James McDonald

Names

Identifer

Contact

Affiliations

• Brigham Young University / Department of Economics
  • EDIRC entry
  • location:

Research profile

author of:

• Risky Loss Distributions and Modeling the Loss Reserve Pay-out Tail
  Review of Applied Economics, Lincoln University, Department of Financial and Business Systems (2007)
  by Cummins, J. David & McDonald, James B. & Merrill, Craig
  (ReDIF-article, ags:reapec:50154)
• A Flexible Parametric Garch Model With An Application To Exchange Rates
  Economics Research Institute, ERI Study Papers, Utah State University, Economics Department (1998)
  by Wang, Kai-Li & Fawson, Christopher B. & Barrett, Christopher B. & McDonald, James B.
  (ReDIF-paper, ags:usuesp:28355)
• Distributional Characteristics: Just a Few More Moments
  The American Statistician, American Statistical Association (2011)
  by McDonald, James B. & Turley, Patrick
  (ReDIF-article, bes:amstat:v:65:i:2:y:2011:p:96-103)
• Estimating Aggregate Automotive Income Elasticities from the Population Income-Share Elasticity
  Journal of Business & Economic Statistics, American Statistical Association (1993)
  by Bordley, Robert F & McDonald, James B
  (ReDIF-article, bes:jnlbes:v:11:y:1993:i:2:p:209-14)
• Instrumental Variables Estimation With Flexible Distributions
  Journal of Business & Economic Statistics, American Statistical Association (2010)
  by Hansen, Christian & McDonald, James B. & Newey, Whitney K.
  (ReDIF-article, bes:jnlbes:v:28:i:1:y:2010:p:13-25)
• Interdistributional Income Inequality
  Journal of Business & Economic Statistics, American Statistical Association (1987)
  by Butler, Richard J & McDonald, James B
  (ReDIF-article, bes:jnlbes:v:5:y:1987:i:1:p:13-18)
• Skewness And Kurtosis Properties Of Income Distribution Models
  Review of Income and Wealth, International Association for Research in Income and Wealth (2013)
  by James B. Mcdonald & Jeff Sorensen & Patrick A. Turley
  (ReDIF-article, bla:revinw:v:59:y:2013:i:2:p:360-374)
• GINTREG: Stata module to perform Generalized Interval Regression
  Statistical Software Components, Boston College Department of Economics (2016)
  by James McDonald & Jacob Triplett
  (ReDIF-software, boc:bocode:s458229)
• Option Pricing and Distribution Characteristics
  BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory (2012)
  by David J. Mauler & James B. McDonald
  (ReDIF-paper, byu:byumcl:201208)
• Heteroskedasticity and Distributional Assumptions in the Censored Regression Model
  BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory (2012)
  by James B. McDonald & Hieu Nguyen
  (ReDIF-paper, byu:byumcl:201209)
• Skewness-kurtosis bounds for the skewed generalized T and related distributions
  BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory (2012)
  by Sean C. Kerman & James B. McDonald
  (ReDIF-paper, byu:byumcl:201210)
• Partially Adaptive Estimation of Regression Models via the Generalized T Distribution
  Econometric Theory, Cambridge University Press (1988)
  by McDonald, James B. & Newey, Whitney K.
