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Lee C. Adkins

Personal Details

First Name:Lee
Middle Name:C.
Last Name:Adkins
Suffix:
RePEc Short-ID:pad136
http://www.learneconometrics.com
Terminal Degree:1988 Department of Economics; Ourso College of Business; Louisiana State University (from RePEc Genealogy)

Affiliation

Department of Economics and Legal Studies in Business
Spears School of Business
Oklahoma State University

Stillwater, Oklahoma (United States)
http://spears.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.
  5. Lee C. Adkins & Ronald L. Moomaw, 2007. "Analyzing the Technical Efficiency of School Districts in Oklahoma," Journal of Economic Insight (formerly the Journal of Economics (MVEA)), 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.
  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, Southern Economic Association, 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, . "An Instrumental Variables Probit Estimator Using Gretl," EHUCHAPS, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. 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.

    Cited by:

    1. Joanna Olbrys, 2013. "Asymmetric impact of innovations on volatility in the case of the US and CEEC-3 markets: EGARCH based approach," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 13, pages 33-50.
    2. Wieland, Thomas, 2014. "Räumliches Einkaufsverhalten und Standortpolitik im Einzelhandel unter Berücksichtigung von Agglomerationseffekten: Theoretische Erklärungsansätze, modellanalytische Zugänge und eine empirisch-ökonome," MPRA Paper 77163, University Library of Munich, Germany.
    3. Suhaeniti & Sangyub Ryu, 2013. "Gender, Middle Manager Management, And Performance: Evidence From Indonesian Public Schools," Working Papers EMS_2013_08, Research Institute, International University of Japan.
    4. Joanna Olbryœ, 2014. "Is illiquidity risk priced? The case of the Polish medium-size emerging stock market," Bank i Kredyt, Narodowy Bank Polski, vol. 45(6), pages 513-536.
    5. Riccardo Lucchetti, . "Who uses gretl? An Analysis of the SourceForge Download Data," EHUCHAPS, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales.
    6. Sabina Nowak & Joanna Olbrys, 2015. "Day-of-the-Week Effects in Liquidity on the Warsaw Stock Exchange," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 15, pages 49-69.
    7. Mihai Paunica, 2017. "Structural Analysis of the Final Consumption of Households: Evidence from Romania, Estonia and Latvia," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 7(3), pages 151-156, July.
    8. Joanna Olbrys, 2011. "ARCH Effect in Classical Market-Timing Models with Lagged Market Variable: the Case of Polish Market," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 11, pages 185-202.
    9. Joanna Olbrys & Elzbieta Majewska, 2016. "Crisis periods and contagion effects in the CEE stock markets: the influence of the 2007 US subprime crisis," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 6(2), pages 124-137.
    10. Oyewo Babajide Michael & Oyewole Oyedayo Sharon, 2014. "Financial System, Financial Inclusion and Economic development in Nigeria," International Journal of Management Sciences, Research Academy of Social Sciences, vol. 2(3), pages 139-148.
    11. Trenca Ioan & Cociuba Mihail Ioan, 2011. "Modeling Romanian Exchange Rate Evolution With Garch, Tgarch, Garch- In Mean Models," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(special), pages 299-305, July.
    12. Olbryś Joanna, 2012. "Arch Effects in Multifactor Market-Timing Models of Polish Mutual Funds," Folia Oeconomica Stetinensia, De Gruyter Open, vol. 10(2), pages 60-80, January.
    13. Federico Lampis & Ignacio Díaz-Emparanza & Anindya Banerjee, 2015. "How to use SETAR models in gretl," Computational Economics, Springer;Society for Computational Economics, vol. 46(2), pages 231-241, August.
    14. Joanna Olbrys & Elzbieta Majewska, 2014. "Implications of market frictions: serial correlations in indexes on the emerging stock markets in Central and Eastern Europe," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 1, pages 51-70.
    15. Allin Cottrell, . "Gretl: Retrospect, Design and Prospect," EHUCHAPS, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales.
    16. Olbryś Joanna & Majewska Elżbieta, 2015. "Testing Integration Effects Between the Cee and U.S. Stock Markets During the 2007–2009 Global Financial Crisis," Folia Oeconomica Stetinensia, De Gruyter Open, vol. 15(1), pages 101-113, June.
    17. 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.
    18. Zapodeanu Daniela Author & Cociuba Mihail-Ioan, 2010. "An Econometric model for the evolution of the Romanian Interbank Bid Rate (ROBID) in the context of the international financial crisis," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 3(38), pages 449-456, May.
    19. Madanlo, Lalaine & Murcia, John Vianne & Tamayo, Adrian, 2016. "Simultaneity of Crime Incidence in Mindanao," MPRA Paper 72648, University Library of Munich, Germany, revised 20 Jul 2016.

