Details about Carter Hill

Access statistics for papers by Carter Hill.

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Short-id: phi195

Working Papers

2017

1. Baumol and Bowen Cost Effects in Research Universities
   Departmental Working Papers, Department of Economics, Louisiana State University View citations (1)

2015

2. Collinearity Diagnostics in gretl
   Economics Working Paper Series, Oklahoma State University, Department of Economics and Legal Studies in Business View citations (1)

2014

3. Shrinkage Estimation in the Random Parameters Logit Model
   Departmental Working Papers, Department of Economics, Louisiana State University

2013

4. Inequality restricted maximum entropy estimation using Stata
   2013 Stata Conference, Stata Users Group
5. Involuntary and Voluntary Cost Increases in Private Research Universities
   Departmental Working Papers, Department of Economics, Louisiana State University View citations (2)

2012

6. Measuring Baumol and Bowen Effects in Public Research Universities
   Departmental Working Papers, Department of Economics, Louisiana State University View citations (4)

2011

7. Repayment Performance in Group Lending: Evidence from Jordan
   Departmental Working Papers, Department of Economics, Louisiana State University View citations (13)

2007

8. 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 View citations (3)

2001

9. Including Prior Information in Probit Model Estimation
   Department of Economics - Working Papers Series, The University of Melbourne View citations (1)
10. Maximum Entropy Estimation in Economic Models with Linear Inequality Restrictions
    Departmental Working Papers, Department of Economics, Louisiana State University View citations (2)
11. Performance of Bandwidth Selection Rules for the Local Linear Regression
    Departmental Working Papers, Department of Economics, Louisiana State University

1999

12. Bayesian Analysis of Econometrics Systems with Discrete Variables and Inequality Constraints
    Computing in Economics and Finance 1999, Society for Computational Economics

Journal Articles

2022

1. On the Power of the F-test for Hypotheses in a Linear Model
   The American Statistician, 2022, 76, (1), 78-84 View citations (1)
2. Rejoinder to Harville (2022) and Christensen (2022) Comments on “On the Power of the F-test for Hypotheses in a Linear Model,” by Griffiths and Hill (2022)
   The American Statistician, 2022, 76, (3), 312-312

2020

3. Stein-rule estimation in genetic carrier testing
   International Journal of Computational Economics and Econometrics, 2020, 10, (2), 111-128 View citations (1)

2016

4. The United States-Canada softwood lumber trade: An actual versus optimal export tax
   Forest Policy and Economics, 2016, 73, (C), 112-119 View citations (3)

2013

5. Teaching basic econometric concepts using Monte Carlo simulations in Excel
   International Review of Economics Education, 2013, 12, (C), 60-79 View citations (6)

2011

6. Welfare Reform and the Spread of HIV
   Review of Applied Economics, 2011, 07, (01-2), 15

2010

7. The Hausman pretest estimator
   Economics Letters, 2010, 108, (1), 96-99 View citations (13)

2005

8. A Monte Carlo study of the effect of design characteristics on the inequality restricted maximum entropy estimator
   Review of Applied Economics, 2005, 01, (01), 30 View citations (3)
9. Fragmented Duopoly: A Conceptual and Empirical Investigation
   The Journal of Business, 2005, 78, (6), 2377-2396 View citations (5)
10. The flow through of cost changes in competitive telecommunications: Theory and evidence
    Empirical Economics, 2005, 30, (3), 555-573 View citations (2)
11. Welfare Payments and the Spread of HIV in the United States
    Contemporary Economic Policy, 2005, 23, (1), 40-49 View citations (2)

2000

12. Loan Performance and Race
    Economic Inquiry, 2000, 38, (1), 136-50 View citations (10)
13. Using Cointegration Restrictions to Improve Inference in Vector Autoregressive Systems
    Review of Quantitative Finance and Accounting, 2000, 14, (2), 193-208 View citations (1)

1999

14. A random walk down main street?
    Regional Science and Urban Economics, 1999, 29, (1), 89-103 View citations (19)

1998

15. An Application of the Boostrap Method to the Simultaneous Equations Model of the Demand and Supply of Audit Services*
    Contemporary Accounting Research, 1998, 15, (1), 83-99 View citations (6)
16. Environmental Protection, Agency Motivations, and Rent Extraction: The Regulation of Water Pollution in Louisiana
    Journal of Regulatory Economics, 1998, 13, (2), 121-37 View citations (19)

