James McDonald
Personal Details
First Name: | James |
Middle Name: | Bott |
Last Name: | McDonald |
Suffix: | |
RePEc Short-ID: | pmc19 |
[This author has chosen not to make the email address public] | |
Department of Economics Brigham Young University Provo, Utah 84602 | |
801-422-3463 |
Affiliation
Department of Economics
Brigham Young University
Provo, Utah (United States)http://econ.byu.edu/
RePEc:edi:debyuus (more details at EDIRC)
Research output
Jump to: Working papers Articles Software ChaptersWorking papers
- Sean C. Kerman & James B. McDonald, 2012.
"Skewness-kurtosis bounds for the skewed generalized T and related distributions,"
BYU Macroeconomics and Computational Laboratory Working Paper Series
2012-10, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
- Kerman, Sean C. & McDonald, James B., 2013. "Skewness–kurtosis bounds for the skewed generalized T and related distributions," Statistics & Probability Letters, Elsevier, vol. 83(9), pages 2129-2134.
- James B. McDonald & Hieu Nguyen, 2012. "Heteroskedasticity and Distributional Assumptions in the Censored Regression Model," BYU Macroeconomics and Computational Laboratory Working Paper Series 2012-09, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
- David J. Mauler & James B. McDonald, 2012.
"Option Pricing and Distribution Characteristics,"
BYU Macroeconomics and Computational Laboratory Working Paper Series
2012-08, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
- David Mauler & James McDonald, 2015. "Option Pricing and Distribution Characteristics," Computational Economics, Springer;Society for Computational Economics, vol. 45(4), pages 579-595, April.
- James McDonald & Patrick A. Turley & Jeff Sorensen, 2011.
"Skewness and Kurtosis Properties of Income Distribution Models,"
LIS Working papers
569, LIS Cross-National Data Center in Luxembourg.
- James B. Mcdonald & Jeff Sorensen & Patrick A. Turley, 2013. "Skewness And Kurtosis Properties Of Income Distribution Models," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 59(2), pages 360-374, June.
- Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B., 2007.
"Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models,"
Economics Discussion Papers
2007-13, Kiel Institute for the World Economy (IfW Kiel).
- Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B., 2007. "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), vol. 1, pages 1-20.
- Christian Hansen & James B. McDonald & Whitney K. Newey, 2007.
"Instrumental variables estimation with flexible distribution,"
CeMMAP working papers
CWP21/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Hansen, Christian & McDonald, James B. & Newey, Whitney K., 2010. "Instrumental Variables Estimation With Flexible Distributions," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 13-25.
- James McDonald & Rachel Hartshorn & Samuel Dastrup, 2006.
"The Impact of Taxes and Transfer Payments on the Distribution of Income: A Parametric Comparison,"
LIS Working papers
401, LIS Cross-National Data Center in Luxembourg.
- Samuel Dastrup & Rachel Hartshorn & James McDonald, 2007. "The impact of taxes and transfer payments on the distribution of income: A parametric comparison," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 5(3), pages 353-369, December.
- Ripsy Bandourian & Robert Turley & James McDonald, 2002. "A Comparison of Parametric Models of Income Distribution across Countries and over Time," LIS Working papers 305, LIS Cross-National Data Center in Luxembourg.
- Wang, Kai-Li & Fawson, Christopher B. & Barrett, Christopher B. & McDonald, James B., 1998.
"A Flexible Parametric Garch Model With An Application To Exchange Rates,"
Economics Research Institute, ERI Study Papers
28355, Utah State University, Economics Department.
- Kai-Li Wang & Christopher Fawson & Christopher B. Barrett & James B. McDonald, 2001. "A flexible parametric GARCH model with an application to exchange rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(4), pages 521-536.
- David Cummins, J. & Dionne, G. & Mcdonald, J.B., 1988.
"Applications of the Gb2 Family of Distributions in the Modeling Insurance Loss Processe,"
Cahiers de recherche
8838, Universite de Montreal, Departement de sciences economiques.
- Cummins, J. David & Dionne, Georges & McDonald, James B. & Pritchett, B. Michael, 1990. "Applications of the GB2 family of distributions in modeling insurance loss processes," Insurance: Mathematics and Economics, Elsevier, vol. 9(4), pages 257-272, December.
