James McDonald
Names
first: |
James |
middle: |
Bott |
last: |
McDonald |
Identifer
Contact
phone: |
801-422-3463 |
postal address: |
Department of Economics
Brigham Young University
Provo, Utah 84602 |
Affiliations
-
Brigham Young University
/ Department of Economics
Research profile
author of:
- Risky Loss Distributions and Modeling the Loss Reserve Pay-out Tail (RePEc:ags:reapec:50154)
by Cummins, J. David & McDonald, James B. & Merrill, Craig - A Flexible Parametric Garch Model With An Application To Exchange Rates (RePEc:ags:usuesp:28355)
by Wang, Kai-Li & Fawson, Christopher B. & Barrett, Christopher B. & McDonald, James B. - Distributional Characteristics: Just a Few More Moments (RePEc:bes:amstat:v:65:i:2:y:2011:p:96-103)
by McDonald, James B. & Turley, Patrick - Estimating Aggregate Automotive Income Elasticities from the Population Income-Share Elasticity (RePEc:bes:jnlbes:v:11:y:1993:i:2:p:209-14)
by Bordley, Robert F & McDonald, James B - Instrumental Variables Estimation With Flexible Distributions (RePEc:bes:jnlbes:v:28:i:1:y:2010:p:13-25)
by Hansen, Christian & McDonald, James B. & Newey, Whitney K. - Interdistributional Income Inequality (RePEc:bes:jnlbes:v:5:y:1987:i:1:p:13-18)
by Butler, Richard J & McDonald, James B - Skewness And Kurtosis Properties Of Income Distribution Models (RePEc:bla:revinw:v:59:y:2013:i:2:p:360-374)
by James B. Mcdonald & Jeff Sorensen & Patrick A. Turley - GINTREG: Stata module to perform Generalized Interval Regression (RePEc:boc:bocode:s458229)
by James McDonald & Jacob Triplett - Option Pricing and Distribution Characteristics (RePEc:byu:byumcl:201208)
by David J. Mauler & James B. McDonald - Heteroskedasticity and Distributional Assumptions in the Censored Regression Model (RePEc:byu:byumcl:201209)
by James B. McDonald & Hieu Nguyen - Skewness-kurtosis bounds for the skewed generalized T and related distributions (RePEc:byu:byumcl:201210)
by Sean C. Kerman & James B. McDonald - Partially Adaptive Estimation of Regression Models via the Generalized T Distribution (RePEc:cup:etheor:v:4:y:1988:i:03:p:428-457_01)
by McDonald, James B. & Newey, Whitney K. - The Exact Finite Sample Distribution Function of the Limited Information Maximum Likelihood Identifiability Test Statistic (RePEc:ecm:emetrp:v:40:y:1972:i:6:p:1109-19)
by McDonald, James B - An Analysis of the Properties of the Exact Finite Sample Distribution of a Nonconsistent G CL Structural Variance Estimator (RePEc:ecm:emetrp:v:41:y:1973:i:1:p:59-65)
by Ebbeler, Donald H & McDonald, James B - The K-Class Estimators as Least Variance Difference Estimators (RePEc:ecm:emetrp:v:45:y:1977:i:3:p:759-63)
by McDonald, James B - Functional Forms, Estimation Techniques and the Distribution of Income (RePEc:ecm:emetrp:v:47:y:1979:i:6:p:1513-25)
by McDonald, James B & Ransom, Michael R - Some Generalized Functions for the Size Distribution of Income (RePEc:ecm:emetrp:v:52:y:1984:i:3:p:647-63)
by McDonald, James B - Academic salary compression across disciplines and over time (RePEc:eee:ecoedu:v:59:y:2017:i:c:p:87-104)
by McDonald, James B. & Sorensen, Jeff - Parametric models for partially adaptive estimation with skewed and leptokurtic residuals (RePEc:eee:ecolet:v:37:y:1991:i:3:p:273-278)
by McDonald, James B. - Some forecasting applications of partially adaptive estimators of ARIMA models (RePEc:eee:ecolet:v:45:y:1994:i:2:p:155-160)
by McDonald, James B. & Xu, Yexiao - A comparison of semi-parametric and partially adaptive estimators of the censored regression model with possibly skewed and leptokurtic error distributions (RePEc:eee:ecolet:v:51:y:1996:i:2:p:153-159)
by McDonald, James B. & Xu, Yexiao J. - An application and comparison of some flexible parametric and semi-parametric qualitative response models (RePEc:eee:ecolet:v:53:y:1996:i:2:p:145-152)
by McDonald, James B. - An analysis of the bounds for the Gini coefficient (RePEc:eee:econom:v:17:y:1981:i:2:p:177-188)
by McDonald, James B. & Ransom, Michael R. - A comparison of the GB2 and skewed generalized log-t distributions with an application in finance (RePEc:eee:econom:v:240:y:2024:i:2:s0304407621000154)
