James McDonald : Citation Profile

Are you James McDonald?

Brigham Young University

18

H index

28

i10 index

1273

Citations

RESEARCH PRODUCTION:

58

Articles

13

Papers

2

Chapters

RESEARCH ACTIVITY:

   48 years (1972 - 2020). See details.
   Cites by year: 26
   Journals where James McDonald has often published
   Relations with other researchers
   Recent citing documents: 80.    Total self citations: 27 (2.08 %)

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   Permalink: http://citec.repec.org/pmc19
   Updated: 2023-03-02    RAS profile: 2022-12-29    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with James McDonald.

Is cited by:

Griffiths, William (60)

Rao, D.S. Prasada (48)

Chotikapanich, Duangkamon (41)

Hlasny, Vladimir (34)

Hajargasht, Gholamreza (27)

Jenkins, Stephen (26)

Caudill, Steven B (21)

Harvey, Andrew (20)

Sarabia, José María (20)

Brzeziński, Michał (19)

Savard, Luc (18)

Cites to:

Newey, Whitney (27)

Theodossiou, Panayiotis (17)

Hansen, Bruce (10)

Hansen, Christian (9)

Powell, James (9)

Bollerslev, Tim (7)

Hanemann, Michael (6)

Manski, Charles (6)

Harvey, Campbell (5)

Caudill, Steven B (5)

Harrison, Glenn (5)

Main data

Where James McDonald has published?

Journals with more than one article published# docs
Journal of Econometrics5
Econometrica5
Economics Letters4
Communications in Statistics - Theory and Methods4
Computational Economics4
The Review of Economics and Statistics3
Journal of Business & Economic Statistics3
Journal of Income Distribution3
Statistics & Probability Letters2
Journal of Applied Econometrics2
Econometric Reviews2

Working Papers Series with more than one paper published# docs
BYU Macroeconomics and Computational Laboratory Working Paper Series / Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory3
LIS Working papers / LIS Cross-National Data Center in Luxembourg3

Recent works citing James McDonald (2022 and 2021)

YearTitle of citing document
2021How does monetary policy affect income inequality in Japan? Evidence from grouped data. (2018). Feldkircher, Martin ; Kakamu, Kazuhiko. In: Papers. RePEc:arx:papers:1803.08868.

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2021Identification and Estimation of a Partially Linear Regression Model using Network Data. (2019). Auerbach, Eric. In: Papers. RePEc:arx:papers:1903.09679.

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2022Risk Loadings in Classification Ratemaking. (2020). Meng, Shengwang ; Li, Zhengxiao ; Yang, Liang. In: Papers. RePEc:arx:papers:2002.01798.

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2022Distributional Robustness of K-class Estimators and the PULSE. (2020). Peters, Jonas ; Jakobsen, Martin Emil. In: Papers. RePEc:arx:papers:2005.03353.

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2021Extremal points of Lorenz curves and applications to inequality analysis. (2021). Mora-Corral, Carlos ; Javier, ; Ba, Amparo. In: Papers. RePEc:arx:papers:2103.03286.

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2022Rethinking Generalized Beta Family of Distributions. (2022). Serota, R A ; Liu, Jiong. In: Papers. RePEc:arx:papers:2209.05225.

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2022Bayesian analysis of mixtures of lognormal distribution with an unknown number of components from grouped data. (2022). Kakamu, Kazuhiko. In: Papers. RePEc:arx:papers:2210.05115.

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2023Composite distributions in the social sciences: A comparative empirical study of firms sales distribution for France, Germany, Italy, Japan, South Korea, and Spain. (2023). Mizuno, Takayuki ; Fujimoto, Shouji ; Ishikawa, Atushi ; Massing, Till ; Ramos, Arturo. In: Papers. RePEc:arx:papers:2301.09438.

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2021Parametric representation of the top of income distributions: Options, historical evidence, and model selection. (2021). Hlasny, Vladimir. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:4:p:1217-1256.

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2021Inequality measurement with grouped data: Parametric and non?parametric methods. (2021). Jantti, Markus ; Sarabia, Jose Maria ; Jorda, Vanesa. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:3:p:964-984.

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2022Assessing hail risk for property insurers with a dependent marked point process. (2022). Dickinson, Daniel ; Fung, Glenn M ; Shi, Peng. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:1:p:302-328.