  (ReDIF-article, cup:etheor:v:4:y:1988:i:03:p:428-457_01)
• The Exact Finite Sample Distribution Function of the Limited Information Maximum Likelihood Identifiability Test Statistic
  Econometrica, Econometric Society (1972)
  by McDonald, James B
  (ReDIF-article, ecm:emetrp:v:40:y:1972:i:6:p:1109-19)
• An Analysis of the Properties of the Exact Finite Sample Distribution of a Nonconsistent G CL Structural Variance Estimator
  Econometrica, Econometric Society (1973)
  by Ebbeler, Donald H & McDonald, James B
  (ReDIF-article, ecm:emetrp:v:41:y:1973:i:1:p:59-65)
• The K-Class Estimators as Least Variance Difference Estimators
  Econometrica, Econometric Society (1977)
  by McDonald, James B
  (ReDIF-article, ecm:emetrp:v:45:y:1977:i:3:p:759-63)
• Functional Forms, Estimation Techniques and the Distribution of Income
  Econometrica, Econometric Society (1979)
  by McDonald, James B & Ransom, Michael R
  (ReDIF-article, ecm:emetrp:v:47:y:1979:i:6:p:1513-25)
• Some Generalized Functions for the Size Distribution of Income
  Econometrica, Econometric Society (1984)
  by McDonald, James B
  (ReDIF-article, ecm:emetrp:v:52:y:1984:i:3:p:647-63)
• Academic salary compression across disciplines and over time
  Economics of Education Review, Elsevier (2017)
  by McDonald, James B. & Sorensen, Jeff
  (ReDIF-article, eee:ecoedu:v:59:y:2017:i:c:p:87-104)
• Parametric models for partially adaptive estimation with skewed and leptokurtic residuals
  Economics Letters, Elsevier (1991)
  by McDonald, James B.
  (ReDIF-article, eee:ecolet:v:37:y:1991:i:3:p:273-278)
• Some forecasting applications of partially adaptive estimators of ARIMA models
  Economics Letters, Elsevier (1994)
  by McDonald, James B. & Xu, Yexiao
  (ReDIF-article, eee:ecolet:v:45:y:1994:i:2:p:155-160)
• A comparison of semi-parametric and partially adaptive estimators of the censored regression model with possibly skewed and leptokurtic error distributions
  Economics Letters, Elsevier (1996)
  by McDonald, James B. & Xu, Yexiao J.
  (ReDIF-article, eee:ecolet:v:51:y:1996:i:2:p:153-159)
• An application and comparison of some flexible parametric and semi-parametric qualitative response models
  Economics Letters, Elsevier (1996)
  by McDonald, James B.
  (ReDIF-article, eee:ecolet:v:53:y:1996:i:2:p:145-152)
• An analysis of the bounds for the Gini coefficient
  Journal of Econometrics, Elsevier (1981)
  by McDonald, James B. & Ransom, Michael R.
  (ReDIF-article, eee:econom:v:17:y:1981:i:2:p:177-188)
• A comparison of the GB2 and skewed generalized log-t distributions with an application in finance
  Journal of Econometrics, Elsevier (2024)
  by Higbee, Joshua D. & McDonald, James B.
  (ReDIF-article, eee:econom:v:240:y:2024:i:2:s0304407621000154)
• Using incomplete moments to measure inequality
  Journal of Econometrics, Elsevier (1989)
  by Butler, Richard J. & McDonald, James B.
  (ReDIF-article, eee:econom:v:42:y:1989:i:1:p:109-119)
• Regression models for positive random variables
  Journal of Econometrics, Elsevier (1990)
  by McDonald, James B. & Butler, Richard J.
  (ReDIF-article, eee:econom:v:43:y:1990:i:1-2:p:227-251)
• A generalization of the beta distribution with applications
  Journal of Econometrics, Elsevier (1995)
  by McDonald, James B. & Xu, Yexiao J.
  (ReDIF-article, eee:econom:v:66:y:1995:i:1-2:p:133-152)
• A generalization of the beta distribution with applications
  Journal of Econometrics, Elsevier (1995)
  by McDonald, James B. & Xu, Yexiao J.
  (ReDIF-article, eee:econom:v:69:y:1995:i:2:p:427-428)
• Partially adaptive robust estimation of regression models and applications
  European Journal of Operational Research, Elsevier (2006)
  by Hansen, James V. & McDonald, James B. & Turley, Robert S.
  (ReDIF-article, eee:ejores:v:170:y:2006:i:1:p:132-143)
• Forecasting asymmetries in aggregate stock market returns: Evidence from conditional skewness
  Journal of Empirical Finance, Elsevier (2005)
  by Hueng, C. James & McDonald, James B.
