Details about Lee C. Adkins

Access statistics for papers by Lee C. Adkins.

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Short-id: pad136

Working Papers

2015

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

2014

2. Using gretl for Principles of Econometrics, 4th Edition
   Economics Working Paper Series, Oklahoma State University, Department of Economics and Legal Studies in Business View citations (22)

2013

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

2011

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

2008

5. 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 View citations (6)

2007

6. 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)
7. Regional Technical Efficiency in Europe
   Economics Working Paper Series, Oklahoma State University, Department of Economics and Legal Studies in Business

Journal Articles

2014

1. Remittances and income diversification in Bolivia's rural sector
   Applied Economics, 2014, 46, (8), 848-858 View citations (4)

2011

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

2008

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

2007

4. Analyzing the Technical Efficiency of School Districts in Oklahoma
   Journal of Economic Insight, 2007, 33, (2), 41-61
5. MANAGERIAL INCENTIVES AND THE USE OF FOREIGN‐EXCHANGE DERIVATIVES BY BANKS
   Journal of Financial Research, 2007, 30, (3), 399-413 View citations (20)

2005

6. Price risk in the NYMEX energy complex: An extreme value approach
   Journal of Futures Markets, 2005, 25, (4), 309-337 View citations (24)

2003

7. Bayesian Estimation of Regional Production for CGE Modeling
   Journal of Regional Science, 2003, 43, (4), 641-661 View citations (11)
8. The impact of local funding on the technical efficiency of Oklahoma schools
   Economics Letters, 2003, 81, (1), 31-37 View citations (9)

2002

9. Institutions, Freedom, and Technical Efficiency
   Southern Economic Journal, 2002, 69, (1), 92-108 View citations (12)

2000

10. 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

11. 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 View citations (6)

1996

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

1995

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

1994

14. Interest rate futures: Evidence on forecast power, expected premiums, and the unbiased expectations hypothesis
    Journal of Futures Markets, 1994, 14, (5), 531-543 View citations (7)

1993

15. Cointegration tests of the unbiased expectations hypothesis in metals markets
    Journal of Futures Markets, 1993, 13, (7), 753-763 View citations (27)

1991

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

1990

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

1989

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

Chapters

2012

1. Monte Carlo Experiments Using Stata: A Primer with Examples
   A chapter in 30th Anniversary Edition, 2012, pp 429-477
2. The Hausman Test, and Some Alternatives, with Heteroskedastic Data
   A chapter in Essays in Honor of Jerry Hausman, 2012, pp 515-546

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

1997

4. A MONTE CARLO STUDY OF A GENERALIZED MAXIMUM ENTROPY ESTIMATOR OF THE BINARY CHOICE MODEL
   A chapter in Applying Maximum Entropy to Econometric Problems, 1997, pp 183-197

Undated

5. An Instrumental Variables Probit Estimator Using Gretl
   Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales View citations (6)