Details about James McDonald

Access statistics for papers by James McDonald.

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Short-id: pmc19

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
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
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

2007

4. Instrumental variables estimation with flexible distribution
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
   See also Journal Article in Journal of Business & Economic Statistics (2010)
5. Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models
   Economics Discussion Papers, Kiel Institute for the World Economy View citations (3)
   See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007)

1998

6. 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

7. 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

8. Measurement error and the distribution of income
   Working Papers, Utah State University, Department of Economics View citations (1)

Journal Articles

2011

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

2010

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

2007

5. Risky Loss Distributions and Modeling the Loss Reserve Pay-out Tail
   Review of Applied Economics, 2007, 3, (1-2) View citations (1)
6. Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models
   Economics - The Open-Access, Open-Assessment E-Journal, 2007, 1, (7), 1-20 View citations (4)
   See also Working Paper (2007)
7. The impact of taxes and transfer payments on the distribution of income: A parametric comparison
   Journal of Economic Inequality, 2007, 5, (3), 353-369 View citations (3)

2006

8. Partially adaptive robust estimation of regression models and applications
   European Journal of Operational Research, 2006, 170, (1), 132-143 View citations (2)

2005

9. Forecasting asymmetries in aggregate stock market returns: Evidence from conditional skewness
   Journal of Empirical Finance, 2005, 12, (5), 666-685 View citations (3)

2003

10. A Comparison of Partially Adaptive and Reweighted Least Squares Estimation
    Econometric Reviews, 2003, 22, (2), 115-134 View citations (1)

2001

11. A flexible parametric GARCH model with an application to exchange rates
    Journal of Applied Econometrics, 2001, 16, (4), 521-536 View citations (14)
    See also Working Paper (1998)

1999

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

1996

13. A Generalized Qualitative-Response Model and the Analysis of Management Fraud
    Management Science, 1996, 42, (7), 1022-1032 View citations (5)
14. 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 (3)
15. An application and comparison of some flexible parametric and semi-parametric qualitative response models
    Economics Letters, 1996, 53, (2), 145-152 View citations (2)

1995

16. A generalization of the beta distribution with applications
    Journal of Econometrics, 1995, 66, (1-2), 133-152 View citations (55)
    Also in Journal of Econometrics, 1995, 69, (2), 427-428 (1995) View citations (57)
17. The Distribution of Personal Income: Revisited
    Journal of Applied Econometrics, 1995, 10, (2), 201-04 View citations (7)

1994

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

1993

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

1992

20. Generalized bankruptcy models applied to predicting consumer credit behavior
    Journal of Economics and Business, 1992, 44, (1), 47-62 View citations (2)

1991

21. Parametric models for partially adaptive estimation with skewed and leptokurtic residuals
    Economics Letters, 1991, 37, (3), 273-278 View citations (10)

1990

22. Applications of the GB2 family of distributions in modeling insurance loss processes
    Insurance: Mathematics and Economics, 1990, 9, (4), 257-272 View citations (5)
23. Regression models for positive random variables
    Journal of Econometrics, 1990, 43, (1-2), 227-251 View citations (7)

1989

24. Partially adaptive estimation of ARMA time series models
    International Journal of Forecasting, 1989, 5, (2), 217-230
25. Using incomplete moments to measure inequality
    Journal of Econometrics, 1989, 42, (1), 109-119 View citations (8)

1988

26. Partially Adaptive Estimation of Regression Models via the Generalized T Distribution
    Econometric Theory, 1988, 4, (03), 428-457 View citations (32)

1987

27. A General Distribution for Describing Security Price Returns
    The Journal of Business, 1987, 60, (3), 401-24 View citations (16)
28. Interdistributional Income Inequality
    Journal of Business & Economic Statistics, 1987, 5, (1), 13-18 View citations (1)
29. Some Generalized Mixture Distributions with an Application to Unemployment Duration
    The Review of Economics and Statistics, 1987, 69, (2), 232-40 View citations (6)

1986

30. Trends in Unemployment Duration Data
    The Review of Economics and Statistics, 1986, 68, (4), 545-57 View citations (14)

1984

31. Some Generalized Functions for the Size Distribution of Income
    Econometrica, 1984, 52, (3), 647-63 View citations (105)

1981

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

1979

33. Functional Forms, Estimation Techniques and the Distribution of Income
    Econometrica, 1979, 47, (6), 1513-25 View citations (28)

1977

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

1973

35. 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

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