James McDonald

Brigham Young University

Professor

130 Faculty Office Bldg.

Provo, UT 84602-2363

United States

SCHOLARLY PAPERS

10

DOWNLOADS

1,367

SSRN CITATIONS
Rank 22,648

SSRN RANKINGS

Top 22,648

in Total Papers Citations

14

CROSSREF CITATIONS

29

Scholarly Papers (10)

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 566 (72,103)
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 276 (162,288)
Citation 2

Abstract:

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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 164 (262,335)
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 129 (317,236)

Abstract:

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

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
University of Chicago - Booth School of Business - Econometrics and Statistics, Brigham Young University and Ball State University
Downloads 75 (455,774)

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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
Ball State University, Brigham Young University and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 24 (725,679)
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
Brigham Young University, Rutgers, The State University of New Jersey - Rutgers University, Camden and Ball State University
Downloads 88 (410,532)

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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 A. Carson and James McDonald
University of Texas of the Permian Basin and Brigham Young University
Downloads 25 (696,395)

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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
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 13 (800,189)

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adaptive learning, agents, ontology, semantic web

9.

Skewness and Kurtosis Properties of Income Distribution Models

Review of Income and Wealth, Vol. 59, Issue 2, pp. 360-374, 2013
Number of pages: 15 Posted: 03 May 2013
James McDonald, Jeff Sorensen and Patrick Turley
Brigham Young University, University of California, Berkeley and Harvard University
Downloads 7 (863,011)
Citation 1

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skewness, kurtosis, generalized beta type 2 distribution, generalized gamma distribution

10.

A Flexible Parametric GARCH Model with an Application to Exchange Rates

Posted: 06 Mar 2001
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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