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Details about James McDonald

E-mail:
Phone:801-422-3463
Postal address:Department of Economics Brigham Young University Provo, Utah 84602
Workplace:Department of Economics, Brigham Young University, (more information at EDIRC)

Access statistics for papers by James McDonald.

Last updated 2017-08-05. Update your information in the RePEc Author Service.

Short-id: pmc19


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Working Papers

2012

  1. 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 Downloads
  2. Option Pricing and Distribution Characteristics
    BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory Downloads
    See also Journal Article in Computational Economics (2015)
  3. 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 Downloads
    See also Journal Article in Statistics & Probability Letters (2013)

2011

  1. Skewness and Kurtosis Properties of Income Distribution Models
    LIS Working papers, LIS Cross-National Data Center in Luxembourg Downloads
    See also Journal Article in Review of Income and Wealth (2013)

2007

  1. Instrumental variables estimation with flexible distribution
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
    See also Journal Article in Journal of Business & Economic Statistics (2010)
  2. Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (9)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007)

2006

  1. 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 Downloads
    See also Journal Article in The Journal of Economic Inequality (2007)

2002

  1. A Comparison of Parametric Models of Income Distribution across Countries and over Time
    LIS Working papers, LIS Cross-National Data Center in Luxembourg Downloads View citations (2)

1998

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

1988

  1. 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) Downloads

1979

  1. 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

Undated

  1. Measurement error and the distribution of income
    Working Papers, Utah State University, Department of Economics Downloads View citations (1)
    See also Journal Article in Journal of Income Distribution (2003)

Journal Articles

2015

  1. Option Pricing and Distribution Characteristics
    Computational Economics, 2015, 45, (4), 579-595 Downloads
    See also Working Paper (2012)

2014

  1. Partially Adaptive Estimation of the Censored Regression Model
    Econometric Reviews, 2014, 33, (7), 732-750 Downloads View citations (2)

2013

  1. Partially Adaptive Estimation of Interval Censored Regression Models
    Computational Economics, 2013, 42, (1), 119-131 Downloads View citations (1)
  2. SKEWNESS AND KURTOSIS PROPERTIES OF INCOME DISTRIBUTION MODELS
    Review of Income and Wealth, 2013, 59, (2), 360-374 Downloads View citations (3)
    See also Working Paper (2011)
  3. Skewness–kurtosis bounds for the skewed generalized T and related distributions
    Statistics & Probability Letters, 2013, 83, (9), 2129-2134 Downloads
    See also Working Paper (2012)

2011

  1. Distributional Characteristics: Just a Few More Moments
    The American Statistician, 2011, 65, (2), 96-103 Downloads View citations (2)

2010

  1. Instrumental Variables Estimation With Flexible Distributions
    Journal of Business & Economic Statistics, 2010, 28, (1), 13-25 Downloads View citations (6)
    See also Working Paper (2007)
  2. Partially Adaptive Econometric Methods For Regression and Classification
    Computational Economics, 2010, 36, (2), 153-169 Downloads View citations (2)
  3. Robust estimation with flexible parametric distributions: estimation of utility stock betas
    Quantitative Finance, 2010, 10, (4), 375-387 Downloads View citations (3)

2009

  1. Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application
    Multinational Finance Journal, 2009, 13, (3-4), 293-321 Downloads

2007

  1. Risky Loss Distributions and Modeling the Loss Reserve Pay-out Tail
    Review of Applied Economics, 2007, 3, (1-2) Downloads View citations (4)
  2. Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models
    Economics - The Open-Access, Open-Assessment E-Journal, 2007, 1, 1-20 Downloads View citations (9)
    See also Working Paper (2007)
  3. The impact of taxes and transfer payments on the distribution of income: A parametric comparison
    The Journal of Economic Inequality, 2007, 5, (3), 353-369 Downloads View citations (11)
    See also Working Paper (2006)

2006

  1. Partially adaptive robust estimation of regression models and applications
    European Journal of Operational Research, 2006, 170, (1), 132-143 Downloads View citations (3)

2005

  1. Forecasting asymmetries in aggregate stock market returns: Evidence from conditional skewness
    Journal of Empirical Finance, 2005, 12, (5), 666-685 Downloads View citations (7)

2003

  1. A Comparison of Partially Adaptive and Reweighted Least Squares Estimation
    Econometric Reviews, 2003, 22, (2), 115-134 Downloads View citations (3)
  2. Measurement Error and the Distribution of Income
    Journal of Income Distribution, 2003, 12, (1-2), 2-2 Downloads
    See also Working Paper

