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Details about Lee C. Adkins

E-mail:
Homepage:http://www.learneconometrics.com
Workplace:Department of Economics and Legal Studies in Business, Spears School of Business, Oklahoma State University, (more information at EDIRC)

Access statistics for papers by Lee C. Adkins.

Last updated 2017-02-08. Update your information in the RePEc Author Service.

Short-id: pad136


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Working Papers

2015

  1. Collinearity Diagnostics in gretl
    Economics Working Paper Series, Oklahoma State University, Department of Economics and Legal Studies in Business Downloads

2014

  1. Using gretl for Principles of Econometrics, 4th Edition
    Economics Working Paper Series, Oklahoma State University, Department of Economics and Legal Studies in Business Downloads View citations (16)

2013

  1. The Restricted Least Squares Stein-Rule in gretl
    Economics Working Paper Series, Oklahoma State University, Department of Economics and Legal Studies in Business Downloads

2011

  1. Monte Carlo Experiments Using gretl: A Primer
    Economics Working Paper Series, Oklahoma State University, Department of Economics and Legal Studies in Business Downloads

2008

  1. Small Sample Performance of Instrumental Variables Probit Estimators: A Monte Carlo Investigation
    Economics Working Paper Series, Oklahoma State University, Department of Economics and Legal Studies in Business Downloads View citations (5)

2007

  1. Bootstrap Inferences in Heteroscedastic Sample Selection Models: A Monte Carlo Investigation
    Economics Working Paper Series, Oklahoma State University, Department of Economics and Legal Studies in Business Downloads View citations (2)
  2. Regional Technical Efficiency in Europe
    Economics Working Paper Series, Oklahoma State University, Department of Economics and Legal Studies in Business Downloads

Journal Articles

2014

  1. Remittances and income diversification in Bolivia's rural sector
    Applied Economics, 2014, 46, (8), 848-858 Downloads View citations (1)

2011

  1. Using gretl for Monte Carlo experiments
    Journal of Applied Econometrics, 2011, 26, (5), 880-885 View citations (3)

2008

  1. Extreme daily changes in U.S. Dollar London inter-bank offer rates
    International Review of Economics & Finance, 2008, 17, (3), 397-411 Downloads View citations (2)

2007

  1. Analyzing the Technical Efficiency of School Districts in Oklahoma
    The Journal of Economics, 2007, 33, (2), 41-61
  2. MANAGERIAL INCENTIVES AND THE USE OF FOREIGN-EXCHANGE DERIVATIVES BY BANKS
    Journal of Financial Research, 2007, 30, (3), 399-413 Downloads View citations (8)

2005

  1. Price risk in the NYMEX energy complex: An extreme value approach
    Journal of Futures Markets, 2005, 25, (4), 309-337 Downloads View citations (8)

2003

  1. Bayesian Estimation of Regional Production for CGE Modeling
    Journal of Regional Science, 2003, 43, (4), 641-661 Downloads View citations (10)
  2. The impact of local funding on the technical efficiency of Oklahoma schools
    Economics Letters, 2003, 81, (1), 31-37 Downloads View citations (7)

2002

  1. Institutions, Freedom, and Technical Efficiency
    Southern Economic Journal, 2002, 69, (1), 92-108 View citations (45)

2000

  1. Using Cointegration Restrictions to Improve Inference in Vector Autoregressive Systems
    Review of Quantitative Finance and Accounting, 2000, 14, (2), 193-208 Downloads View citations (1)

1999

  1. Mean reversion and volatility of short-term London Interbank Offer Rates: An empirical comparison of competing models
    International Review of Economics & Finance, 1999, 8, (1), 45-54 Downloads View citations (6)

1996

  1. Do systematic risk premiums persist in eurodollar futures prices?
    Journal of Futures Markets, 1996, 16, (4), 389-403 Downloads View citations (1)

1995

  1. Improved estimators of energy models
    Energy Economics, 1995, 17, (1), 15-25 Downloads View citations (2)

1994

  1. Interest rate futures: Evidence on forecast power, expected premiums, and the unbiased expectations hypothesis
    Journal of Futures Markets, 1994, 14, (5), 531-543 Downloads View citations (6)

1993

  1. Cointegration tests of the unbiased expectations hypothesis in metals markets
    Journal of Futures Markets, 1993, 13, (7), 753-763 Downloads View citations (20)

1991

  1. A Primer on the Use of Canonical Forms and Transformations in the Linear Regression Model
    The American Economist, 1991, 35, (1), 40-51 Downloads

1990

  1. The RLS Positive-Part Stein Estimator
    American Journal of Agricultural Economics, 1990, 72, (3), 727-730 Downloads View citations (1)

1989

  1. Risk characteristics of a stein-like estimator for the probit regression model
    Economics Letters, 1989, 30, (1), 19-26 Downloads View citations (5)

Chapters

Undated

  1. An Instrumental Variables Probit Estimator Using Gretl
    Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales Downloads View citations (5)
 
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