by Higbee, Joshua D. & McDonald, James B. - Using incomplete moments to measure inequality (RePEc:eee:econom:v:42:y:1989:i:1:p:109-119)
by Butler, Richard J. & McDonald, James B. - Regression models for positive random variables (RePEc:eee:econom:v:43:y:1990:i:1-2:p:227-251)
by McDonald, James B. & Butler, Richard J. - A generalization of the beta distribution with applications (RePEc:eee:econom:v:66:y:1995:i:1-2:p:133-152)
by McDonald, James B. & Xu, Yexiao J. - A generalization of the beta distribution with applications (RePEc:eee:econom:v:69:y:1995:i:2:p:427-428)
by McDonald, James B. & Xu, Yexiao J. - Partially adaptive robust estimation of regression models and applications (RePEc:eee:ejores:v:170:y:2006:i:1:p:132-143)
by Hansen, James V. & McDonald, James B. & Turley, Robert S. - Forecasting asymmetries in aggregate stock market returns: Evidence from conditional skewness (RePEc:eee:empfin:v:12:y:2005:i:5:p:666-685)
by Hueng, C. James & McDonald, James B. - Applications of the GB2 family of distributions in modeling insurance loss processes (RePEc:eee:insuma:v:9:y:1990:i:4:p:257-272)
by Cummins, J. David & Dionne, Georges & McDonald, James B. & Pritchett, B. Michael - Partially adaptive estimation of ARMA time series models (RePEc:eee:intfor:v:5:y:1989:i:2:p:217-230)
by McDonald, James B. - Generalized bankruptcy models applied to predicting consumer credit behavior (RePEc:eee:jebusi:v:44:y:1992:i:1:p:47-62)
by Clarke, Darral G. & McDonald, James B. - On using interval response data in experimental economics (RePEc:eee:soceco:v:72:y:2018:i:c:p:9-16)
by McDonald, James & Stoddard, Olga & Walton, Daniel - The asymmetric log-Laplace distribution as a limiting case of the generalized beta distribution (RePEc:eee:stapro:v:151:y:2019:i:c:p:73-78)
by Higbee, Joshua D. & Jensen, Jonathan E. & McDonald, James B. - Skewness–kurtosis bounds for the skewed generalized T and related distributions (RePEc:eee:stapro:v:83:y:2013:i:9:p:2129-2134)
by Kerman, Sean C. & McDonald, James B. - Instrumental variables estimation with flexible distribution (RePEc:ifs:cemmap:21/07)
by Christian Hansen & James B. McDonald & Whitney K. Newey - A Generalized Qualitative-Response Model and the Analysis of Management Fraud (RePEc:inm:ormnsc:v:42:y:1996:i:7:p:1022-1032)
by J. V. Hansen & J. B. McDonald & W. F. Messier, Jr. & T. B. Bell - The Distribution of Personal Income: Revisited (RePEc:jae:japmet:v:10:y:1995:i:2:p:201-04)
by McDonald, James B & Mantrala, Anand - A flexible parametric GARCH model with an application to exchange rates (RePEc:jae:japmet:v:16:y:2001:i:4:p:521-536)
by Kai-Li Wang & Christopher Fawson & Christopher B. Barrett & James B. McDonald - Something New, Something Old: Parametric Models for the Size of Distribution of Income (RePEc:jid:journl:y:1997:v:06:i:1:p:5-5)
by Robert F. Bordley & James B. McDonald & Anand Mantrala - Estimating Faculty Salary Distributions: An Application of Order Statistics (RePEc:jid:journl:y:2002:v:11:i:3-4:p:4-4)
by Mark L. Pocock & James B. McDonald & Clayne L. Pope - Measurement Error and the Distribution of Income (RePEc:jid:journl:y:2003:v:12:i:1-2:p:2-2)
by L. Dwight Israelsen & James B. McDonald - Partially Adaptive Econometric Methods For Regression and Classification (RePEc:kap:compec:v:36:y:2010:i:2:p:153-169)
by James Hansen & James McDonald & Panayiotis Theodossiou & Brad Larsen - Partially Adaptive Estimation of Interval Censored Regression Models (RePEc:kap:compec:v:42:y:2013:i:1:p:119-131)
by Jason Cook & James McDonald - Option Pricing and Distribution Characteristics (RePEc:kap:compec:v:45:y:2015:i:4:p:579-595)
by David Mauler & James McDonald - Distributional Assumptions and the Estimation of Contingent Valuation Models (RePEc:kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09930-x)
by James B. McDonald & Daniel B. Walton & Bryan Chia - The impact of taxes and transfer payments on the distribution of income: A parametric comparison (RePEc:kap:jecinq:v:5:y:2007:i:3:p:353-369)
by Samuel Dastrup & Rachel Hartshorn & James McDonald - Review of Categorical Models for Classification Issues in Accounting and Finance (RePEc:kap:rqfnac:v:13:y:1999:i:1:p:39-62)
