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 7 10 65
Collinearity Diagnostics in gretl 0 0 4 58 2 10 22 343
Monte Carlo Experiments Using gretl: A Primer 0 0 5 99 1 14 28 333
Regional Technical Efficiency in Europe 0 0 0 10 0 8 9 94
Small Sample Performance of Instrumental Variables Probit Estimators: A Monte Carlo Investigation 0 0 1 21 1 7 12 100
The Restricted Least Squares Stein-Rule in gretl 0 0 0 15 1 5 13 85
Using GRETL for Principles of Econometrics, 5th edition 0 0 3 3 2 6 16 16
Using gretl for Principles of Econometrics, 4th Edition 0 0 3 250 3 10 25 728
Total Working Papers 0 0 16 472 10 67 135 1,764

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 2 9 10 19
Analyzing the Technical Efficiency of School Districts in Oklahoma 0 0 0 0 0 4 5 67
Bayesian Estimation of Regional Production for CGE Modeling 0 0 0 51 0 4 7 152
Cointegration tests of the unbiased expectations hypothesis in metals markets 0 2 2 19 0 4 7 90
Do systematic risk premiums persist in eurodollar futures prices? 0 0 0 5 1 3 3 21
Extreme daily changes in U.S. Dollar London inter-bank offer rates 0 0 0 38 0 8 11 188
Improved estimators of energy models 0 0 0 14 0 1 3 64
Institutions, Freedom, and Technical Efficiency 0 0 4 13 1 8 16 42
Interest rate futures: Evidence on forecast power, expected premiums, and the unbiased expectations hypothesis 0 0 0 14 0 3 6 44
MANAGERIAL INCENTIVES AND THE USE OF FOREIGN‐EXCHANGE DERIVATIVES BY BANKS 0 0 0 36 0 3 7 124
Mean reversion and volatility of short-term London Interbank Offer Rates: An empirical comparison of competing models 0 0 0 63 1 7 9 262
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 0 5 8 85
Risk characteristics of a stein-like estimator for the probit regression model 0 0 0 14 2 5 9 67
The RLS Positive-Part Stein Estimator 0 0 0 1 0 4 6 23
The impact of local funding on the technical efficiency of Oklahoma schools 0 0 0 28 0 2 4 146
Using Cointegration Restrictions to Improve Inference in Vector Autoregressive Systems 0 0 0 28 1 4 5 102
Using gretl for Monte Carlo experiments 0 0 0 0 2 7 9 371
Total Journal Articles 0 2 7 356 10 81 127 1,916

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 3 4 5
An Instrumental Variables Probit Estimator Using Gretl 0 0 0 132 0 6 9 460
Monte Carlo Experiments Using Stata: A Primer with Examples 0 3 4 11 0 6 10 23
TEST STATISTICS AND CRITICAL VALUES IN SELECTIVITY MODELS 0 0 0 0 1 3 5 9
The Hausman Test, and Some Alternatives, with Heteroskedastic Data 1 2 11 16 8 22 49 71
Total Chapters 1 5 15 160 9 40 77 568

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Statistics updated 2026-03-04