James McDonald

Brigham Young University

Professor

130 Faculty Office Bldg.

Provo, UT 84602-2363

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 40,366

SSRN RANKINGS

Top 40,366

in Total Papers Downloads

1,193

SSRN CITATIONS
Rank 22,075

SSRN RANKINGS

Top 22,075

in Total Papers Citations

12

CROSSREF CITATIONS

28

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 466 (66,624)
Citation 34

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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 263 (127,178)
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 159 (203,122)
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 124 (247,706)

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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 Cyprus University of Technology
Downloads 63 (383,284)

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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
Cyprus University of Technology, Brigham Young University and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 21 (578,790)
Citation 2

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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 Cyprus University of Technology
Downloads 64 (375,149)

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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 21 (560,209)

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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 8 (647,528)

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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 4 (676,675)
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

Abstract:

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