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A Monte Carlo study of a generalized maximum entropy estimator of the binary choice model
Adkins, Lee Chester - 1997
Persistent link: https://www.econbiz.de/10001336464
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Finite sample moments of a bootstrap estimator of the James-Stein rule
Adkins, Lee Chester - In: Econometric reviews 11 (1992) 2, pp. 173-193
Persistent link: https://www.econbiz.de/10001128477
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Using gretl for Monte Carlo experiments
Adkins, Lee Chester - In: Journal of applied econometrics 26 (2011) 5, pp. 880-885
Persistent link: https://www.econbiz.de/10009408902
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Mean reversion and volatility of short-term London Interbank Offer Rates : an empirical comparison of competing models
Adkins, Lee Chester; Krehbiel, Timothy - In: International review of economics & finance : IREF 8 (1999) 1, pp. 45-54
Persistent link: https://www.econbiz.de/10001427823
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Mean reversion and volatility of short-term London Interbank Offer Rates : an empirical comparison of competing models
Adkins, Lee Chester; Krehbiel, Timothy - In: International review of economics & finance : IREF 8 (1999) 1, pp. 45-54
Persistent link: https://www.econbiz.de/10001427824
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Stein-like estimation and inference
Adkins, Lee Chester - 1988
Persistent link: https://www.econbiz.de/10000808869
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Improved estimators of energy models
Adkins, Lee Chester - In: Energy economics 17 (1995) 1, pp. 15-25
Persistent link: https://www.econbiz.de/10001178297
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Cointegration tests of the unbiased expectations hypothesis in metals markets
Krehbiel, Timothy L. - In: The journal of futures markets 13 (1993) 7, pp. 753-763
Persistent link: https://www.econbiz.de/10001152237
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A primer on the use of canonical forms and transformations in the linear regression model
Adkins, Lee Chester - In: The American economist : journal of Omnicron Delta … 35 (1991) 1, pp. 40-51
Persistent link: https://www.econbiz.de/10001132871
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Risk characteristics of a Stein-like estimator for the probit regression model
Adkins, Lee Chester - In: Economics letters 1 (1989), pp. 19-26
Persistent link: https://www.econbiz.de/10001068825