- David Cummins, J. & Dionne, G. & Mcdonald, J.B. & Pritchett, B.M., 1988. "Applications Of The Gb2 Family Of Distributions In The Modeling Insurance Loss Processe," Cahiers de recherche 8838, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Robert S. Mariano & James B. McDonald & Asher Tisher, 1979. "On the Effect of Multicollinearity Upon the Properties of Structural Coefficient Estimators," UP School of Economics Discussion Papers 197921, University of the Philippines School of Economics.
- L. Israelsen & J. McDonald, "undated".
"Measurement error and the distribution of income,"
Working Papers
2000-18, Utah State University, Department of Economics.
- L. Dwight Israelsen & James B. McDonald, 2003. "Measurement Error and the Distribution of Income," Journal of Income Distribution, Ad libros publications inc., vol. 12(1-2), pages 2-2, June.
Articles
- Higbee, Joshua D. & McDonald, James B., 2024. "A comparison of the GB2 and skewed generalized log-t distributions with an application in finance," Journal of Econometrics, Elsevier, vol. 240(2).
- Carla Johnston & James McDonald & Kramer Quist, 2020. "A generalized ordered Probit model," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 49(7), pages 1712-1729, April.
- James B. McDonald & Daniel B. Walton & Bryan Chia, 2020. "Distributional Assumptions and the Estimation of Contingent Valuation Models," Computational Economics, Springer;Society for Computational Economics, vol. 56(2), pages 431-460, August.
- Higbee, Joshua D. & Jensen, Jonathan E. & McDonald, James B., 2019. "The asymmetric log-Laplace distribution as a limiting case of the generalized beta distribution," Statistics & Probability Letters, Elsevier, vol. 151(C), pages 73-78.
- McDonald, James & Stoddard, Olga & Walton, Daniel, 2018. "On using interval response data in experimental economics," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 72(C), pages 9-16.
- William M. Cockriel & James B. McDonald, 2018. "The influence of dispersion on journal impact measures," Scientometrics, Springer;Akadémiai Kiadó, vol. 116(1), pages 609-622, July.
- William M. Cockriel & James B. McDonald, 2018. "Two multivariate generalized beta families," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 47(23), pages 5688-5701, December.
- David J. Mauler & James B. McDonald & Logan C. Tatham, 2017. "Partially adaptive quantile estimators," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(11), pages 5327-5341, June.
- McDonald, James B. & Sorensen, Jeff, 2017. "Academic salary compression across disciplines and over time," Economics of Education Review, Elsevier, vol. 59(C), pages 87-104.
- Sean C. Kerman & James B. McDonald, 2015. "Skewness-Kurtosis Bounds for EGB1, EGB2, and Special Cases," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(18), pages 3857-3864, September.
- David Mauler & James McDonald, 2015.
"Option Pricing and Distribution Characteristics,"
Computational Economics, Springer;Society for Computational Economics, vol. 45(4), pages 579-595, April.
- David J. Mauler & James B. McDonald, 2012. "Option Pricing and Distribution Characteristics," BYU Macroeconomics and Computational Laboratory Working Paper Series 2012-08, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
- Randall A. Lewis & James B. McDonald, 2014. "Partially Adaptive Estimation of the Censored Regression Model," Econometric Reviews, Taylor & Francis Journals, vol. 33(7), pages 732-750, October.
- Jason Cook & James McDonald, 2013. "Partially Adaptive Estimation of Interval Censored Regression Models," Computational Economics, Springer;Society for Computational Economics, vol. 42(1), pages 119-131, June.
- Kerman, Sean C. & McDonald, James B., 2013.
"Skewness–kurtosis bounds for the skewed generalized T and related distributions,"
Statistics & Probability Letters, Elsevier, vol. 83(9), pages 2129-2134.
- Sean C. Kerman & James B. McDonald, 2012. "Skewness-kurtosis bounds for the skewed generalized T and related distributions," BYU Macroeconomics and Computational Laboratory Working Paper Series 2012-10, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
- James B. Mcdonald & Jeff Sorensen & Patrick A. Turley, 2013.
