Details about James McDonald

Access statistics for papers by James McDonald.

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Short-id: pmc19

Working Papers

2007

1. Instrumental variables estimation with flexible distribution
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
2. Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models
   Economics Discussion Papers, Kiel Institute for the World Economy View citations
   See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007)

1998

3. A FLEXIBLE PARAMETRIC GARCH MODEL WITH AN APPLICATION TO EXCHANGE RATES
   Economics Research Institute, ERI Study Papers, Utah State University, Economics Department
   See also Journal Article in Journal of Applied Econometrics (2001)

1988

4. APPLICATIONS OF THE GB2 FAMILY OF DISTRIBUTIONS IN THE MODELING INSURANCE LOSS PROCESSE
   Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
   Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1988)

Undated

5. Measurement error and the distribution of income
   Working Papers, Utah State University, Department of Economics View citations

Journal Articles

2007

1. Risky Loss Distributions and Modeling the Loss Reserve Pay-out Tail
   Review of Applied Economics, 2007, 3, (1-2)
2. Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models
   Economics - The Open-Access, Open-Assessment E-Journal, 2007, 1, (7), 1-20
   See also Working Paper (2007)
3. The impact of taxes and transfer payments on the distribution of income: A parametric comparison
   Journal of Economic Inequality, 2007, 5, (3), 353-369

2006

4. Partially adaptive robust estimation of regression models and applications
   European Journal of Operational Research, 2006, 170, (1), 132-143

2005

5. Forecasting asymmetries in aggregate stock market returns: Evidence from conditional skewness
   Journal of Empirical Finance, 2005, 12, (5), 666-685 View citations

2001

6. A flexible parametric GARCH model with an application to exchange rates
   Journal of Applied Econometrics, 2001, 16, (4), 521-536 View citations
   See also Working Paper (1998)

1999

7. Review of Categorical Models for Classification Issues in Accounting and Finance
   Review of Quantitative Finance and Accounting, 1999, 13, (1), 39-62 View citations

1996

8. A comparison of semi-parametric and partially adaptive estimators of the censored regression model with possibly skewed and leptokurtic error distributions
   Economics Letters, 1996, 51, (2), 153-159 View citations
9. An application and comparison of some flexible parametric and semi-parametric qualitative response models
   Economics Letters, 1996, 53, (2), 145-152 View citations

1995

10. A generalization of the beta distribution with applications
    Journal of Econometrics, 1995, 66, (1-2), 133-152 View citations
    Also in Journal of Econometrics, 1995, 69, (2), 427-428 (1995) View citations
11. The Distribution of Personal Income: Revisited
    Journal of Applied Econometrics, 1995, 10, (2), 201-04 View citations

1994

12. Some forecasting applications of partially adaptive estimators of ARIMA models
    Economics Letters, 1994, 45, (2), 155-160

1993

13. A comparison of some robust, adaptive, and partially adaptive estimators of regression models
    Econometric Reviews, 1993, 12, (1), 103-124 View citations
14. Estimating Aggregate Automotive Income Elasticities from the Population Income-Share Elasticity
    Journal of Business & Economic Statistics, 1993, 11, (2), 209-14

1992

15. Generalized bankruptcy models applied to predicting consumer credit behavior
    Journal of Economics and Business, 1992, 44, (1), 47-62 View citations

1991

16. Parametric models for partially adaptive estimation with skewed and leptokurtic residuals
    Economics Letters, 1991, 37, (3), 273-278 View citations

1990

17. Applications of the GB2 family of distributions in modeling insurance loss processes
    Insurance: Mathematics and Economics, 1990, 9, (4), 257-272 View citations
18. Regression models for positive random variables
    Journal of Econometrics, 1990, 43, (1-2), 227-251 View citations

1989

19. Partially adaptive estimation of ARMA time series models
    International Journal of Forecasting, 1989, 5, (2), 217-230
20. Using incomplete moments to measure inequality
    Journal of Econometrics, 1989, 42, (1), 109-119 View citations

1987

21. A General Distribution for Describing Security Price Returns
    Journal of Business, 1987, 60, (3), 401-24 View citations
22. Interdistributional Income Inequality
    Journal of Business & Economic Statistics, 1987, 5, (1), 13-18 View citations
23. Some Generalized Mixture Distributions with an Application to Unemployment Duration
    The Review of Economics and Statistics, 1987, 69, (2), 232-40 View citations

1986

24. Trends in Unemployment Duration Data
    The Review of Economics and Statistics, 1986, 68, (4), 545-57 View citations

1984

25. Some Generalized Functions for the Size Distribution of Income
    Econometrica, 1984, 52, (3), 647-63 View citations

1981

26. An analysis of the bounds for the Gini coefficient
    Journal of Econometrics, 1981, 17, (2), 177-188

1979

27. Functional Forms, Estimation Techniques and the Distribution of Income
    Econometrica, 1979, 47, (6), 1513-25 View citations

1977

28. The K-Class Estimators as Least Variance Difference Estimators
    Econometrica, 1977, 45, (3), 759-63

1973

29. An Analysis of the Properties of the Exact Finite Sample Distribution of a Nonconsistent G CL Structural Variance Estimator
    Econometrica, 1973, 41, (1), 59-65

1972

30. The Exact Finite Sample Distribution Function of the Limited Information Maximum Likelihood Identifiability Test Statistic
    Econometrica, 1972, 40, (6), 1109-19