  2. 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.

    Cited by:

    1. John Gilbert & Reza Oladi, 2011. "Net Campaign Contributions, Agricultural Interests, and Votes on Liberalizing Trade with China," Working Papers 2011-02, Utah State University, Department of Economics.
    2. Eric Doviak & Sean MacDonald, 2012. "Who Defaults on their Home Mortgage?," New York Economic Review, New York State Economics Association (NYSEA), vol. 43(1), pages 75-98.
    3. Lee C. Adkins, . "An Instrumental Variables Probit Estimator Using Gretl," EHUCHAPS, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales.
    4. Christine Siew-Pyng Chong & Suresh Narayanan, 2017. "The Size and Costs of Bribes in Malaysia: An Analysis Based on Convicted Bribe Givers," Asian Economic Papers, MIT Press, vol. 16(1), pages 66-84, Winter/Sp.

  3. 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.

    Cited by:

    1. El-Osta, Hisham S., 2011. "The Impact of Human Capital on Farm Operator Household Income," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 40(1), April.
    2. Hisham S. El-Osta, 2016. "Farmland Ownership and Its Impact on the Debt Servicing Capacity Among U.S. Married-Couple Farm Households," Applied Economics and Finance, Redfame publishing, vol. 3(4), pages 190-206, November.

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.

    Cited by:

    1. López-Videla, Bruno & Machuca, Carlos Emilio, 2014. "The Effects of Remittances on Poverty at the Household Level in Bolivia: A Propensity Score Matching Approach," MPRA Paper 55201, University Library of Munich, Germany.

  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.

    Cited by:

    1. Błażejowski, Marcin & Kwiatkowski, Jacek, 2015. "Bayesian Model Averaging and Jointness Measures for gretl," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 68(i05).
    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. Yalta, A. Talha & Schreiber, Sven, 2012. "Random Number Generation in gretl," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 50(c01).

  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.

    Cited by:

    1. Olson, Eric & Miller, Scott & Wohar, Mark E., 2012. "“Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1339-1357.
    2. Marco Rocco, 2011. "Extreme value theory for finance: a survey," Questioni di Economia e Finanza (Occasional Papers) 99, Bank of Italy, Economic Research and International Relations Area.

  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.

    Cited by:

    1. Belkhir, Mohamed & Boubaker, Sabri, 2013. "CEO inside debt and hedging decisions: Lessons from the U.S. banking industry," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 24(C), pages 223-246.
    2. Akhigbe, Aigbe & Makar, Stephen & Wang, Li & Whyte, Ann Marie, 2018. "Interest rate derivatives use in banking: Market pricing implications of cash flow hedges," Journal of Banking & Finance, Elsevier, vol. 86(C), pages 113-126.
    3. Liu, Qi & Sun, Bo, 2015. "Managerial compensation under privately-observed hedging and earnings management," Economics Letters, Elsevier, vol. 137(C), pages 1-4.
    4. 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.
    5. Deng, Saiying & Elyasiani, Elyas & Mao, Connie X., 2017. "Derivatives-hedging, risk allocation and the cost of debt: Evidence from bank holding companies," The Quarterly Review of Economics and Finance, Elsevier, vol. 65(C), pages 114-127.
    6. Nobuyuki Isagawa & Satoru Yamaguchi & Tadayasu Yamashita, 2010. "Debt Forgiveness And Stock Price Reaction Of Lending Banks: Theory And Evidence From Japan," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 33(3), pages 267-287.
    7. Dewally, Michaël & Shao, Yingying, 2013. "Financial derivatives, opacity, and crash risk: Evidence from large US banks," Journal of Financial Stability, Elsevier, vol. 9(4), pages 565-577.
    8. Mun, Kyung-Chun, 2016. "Hedging bank market risk with futures and forwards," The Quarterly Review of Economics and Finance, Elsevier, vol. 61(C), pages 112-125.
    9. Dawood Ashraf & Yener Altunbas & John Goddard, 2007. "Who Transfers Credit Risk? Determinants of the Use of Credit Derivatives by Large US Banks," The European Journal of Finance, Taylor & Francis Journals, vol. 13(5), pages 483-500.
    10. Lee C. Adkins, . "An Instrumental Variables Probit Estimator Using Gretl," EHUCHAPS, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales.
    11. Belkhir, Mohamed, 2013. "Do subordinated debt holders discipline bank risk-taking? Evidence from risk management decisions," Journal of Financial Stability, Elsevier, vol. 9(4), pages 705-719.
    12. Krapl, Alain A. & White, Reilly S., 2016. "Executive pensions, risk-shifting, and foreign exchange exposure," Research in International Business and Finance, Elsevier, vol. 38(C), pages 376-392.