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2021Wishart?gamma random effects models with applications to nonlife insurance. (2021). Lu, Yang ; Denuit, Michel. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:88:y:2021:i:2:p:443-481.

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2021Classical and Bayesian Inference for Income Distributions using Grouped Data. (2021). Gribisch, Bastian ; Eckernkemper, Tobias. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:1:p:32-65.

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2021Imputing Top?Coded Income Data in Longitudinal Surveys. (2021). Tan, LI. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:1:p:66-87.

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2022Inventory timing: How to serve a stochastic season. (2022). Sonntag, Danja ; Fleischmann, Moritz ; Schlapp, Jochen. In: Production and Operations Management. RePEc:bla:popmgt:v:31:y:2022:i:7:p:2891-2906.

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2021Within-between decomposition of the Gini index: a novel proposal (Rev. ed.). (2021). Attili, Federico. In: Working Papers. RePEc:bol:bodewp:wp1167.

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2021Score-driven time series models. (2021). Harvey, Andrew. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2133.

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2022Median Labor Income in Chile Revised: Insights from Distributional National Accounts. (2022). Taboada, Manuel ; de Gregorio, Jose ; DeGregorio, Jose . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:946.

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2022Hotel dynamic pricing, stochastic demand and covid-19. (2022). D'Innocenzo, Enzo ; Ballestra, Luca Vincenzo ; Guizzardi, Andrea. In: Annals of Tourism Research. RePEc:eee:anture:v:97:y:2022:i:c:s0160738322001463.

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2021Chinas poverty reduction miracle and relative poverty: Focusing on the roles of growth and inequality. (2021). Wan, Guanghua ; Liu, Weiqun ; Hu, Xiaoshan. In: China Economic Review. RePEc:eee:chieco:v:68:y:2021:i:c:s1043951x21000614.

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2022Simultaneous confidence bands for the functional mean of convex curves. (2022). di Battista, Tonio ; Evangelista, Adelia ; Fortuna, Francesca ; Gattone, Stefano Antonio. In: Econometrics and Statistics. RePEc:eee:ecosta:v:24:y:2022:i:c:p:183-193.

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2021Wealth Distribution across Countries: Quality of Weibull, Dagum and Burr XII in Estimating Wealth over Time. (2021). Tzur, Joseph ; Jacobi, Arie. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321001045.

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2021The impact of the coronavirus crisis on the market price of risk. (2021). Theodossiou, Panayiotis ; Savva, Christos S ; Delis, Manthos D. In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s1572308920301431.

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2021Optimal annuity demand for general expected utility agents. (2021). Levante, Lucia ; de Gennaro, Luca ; Bernard, Carole. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pa:p:70-79.

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2021Predictive risk analysis using a collective risk model: Choosing between past frequency and aggregate severity information. (2021). Ahn, Jae Youn ; Zhu, Dan ; Lee, Youngju ; Oh, Rosy. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:127-139.

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2022The Skewness-Kurtosis plane for non-Gaussian systems: The case of hedge fund returns. (2022). Karagiorgis, Ariston ; Drakos, Konstantinos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001111.

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2022Economic valuation of urban parks with historical importance: The case of Quinta do Castelo, Portugal. (2022). Carvalho, Armindo ; Silva, Susana. In: Land Use Policy. RePEc:eee:lauspo:v:115:y:2022:i:c:s0264837722000692.

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2022Efficient dependency models: Simulating dependent random variables. (2022). Lamboni, Matieyendou. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:200:y:2022:i:c:p:199-217.

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2022Central Bank Policy and the concentration of risk: Empirical estimates. (2022). Kim, Daisoon ; Rey, Helene ; Coimbra, Nuno. In: Journal of Monetary Economics. RePEc:eee:moneco:v:125:y:2022:i:c:p:182-198.

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2021Maximum entropy framework for a universal rank order distribution with socio-economic applications. (2021). Shreya, Preety ; Ghosh, Abhik ; Basu, Banasri. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:563:y:2021:i:c:s0378437120307603.

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2021Testing structural benefit transfer: The role of income inequality. (2021). Drupp, Moritz ; Hanley, Nick ; Meya, Jasper N. In: Resource and Energy Economics. RePEc:eee:resene:v:64:y:2021:i:c:s0928765521000026.

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2022A cryptocurrency empirical study focused on evaluating their distribution functions. (2022). Muela, Sonia Benito ; Arguedas-Sanz, Raquel ; Lopez-Martin, Carmen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:387-407.

