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Lee C. Adkins

Personal Details

First Name:Lee
Middle Name:C.
Last Name:Adkins
Suffix:
RePEc Short-ID:pad136
[This author has chosen not to make the email address public]
http://www.learneconometrics.com
Terminal Degree:1988 Department of Economics; Ourso College of Business; Louisiana State University (from RePEc Genealogy)

Affiliation

Department of Economics
Spears School of Business
Oklahoma State University

Stillwater, Oklahoma (United States)
http://business.okstate.edu/ecls
RePEc:edi:deoksus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Lee C. Adkins & Melissa S. Waters & R. Carter Hill, 2015. "Collinearity Diagnostics in gretl," Economics Working Paper Series 1506, Oklahoma State University, Department of Economics and Legal Studies in Business.
  2. Lee Adkins, 2014. "Using gretl for Principles of Econometrics, 4th Edition," Economics Working Paper Series 1412, Oklahoma State University, Department of Economics and Legal Studies in Business.
  3. Lee C. Adkins, 2013. "The Restricted Least Squares Stein-Rule in gretl," Economics Working Paper Series 1305, Oklahoma State University, Department of Economics and Legal Studies in Business.
  4. Lee C. Adkins, 2011. "Monte Carlo Experiments Using gretl: A Primer," Economics Working Paper Series 1103, Oklahoma State University, Department of Economics and Legal Studies in Business.
  5. Lee C. Adkins, 2008. "Small Sample Performance of Instrumental Variables Probit Estimators: A Monte Carlo Investigation," Economics Working Paper Series 0807, Oklahoma State University, Department of Economics and Legal Studies in Business.
  6. Ron Moomaw & Lee Adkins, 2007. "Regional Technical Efficiency in Europe," Economics Working Paper Series 0709, Oklahoma State University, Department of Economics and Legal Studies in Business.
  7. Lee Adkins & R. Carter Hill, 2007. "Bootstrap Inferences in Heteroscedastic Sample Selection Models: A Monte Carlo Investigation," Economics Working Paper Series 0710, Oklahoma State University, Department of Economics and Legal Studies in Business.

Articles

  1. Naneida Regina Lazarte Alcala & Lee C. Adkins & Bidisha Lahiri & Andreas Savvides, 2014. "Remittances and income diversification in Bolivia's rural sector," Applied Economics, Taylor & Francis Journals, vol. 46(8), pages 848-858, March.
  2. Lee C. Adkins, 2011. "Using gretl for Monte Carlo experiments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(5), pages 880-885, August.
  3. Krehbiel, Tim & Adkins, Lee C., 2008. "Extreme daily changes in U.S. Dollar London inter-bank offer rates," International Review of Economics & Finance, Elsevier, vol. 17(3), pages 397-411.
  4. Lee C. Adkins & David A. Carter & W. Gary Simpson, 2007. "Managerial Incentives And The Use Of Foreign‐Exchange Derivatives By Banks," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 30(3), pages 399-413, September.
  5. Lee C. Adkins & Ronald L. Moomaw, 2007. "Analyzing the Technical Efficiency of School Districts in Oklahoma," Journal of Economic Insight, Missouri Valley Economic Association, vol. 33(2), pages 41-61.
  6. Tim Krehbiel & Lee C. Adkins, 2005. "Price risk in the NYMEX energy complex: An extreme value approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 25(4), pages 309-337, April.
  7. Lee C. Adkins & Dan S. Rickman & Abid Hameed, 2003. "Bayesian Estimation of Regional Production for CGE Modeling," Journal of Regional Science, Wiley Blackwell, vol. 43(4), pages 641-661, November.
  8. Adkins, Lee C. & Moomaw, Ronald L., 2003. "The impact of local funding on the technical efficiency of Oklahoma schools," Economics Letters, Elsevier, vol. 81(1), pages 31-37, October.
  9. Lee C. Adkins & Ronald L. Moomaw & Andreas Savvides, 2002. "Institutions, Freedom, and Technical Efficiency," Southern Economic Journal, John Wiley & Sons, vol. 69(1), pages 92-108, July.
  10. Adkins, Lee C & Krehbiel, Timothy & Hill, R Carter, 2000. "Using Cointegration Restrictions to Improve Inference in Vector Autoregressive Systems," Review of Quantitative Finance and Accounting, Springer, vol. 14(2), pages 193-208, March.
  11. Adkins, Lee C. & Krehbiel, Timothy, 1999. "Mean reversion and volatility of short-term London Interbank Offer Rates: An empirical comparison of competing models," International Review of Economics & Finance, Elsevier, vol. 8(1), pages 45-54, January.
  12. Tim Krehbiel & Lee C. Adkins, 1996. "Do systematic risk premiums persist in eurodollar futures prices?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 16(4), pages 389-403, June.
  13. Adkins, Lee C. & Eells, James B., 1995. "Improved estimators of energy models," Energy Economics, Elsevier, vol. 17(1), pages 15-25, January.
  14. Tim Krehbiel & Lee C. Adkins, 1994. "Interest rate futures: Evidence on forecast power, expected premiums, and the unbiased expectations hypothesis," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 14(5), pages 531-543, August.
  15. Tim Krehbiel & Lee C. Adkins, 1993. "Cointegration tests of the unbiased expectations hypothesis in metals markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 13(7), pages 753-763, October.
  16. Lee C. Adkins & R. Carter Hill & Bob Russell, 1991. "A Primer on the Use of Canonical Forms and Transformations in the Linear Regression Model," The American Economist, Sage Publications, vol. 35(1), pages 40-51, March.
  17. Lee C. Adkins & R. Carter Hill, 1990. "The RLS Positive-Part Stein Estimator," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 72(3), pages 727-730.
  18. Adkins, Lee C. & Hill, R. Carter, 1989. "Risk characteristics of a stein-like estimator for the probit regression model," Economics Letters, Elsevier, vol. 30(1), pages 19-26.

Chapters

  1. Lee C. Adkins & Mary N. Gade, 2012. "Monte Carlo Experiments Using Stata: A Primer with Examples," Advances in Econometrics, in: 30th Anniversary Edition, pages 429-477, Emerald Group Publishing Limited.
  2. Lee C. Adkins & Randall C. Campbell & Viera Chmelarova & R. Carter Hill, 2012. "The Hausman Test, and Some Alternatives, with Heteroskedastic Data," Advances in Econometrics, in: Essays in Honor of Jerry Hausman, pages 515-546, Emerald Group Publishing Limited.
  3. Lee C. Adkins, 2009. "An Instrumental Variables Probit Estimator Using Gretl," EHUCHAPS, in: Ignacio Díaz-Emparanza & Petr Mariel & María Victoria Esteban (ed.), Econometrics with gretl. Proceedings of the gretl Conference 2009, edition 1, chapter 4, pages 59-74, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales.
  4. R.Carter Hill & Lee C. Adkins & Keith A. Bender, 2003. "Test Statistics And Critical Values In Selectivity Models," Advances in Econometrics, in: Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later, pages 75-105, Emerald Group Publishing Limited.
  5. Lee Adkins, 1997. "A Monte Carlo Study Of A Generalized Maximum Entropy Estimator Of The Binary Choice Model," Advances in Econometrics, in: Applying Maximum Entropy to Econometric Problems, pages 183-197, Emerald Group Publishing Limited.

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ORE: Operations Research (1) 2015-11-15

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