1997

17. Estimating Capital Asset Price Indexes
    The Review of Economics and Statistics, 1997, 79, (2), 226-233 View citations (59)

1994

18. The Statistical Properties of the Equity Estimator
    Journal of Business & Economic Statistics, 1994, 12, (2), 141-47 View citations (3)
19. The Statistical Properties of the Equity Estimator: A Rejoinder
    Journal of Business & Economic Statistics, 1994, 12, (2), 155 View citations (3)

1993

20. Estimation of Hedonic Housing Price Models Using Nonsample Information: A Monte Carlo Study
    Journal of Urban Economics, 1993, 34, (3), 319-346 View citations (14)
21. The Box-Cox Transformation-of-Variables in Regression
    Empirical Economics, 1993, 18, (2), 307-19 View citations (2)

1992

22. Biased Prediction of Housing Values
    Real Estate Economics, 1992, 20, (3), 427-456 View citations (2)

1991

23. A Primer on the Use of Canonical Forms and Transformations in the Linear Regression Model
    The American Economist, 1991, 35, (1), 40-51
24. The use of biased predictors in marketing research
    International Journal of Forecasting, 1991, 7, (3), 271-282 View citations (1)

1990

25. An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss
    Journal of Econometrics, 1990, 44, (1-2), 189-213 View citations (6)
26. Improved estimation under collinearity and squared error loss
    Journal of Multivariate Analysis, 1990, 32, (2), 296-312 View citations (2)
27. The RLS Positive-Part Stein Estimator
    American Journal of Agricultural Economics, 1990, 72, (3), 727-730 View citations (3)

1989

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

1986

29. The relative efficiency of a robust generalized Bayes estimator in a linear regression model with multicollinearity
    Economics Letters, 1986, 22, (1), 33-38

1984

30. Political and economic influences on the bureaucratic allocation of federal funds: The case of Urban Development Action Grants
    Journal of Urban Economics, 1984, 16, (2), 158-172 View citations (6)
31. The risk of general Stein-like estimators in the presence of multicollinearity
    Journal of Econometrics, 1984, 25, (1-2), 205-216 View citations (1)

1982

32. Small sample performance of the Stein-Rule in non-orthogonal designs
    Economics Letters, 1982, 10, (3-4), 285-292

1981

33. Mitigating the Effects of Multicollinearity Using Exact and Stochastic Restrictions: The Case of an Aggregate Agricultural Production Function in Thailand: Comment
    American Journal of Agricultural Economics, 1981, 63, (2), 298-300
34. Principal Components and Stein-Like Estimation
    Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, 1981, 29, (2), 243-246
35. Taxation and the Wife's Use of Time
    ILR Review, 1981, 34, (3), 426-432 View citations (1)

1980

36. Recreation Demand Equations: Functional Form and Consumer Surplus
    American Journal of Agricultural Economics, 1980, 62, (1), 136-141 View citations (18)

1979

37. Multicollinearity and the Minimax Conditions of the Bock Stein-Like Estimator
    Econometrica, 1979, 47, (1), 211-12

1978

38. Deletion Criteria for Principal Components Regression Analysis
    American Journal of Agricultural Economics, 1978, 60, (3), 524-527
39. Principal Components Estimators and Restricted Least Squares—An Alternative Perspective
    The American Economist, 1978, 22, (2), 35-39

Chapters

2012

1. The Hausman Test, and Some Alternatives, with Heteroskedastic Data
   A chapter in Essays in Honor of Jerry Hausman, 2012, pp 515-546

2010

2. Pretest Estimation in the Random Parameters Logit Model
   A chapter in Maximum Simulated Likelihood Methods and Applications, 2010, pp 107-136

2003

3. TEST STATISTICS AND CRITICAL VALUES IN SELECTIVITY MODELS
   A chapter in Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later, 2003, pp 75-105

Editor

1. Advances in Econometrics
   Emerald Group Publishing Limited