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2022Closure of beta and Dirichlet distributions under discrete mixing. (2022). Jones, M C ; Balakrishnan, N. In: Statistics & Probability Letters. RePEc:eee:stapro:v:188:y:2022:i:c:s0167715222000980.

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2021Real-time demand forecasting for an urban delivery platform. (2021). Winkenbach, Matthias ; Spinler, Stefan ; Hess, Alexander. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:145:y:2021:i:c:s1366554520307936.

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2021A multi-step kernel–based regression estimator that adapts to error distributions of unknown form. (2021). Reichardt, Hugo ; de Gooijer, Jan G. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:115083.

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2022Evaluating Regional Carbon Inequality and Its Dependence with Carbon Efficiency: Implications for Carbon Neutrality. (2022). Lin, Hang ; Ji, Jingyu. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:19:p:7022-:d:924228.

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2021Transformational Approach to Analytical Value-at-Risk for near Normal Distributions. (2021). Singh, Kewal ; Sangwan, Vikas ; Prakash, Puneet. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:51-:d:487006.

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2021Web of Science (WoS) and Scopus: The Titans of Bibliographic Information in Today’s Academic World. (2021). Pranckut, Raminta. In: Publications. RePEc:gam:jpubli:v:9:y:2021:i:1:p:12-:d:515799.

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2021Modeling the Future Value Distribution of a Life Insurance Portfolio. (2021). Viviano, Fabio ; Costabile, Massimo. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:10:p:177-:d:648693.

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2021Willingness to pay for private and public improvements of vulnerable road users’ safety. (2021). Andrén, Daniela ; Jarnberg, Linda Andersson ; Vimefall, Elin ; Rutstrom, Elisabet E ; Hultkrantz, Lars ; Andren, Daniela. In: Working Papers. RePEc:hhs:oruesi:2021_011.

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2021Statistical Properties of a New Bathtub Shaped Failure Rate Model With Applications in Survival and Failure Rate Data. (2021). al Mutairi, Alya ; Iqbal, Muhammad Z ; Arshad, Muhammad Z. In: International Journal of Statistics and Probability. RePEc:ibn:ijspjl:v:10:y:2021:i:3:p:49.

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2021On the Log-Logistic Distribution and Its Generalizations: A Survey. (2021). Ngesa, Oscar ; Mwalili, Samuel M ; Muse, Abdisalam Hassan. In: International Journal of Statistics and Probability. RePEc:ibn:ijspjl:v:10:y:2021:i:3:p:93.

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2023Recovering Income Distribution in the Presence of Interval-Censored Data. (2023). Sacco-Capurro, Flavia ; Rios-Avila, Fernando ; Canavire, Gustavo J. In: IZA Discussion Papers. RePEc:iza:izadps:dp15921.

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2022The Effect of Including Irrelevant Alternatives in Discrete Choice Models of Recreation Demand. (2022). Brorsen, B ; Ngombe, John N. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:1:d:10.1007_s10614-021-10138-1.

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2022Maximum Likelihood Estimation for the Asymmetric Exponential Power Distribution. (2022). Nadarajah, Saralees ; Teimouri, Mahdi. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:2:d:10.1007_s10614-021-10162-1.

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2022Missing Analyst Forecasts and Corporate Fraud: Evidence from China. (2022). Wan, Liangyong ; Zhong, XI ; Ren, Liuyang. In: Journal of Business Ethics. RePEc:kap:jbuset:v:181:y:2022:i:1:d:10.1007_s10551-021-04837-w.

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2022The Atlas of Inequality Aversion: Theory and Empirical Evidence from the Luxembourg Income Study Database. (2022). Paradowski, Piotr ; Kot, Stanislaw Maciej. In: LIS Working papers. RePEc:lis:liswps:826.

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2022Deadweight Losses or Gains from In-kind Transfers? Experimental Evidence from India. (2022). Ramaswami, Bharat ; Negi, Digvijay ; Gangadharan, Lata ; Datt, Gaurav ; Abbink, Klaus. In: Monash Economics Working Papers. RePEc:mos:moswps:2022-10.

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2048The BASIE (BAyeSian Interpretation of Estimates) Framework for Interpreting Findings from Impact Evaluations: A Practical Guide for Education Researchers. (2048). Thal, Daniel ; Finucane, Mariel ; Deke, John. In: Mathematica Policy Research Reports. RePEc:mpr:mprres:5a0d5dff375d42048799878be935e0df.