  (ReDIF-article, eee:empfin:v:12:y:2005:i:5:p:666-685)
• Applications of the GB2 family of distributions in modeling insurance loss processes
  Insurance: Mathematics and Economics, Elsevier (1990)
  by Cummins, J. David & Dionne, Georges & McDonald, James B. & Pritchett, B. Michael
  (ReDIF-article, eee:insuma:v:9:y:1990:i:4:p:257-272)
• Partially adaptive estimation of ARMA time series models
  International Journal of Forecasting, Elsevier (1989)
  by McDonald, James B.
  (ReDIF-article, eee:intfor:v:5:y:1989:i:2:p:217-230)
• Generalized bankruptcy models applied to predicting consumer credit behavior
  Journal of Economics and Business, Elsevier (1992)
  by Clarke, Darral G. & McDonald, James B.
  (ReDIF-article, eee:jebusi:v:44:y:1992:i:1:p:47-62)
• On using interval response data in experimental economics
  Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier (2018)
  by McDonald, James & Stoddard, Olga & Walton, Daniel
  (ReDIF-article, eee:soceco:v:72:y:2018:i:c:p:9-16)
• The asymmetric log-Laplace distribution as a limiting case of the generalized beta distribution
  Statistics & Probability Letters, Elsevier (2019)
  by Higbee, Joshua D. & Jensen, Jonathan E. & McDonald, James B.
  (ReDIF-article, eee:stapro:v:151:y:2019:i:c:p:73-78)
• Skewness–kurtosis bounds for the skewed generalized T and related distributions
  Statistics & Probability Letters, Elsevier (2013)
  by Kerman, Sean C. & McDonald, James B.
  (ReDIF-article, eee:stapro:v:83:y:2013:i:9:p:2129-2134)
• Instrumental variables estimation with flexible distribution
  CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007)
  by Christian Hansen & James B. McDonald & Whitney K. Newey
  (ReDIF-paper, ifs:cemmap:21/07)
• A Generalized Qualitative-Response Model and the Analysis of Management Fraud
  Management Science, INFORMS (1996)
  by J. V. Hansen & J. B. McDonald & W. F. Messier, Jr. & T. B. Bell
  (ReDIF-article, inm:ormnsc:v:42:y:1996:i:7:p:1022-1032)
• The Distribution of Personal Income: Revisited
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1995)
  by McDonald, James B & Mantrala, Anand
  (ReDIF-article, jae:japmet:v:10:y:1995:i:2:p:201-04)
• A flexible parametric GARCH model with an application to exchange rates
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2001)
  by Kai-Li Wang & Christopher Fawson & Christopher B. Barrett & James B. McDonald
  (ReDIF-article, jae:japmet:v:16:y:2001:i:4:p:521-536)
• Something New, Something Old: Parametric Models for the Size of Distribution of Income
  Journal of Income Distribution, Ad libros publications inc. (1997)
  by Robert F. Bordley & James B. McDonald & Anand Mantrala
  (ReDIF-article, jid:journl:y:1997:v:06:i:1:p:5-5)
• Estimating Faculty Salary Distributions: An Application of Order Statistics
  Journal of Income Distribution, Ad libros publications inc. (2002)
  by Mark L. Pocock & James B. McDonald & Clayne L. Pope
  (ReDIF-article, jid:journl:y:2002:v:11:i:3-4:p:4-4)
• Measurement Error and the Distribution of Income
  Journal of Income Distribution, Ad libros publications inc. (2003)
  by L. Dwight Israelsen & James B. McDonald
  (ReDIF-article, jid:journl:y:2003:v:12:i:1-2:p:2-2)
• Partially Adaptive Econometric Methods For Regression and Classification
  Computational Economics, Springer;Society for Computational Economics (2010)
  by James Hansen & James McDonald & Panayiotis Theodossiou & Brad Larsen
  (ReDIF-article, kap:compec:v:36:y:2010:i:2:p:153-169)
• Partially Adaptive Estimation of Interval Censored Regression Models
  Computational Economics, Springer;Society for Computational Economics (2013)
  by Jason Cook & James McDonald
  (ReDIF-article, kap:compec:v:42:y:2013:i:1:p:119-131)
