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 10 66
Collinearity Diagnostics in gretl 0 0 2 58 8 11 28 352
Monte Carlo Experiments Using gretl: A Primer 0 0 5 99 1 3 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 1 2 13 101
The Restricted Least Squares Stein-Rule in gretl 0 0 0 15 2 4 16 88
Using GRETL for Principles of Econometrics, 5th edition 2 4 7 7 6 12 25 26
Using gretl for Principles of Econometrics, 4th Edition 0 1 4 251 1 6 25 731
Total Working Papers 2 5 19 477 19 40 156 1,794

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 4 7 15 24
Analyzing the Technical Efficiency of School Districts in Oklahoma 0 0 0 0 2 2 7 69
Bayesian Estimation of Regional Production for CGE Modeling 0 0 0 51 0 1 8 153
Cointegration tests of the unbiased expectations hypothesis in metals markets 1 1 3 20 1 1 8 91
Do systematic risk premiums persist in eurodollar futures prices? 0 0 0 5 2 3 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 1 1 4 65
Institutions, Freedom, and Technical Efficiency 0 0 3 13 2 3 17 44
Interest rate futures: Evidence on forecast power, expected premiums, and the unbiased expectations hypothesis 0 0 0 14 1 1 7 45
MANAGERIAL INCENTIVES AND THE USE OF FOREIGN‐EXCHANGE DERIVATIVES BY BANKS 0 0 0 36 1 2 9 126
Mean reversion and volatility of short-term London Interbank Offer Rates: An empirical comparison of competing models 0 0 0 63 0 1 7 262
Price risk in the NYMEX energy complex: An extreme value approach 0 0 1 8 1 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 2 9 67
The RLS Positive-Part Stein Estimator 0 0 0 1 1 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 2 4 8 105
Using gretl for Monte Carlo experiments 0 0 0 0 2 4 11 373
Total Journal Articles 1 1 7 357 20 36 149 1,942

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 1 1 5 6
An Instrumental Variables Probit Estimator Using Gretl 0 1 1 133 3 7 15 467
Monte Carlo Experiments Using Stata: A Primer with Examples 1 1 4 12 5 5 14 28
TEST STATISTICS AND CRITICAL VALUES IN SELECTIVITY MODELS 0 0 0 0 0 1 5 9
The Hausman Test, and Some Alternatives, with Heteroskedastic Data 2 3 11 18 10 22 55 85
Total Chapters 3 5 16 164 19 36 94 595

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Statistics updated 2026-05-06