  5. 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.

    Cited by:

    1. Guo, Zi-Yi, 2017. "Models with Short-Term Variations and Long-Term Dynamics in Risk Management of Commodity Derivatives," EconStor Preprints 167619, ZBW - German National Library of Economics.
    2. Youssef, Manel & Belkacem, Lotfi & Mokni, Khaled, 2015. "Value-at-Risk estimation of energy commodities: A long-memory GARCH–EVT approach," Energy Economics, Elsevier, vol. 51(C), pages 99-110.
    3. Herrera, Rodrigo & Rodriguez, Alejandro & Pino, Gabriel, 2017. "Modeling and forecasting extreme commodity prices: A Markov-Switching based extreme value model," Energy Economics, Elsevier, vol. 63(C), pages 129-143.
    4. Marco Rocco, 2011. "Extreme value theory for finance: a survey," Questioni di Economia e Finanza (Occasional Papers) 99, Bank of Italy, Economic Research and International Relations Area.
    5. Kostas Andriosopoulos & Nikos Nomikos, 2012. "Risk management in the energy markets and Value-at-Risk modelling: a Hybrid approach," RSCAS Working Papers 2012/47, European University Institute.
    6. He, Angela W.W. & Kwok, Jerry T.K. & Wan, Alan T.K., 2010. "An empirical model of daily highs and lows of West Texas Intermediate crude oil prices," Energy Economics, Elsevier, vol. 32(6), pages 1499-1506, November.
    7. Nicolas Merener, 2016. "Concentrated Production and Conditional Heavy Tails in Commodity Returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(1), pages 46-65, January.
    8. Vêlayoudom Marimoutou & Bechir Raggad & Abdelwahed Trabelsi, 2006. "Extreme Value Theory and Value at Risk : Application to Oil Market," Working Papers halshs-00410746, HAL.

  6. 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.

    Cited by:

    1. Gilmartin, Michelle & Learmonth, David & McGregor, Peter G & Swales, J Kim & Turner, Karen, 2011. "Regional Policy Spillovers: The National Impact of Demand-Side Policy in an Interregional Model of the UK Economy," Stirling Economics Discussion Papers 2011-46, University of Stirling, Division of Economics.
    2. Luc Bauwens & Dimitris Korobilis, 2013. "Bayesian methods," Chapters,in: Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 16, pages 363-380 Edward Elgar Publishing.
    3. Mark Partridge & Dan Rickman, 2010. "Computable General Equilibrium (CGE) Modelling for Regional Economic Development Analysis," Regional Studies, Taylor & Francis Journals, vol. 44(10), pages 1311-1328.
    4. Hendrik Wolff & Thomas Heckelei & Ron C. Mittelhammer, 2004. "Imposing Curvature and Monotonicity on Flexible Functional Forms: An Efficient Regional Approach," Econometric Society 2004 North American Summer Meetings 450, Econometric Society.
    5. Dan S. Rickman, 2010. "Modern Macroeconomics And Regional Economic Modeling," Journal of Regional Science, Wiley Blackwell, vol. 50(1), pages 23-41.
    6. Euijune Kim & Geoffrey Hewings & Chowoon Hong, 2004. "An Application of an Integrated Transport Network- Multiregional CGE Model: a Framework for the Economic Analysis of Highway Projects," Economic Systems Research, Taylor & Francis Journals, vol. 16(3), pages 235-258.
    7. Lecca, Patrizio & Swales, Kim & Turner, Karen, 2011. "An investigation of issues relating to where energy should enter the production function," Economic Modelling, Elsevier, vol. 28(6), pages 2832-2841.
    8. Wolff, Hendrik & Heckelei, Thomas & Mittelhammer, Ronald C., 2004. "Imposing Monotonicity And Curvature On Flexible Functional Forms," 2004 Annual meeting, August 1-4, Denver, CO 20256, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    9. Ha, Soo Jung & Lange, Ian & Lecca, Patrizio & Turner, Karen, 2012. "Econometric estimation of nested production functions and testing in a computable general equilibrium analysis of economy-wide rebound effec ts," Stirling Economics Discussion Papers 2012-08, University of Stirling, Division of Economics.
    10. Qin Jin & Xiangzheng Deng & Zhan Wang & Chenchen Shi & Xing Li, 2014. "Analysis and Projection of the Relationship between Industrial Structure and Land Use Structure in China," Sustainability, MDPI, Open Access Journal, vol. 6(12), pages 1-28, December.

