Lee C. Adkins Professor of Economics  Joined Oklahoma State University Faculty, 1988 A.S. Pensacola Junior College, 1978 B.S., Florida State University, 1980 M.S., Louisiana State University, 1985 Ph.D., Louisiana State University, 1988 E-mail: lee.adkins@okstate.edu Phone:  (405) 744-5196 Fax: (405) 744-5180

Vita

Click to view. (.pdf format)

Conference Papers

• On the Determinants of International Variation in Technical Efficiency: Estimates from a Frontier Production Function, with Ron Moomaw and Andreas Savvides. Presented at the Southern Economics Association Meetings. Baltimore, MD (November 1998).
• On the Determinants of Technical Efficiency in Oklahoma Schools: A Stochastic Frontier Approach, with Ron Moomaw. Presented at the Western Economics Association Meetings, Lake Tahoe, NV (June 29 - July 2, 1998).
• Bayesian Model Selection: An Application in Urban Economics, with Eric Tien and Ron Moomaw. Presented at the Southern Economics Association Meetings, New Orleans, LA (November 1999).
• Regional Technical Efficiency in Europe, with Ron Moomaw. Presented at the Western Economics Association Meetings, Vancouver, Canada (July 2000).
• Test Statistics and Critical Values in Selectivity Models, with Carter Hill and Keith Bender. Presented at the Southern Economics Association Meetings, New Orleans, LA (November 2002). More information on this paper can be found at Carter's website: click here.
• Bootstrap Inference in Heteroscedastic Sample Selection Models: A Monte Carlo Investigation, with R. Carter Hill. Presented as the Southern Economics Association Meetings, New Orleans, LA (November 2004).
• Analyzing the Technical Efficiency of School Districts, with Ron Moomaw. Presented at the Missouri Valley Economics Association Meetings, Kansas City, MO (27 October 2005).
• Small Sample Performance of Instrumental Variables Probit Estimators:  A Monte Carlo Investigation.  Presented at the Joint Statistical Meetings, Denver, CO (3 August 2008).  Presentation Slides.
• An Instrumental Variables Probit Estimator using gretl.  Presented at the Gretl Conference 2009, Bilbao Spain (28 May 2009).  Presentation Slides.
• Monte Carlo Experiments Using gretl: a primer with examples. Presented at the Gretl Conference, Torun Poland (16 June 2011).
  
• WEAI 2010 Conference:  Applied Econometrics Session papers
• Monte Carlo Experiments Using Stata. Presented at Advances in Econometrics Conference, Baton Rouge, LA (April 2012).  Slides. 
  
• Remittances and Income Diversification in Bolivia's Rural Sector, with Naneida Lazarte-Alcala, Bidisha Lahiri, and Andreas Savvides.
• RLS Stein-rule: a gretl function package

Working Papers

• Testing Parameter Signifcance in Instrumental Variables Probit Estimators: Some simulation results.
• Convergence and Short-Run Dynamics in a Currency Union, with Andreas Savvides.
• The Impact of Local Funding on the Technical Efficiency of Oklahoma Schools, with Ron Moomaw. This paper will appear in Economics Letters.
• Determinants of Technical Efficiency in Oklahoma Schools: A Stochastic Frontier Analysis, with Ron Moomaw.
• Price Risk in the NYMEX Energy Complex: an Extreme Value Approach, with Tim Krehbiel. This paper can be found at GloriaMundi.org.
• Extreme Daily Changes in U.S. Dollar London Inter-bank Offer Rates, with Tim Krehbiel. his paper can also be found at GloriaMundi.org.
• Managerial Incentives and the Use of Foreign Exchange Derivatives by Banks, with David Carter and Gary Simpson.
• Monte Carlo Experiments Using gretl:  A Primer with examples.  For links to the scripts, click here.
• Monte Carlo Experiments Using Stata: A Primer with examples.  Includes do-files and datasets.

Gretl Book

• Gretl Book (.pdf format)

Using Stata for Principles of Econometrics, 4th edition

• Website with links to do-files, data, and errata

Gretl (HANSL) scripts

• Harvey Model for multiplicative heteroskedasticity
• Hahn, Ham, and Moon's version of a Hausman test that is valid if data are heteroskedastic
• Scripts for Principles of Econometrics, 4th edition. This .zip file includes serveral useful functions.
• IVProbit AGLS script and data.
  

Other Papers

• A Monte Carlo Study of a Generalized Maximum Entropy Estimator of the Binary Choice Model
• Finite Sample Moments of a Bootstrap Estimator of the James-Stein Rule

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Page last modified 12 August, 2018.