James McDonald

Brigham Young University

Professor

130 Faculty Office Bldg.

Provo, UT 84602-2363

United States

  • Brigham Young University

    • Email
    • Tel: 801-378-3463
SCHOLARLY PAPERS

9

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1,472

SSRN CITATIONS
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14

CROSSREF CITATIONS

29

Scholarly Papers (9)

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1.

A Comparison of Parametric Models of Income Distribution Across Countries and Over Time

Luxembourg Income Study Working Paper No. 305
Number of pages: 47 Posted: 31 Aug 2002
Ripsy Bandourian, James McDonald and Robert S. Turley
Harvard University - Business School (HBS), Brigham Young University and Quantitative Strategies
Downloads 602 (72,714)
Citation 38

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2.

Risky Loss Distributions and Modeling the Loss Reserve Payout Tail

Number of pages: 34 Posted: 01 Nov 2004
J David Cummins, James McDonald and Craig B. Merrill
Temple University - Risk Management & Insurance & Actuarial Science, Brigham Young University and Brigham Young University
Downloads 291 (168,311)
Citation 2

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Loss distributions, loss reserves, generalized beta distribution, liability insurance

3.

Forecasting Asymmetries in Aggregate Stock Market Returns: Evidence from Conditional Skewness

Number of pages: 30 Posted: 26 Apr 2005
C. James Hueng and James McDonald
Western Michigan University - Department of Economics and Brigham Young University
Downloads 176 (271,608)
Citation 1

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Differences of opinion, asymmetry, skewed-t distribution, autoregressive conditional density models

4.

Tracing the Effects of Agricultural Commodity Prices on Food Processing Costs

UC Davis Working Paper No. 00-032
Number of pages: 42 Posted: 11 Aug 2001
Catherine J. Morrison Paul and James McDonald
University of California, Davis - Department of Agricultural and Resource Economics and Brigham Young University
Downloads 136 (336,104)

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Food processing, costs, agricultural prices, technical change, spillovers.

5.

Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models

Downloads 114 (382,894)
Citation 2

Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models

Economics: The Open-Access, Open-Assessment E-Journal, Vol. 1, 2007-7
Number of pages: 20 Posted: 18 Dec 2010
Christian Hansen, James McDonald and Panayiotis Theodossiou
University of Chicago - Booth School of Business - Econometrics and Statistics, Brigham Young University and Ball State University
Downloads 85 (470,120)

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Partially Adaptive Estimation, Econometric Models

Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models

Economics Discussion Paper No. 2007-13
Number of pages: 11 Posted: 29 Nov 2010
Panayiotis Theodossiou, James McDonald and Christian Hansen
Ball State University, Brigham Young University and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 29 (765,387)
Citation 3

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Partially Adaptive Estimation, Econometric Models

6.

Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application

Multinational Finance Journal, Vol. 13, No. 3/4, p. 293-321, 2009
Number of pages: 29 Posted: 26 Jun 2015
James McDonald, Richard A. Michelfelder and Panayiotis Theodossiou
Brigham Young University, Rutgers, The State University of New Jersey - Rutgers University, Camden and Ball State University
Downloads 99 (422,949)

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CAPM; quasi-maximum likelihood estimator; robust estimator; skewed generalized T

7.

Partially Adaptive Econometric Methods and the Modern Obesity Epidemic

CESifo Working Paper Series No. 7058
Number of pages: 36 Posted: 21 Jul 2018
Scott Alan Carson and James McDonald
University of Texas of the Permian Basin and Brigham Young University
Downloads 36 (694,400)

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obesity epidemic, partially adaptive estimation, skewed generalized T distribution

8.

A Semantic Web Data Retrieval Implementation with an Adaptive Model for Supporting Agent Decision Structures

Electronic Commerce Research, Vol. 7, pp. 5-16, 2007
Number of pages: 25 Posted: 05 Jun 2009 Last Revised: 06 Nov 2014
James V. Hansen, James McDonald, Conan Albrecht, Douglas L. Dean and Bonnie Anderson
Brigham Young University - School of Accountancy, Brigham Young University, Brigham Young University - School of Accountancy, Brigham Young University - Information Systems Department and Brigham Young University - School of Accountancy
Downloads 18 (831,628)

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adaptive learning, agents, ontology, semantic web

9.

A Flexible Parametric GARCH Model with an Application to Exchange Rates

Posted: 06 Mar 2001
Kai Li Wang, Christopher Fawson, Christopher B. Barrett and James McDonald
Tunghai University, Utah State University - College of Business - Department of Economics, Cornell University - Charles H. Dyson School of Applied Economics & Management and Brigham Young University

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