Details about James McDonald

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 2024-12-06. 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
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
   See also Journal Article Option Pricing and Distribution Characteristics, Computational Economics, Springer (2015) View citations (2) (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
   See also Journal Article Skewness–kurtosis bounds for the skewed generalized T and related distributions, Statistics & Probability Letters, Elsevier (2013) View citations (1) (2013)

2011

4. Skewness and Kurtosis Properties of Income Distribution Models
   LIS Working papers, LIS Cross-National Data Center in Luxembourg View citations (3)
   See also Journal Article SKEWNESS AND KURTOSIS PROPERTIES OF INCOME DISTRIBUTION MODELS, Review of Income and Wealth, International Association for Research in Income and Wealth (2013) View citations (21) (2013)

2007

5. Instrumental variables estimation with flexible distribution
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
   See also Journal Article Instrumental Variables Estimation With Flexible Distributions, Journal of Business & Economic Statistics, American Statistical Association (2010) View citations (24) (2010)
6. Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models
   Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (19)
   See also Journal Article Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2007) View citations (19) (2007)

2006

7. 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
   See also Journal Article The impact of taxes and transfer payments on the distribution of income: A parametric comparison, The Journal of Economic Inequality, Springer (2007) View citations (18) (2007)

2002

8. A Comparison of Parametric Models of Income Distribution across Countries and over Time
   LIS Working papers, LIS Cross-National Data Center in Luxembourg View citations (39)

1998

9. 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 A flexible parametric GARCH model with an application to exchange rates, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2001) View citations (36) (2001)

1988

10. 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)
    See also Journal Article Applications of the GB2 family of distributions in modeling insurance loss processes, Insurance: Mathematics and Economics, Elsevier (1990) View citations (39) (1990)

1979

11. 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

12. Measurement error and the distribution of income
    Working Papers, Utah State University, Department of Economics View citations (1)
    See also Journal Article Measurement Error and the Distribution of Income, Journal of Income Distribution, Ad libros publications inc. (2003) View citations (2) (2003)

Journal Articles

2025

1. gintreg: Generalized interval regression
   Stata Journal, 2025, 25, (1), 51-76

2024

2. A comparison of the GB2 and skewed generalized log-t distributions with an application in finance
   Journal of Econometrics, 2024, 240, (2) View citations (1)

2020

3. A generalized ordered Probit model
   Communications in Statistics - Theory and Methods, 2020, 49, (7), 1712-1729 View citations (1)
4. Distributional Assumptions and the Estimation of Contingent Valuation Models
   Computational Economics, 2020, 56, (2), 431-460 View citations (2)

2019

5. The asymmetric log-Laplace distribution as a limiting case of the generalized beta distribution
   Statistics & Probability Letters, 2019, 151, (C), 73-78 View citations (2)

2018

6. On using interval response data in experimental economics
   Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), 2018, 72, (C), 9-16 View citations (9)
7. The influence of dispersion on journal impact measures
   Scientometrics, 2018, 116, (1), 609-622 View citations (4)
8. Two multivariate generalized beta families
   Communications in Statistics - Theory and Methods, 2018, 47, (23), 5688-5701 View citations (1)

2017

9. Academic salary compression across disciplines and over time
   Economics of Education Review, 2017, 59, (C), 87-104 View citations (2)
10. Partially adaptive quantile estimators
    Communications in Statistics - Theory and Methods, 2017, 46, (11), 5327-5341 View citations (1)

2015

11. Option Pricing and Distribution Characteristics
    Computational Economics, 2015, 45, (4), 579-595 View citations (2)
    See also Working Paper Option Pricing and Distribution Characteristics, BYU Macroeconomics and Computational Laboratory Working Paper Series (2012) (2012)
12. Skewness-Kurtosis Bounds for EGB1, EGB2, and Special Cases
    Communications in Statistics - Theory and Methods, 2015, 44, (18), 3857-3864 View citations (2)

2014

13. Partially Adaptive Estimation of the Censored Regression Model
    Econometric Reviews, 2014, 33, (7), 732-750 View citations (6)