"Skewness And Kurtosis Properties Of Income Distribution Models,"
Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 59(2), pages 360-374, June.
- James McDonald & Patrick A. Turley & Jeff Sorensen, 2011. "Skewness and Kurtosis Properties of Income Distribution Models," LIS Working papers 569, LIS Cross-National Data Center in Luxembourg.
- McDonald, James B. & Turley, Patrick, 2011. "Distributional Characteristics: Just a Few More Moments," The American Statistician, American Statistical Association, vol. 65(2), pages 96-103.
- James Mcdonald & Richard Michelfelder & Panayiotis Theodossiou, 2010. "Robust estimation with flexible parametric distributions: estimation of utility stock betas," Quantitative Finance, Taylor & Francis Journals, vol. 10(4), pages 375-387.
- Hansen, Christian & McDonald, James B. & Newey, Whitney K., 2010.
"Instrumental Variables Estimation With Flexible Distributions,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 13-25.
- Christian Hansen & James B. McDonald & Whitney K. Newey, 2007. "Instrumental variables estimation with flexible distribution," CeMMAP working papers CWP21/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- James Hansen & James McDonald & Panayiotis Theodossiou & Brad Larsen, 2010. "Partially Adaptive Econometric Methods For Regression and Classification," Computational Economics, Springer;Society for Computational Economics, vol. 36(2), pages 153-169, August.
- James B. McDonald & Richard A. Michelfelder & Panayiotis Theodossiou, 2009. "Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application," Multinational Finance Journal, Multinational Finance Journal, vol. 13(3-4), pages 293-321, September.
- Cummins, J. David & McDonald, James B. & Merrill, Craig, 2007. "Risky Loss Distributions and Modeling the Loss Reserve Pay-out Tail," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 3(1-2), pages 1-23.
- Samuel Dastrup & Rachel Hartshorn & James McDonald, 2007.
"The impact of taxes and transfer payments on the distribution of income: A parametric comparison,"
The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 5(3), pages 353-369, December.
- James McDonald & Rachel Hartshorn & Samuel Dastrup, 2006. "The Impact of Taxes and Transfer Payments on the Distribution of Income: A Parametric Comparison," LIS Working papers 401, LIS Cross-National Data Center in Luxembourg.
- Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B., 2007.
"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), vol. 1, pages 1-20.
- Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B., 2007. "Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models," Economics Discussion Papers 2007-13, Kiel Institute for the World Economy (IfW Kiel).
- J V Hansen & J B McDonald & R D Nelson, 2006. "Some evidence on forecasting time-series with support vector machines," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 57(9), pages 1053-1063, September.
- Hansen, James V. & McDonald, James B. & Turley, Robert S., 2006. "Partially adaptive robust estimation of regression models and applications," European Journal of Operational Research, Elsevier, vol. 170(1), pages 132-143, April.
- Hueng, C. James & McDonald, James B., 2005. "Forecasting asymmetries in aggregate stock market returns: Evidence from conditional skewness," Journal of Empirical Finance, Elsevier, vol. 12(5), pages 666-685, December.
- Brian Boyer & James McDonald & Whitney Newey, 2003. "A Comparison of Partially Adaptive and Reweighted Least Squares Estimation," Econometric Reviews, Taylor & Francis Journals, vol. 22(2), pages 115-134.
- L. Dwight Israelsen & James B. McDonald, 2003.
"Measurement Error and the Distribution of Income,"
Journal of Income Distribution, Ad libros publications inc., vol. 12(1-2), pages 2-2, June.
- L. Israelsen & J. McDonald, "undated". "Measurement error and the distribution of income," Working Papers 2000-18, Utah State University, Department of Economics.
- Mark L. Pocock & James B. McDonald & Clayne L. Pope, 2002. "Estimating Faculty Salary Distributions: An Application of Order Statistics," Journal of Income Distribution, Ad libros publications inc., vol. 11(3-4), pages 4-4, September.
- James V. Hansen & James B. McDonald, 2002. "A Generalized Model for Predictive Data Mining," Information Systems Frontiers, Springer, vol. 4(2), pages 179-186, July.
- Kai-Li Wang & Christopher Fawson & Christopher B. Barrett & James B. McDonald, 2001.