• Option Pricing and Distribution Characteristics
  Computational Economics, Springer;Society for Computational Economics (2015)
  by David Mauler & James McDonald
  (ReDIF-article, kap:compec:v:45:y:2015:i:4:p:579-595)
• Distributional Assumptions and the Estimation of Contingent Valuation Models
  Computational Economics, Springer;Society for Computational Economics (2020)
  by James B. McDonald & Daniel B. Walton & Bryan Chia
  (ReDIF-article, kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09930-x)
• The impact of taxes and transfer payments on the distribution of income: A parametric comparison
  The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality (2007)
  by Samuel Dastrup & Rachel Hartshorn & James McDonald
  (ReDIF-article, kap:jecinq:v:5:y:2007:i:3:p:353-369)
• Review of Categorical Models for Classification Issues in Accounting and Finance
  Review of Quantitative Finance and Accounting, Springer (1999)
  by Barniv, Ran & McDonald, James B
  (ReDIF-article, kap:rqfnac:v:13:y:1999:i:1:p:39-62)
• A Comparison of Parametric Models of Income Distribution across Countries and over Time
  LIS Working papers, LIS Cross-National Data Center in Luxembourg (2002)
  by Ripsy Bandourian & Robert Turley & James McDonald
  (ReDIF-paper, lis:liswps:305)
• The Impact of Taxes and Transfer Payments on the Distribution of Income: A Parametric Comparison
  LIS Working papers, LIS Cross-National Data Center in Luxembourg (2006)
  by James McDonald & Rachel Hartshorn & Samuel Dastrup
  (ReDIF-paper, lis:liswps:401)
• Skewness and Kurtosis Properties of Income Distribution Models
  LIS Working papers, LIS Cross-National Data Center in Luxembourg (2011)
  by James McDonald & Patrick A. Turley & Jeff Sorensen
  (ReDIF-paper, lis:liswps:569)
• Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application
  Multinational Finance Journal, Multinational Finance Journal (2009)
  by James B. McDonald & Richard A. Michelfelder & Panayiotis Theodossiou
  (ReDIF-article, mfj:journl:v:13:y:2009:i:3-4:p:293-321)
• Applications of the Gb2 Family of Distributions in the Modeling Insurance Loss Processe
  Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1988)
  by David Cummins, J. & Dionne, G. & Mcdonald, J.B.
  (ReDIF-paper, mtl:montde:8838)
• Applications Of The Gb2 Family Of Distributions In The Modeling Insurance Loss Processe
  Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1988)
  by David Cummins, J. & Dionne, G. & Mcdonald, J.B. & Pritchett, B.M.
  (ReDIF-paper, mtl:montec:8838)
• Some evidence on forecasting time-series with support vector machines
  Journal of the Operational Research Society, Palgrave Macmillan;The OR Society (2006)
  by J V Hansen & J B McDonald & R D Nelson
  (ReDIF-article, pal:jorsoc:v:57:y:2006:i:9:d:10.1057_palgrave.jors.2602073)
• On the Effect of Multicollinearity Upon the Properties of Structural Coefficient Estimators
  UP School of Economics Discussion Papers, University of the Philippines School of Economics (1979)
  by Robert S. Mariano & James B. McDonald & Asher Tisher
  (ReDIF-paper, phs:dpaper:197921)
• Some Generalized Functions for the Size Distribution of Income
  Economic Studies in Inequality, Social Exclusion, and Well-Being, Springer (2008)
  by James B. McDonald
  (ReDIF-chapter, spr:esichp:978-0-387-72796-7_3)
• The Generalized Beta Distribution as a Model for the Distribution of Income: Estimation of Related Measures of Inequality
  Economic Studies in Inequality, Social Exclusion, and Well-Being, Springer (2008)
  by James B. McDonald & Michael Ransom
  (ReDIF-chapter, spr:esichp:978-0-387-72796-7_8)
• A Generalized Model for Predictive Data Mining
  Information Systems Frontiers, Springer (2002)
