometrics, 5th edition 0 2 6 9 2 4 27 33
Using gretl for Principles of Econometrics, 4th Edition 0 1 3 252 1 2 21 735
Total Working Papers 0 3 12 480 6 10 143 1,813

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 19 28
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 0 2 8 155
Cointegration tests of the unbiased expectations hypothesis in metals markets 0 0 3 20 0 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 0 2 9 47
MANAGERIAL INCENTIVES AND THE USE OF FOREIGN‐EXCHANGE DERIVATIVES BY BANKS 0 0 0 36 0 0 6 126
Mean reversion and volatility of short-term London Interbank Offer Rates: An empirical comparison of competing models 0 0 0 63 1 1 9 264
Price risk in the NYMEX energy complex: An extreme value approach 0 1 1 9 0 2 3 52
Remittances and income diversification in Bolivia's rural sector 0 0 0 22 0 3 9 88
Risk characteristics of a stein-like estimator for the probit regression model 0 0 0 14 1 1 9 68
The RLS Positive-Part Stein Estimator 0 0 0 1 0 3 11 29
The impact of local funding on the technical efficiency of Oklahoma schools 0 0 0 28 1 1 6 148
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 4 358 4 23 157 1,969

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 1 16 470
Monte Carlo Experiments Using Stata: A Primer with Examples 1 3 9 17 5 10 26 41
TEST STATISTICS AND CRITICAL VALUES IN SELECTIVITY MODELS 0 0 0 0 1 1 4 10
The Hausman Test, and Some Alternatives, with Heteroskedastic Data 1 2 10 22 4 11 66 111
Total Chapters 2 5 20 173 10 23 117 638

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Statistics updated 2026-10-11