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2022Distributional robustness of K-class estimators and the PULSE. (2022). Peters, Jonas ; Jakobsen, Martin Emil. In: The Econometrics Journal. RePEc:oup:emjrnl:v:25:y:2022:i:2:p:404-432..

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2021Shape factor asymptotic analysis II. (2021). Wang, Frank Xuyan. In: MPRA Paper. RePEc:pra:mprapa:110827.

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2021A Six Parameters Beta Distribution with Application for Modeling Waiting Time of Muslim Early Morning Prayer. (2021). , Rafid. In: Annals of Data Science. RePEc:spr:aodasc:v:8:y:2021:i:1:d:10.1007_s40745-020-00282-0.

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2021Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach. (2021). Santi, Flavio ; Bee, Marco ; Hambuckers, Julien ; Trapin, Luca. In: Computational Statistics. RePEc:spr:compst:v:36:y:2021:i:3:d:10.1007_s00180-021-01078-3.

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2022How does monetary policy affect income inequality in Japan? Evidence from grouped data. (2022). Feldkircher, Martin ; Kakamu, Kazuhiko. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:5:d:10.1007_s00181-021-02102-7.

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2021Estimating risk premiums for regulated firms when accounting for reference-day variation and high-order moments of return volatility. (2021). Hirschberg, Joseph ; Lye, Jenny. In: Environment Systems and Decisions. RePEc:spr:envsyd:v:41:y:2021:i:3:d:10.1007_s10669-021-09812-4.

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2021Truncated Family of Distributions with Applications to Time and Cost to Start a Business. (2021). Alzaatreh, Ayman ; Lee, Carl ; Famoye, Felix ; Shahbaz, Muhammad Qaiser ; Smithson, Michael ; Aljarrah, Mohammad A. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:23:y:2021:i:1:d:10.1007_s11009-020-09801-1.

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2022Efficient and robust estimation for autoregressive regression models using shape mixtures of skewt normal distribution. (2022). Nduka, Uchenna Chinedu. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:3:d:10.1007_s11009-021-09872-8.

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2021A robust Birnbaum–Saunders regression model based on asymmetric heavy-tailed distributions. (2021). Balakrishnan, N ; Vilca, Filidor ; Bolfarine, Heleno ; Maehara, Rocio. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:84:y:2021:i:7:d:10.1007_s00184-021-00815-4.

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2021A new regression model for positive random variables with skewed and long tail. (2021). Castro, Mario ; Santos-Neto, Manoel ; Bourguignon, Marcelo. In: METRON. RePEc:spr:metron:v:79:y:2021:i:1:d:10.1007_s40300-021-00203-y.

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2022Lorenz and Polarization Orderings of the Double-Pareto Lognormal Distribution and Other Size Distributions. (2022). Okamoto, Masato. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:84:y:2022:i:2:d:10.1007_s13571-021-00264-z.

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2022A Bayesian Regression Model for the Non-standardized t Distribution with Location, Scale and Degrees of Freedom Parameters. (2022). Marin, Margarita ; Cepeda-Cuervo, Edilberto . In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:84:y:2022:i:2:d:10.1007_s13571-022-00288-z.

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2021Some confidence intervals and insights for the proportion below the relative poverty line. (2021). Staudte, Robert G ; Prendergast, Luke A ; Dedduwakumara, Dilanka S. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:10:d:10.1007_s43546-021-00151-9.

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2022The Foster–Greer–Thorbecke Poverty Measures Reveal More. (2022). Ogwang, Tomson. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:164:y:2022:i:3:d:10.1007_s11205-022-03001-9.

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2021Empirical Analyses of Income: Finland (2009) and Australia (1967-1968). (2021). Fellman, Johan. In: Journal of Statistical and Econometric Methods. RePEc:spt:stecon:v:10:y:2021:i:1:f:10_1_3.

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2022Median Labor Income in Chile Revised: Insights from Distributional National Accounts. (2022). Taboada, Manuel ; de Gregorio, Jose ; DeGregorio, Jose . In: Working Papers. RePEc:udc:wpaper:wp532.

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2022Dependence modeling in stochastic frontier analysis. (2022). Artem, Prokhorov ; Christopher, Parmeter ; Mikhail, Mamonov . In: Dependence Modeling. RePEc:vrs:demode:v:10:y:2022:i:1:p:123-144:n:3.

