James McDonald : Citation Profile


Are you James McDonald?

Brigham Young University

15

H index

24

i10 index

968

Citations

RESEARCH PRODUCTION:

52

Articles

10

Papers

RESEARCH ACTIVITY:

   46 years (1972 - 2018). See details.
   Cites by year: 21
   Journals where James McDonald has often published
   Relations with other researchers
   Recent citing documents: 130.    Total self citations: 23 (2.32 %)

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   Permalink: http://citec.repec.org/pmc19
   Updated: 2020-08-01    RAS profile: 2020-07-06    
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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:

Rao, D.S. Prasada (37)

Chotikapanich, Duangkamon (33)

Griffiths, William (28)

Jenkins, Stephen (22)

Caudill, Steven B (20)

Sarabia, José María (20)

Hlasny, Vladimir (19)

Hajargasht, Gholamreza (19)

Brzeziński, Michał (15)

Boccanfuso, Dorothee (14)

Savard, Luc (14)

Cites to:

Newey, Whitney (25)

Theodossiou, Panayiotis (13)

Hansen, Bruce (9)

Hansen, Christian (6)

Bollerslev, Tim (6)

Manski, Charles (5)

Harrison, Glenn (5)

Harvey, Campbell (5)

Caudill, Steven B (4)

Greene, William (3)

Lau, Morten (3)

Main data


Where James McDonald has published?


Journals with more than one article published# docs
Econometrica5
Journal of Econometrics5
Economics Letters4
The Review of Economics and Statistics3
Journal of Business & Economic Statistics3
Journal of Income Distribution3
Computational Economics3
Econometric Reviews2
Journal of Applied Econometrics2

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

Recent works citing James McDonald (2018 and 2017)


YearTitle of citing document
2019A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries. (2019). McAleer, Michael ; Slottje, Daniel J ; Ryu, Hang K. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:1:p:31-61.

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2017NEW ECONOMIC WINDOWS ON INCOME AND WEALTH: THE k-GENERALIZED FAMILY OF DISTRIBUTIONS. (2017). Gallegati, Mauro ; Clementi, Fabio. In: Journal of Social and Economic Statistics. RePEc:aes:jsesro:v:6:y:2017:i:1:p:1-15.

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2017Semiparametric GARCH via Bayesian model averaging. (2017). Gerlach, Richard H ; Ye, Wilson . In: Papers. RePEc:arx:papers:1708.07587.

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2020Option Pricing with Greed and Fear Factor: The Rational Finance Approach. (2017). Fabozzi, Frank ; Racheva-Iotova, Boryana. In: Papers. RePEc:arx:papers:1709.08134.

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2018Loss Data Analytics. (2018). Frees, Edward. In: Papers. RePEc:arx:papers:1808.06718.

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2018Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity. (2018). Wo, Tomasz ; Lutkepohl, Helmut. In: Papers. RePEc:arx:papers:1811.08167.

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2019Identification 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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2020Risk Loadings in Classification Ratemaking. (2020). Meng, Shengwang ; Li, Zhengxiao ; Yang, Liang. In: Papers. RePEc:arx:papers:2002.01798.

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2020Distributional 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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2017Pareto and the Upper Tail of the Income Distribution in the UK: 1799 to the Present. (2017). ATKINSON, AB. In: Economica. RePEc:bla:econom:v:84:y:2017:i:334:p:129-156.

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2020Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segments. (2020). Savva, Christos ; Theodossiou, Panayiotis ; Tsouknidis, Dimitris. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:3:p:1097-1119.

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2020A functional approach to small area estimation of the relative median poverty gap. (2020). Ferrante, Maria Rosaria ; Fabrizi, Enrico ; Trivisano, Carlo. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:3:p:1273-1291.

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2017Prediction of settlement delay in critical illness insurance claims by using the generalized beta of the second kind distribution. (2017). Dodd, Erengul ; Streftaris, George. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:66:y:2017:i:2:p:273-294.

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2017Volatility Modeling with a Generalized t Distribution. (2017). Rao, Tata Subba ; Lange, Rutger-Jan ; Harvey, Andrew ; Wilson, Granville Tunnicliffe. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:2:p:175-190.

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2017Adaptive Estimation in Multiple Time Series With Independent Component Errors. (2017). Rao, Tata Subba ; Taylor, L ; Robinson, P M ; Wilson, Granville Tunnicliffe. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:2:p:191-203.