"A flexible parametric GARCH model with an application to exchange rates,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(4), pages 521-536.
- Wang, Kai-Li & Fawson, Christopher B. & Barrett, Christopher B. & McDonald, James B., 1998. "A Flexible Parametric Garch Model With An Application To Exchange Rates," Economics Research Institute, ERI Study Papers 28355, Utah State University, Economics Department.
- Barniv, Ran & McDonald, James B, 1999. "Review of Categorical Models for Classification Issues in Accounting and Finance," Review of Quantitative Finance and Accounting, Springer, vol. 13(1), pages 39-62, July.
- Robert F. Bordley & James B. McDonald & Anand Mantrala, 1997. "Something New, Something Old: Parametric Models for the Size of Distribution of Income," Journal of Income Distribution, Ad libros publications inc., vol. 6(1), pages 5-5, June.
- McDonald, James B. & Xu, Yexiao J., 1996. "A comparison of semi-parametric and partially adaptive estimators of the censored regression model with possibly skewed and leptokurtic error distributions," Economics Letters, Elsevier, vol. 51(2), pages 153-159, May.
- J. V. Hansen & J. B. McDonald & W. F. Messier, Jr. & T. B. Bell, 1996. "A Generalized Qualitative-Response Model and the Analysis of Management Fraud," Management Science, INFORMS, vol. 42(7), pages 1022-1032, July.
- McDonald, James B., 1996. "An application and comparison of some flexible parametric and semi-parametric qualitative response models," Economics Letters, Elsevier, vol. 53(2), pages 145-152, November.
- McDonald, James B & Mantrala, Anand, 1995. "The Distribution of Personal Income: Revisited," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(2), pages 201-204, April-Jun.
- McDonald, James B. & Xu, Yexiao J., 1995.
"A generalization of the beta distribution with applications,"
Journal of Econometrics, Elsevier, vol. 66(1-2), pages 133-152.
- McDonald, James B. & Xu, Yexiao J., 1995. "A generalization of the beta distribution with applications," Journal of Econometrics, Elsevier, vol. 69(2), pages 427-428, October.
- McDonald, James B. & Xu, Yexiao, 1994. "Some forecasting applications of partially adaptive estimators of ARIMA models," Economics Letters, Elsevier, vol. 45(2), pages 155-160, June.
- Bordley, Robert F & McDonald, James B, 1993. "Estimating Aggregate Automotive Income Elasticities from the Population Income-Share Elasticity," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(2), pages 209-214, April.
- Clarke, Darral G. & McDonald, James B., 1992. "Generalized bankruptcy models applied to predicting consumer credit behavior," Journal of Economics and Business, Elsevier, vol. 44(1), pages 47-62, February.
- McDonald, James B., 1991. "Parametric models for partially adaptive estimation with skewed and leptokurtic residuals," Economics Letters, Elsevier, vol. 37(3), pages 273-278, November.
- McDonald, James B. & Butler, Richard J., 1990. "Regression models for positive random variables," Journal of Econometrics, Elsevier, vol. 43(1-2), pages 227-251.
- Butler, Richard J, et al, 1990. "Robust and Partially Adaptive Estimation of Regression Models," The Review of Economics and Statistics, MIT Press, vol. 72(2), pages 321-327, May.
- Cummins, J. David & Dionne, Georges & McDonald, James B. & Pritchett, B. Michael, 1990.
"Applications of the GB2 family of distributions in modeling insurance loss processes,"
Insurance: Mathematics and Economics, Elsevier, vol. 9(4), pages 257-272, December.
- David Cummins, J. & Dionne, G. & Mcdonald, J.B. & Pritchett, B.M., 1988. "Applications Of The Gb2 Family Of Distributions In The Modeling Insurance Loss Processe," Cahiers de recherche 8838, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- David Cummins, J. & Dionne, G. & Mcdonald, J.B., 1988. "Applications of the Gb2 Family of Distributions in the Modeling Insurance Loss Processe," Cahiers de recherche 8838, Universite de Montreal, Departement de sciences economiques.
- McDonald, James B., 1989. "Partially adaptive estimation of ARMA time series models," International Journal of Forecasting, Elsevier, vol. 5(2), pages 217-230.