2002

  1. Estimating Faculty Salary Distributions: An Application of Order Statistics
    Journal of Income Distribution, 2002, 11, (3-4), 4-4 Downloads

2001

  1. A flexible parametric GARCH model with an application to exchange rates
    Journal of Applied Econometrics, 2001, 16, (4), 521-536 Downloads View citations (26)
    See also Working Paper (1998)

1999

  1. Review of Categorical Models for Classification Issues in Accounting and Finance
    Review of Quantitative Finance and Accounting, 1999, 13, (1), 39-62 Downloads View citations (11)

1997

  1. Something New, Something Old: Parametric Models for the Size of Distribution of Income
    Journal of Income Distribution, 1997, 06, (1), 5-5 Downloads

1996

  1. A Generalized Qualitative-Response Model and the Analysis of Management Fraud
    Management Science, 1996, 42, (7), 1022-1032 Downloads View citations (11)
  2. 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 Downloads View citations (11)
  3. An application and comparison of some flexible parametric and semi-parametric qualitative response models
    Economics Letters, 1996, 53, (2), 145-152 Downloads View citations (9)

1995

  1. A generalization of the beta distribution with applications
    Journal of Econometrics, 1995, 69, (2), 427-428 Downloads View citations (106)
    Also in Journal of Econometrics, 1995, 66, (1-2), 133-152 (1995) Downloads View citations (104)
  2. The Distribution of Personal Income: Revisited
    Journal of Applied Econometrics, 1995, 10, (2), 201-04 Downloads View citations (14)

1994

  1. Some forecasting applications of partially adaptive estimators of ARIMA models
    Economics Letters, 1994, 45, (2), 155-160 Downloads View citations (1)

1993

  1. Estimating Aggregate Automotive Income Elasticities from the Population Income-Share Elasticity
    Journal of Business & Economic Statistics, 1993, 11, (2), 209-14 View citations (2)

1992

  1. Generalized bankruptcy models applied to predicting consumer credit behavior
    Journal of Economics and Business, 1992, 44, (1), 47-62 Downloads View citations (3)

1991

  1. Parametric models for partially adaptive estimation with skewed and leptokurtic residuals
    Economics Letters, 1991, 37, (3), 273-278 Downloads View citations (14)

1990

  1. Applications of the GB2 family of distributions in modeling insurance loss processes
    Insurance: Mathematics and Economics, 1990, 9, (4), 257-272 Downloads View citations (18)
  2. Regression models for positive random variables
    Journal of Econometrics, 1990, 43, (1-2), 227-251 Downloads View citations (7)

1989

  1. Partially adaptive estimation of ARMA time series models
    International Journal of Forecasting, 1989, 5, (2), 217-230 Downloads View citations (17)
  2. Using incomplete moments to measure inequality
    Journal of Econometrics, 1989, 42, (1), 109-119 Downloads View citations (11)

1988

  1. Partially Adaptive Estimation of Regression Models via the Generalized T Distribution
    Econometric Theory, 1988, 4, (03), 428-457 Downloads View citations (77)

1987

  1. A General Distribution for Describing Security Price Returns
    The Journal of Business, 1987, 60, (3), 401-24 Downloads View citations (24)
  2. Interdistributional Income Inequality
    Journal of Business & Economic Statistics, 1987, 5, (1), 13-18 View citations (12)
  3. Some Generalized Mixture Distributions with an Application to Unemployment Duration
    The Review of Economics and Statistics, 1987, 69, (2), 232-40 Downloads View citations (12)

1986

  1. Trends in Unemployment Duration Data
    The Review of Economics and Statistics, 1986, 68, (4), 545-57 Downloads View citations (17)

1984

  1. Some Generalized Functions for the Size Distribution of Income
    Econometrica, 1984, 52, (3), 647-63 Downloads View citations (213)

1981

  1. An analysis of the bounds for the Gini coefficient
    Journal of Econometrics, 1981, 17, (2), 177-188 Downloads View citations (4)

1979

  1. Functional Forms, Estimation Techniques and the Distribution of Income
    Econometrica, 1979, 47, (6), 1513-25 Downloads View citations (41)

1977

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

1973

  1. 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 Downloads

1972

  1. The Exact Finite Sample Distribution Function of the Limited Information Maximum Likelihood Identifiability Test Statistic
    Econometrica, 1972, 40, (6), 1109-19 Downloads
 
Page updated 2017-08-17