  by James V. Hansen & James B. McDonald
  (ReDIF-article, spr:infosf:v:4:y:2002:i:2:d:10.1023_a:1016050803099)
• The influence of dispersion on journal impact measures
  Scientometrics, Springer;Akadémiai Kiadó (2018)
  by William M. Cockriel & James B. McDonald
  (ReDIF-article, spr:scient:v:116:y:2018:i:1:d:10.1007_s11192-018-2755-1)
• A Comparison of Partially Adaptive and Reweighted Least Squares Estimation
  Econometric Reviews, Taylor & Francis Journals (2003)
  by Brian Boyer & James McDonald & Whitney Newey
  (ReDIF-article, taf:emetrv:v:22:y:2003:i:2:p:115-134)
• Partially Adaptive Estimation of the Censored Regression Model
  Econometric Reviews, Taylor & Francis Journals (2014)
  by Randall A. Lewis & James B. McDonald
  (ReDIF-article, taf:emetrv:v:33:y:2014:i:7:p:732-750)
• Skewness-Kurtosis Bounds for EGB1, EGB2, and Special Cases
  Communications in Statistics - Theory and Methods, Taylor & Francis Journals (2015)
  by Sean C. Kerman & James B. McDonald
  (ReDIF-article, taf:lstaxx:v:44:y:2015:i:18:p:3857-3864)
• Partially adaptive quantile estimators
  Communications in Statistics - Theory and Methods, Taylor & Francis Journals (2017)
  by David J. Mauler & James B. McDonald & Logan C. Tatham
  (ReDIF-article, taf:lstaxx:v:46:y:2017:i:11:p:5327-5341)
• Two multivariate generalized beta families
  Communications in Statistics - Theory and Methods, Taylor & Francis Journals (2018)
  by William M. Cockriel & James B. McDonald
  (ReDIF-article, taf:lstaxx:v:47:y:2018:i:23:p:5688-5701)
• A generalized ordered Probit model
  Communications in Statistics - Theory and Methods, Taylor & Francis Journals (2020)
  by Carla Johnston & James McDonald & Kramer Quist
  (ReDIF-article, taf:lstaxx:v:49:y:2020:i:7:p:1712-1729)
• Robust estimation with flexible parametric distributions: estimation of utility stock betas
  Quantitative Finance, Taylor & Francis Journals (2010)
  by James Mcdonald & Richard Michelfelder & Panayiotis Theodossiou
  (ReDIF-article, taf:quantf:v:10:y:2010:i:4:p:375-387)
• Trends in Unemployment Duration Data
  The Review of Economics and Statistics, MIT Press (1986)
  by Butler, Richard J & McDonald, James B
  (ReDIF-article, tpr:restat:v:68:y:1986:i:4:p:545-57)
• Some Generalized Mixture Distributions with an Application to Unemployment Duration
  The Review of Economics and Statistics, MIT Press (1987)
  by McDonald, James B & Butler, Richard J
  (ReDIF-article, tpr:restat:v:69:y:1987:i:2:p:232-40)
• Robust and Partially Adaptive Estimation of Regression Models
  The Review of Economics and Statistics, MIT Press (1990)
  by Butler, Richard J
  (ReDIF-article, tpr:restat:v:72:y:1990:i:2:p:321-27)
• gintreg: Generalized interval regression
  Stata Journal, StataCorp LLC (2025)
  by James B. McDonald & Jacob Triplett
  (ReDIF-article, tsj:stataj:v:25:y:2025:i:1:p:51-76)
• A General Distribution for Describing Security Price Returns
  The Journal of Business, University of Chicago Press (1987)
  by Bookstaber, Richard M & McDonald, James B
  (ReDIF-article, ucp:jnlbus:v:60:y:1987:i:3:p:401-24)
• Measurement error and the distribution of income
  Working Papers, Utah State University, Department of Economics ()
  by L. Israelsen & J. McDonald
  (ReDIF-paper, usu:wpaper:2000-18)
• Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models
  Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) (2007)
  by Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B.
  (ReDIF-paper, zbw:ifwedp:5527)
• Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models
  Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2007)
  by Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B.
  (ReDIF-article, zbw:ifweej:5742)