by Barniv, Ran & McDonald, James B - A Comparison of Parametric Models of Income Distribution across Countries and over Time (RePEc:lis:liswps:305)
by Ripsy Bandourian & Robert Turley & James McDonald - The Impact of Taxes and Transfer Payments on the Distribution of Income: A Parametric Comparison (RePEc:lis:liswps:401)
by James McDonald & Rachel Hartshorn & Samuel Dastrup - Skewness and Kurtosis Properties of Income Distribution Models (RePEc:lis:liswps:569)
by James McDonald & Patrick A. Turley & Jeff Sorensen - Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application (RePEc:mfj:journl:v:13:y:2009:i:3-4:p:293-321)
by James B. McDonald & Richard A. Michelfelder & Panayiotis Theodossiou - Applications of the Gb2 Family of Distributions in the Modeling Insurance Loss Processe (RePEc:mtl:montde:8838)
by David Cummins, J. & Dionne, G. & Mcdonald, J.B. - Applications Of The Gb2 Family Of Distributions In The Modeling Insurance Loss Processe (RePEc:mtl:montec:8838)
by David Cummins, J. & Dionne, G. & Mcdonald, J.B. & Pritchett, B.M. - Some evidence on forecasting time-series with support vector machines (RePEc:pal:jorsoc:v:57:y:2006:i:9:d:10.1057_palgrave.jors.2602073)
by J V Hansen & J B McDonald & R D Nelson - On the Effect of Multicollinearity Upon the Properties of Structural Coefficient Estimators (RePEc:phs:dpaper:197921)
by Robert S. Mariano & James B. McDonald & Asher Tisher - Some Generalized Functions for the Size Distribution of Income (RePEc:spr:esichp:978-0-387-72796-7_3)
by James B. McDonald - The Generalized Beta Distribution as a Model for the Distribution of Income: Estimation of Related Measures of Inequality (RePEc:spr:esichp:978-0-387-72796-7_8)
by James B. McDonald & Michael Ransom - A Generalized Model for Predictive Data Mining (RePEc:spr:infosf:v:4:y:2002:i:2:d:10.1023_a:1016050803099)
by James V. Hansen & James B. McDonald - The influence of dispersion on journal impact measures (RePEc:spr:scient:v:116:y:2018:i:1:d:10.1007_s11192-018-2755-1)
by William M. Cockriel & James B. McDonald - A Comparison of Partially Adaptive and Reweighted Least Squares Estimation (RePEc:taf:emetrv:v:22:y:2003:i:2:p:115-134)
by Brian Boyer & James McDonald & Whitney Newey - Partially Adaptive Estimation of the Censored Regression Model (RePEc:taf:emetrv:v:33:y:2014:i:7:p:732-750)
by Randall A. Lewis & James B. McDonald - Skewness-Kurtosis Bounds for EGB1, EGB2, and Special Cases (RePEc:taf:lstaxx:v:44:y:2015:i:18:p:3857-3864)
by Sean C. Kerman & James B. McDonald - Partially adaptive quantile estimators (RePEc:taf:lstaxx:v:46:y:2017:i:11:p:5327-5341)
by David J. Mauler & James B. McDonald & Logan C. Tatham - Two multivariate generalized beta families (RePEc:taf:lstaxx:v:47:y:2018:i:23:p:5688-5701)
by William M. Cockriel & James B. McDonald - A generalized ordered Probit model (RePEc:taf:lstaxx:v:49:y:2020:i:7:p:1712-1729)
by Carla Johnston & James McDonald & Kramer Quist - Robust estimation with flexible parametric distributions: estimation of utility stock betas (RePEc:taf:quantf:v:10:y:2010:i:4:p:375-387)
by James Mcdonald & Richard Michelfelder & Panayiotis Theodossiou - Trends in Unemployment Duration Data (RePEc:tpr:restat:v:68:y:1986:i:4:p:545-57)
by Butler, Richard J & McDonald, James B - Some Generalized Mixture Distributions with an Application to Unemployment Duration (RePEc:tpr:restat:v:69:y:1987:i:2:p:232-40)
by McDonald, James B & Butler, Richard J - Robust and Partially Adaptive Estimation of Regression Models (RePEc:tpr:restat:v:72:y:1990:i:2:p:321-27)
by Butler, Richard J, et al - A General Distribution for Describing Security Price Returns (RePEc:ucp:jnlbus:v:60:y:1987:i:3:p:401-24)
by Bookstaber, Richard M & McDonald, James B - Measurement error and the distribution of income (RePEc:usu:wpaper:2000-18)
by L. Israelsen & J. McDonald - Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models (RePEc:zbw:ifwedp:5527)
by Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B. - Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models (RePEc:zbw:ifweej:5742)
by Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B.