2013

14. Partially Adaptive Estimation of Interval Censored Regression Models
    Computational Economics, 2013, 42, (1), 119-131 View citations (3)
15. SKEWNESS AND KURTOSIS PROPERTIES OF INCOME DISTRIBUTION MODELS
    Review of Income and Wealth, 2013, 59, (2), 360-374 View citations (21)
    See also Working Paper Skewness and Kurtosis Properties of Income Distribution Models, LIS Working papers (2011) View citations (3) (2011)
16. Skewness–kurtosis bounds for the skewed generalized T and related distributions
    Statistics & Probability Letters, 2013, 83, (9), 2129-2134 View citations (1)
    See also Working Paper Skewness-kurtosis bounds for the skewed generalized T and related distributions, BYU Macroeconomics and Computational Laboratory Working Paper Series (2012) (2012)

2011

17. Distributional Characteristics: Just a Few More Moments
    The American Statistician, 2011, 65, (2), 96-103 View citations (3)

2010

18. Instrumental Variables Estimation With Flexible Distributions
    Journal of Business & Economic Statistics, 2010, 28, (1), 13-25 View citations (24)
    See also Working Paper Instrumental variables estimation with flexible distribution, CeMMAP working papers (2007) View citations (1) (2007)
19. Partially Adaptive Econometric Methods For Regression and Classification
    Computational Economics, 2010, 36, (2), 153-169 View citations (4)
20. Robust estimation with flexible parametric distributions: estimation of utility stock betas
    Quantitative Finance, 2010, 10, (4), 375-387 View citations (7)

2009

21. Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application
    Multinational Finance Journal, 2009, 13, (3-4), 293-321 View citations (6)

2007

22. Risky Loss Distributions and Modeling the Loss Reserve Pay-out Tail
    Review of Applied Economics, 2007, 03, (01-2), 23 View citations (4)
23. Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models
    Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2007, 1, 1-20 View citations (19)
    See also Working Paper Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models, Economics Discussion Papers (2007) View citations (19) (2007)
24. 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 View citations (18)
    See also Working Paper The Impact of Taxes and Transfer Payments on the Distribution of Income: A Parametric Comparison, LIS Working papers (2006) (2006)

2006

25. Partially adaptive robust estimation of regression models and applications
    European Journal of Operational Research, 2006, 170, (1), 132-143 View citations (6)
26. Some evidence on forecasting time-series with support vector machines
    Journal of the Operational Research Society, 2006, 57, (9), 1053-1063 View citations (2)

2005

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

2003

28. A Comparison of Partially Adaptive and Reweighted Least Squares Estimation
    Econometric Reviews, 2003, 22, (2), 115-134 View citations (5)
29. Measurement Error and the Distribution of Income
    Journal of Income Distribution, 2003, 12, (1-2), 2-2 View citations (2)
    See also Working Paper Measurement error and the distribution of income, Working Papers View citations (1)

2002

30. A Generalized Model for Predictive Data Mining
    Information Systems Frontiers, 2002, 4, (2), 179-186 View citations (1)
31. Estimating Faculty Salary Distributions: An Application of Order Statistics
    Journal of Income Distribution, 2002, 11, (3-4), 4-4

2001

32. A flexible parametric GARCH model with an application to exchange rates
    Journal of Applied Econometrics, 2001, 16, (4), 521-536 View citations (36)
    See also Working Paper A FLEXIBLE PARAMETRIC GARCH MODEL WITH AN APPLICATION TO EXCHANGE RATES, Economics Research Institute, ERI Study Papers (1998) (1998)

1999

33. Review of Categorical Models for Classification Issues in Accounting and Finance
    Review of Quantitative Finance and Accounting, 1999, 13, (1), 39-62 View citations (16)

1997

34. Something New, Something Old: Parametric Models for the Size of Distribution of Income
    Journal of Income Distribution, 1997, 06, (1), 5-5 View citations (12)

1996

35. A Generalized Qualitative-Response Model and the Analysis of Management Fraud
    Management Science, 1996, 42, (7), 1022-1032 View citations (20)
36. 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 (13)
37. An application and comparison of some flexible parametric and semi-parametric qualitative response models
    Economics Letters, 1996, 53, (2), 145-152 View citations (11)