- Butler, Richard J. & McDonald, James B., 1989. "Using incomplete moments to measure inequality," Journal of Econometrics, Elsevier, vol. 42(1), pages 109-119, September.
- McDonald, James B. & Newey, Whitney K., 1988. "Partially Adaptive Estimation of Regression Models via the Generalized T Distribution," Econometric Theory, Cambridge University Press, vol. 4(3), pages 428-457, December.
- McDonald, James B & Butler, Richard J, 1987. "Some Generalized Mixture Distributions with an Application to Unemployment Duration," The Review of Economics and Statistics, MIT Press, vol. 69(2), pages 232-240, May.
- Butler, Richard J & McDonald, James B, 1987. "Interdistributional Income Inequality," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(1), pages 13-18, January.
- Bookstaber, Richard M & McDonald, James B, 1987. "A General Distribution for Describing Security Price Returns," The Journal of Business, University of Chicago Press, vol. 60(3), pages 401-424, July.
- Butler, Richard J & McDonald, James B, 1986. "Trends in Unemployment Duration Data," The Review of Economics and Statistics, MIT Press, vol. 68(4), pages 545-557, November.
- McDonald, James B, 1984.
"Some Generalized Functions for the Size Distribution of Income,"
Econometrica, Econometric Society, vol. 52(3), pages 647-663, May.
- James B. McDonald, 2008. "Some Generalized Functions for the Size Distribution of Income," Economic Studies in Inequality, Social Exclusion, and Well-Being, in: Duangkamon Chotikapanich (ed.), Modeling Income Distributions and Lorenz Curves, chapter 3, pages 37-55, Springer.
- McDonald, James B. & Ransom, Michael R., 1981. "An analysis of the bounds for the Gini coefficient," Journal of Econometrics, Elsevier, vol. 17(2), pages 177-188, November.
- McDonald, James B & Ransom, Michael R, 1979. "Functional Forms, Estimation Techniques and the Distribution of Income," Econometrica, Econometric Society, vol. 47(6), pages 1513-1525, November.
- McDonald, James B, 1977. "The K-Class Estimators as Least Variance Difference Estimators," Econometrica, Econometric Society, vol. 45(3), pages 759-763, April.
- Ebbeler, Donald H & McDonald, James B, 1973. "An Analysis of the Properties of the Exact Finite Sample Distribution of a Nonconsistent G CL Structural Variance Estimator," Econometrica, Econometric Society, vol. 41(1), pages 59-65, January.
- McDonald, James B, 1972. "The Exact Finite Sample Distribution Function of the Limited Information Maximum Likelihood Identifiability Test Statistic," Econometrica, Econometric Society, vol. 40(6), pages 1109-1119, November.
Software components
- James McDonald & Jacob Triplett, 2016. "GINTREG: Stata module to perform Generalized Interval Regression," Statistical Software Components S458229, Boston College Department of Economics, revised 26 Jan 2023.
Chapters
- James B. McDonald & Michael Ransom, 2008. "The Generalized Beta Distribution as a Model for the Distribution of Income: Estimation of Related Measures of Inequality," Economic Studies in Inequality, Social Exclusion, and Well-Being, in: Duangkamon Chotikapanich (ed.), Modeling Income Distributions and Lorenz Curves, chapter 8, pages 147-166, Springer.
- James B. McDonald, 2008.
"Some Generalized Functions for the Size Distribution of Income,"
Economic Studies in Inequality, Social Exclusion, and Well-Being, in: Duangkamon Chotikapanich (ed.), Modeling Income Distributions and Lorenz Curves, chapter 3, pages 37-55,
Springer.
- McDonald, James B, 1984. "Some Generalized Functions for the Size Distribution of Income," Econometrica, Econometric Society, vol. 52(3), pages 647-663, May.
More information
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Rankings
This author is among the top 5% authors according to these criteria:- Number of Distinct Works, Weighted by Simple Impact Factor
- Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (5) 2006-08-12 2007-05-19 2007-11-24 2013-01-07 2013-01-07. Author is listed
- NEP-ORE: Operations Research (1) 2013-01-07
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