  7. 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.

    Cited by:

    1. Todd Nesbit & Joseph Palardy, 2007. "Traditional public schools versus charter schools: a comparison of technical efficiency," Economics Bulletin, AccessEcon, vol. 9(9), pages 1-10.
    2. Torberg Falch & Astrid Marie Jorde Sandsør & Bjarne Strøm, 2017. "Do Smaller Classes Always Improve Students’ Long-run Outcomes?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(5), pages 654-688, October.
    3. Bhaumik, Sumon K. & Dimova, Ralitza, 2011. "Good and Bad Institutions: Is the Debate Over? Cross-Country Firm-Level Evidence from the Textile Industry," IZA Discussion Papers 5471, Institute for the Study of Labor (IZA).
    4. Pierre-Guillaume Méon & Laurent Weill, 2004. "Does better governance foster efficiency? An aggregate frontier analysis," Economics of Governance, Springer, vol. 6(1), pages 75-90, January.
    5. Millimet, Daniel L. & Collier, Trevor, 2008. "Efficiency in public schools: Does competition matter?," Journal of Econometrics, Elsevier, vol. 145(1-2), pages 134-157, July.
    6. B. Brorsen & Taeyoon Kim, 2013. "Data aggregation in stochastic frontier models: the closed skew normal distribution," Journal of Productivity Analysis, Springer, vol. 39(1), pages 27-34, February.

  8. Lee C. Adkins & Ronald L. Moomaw & Andreas Savvides, 2002. "Institutions, Freedom, and Technical Efficiency," Southern Economic Journal, Southern Economic Association, vol. 69(1), pages 92-108, July.

    Cited by:

    1. Thompson, Herbert Jr. & Garbacz, Christopher, 2007. "Mobile, fixed line and Internet service effects on global productive efficiency," Information Economics and Policy, Elsevier, vol. 19(2), pages 189-214, June.
    2. Gregory Brock & Constantin Ogloblin, 2014. "Another look at technical efficiency in American states, 1979–2000," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 53(2), pages 577-590, September.
    3. Heru Margono & Subhash Sharma & Kevin Sylwester & Usama Al-Qalawi, 2009. "Technical efficiency and productivity analysis in Indonesian provincial economies," Applied Economics, Taylor & Francis Journals, vol. 43(6), pages 663-672.
    4. Joshua C. Hall & Russell S. Sobel & George R. Crowley, 2010. "Institutions, Capital, and Growth," Working Papers 10-15, Department of Economics, West Virginia University.
    5. Pierre-Guillaume Méon & Laurent Weill & Friedrich Schneider, 2011. "Does taking the shadow economy into account matter when measuring aggregate efficiency?," ULB Institutional Repository 2013/103502, ULB -- Universite Libre de Bruxelles.
    6. Méon, Pierre-Guillaume & Weill, Laurent, 2010. "Does financial intermediation matter for macroeconomic performance?," Economic Modelling, Elsevier, vol. 27(1), pages 296-303, January.
    7. Méon, Pierre-Guillaume & Weill, Laurent, 2010. "Is Corruption an Efficient Grease?," World Development, Elsevier, vol. 38(3), pages 244-259, March.
    8. M.Ellman., 2010. "What Did The Study of The Soviet Economy Contribute to Mainstream Economics?," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 3.
    9. Gheeraert, Laurent & Weill, Laurent, 2015. "Does Islamic banking development favor macroeconomic efficiency? Evidence on the Islamic finance-growth nexus," Economic Modelling, Elsevier, vol. 47(C), pages 32-39.
    10. Md. Shakib Hossain, 2016. "Foreign Direct Investment, Economic Freedom and Economic Growth: Evidence from Developing Countries," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(11), pages 200-214, November.
    11. Miletkov, Mihail & Wintoki, M. Babajide, 2012. "Financial development and the evolution of property rights and legal institutions," Emerging Markets Review, Elsevier, vol. 13(4), pages 650-673.
    12. Drine, Imed, 2012. "Institutions, governance and technology catch-up in North Africa," Economic Modelling, Elsevier, vol. 29(6), pages 2155-2162.
    13. Mon-Chi Lio & Jin-Li Hu, 2009. "Governance and Agricultural Production Efficiency: A Cross-Country Aggregate Frontier Analysis," Journal of Agricultural Economics, Wiley Blackwell, vol. 60(1), pages 40-61.
    14. Pierre-Guillaume Méon & Laurent Weill, 2006. "Does financial intermediation matter for macroeconomic efficiency?," DULBEA Working Papers 06-13.RS, ULB -- Universite Libre de Bruxelles.
    15. Yves Kuhry & Laurent Weill, 2010. "Financial intermediation and macroeconomic efficiency," Applied Financial Economics, Taylor & Francis Journals, vol. 20(15), pages 1185-1193.
    16. Weill, Laurent, 2006. "On the consistency of aggregate production frontiers," European Journal of Operational Research, Elsevier, vol. 172(1), pages 326-333, July.
    17. Pierre-Guillaume Méon & Laurent Weill, 2004. "Does better governance foster efficiency? An aggregate frontier analysis," Economics of Governance, Springer, vol. 6(1), pages 75-90, January.
    18. Sharma, Subhash C. & Sylwester, Kevin & Margono, Heru, 2007. "Decomposition of total factor productivity growth in U.S. states," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(2), pages 215-241, May.
    19. Nathan J. Ashby, 2007. "Economic Freedom and Migration Flows between U.S. States," Southern Economic Journal, Southern Economic Association, vol. 73(3), pages 677-697, January.
    20. Caetano, José & Caleiro, António, 2009. "Economic Freedom and Foreign Direct Investment -- How different are the MENA countries from the EU?," EconStor Preprints 144148, ZBW - German National Library of Economics.
    21. Doucouliagos, Chris & Ulubasoglu, Mehmet Ali, 2006. "Economic freedom and economic growth: Does specification make a difference?," European Journal of Political Economy, Elsevier, vol. 22(1), pages 60-81, March.
    22. Heckelman, Jac C. & Stroup, Michael D., 2005. "A comparison of aggregation methods for measures of economic freedom," European Journal of Political Economy, Elsevier, vol. 21(4), pages 953-966, December.
