LEE ADKINS

Department of Economics
Professor

235 BUSINESS
STILLWATER, OK 74078
Phone: 405-744-5196

lee.adkins@okstate.edu

Professional Website

Curriculum Vitae

Biography

Lee Adkins' research explores various topics in biased estimation and hypothesis testing. He has also worked with others in economics, finance, accounting and management on various applied studies. His research appears in scholarly journals that include the American Journal of Agricultural Economics, Econometric Reviews, the Southern Economic Journal, National Tax Journal, Communications in Statistics, the Journal of Statistical Computation and Simulation, the Journal of Futures Markets, Economics Letters, Advances in Econometrics, the Journal of Financial Research, the Journal of Regional Science, Applied Economics, the Journal of Applied Econometrics, and others. He has coauthored with R. Carter Hill two editions of "Using Stata for Principles of Econometrics" and authored "Using gretl for Principles of Econometrics," which is in use world-wide.

Education

• Ph D, Louisiana State University, Economics, 1988
• MS, Louisiana State University, Economics, 1985
• BS, Florida State University, Marketing, 1980
• Other, Pensacola Junior College, General Studies, 1978

Publications

• Lee C Adkins. (2022). "Weak Identification in Nonlinear Econometric Models". Baton Rouge, LA : E-Journal of Business & Economic Issues. (XVII), III, 24. 2158-303X.
• Lee Adkins. (2022). "RLSStein 1.1". Gnu Regression, Econometrics and Time-series Library.
• Lee Adkins. (2018). "Using Gretl for Principles of Econometrics, 5th edition". Open Source: . 730.
• Lee Adkins and R. Carter Hill. (2018). "Using Stata for Principles of Econometrics, 5th edition". Hoboken, NJ: John Wiley & Sons. 792. 978-1-119-46324-5.
• Naneida Lazarte-Alcala, Lee Adkins, Bidisha Lahiri, and Andreas Savvides. (2014). "Remittances and Income Diversification Strategy for Bolivia's Rural Sector". Applied Economics. (46), 8, 848–858.
• Lee Adkins and Mary Gade. (2013). "Monte Carlo Experiments Using Stata: A Primer with Examples". Advances in Econometrics. (30), 978-1-78190-309-4.
• Lee Adkins, Randall C Campbell, Viera Chmelarova, R. Carter Hill, and . (2012). "The Hausman Test, and Some Alternatives, with Heteroskedastic Data". Advances In Econometrics: Essays in Honor of Jerry Hausman. (29),
• Lee Adkins and Hill R. Carter. (2012). "Using STATA for Principles of Econometrics, 4th edition". John Wiley & Sons. 978-1-11803208-4.
• Lee Adkins. (2012). "Testing Parameter Significance in Instrumental Variables Probit Estimators: Some simulation results". Journal of Statistical Computation and Simulation. (82), 10, 1415-1436.
• Lee Adkins. (2011). "Using Gretl for Monte Carlo Experiments". Journal of Applied Econometrics. (26), 880-885.
• Lee Adkins. (2011). "Using GRETL for Principles of Econometrics, 4th edition". http://www.learneconometrics.com/gretl/using_gretl_for_POE4.pdf. 488.
• Lee Adkins and Andreas Savvides. (2010). "Convergence and the Short-Run Dynamics of Prices in a Currency Union". E-Journal of Business and Economic Issues. (5), 2,
• Lee Adkins. (2009). "An Instrumental Variables Probit Estimator Using GRETL". http://econpapers.repec.org/bookchap/ehuehuboo/01.htm: EHUBOOKS -- Universidad del Pais Vasco. 978-84-692-2600-1.
• Tim Krehbiel and Lee Adkins. (2008). "Extreme Daily Changes in U.S. Dollar London Interbank Offer Rates". International Review of Economics and Finance. (17), 3, 397-441.
• Lee Adkins. (2008). "Small Sample Properties of Instrumental Variables Probit Estimators: A Monte Carlo Investigation". Alexandria VA: JSM Proceedings, American Statistical Association.
• Lee Adkins. (2008). "Using GRETL for Principles of Econometrics". www.learneconometrics.com/gretl/ebook.pdf. 3rd, 379.
• Lee Adkins and R.C. Hill. (2008). "Using Stata for Principles of Econometrics". John Wiley & Sons. 3rd, 459. 978-0-470-18546.
• Lee Adkins and Ron Moomaw. (2007). "Analyzing the Technical Efficiency of Oklahoma Schools". The Journal of Economics. (23), 2, 41-61.
• Lee Adkins, David Carter, and Gary Simpson. (2007). "Managerial Incentives and Use of Foreign-Exchange Derivative Usage by Banks". Journal of Financial Research. (30), 399-413.
• Lee Adkins and Tim Krehbiel. (2005). "Price Risk in the NYMEX Energy Complex: An Extreme Value Approach". The Journal of Futures Markets. (48), 309-337.
• Lee Adkins, Dan Rickman, and Abid Hameed. (2003). "Bayesian Estimation of Production for Regional CGE Modeling". Journal of Regional Science. (43), 4, 641-661.
• Lee Adkins and Ron Moomaw. (2003). "The Impact of Local Funding on the Technical Efficiency of Oklahoma Schools". Economics Letters. (81), 31-37.
• Lee Adkins, Ron Moomaw, and . (2002). "Institutions, Freedom, and Technical Efficiency". Southern Economic Journal. (69), 92-108.
• Tim Krehbiel and Lee Adkins. (2000). "Using Cointegration Restrictions to Improve Inference in Vector Autoregressive Systems". Review of Quantitative Finance and Accounting. (14), 193-208.
• Tim Krehbiel, Lee Adkins, and . (1999). "Mean Reversion and Volatility of Short-Term LIBORs: An Empirical Comparison of Competing Models". International Review of Economics and Finance. (8), 1, 46-54.
• Tim Krehbiel and Lee Adkins. (1996). "Do Systematic Risk Premiums Persist in Eurodollar Future Prices?". Journal of Futures Markets. (16), 4, 389-403.
• Tim Krehbiel and Lee Adkins. (1994). "Interest Rate Futures: Evidence on Forecast Power, Expected Premiums, and the Unbiased Expectations Hypothesis". Journal of Futures Markets. (14), 5, 531-544.
• Tim Krehbiel and Lee Adkins. (1993). "Cointegration Tests of the Unbiased Expectations Hypothesis in Metals Markets". Journal of Futures Markets. (13), 7, 753-63.
• Mary Gade and Lee Adkins. (1990). "Tax Exporting and State Revenue Structures". National TaxJournal. 39-52.