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2022Is Inequality Systematically Underestimated in Sub-Saharan Africa ? A Proposal toOvercome the Problem. (2022). schettino, francesco ; Molini, Vasco ; Clementi, Fabio ; Fabiani, Michele. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:10058.

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2022Recovering Income Distribution in the Presence of Interval-Censored Data. (2022). Canavire, Gustavo Javier ; Riosavila, Fernando ; Sacco, Flavia Giannina. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:10147.

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2021Swine producer willingness to pay for Tier 1 disease risk mitigation under multifaceted ambiguity. (2021). Tonsor, Glynn T ; Schulz, Lee L ; Lee, Jiwon. In: Agribusiness. RePEc:wly:agribz:v:37:y:2021:i:4:p:858-875.

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2022A Modern Gauss–Markov Theorem. (2022). Hansen, Bruce E. In: Econometrica. RePEc:wly:emetrp:v:90:y:2022:i:3:p:1283-1294.

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2021Do Chinese listed corporations really tell the truth? Empirical evidence from semi?parametric analysis. (2021). Nie, LI ; Wang, Qiao. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1825-1834.

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2021Efficient minimum distance estimation of Pareto exponent from top income shares. (2021). Toda, Alexis Akira ; Wang, Yulong. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:2:p:228-243.

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2021Volatility specifications versus probability distributions in VaR forecasting. (2021). Novales, Alfonso ; Garciajorcano, Laura. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:2:p:189-212.

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2021Specification tests for non?Gaussian maximum likelihood estimators. (2021). Sentana, Enrique ; Fiorentini, Gabriele. In: Quantitative Economics. RePEc:wly:quante:v:12:y:2021:i:3:p:683-742.

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2021Willingness to pay for private and public improvements of vulnerable road users’ safety. (2021). Andrén, Daniela ; Jarnberg, Linda Andersson ; Vimefall, Elin ; Rutstrom, Elisabet E ; Hultkrantz, Lars ; Andren, Daniela. In: GLO Discussion Paper Series. RePEc:zbw:glodps:853.

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Works by James McDonald:

YearTitleTypeCited
2007Risky Loss Distributions and Modeling the Loss Reserve Pay-out Tail In: Review of Applied Economics.
[Full Text][Citation analysis]		article3
1998A FLEXIBLE PARAMETRIC GARCH MODEL WITH AN APPLICATION TO EXCHANGE RATES In: Economics Research Institute, ERI Study Papers.
[Full Text][Citation analysis]		paper34
2001A flexible parametric GARCH model with an application to exchange rates.(2001) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 34		article
2011Distributional Characteristics: Just a Few More Moments In: The American Statistician.
[Full Text][Citation analysis]		article0
1993Estimating Aggregate Automotive Income Elasticities from the Population Income-Share Elasticity. In: Journal of Business & Economic Statistics.
[Citation analysis]		article3
2010Instrumental Variables Estimation With Flexible Distributions In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article15
2007Instrumental variables estimation with flexible distribution.(2007) In: CeMMAP working papers.
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This paper has another version. Agregated cites: 15		paper
1987Interdistributional Income Inequality. In: Journal of Business & Economic Statistics.
[Citation analysis]		article18
2013SKEWNESS AND KURTOSIS PROPERTIES OF INCOME DISTRIBUTION MODELS In: Review of Income and Wealth.
[Full Text][Citation analysis]		article20
2011Skewness and Kurtosis Properties of Income Distribution Models.(2011) In: LIS Working papers.
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This paper has another version. Agregated cites: 20		paper
2012Option Pricing and Distribution Characteristics In: BYU Macroeconomics and Computational Laboratory Working Paper Series.
[Full Text][Citation analysis]		paper1
2015Option Pricing and Distribution Characteristics.(2015) In: Computational Economics.
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2012Heteroskedasticity and Distributional Assumptions in the Censored Regression Model In: BYU Macroeconomics and Computational Laboratory Working Paper Series.
[Full Text][Citation analysis]		paper0
2012Skewness-kurtosis bounds for the skewed generalized T and related distributions In: BYU Macroeconomics and Computational Laboratory Working Paper Series.
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2013Skewness–kurtosis bounds for the skewed generalized T and related distributions.(2013) In: Statistics & Probability Letters.
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1988Partially Adaptive Estimation of Regression Models via the Generalized T Distribution In: Econometric Theory.
[Full Text][Citation analysis]		article118
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