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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 2009-11-12. Update your information in the RePEc Author Service.

Short-id: pmc19


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Working Papers

2007

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

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

Undated

  1. Measurement error and the distribution of income
    Working Papers, Utah State University, Department of Economics Downloads 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) Downloads
  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 Downloads
    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 Downloads

2006

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

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

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
    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

1996

  1. 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
  2. An application and comparison of some flexible parametric and semi-parametric qualitative response models
    Economics Letters, 1996, 53, (2), 145-152 Downloads View citations

1995

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

1994

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

1993

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

1992

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

1991

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

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
  2. Regression models for positive random variables
    Journal of Econometrics, 1990, 43, (1-2), 227-251 Downloads View citations

1989

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

1987

  1. A General Distribution for Describing Security Price Returns
    Journal of Business, 1987, 60, (3), 401-24 Downloads View citations
  2. Interdistributional Income Inequality
    Journal of Business & Economic Statistics, 1987, 5, (1), 13-18 View citations
  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

1986

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

1984

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

1981

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

1979

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

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 2009-11-28