    23. Fan Zhang & Joshua Hall & Feng Yao, 2017. "Does Economic Freedom Affect The Production Frontier? A Semiparametric Approach With Panel Data," Working Papers 17-27, Department of Economics, West Virginia University.
    24. Hatice KÜÇÜKKAYA, 2017. "EUREFE’17 International Conference," Turkish Economic Review, KSP Journals, vol. 4(3), pages 343-344, September.
    25. Nicholas Apergis, 2015. "Economic freedom and income inequality: further evidence from 58 countries in the long-run," Financial Theory and Practice, Institute of Public Finance, vol. 39(4), pages 349-370.
    26. Качалов Георгий Валентинович, 2015. "Роль Человеческого Капитала В Становлении Эффективной Экономики," Creative Economy Креативная экономика, CyberLeninka;Общество с ограниченной ответственностью Издательство «Креативная экономика», vol. 9(2), pages 149-160.
    27. Salinas-Jimenez, M del Mar & Salinas-Jimenez, Javier, 2007. "Corruption, efficiency and productivity in OECD countries," Journal of Policy Modeling, Elsevier, vol. 29(6), pages 903-915.
    28. Fung, Michael K., 2009. "Financial development and economic growth: Convergence or divergence?," Journal of International Money and Finance, Elsevier, vol. 28(1), pages 56-67, February.
    29. Balcombe, Kelvin George & Doucouliagos, Hristos & Fraser, Iain, 2007. "Input usage, output mix and industry deregulation: an analysis of the Australian dairy manufacturing industry," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 51(2), June.
    30. Kuloglu, Ayhan & Lobont, Oana-Ramona & Topcu, Mert, 2012. "A question of causality between political corruption, economic freedom and economic growth in Europe," MPRA Paper 40365, University Library of Munich, Germany.
    31. Kešeljević, Aleksandar & Spruk, Rok, 2013. "Global distribution and dynamics of economic freedom: Non-parametric approach," Economic Modelling, Elsevier, vol. 33(C), pages 560-571.
    32. Leonardo Becchetti & Nada Kobeissi, 2010. "Role of Governance and Institutional Environment in Affecting Cross Border M&As, Alliances and Project Financing: Evidence from Emerging Markets," CEIS Research Paper 156, Tor Vergata University, CEIS, revised 28 May 2010.
    33. Shaik, Saleem & Allen, Albert J. & Myles, Albert E. & Yeboah, Osei-Agyeman, 2008. "Importance of Financial Variables on Efficiency of Class I Railroads in the United States," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas 6874, Southern Agricultural Economics Association.
    34. Azman-Saini, W.N.W. & Baharumshah, Ahmad Zubaidi & Law, Siong Hook, 2010. "Foreign direct investment, economic freedom and economic growth: International evidence," Economic Modelling, Elsevier, vol. 27(5), pages 1079-1089, September.
    35. Jana Votápková & Milan Žák, 2013. "Institutional Efficiency of Selected EU & OECD Countries Using Dea-Like Approach," Prague Economic Papers, University of Economics, Prague, vol. 2013(2), pages 206-223.
    36. Mccannon, Bryan C., 2014. "Trust, reciprocity, and a preference for economic freedom: experimental evidence," Journal of Institutional Economics, Cambridge University Press, vol. 10(03), pages 451-470, September.
    37. Gregory Brock, 2010. "Growth in Russia's federal districts, 1994-2003," Post-Communist Economies, Taylor & Francis Journals, vol. 22(1), pages 19-31.
    38. Du, Huibin & Matisoff, Daniel C. & Wang, Yangyang & Liu, Xi, 2016. "Understanding drivers of energy efficiency changes in China," Applied Energy, Elsevier, vol. 184(C), pages 1196-1206.
    39. Chortareas, Georgios E. & Girardone, Claudia & Ventouri, Alexia, 2013. "Financial freedom and bank efficiency: Evidence from the European Union," Journal of Banking & Finance, Elsevier, vol. 37(4), pages 1223-1231.
    40. Sophia P. Dimelis & Sotiris K. Papaioannou, 2011. "Technical Efficiency and the Role of ICT: A Comparison of Developed and Developing Countries," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(0), pages 40-53, July.
    41. Pierre-Guillaume Méon & Khalid Sekkat & Laurent Weill, 2009. "Institutional Changes Now And Benefits Tomorrow: How Soon Is Tomorrow?," Economics and Politics, Wiley Blackwell, vol. 21(2), pages 319-357, July.
    42. Ma Salinas-Jiménez & Javier Salinas-Jiménez, 2011. "Corruption and total factor productivity: level or growth effects?," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 10(2), pages 109-128, August.
    43. Jac C. Heckelman & Stephen Knack, 2009. "Aid, Economic Freedom, And Growth," Contemporary Economic Policy, Western Economic Association International, vol. 27(1), pages 46-53, January.