1995

38. A generalization of the beta distribution with applications
    Journal of Econometrics, 1995, 69, (2), 427-428 View citations (206)
    Also in Journal of Econometrics, 1995, 66, (1-2), 133-152 (1995) View citations (204)
39. The Distribution of Personal Income: Revisited
    Journal of Applied Econometrics, 1995, 10, (2), 201-04 View citations (25)

1994

40. Some forecasting applications of partially adaptive estimators of ARIMA models
    Economics Letters, 1994, 45, (2), 155-160 View citations (4)

1993

41. Estimating Aggregate Automotive Income Elasticities from the Population Income-Share Elasticity
    Journal of Business & Economic Statistics, 1993, 11, (2), 209-14 View citations (3)

1992

42. Generalized bankruptcy models applied to predicting consumer credit behavior
    Journal of Economics and Business, 1992, 44, (1), 47-62 View citations (4)

1991

43. Parametric models for partially adaptive estimation with skewed and leptokurtic residuals
    Economics Letters, 1991, 37, (3), 273-278 View citations (20)

1990

44. Applications of the GB2 family of distributions in modeling insurance loss processes
    Insurance: Mathematics and Economics, 1990, 9, (4), 257-272 View citations (39)
    See also Working Paper APPLICATIONS OF THE GB2 FAMILY OF DISTRIBUTIONS IN THE MODELING INSURANCE LOSS PROCESSE, Cahiers de recherche (1988) (1988)
45. Regression models for positive random variables
    Journal of Econometrics, 1990, 43, (1-2), 227-251 View citations (20)
46. Robust and Partially Adaptive Estimation of Regression Models
    The Review of Economics and Statistics, 1990, 72, (2), 321-27 View citations (30)

1989

47. Partially adaptive estimation of ARMA time series models
    International Journal of Forecasting, 1989, 5, (2), 217-230 View citations (19)
48. Using incomplete moments to measure inequality
    Journal of Econometrics, 1989, 42, (1), 109-119 View citations (26)

1988

49. Partially Adaptive Estimation of Regression Models via the Generalized T Distribution
    Econometric Theory, 1988, 4, (3), 428-457 View citations (145)

1987

50. A General Distribution for Describing Security Price Returns
    The Journal of Business, 1987, 60, (3), 401-24 View citations (39)
51. Interdistributional Income Inequality
    Journal of Business & Economic Statistics, 1987, 5, (1), 13-18 View citations (19)
52. Some Generalized Mixture Distributions with an Application to Unemployment Duration
    The Review of Economics and Statistics, 1987, 69, (2), 232-40 View citations (25)

1986

53. Trends in Unemployment Duration Data
    The Review of Economics and Statistics, 1986, 68, (4), 545-57 View citations (19)

1984

54. Some Generalized Functions for the Size Distribution of Income
    Econometrica, 1984, 52, (3), 647-63 View citations (371)
    See also Chapter Some Generalized Functions for the Size Distribution of Income, Economic Studies in Inequality, Social Exclusion, and Well-Being, 2008, 37-55 (2008) View citations (6) (2008)

1981

55. An analysis of the bounds for the Gini coefficient
    Journal of Econometrics, 1981, 17, (2), 177-188 View citations (6)

1979

56. Functional Forms, Estimation Techniques and the Distribution of Income
    Econometrica, 1979, 47, (6), 1513-25 View citations (58)

1977

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

1973

58. 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

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

Chapters

2008

1. Some Generalized Functions for the Size Distribution of Income
   Springer View citations (6)
   See also Journal Article Some Generalized Functions for the Size Distribution of Income, Econometric Society (1984) View citations (371) (1984)
2. The Generalized Beta Distribution as a Model for the Distribution of Income: Estimation of Related Measures of Inequality
   Springer View citations (47)

Software Items

2025

1. GINTREG: Stata module to perform Generalized Interval Regression
   Statistical Software Components, Boston College Department of Economics