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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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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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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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Stein-like estimation and inference
Adkins, Lee Chester - 1988
Persistent link: https://www.econbiz.de/10000808869
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Monte Carlo experiments using stata : a primer with examples
Adkins, Lee Chester; Gade, Mary N. - In: 30th anniversary edition, (pp. 429-477). 2012
Persistent link: https://www.econbiz.de/10009711919
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Test statistics and critical values in selectivity models
Hill, Rufus Carter; Adkins, Lee Chester; Bender, Keith A. - In: Maximum likelihood estimation of misspecified models : …, (pp. 75-105). 2003
Persistent link: https://www.econbiz.de/10001916278
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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
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The RLS positive-part Stein estimator
Adkins, Lee Chester - In: American journal of agricultural economics 72 (1990) 3, pp. 727-730
Persistent link: https://www.econbiz.de/10001093501