  9. 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.

    Cited by:

    1. Roland Füss & Denis Schweizer, 2012. "Short and long-term interactions between venture capital returns and the macroeconomy: evidence for the United States," Review of Quantitative Finance and Accounting, Springer, vol. 38(3), pages 391-410, April.

  10. 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.

    Cited by:

    1. Huang, J. & Kobayashi, M. & McAleer, M.J., 2011. "Testing the Box-Cox Parameter for an Integrated Process," Econometric Institute Research Papers EI 2010-77, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    2. Huang, Jian & Kobayashi, Masahito & McAleer, Michael, 2012. "Testing for the Box–Cox parameter for an integrated process," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 83(C), pages 1-9.
    3. Jian Huang & Masahito Kobayashi & Michael McAleer, 2009. "Testing the Box-Cox Parameter in an Integrated Process," CIRJE F-Series CIRJE-F-661, CIRJE, Faculty of Economics, University of Tokyo.
    4. Nowman, Khalid Ben, 2010. "Modelling the UK and Euro yield curves using the Generalized Vasicek model: Empirical results from panel data for one and two factor models," International Review of Financial Analysis, Elsevier, vol. 19(5), pages 334-341, December.
    5. B. Stehlikova & D. Sevcovic, 2008. "On non-existence of a one factor interest rate model for volatility averaged generalized Fong-Vasicek term structures," Papers 0811.0473, arXiv.org.

  11. 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.

    Cited by:

    1. 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.

  12. Adkins, Lee C. & Eells, James B., 1995. "Improved estimators of energy models," Energy Economics, Elsevier, vol. 17(1), pages 15-25, January.

    Cited by:

    1. Zhang, Xinyu & Chen, Ti & Wan, Alan T.K. & Zou, Guohua, 2009. "Robustness of Stein-type estimators under a non-scalar error covariance structure," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2376-2388, November.
    2. Magnus, Jan R. & Wan, Alan T.K. & Zhang, Xinyu, 2011. "Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market," Computational Statistics & Data Analysis, Elsevier, vol. 55(3), pages 1331-1341, March.

  13. 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.

    Cited by:

    1. Ying-Foon Chow, 2001. "Arbitrage, Risk Premium, and Cointegration Tests of the Efficiency of Futures Markets," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 28(5-6), pages 693-713.
    2. Kleimeier, Stefanie & Sander, Harald, 2006. "Expected versus unexpected monetary policy impulses and interest rate pass-through in euro-zone retail banking markets," Journal of Banking & Finance, Elsevier, vol. 30(7), pages 1839-1870, July.
    3. 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.
    4. Kleimeier Stefanie & Sander Harald, 2004. "Expected versus Unexpected Monetary Policy Impulses and Interest Rate Pass-Through in Eurozone Retail Banking," Research Memorandum 001, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    5. Bernoth, Kerstin & von Hagen, Jürgen, 2003. "The performance of the Euribor futures market: Effficiency and the impact of ECB policy announcements," ZEI Working Papers B 27-2003, University of Bonn, ZEI - Center for European Integration Studies.
    6. Yin-Wong Cheung & Hung-Gay Fung, 1997. "Information Flows Between Eurodollar Spot and Futures Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 1(4), pages 255-271, December.

  14. 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.

    Cited by:

    1. Ying-Foon Chow, 2001. "Arbitrage, Risk Premium, and Cointegration Tests of the Efficiency of Futures Markets," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 28(5-6), pages 693-713.
    2. An-Sing Chen & James Wuh Lin, 2004. "Cointegration and detectable linear and nonlinear causality: analysis using the London Metal Exchange lead contract," Applied Economics, Taylor & Francis Journals, vol. 36(11), pages 1157-1167.
    3. Nidhi Choudhary & Girish K. Nair & Harsh Purohit, 2015. "Volatility In Copper Prices In India," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 10(02), pages 1-26, December.
    4. Jerry Coakley & Jian Dollery & Neil Kellard, 2011. "Long memory and structural breaks in commodity futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 31(11), pages 1076-1113, November.
    5. 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.
    6. Jabir Ali & Kriti Bardhan Gupta, 2011. "Efficiency in agricultural commodity futures markets in India: Evidence from cointegration and causality tests," Agricultural Finance Review, Emerald Group Publishing, vol. 71(2), pages 162-178, August.
    7. Bekiros, Stelios D. & Diks, Cees G.H., 2008. "The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality," Energy Economics, Elsevier, vol. 30(5), pages 2673-2685, September.
    8. Sepideh Dolatabadi & Morten Ørregaard Nielsen & Ke Xu, 2014. "A fractionally cointegrated VAR analysis of price discovery in commodity futures markets," CREATES Research Papers 2014-24, Department of Economics and Business Economics, Aarhus University.
    9. Yoon, Byung-Sam & Brorsen, B. Wade, 2000. "Rollover Hedging," 2000 Conference, April 17-18 2000, Chicago, Illinois 18938, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    10. Manolis Kavussanos & Ilias Visvikis & David Menachof, 2005. "The Unbiasedness Hypothesis in the Freight Forward Market: Evidence from Cointegration Tests," Review of Derivatives Research, Springer, vol. 7(3), pages 241-266, October.
    11. Richard Heaney, 1998. "A Test of the cost‐of‐carry relationship using the London Metal Exchange lead contract," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 18(2), pages 177-200, April.
    12. Clinton Watkins & Michael McAleer, 2003. "Pricing of Non-ferrous Metals Futures on the London Metal Exchange," CIRJE F-Series CIRJE-F-213, CIRJE, Faculty of Economics, University of Tokyo.
    13. Robert Czudaj & Joscha Beckmann, 2012. "Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test," Economics Bulletin, AccessEcon, vol. 32(2), pages 1695-1707.
    14. Joakim Westerlund & Paresh Narayan, 2013. "Testing the Efficient Market Hypothesis in Conditionally Heteroskedastic Futures Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 33(11), pages 1024-1045, November.
    15. Heaney, Richard, 2002. "Does knowledge of the cost of carry model improve commodity futures price forecasting ability?: A case study using the London Metal Exchange lead contract," International Journal of Forecasting, Elsevier, vol. 18(1), pages 45-65.
    16. Li, Jia & Hanrahan, Kevin F. & McErlean, Seamus, 2004. "The Efficiency Of The Futures Market For Agricultural Commodities In The Uk," 2004 Annual meeting, August 1-4, Denver, CO 20203, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    17. Riza Emekter & Benjamas Jirasakuldech & Peter Went, 2012. "Rational speculative bubbles and commodities markets: application of duration dependence test," Applied Financial Economics, Taylor & Francis Journals, vol. 22(7), pages 581-596, April.
    18. Donald Lien & Keshab Shrestha, 2005. "Estimating the optimal hedge ratio with focus information criterion," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 25(10), pages 1011-1024, October.
    19. Ahmed A. A. Khalifa & Hong Miao & Sanjay Ramchander, 2011. "Return distributions and volatility forecasting in metal futures markets: Evidence from gold, silver, and copper," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 31(1), pages 55-80, January.
    20. Watkins, Clinton & McAleer, Michael, 2002. "Cointegration analysis of metals futures," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 59(1), pages 207-221.

  15. 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.

    Cited by:

    1. 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.
    2. Kazuhiro Ohtani, 1998. "An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 7(2), pages 361-376, December.

  16. 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.

    Cited by:

    1. 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.
    2. Adkins, Lee C. & Eells, James B., 1995. "Improved estimators of energy models," Energy Economics, Elsevier, vol. 17(1), pages 15-25, January.
    3. Kim, Minbo & CarterHill, R., 1995. "Shrinkage estimation in nonlinear regression The Box-Cox transformation," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 1-33.
    4. S. K. Sapra, 2003. "Pre-test estimation in Poisson regression model," Applied Economics Letters, Taylor & Francis Journals, vol. 10(9), pages 541-543.
    5. Ahmed, S. Ejaz & Nicol, Christopher J., 2012. "An application of shrinkage estimation to the nonlinear regression model," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3309-3321.

Chapters

  1. Lee C. Adkins, . "An Instrumental Variables Probit Estimator Using Gretl," EHUCHAPS, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales.

    Cited by:

    1. Rieckmann, Johannes, 2015. "Determinants of drinking water treatment and hygiene habits in provincial towns in Yemen," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113183, Verein für Socialpolitik / German Economic Association.
    2. Eric Doviak & Sean MacDonald, 2012. "Who Defaults on their Home Mortgage?," New York Economic Review, New York State Economics Association (NYSEA), vol. 43(1), pages 75-98.
    3. Gurgul, Henryk & Lach, Łukasz, 2012. "Political instability and economic growth: Evidence from two decades of transition in CEE," MPRA Paper 37792, University Library of Munich, Germany.

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NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers 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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