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2017On the World Distribution of Income. (2017). Provenzano, Davide . In: Review of Income and Wealth. RePEc:bla:revinw:v:63:y:2017:i:1:p:189-196.

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2017The Theil Indices in Parametric Families of Income Distributions—A Short Review. (2017). Addison, Tony ; Remuzgo, Lorena ; Jorda, Vanesa ; Sarabia, Jose Maria ; Tarp, Finn ; Pirttila, Yukka. In: Review of Income and Wealth. RePEc:bla:revinw:v:63:y:2017:i:4:p:867-880.

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2018Second‐Order Discrimination and Generalized Lorenz Dominance. (2018). Salas, Rafael ; Zeager, Lester A ; Bishop, John A. In: Review of Income and Wealth. RePEc:bla:revinw:v:64:y:2018:i:3:p:563-575.

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2019Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models. (2019). NG, KOK HAUR ; Kok-Haur, NG ; Shelton, Peiris ; Thanakorn, Nitithumbundit ; So, Chan Jennifer. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:23:y:2019:i:2:p:22:n:4.

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2019Dynamic Tobit models. (2019). Harvey, Andrew ; Liao, Y. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1913.

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2019Score-Driven Models for Realized Volatility. (2019). Harvey, Andrew ; Palumbo, D. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1950.

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2018Partially Adaptive Econometric Methods and the Modern Obesity Epidemic. (2018). McDonald, James B ; Carson, Scott A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7058.

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2017Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity. (2017). Woźniak, Tomasz ; Lütkepohl, Helmut ; Woniak, Tomasz ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1707.

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2020Estimation and inference for area-wise spatial income distributions from grouped data. (2020). Kawakubo, Yuki ; Kobayashi, Genya ; Sugasawa, Shonosuke. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:145:y:2020:i:c:s0167947319302592.

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2020Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity. (2020). Woźniak, Tomasz ; Lütkepohl, Helmut ; Woniak, Tomasz ; Lutkepohl, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300324.

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2018Why are professors “Poorly paid”?. (2018). Hamermesh, Daniel S. In: Economics of Education Review. RePEc:eee:ecoedu:v:66:y:2018:i:c:p:137-141.

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2017Efficient modelling and forecasting with range based volatility models and its application. (2017). NG, KOK HAUR ; Chan, Jennifer ; Allen, David ; Peiris, Shelton. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:448-460.

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2020Modelling conditional skewness: Heterogeneous beliefs, short sale restrictions and market declines. (2020). Shum, Wai Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300774.

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2017Picking Winners: Modelling the Costs of Technology-specific Climate Policy in the U.S. Passenger Vehicle Sector. (2017). Fox, Jacob ; Jaccard, Mark ; Axsen, Jonn. In: Ecological Economics. RePEc:eee:ecolec:v:137:y:2017:i:c:p:133-147.

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2019Computing the Gini index: A note. (2019). Su, Jianxi ; Kye, Yisub ; Furman, Edward. In: Economics Letters. RePEc:eee:ecolet:v:185:y:2019:i:c:s0165176519303787.

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2017Efficient estimation in models with independence restrictions. (2017). Poirier, Alexandre. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:1-22.

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2017R-estimation in semiparametric dynamic location-scale models. (2017). Hallin, Marc ; la Vecchia, Davide . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:233-247.

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2017A simple consistent test of conditional symmetry in symmetrically trimmed tobit models. (2017). Chen, Tao ; Tripathi, Gautam. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:29-40.

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2018Nonparametric specification testing via the trinity of tests. (2018). Gupta, Abhimanyu. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:169-185.

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2019Importance sampling from posterior distributions using copula-like approximations. (2019). Tsionas, Mike ; Dellaportas, Petros. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:45-57.

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2020Modeling time series when some observations are zero. (2020). Harvey, Andrew ; Ito, Ryoko. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:33-45.

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2020Robust estimation with many instruments. (2020). Solvsten, Mikkel. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:495-512.

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2020Adaptive inference on pure spatial models. (2020). Robinson, Peter M ; Lee, Jungyoon. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:2:p:375-393.

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2018Approximating expected shortfall for heavy-tailed distributions. (2018). Broda, Simon A ; Paolella, Marc S ; Krause, Jochen . In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:184-203.

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2017Using parametric classification trees for model selection with applications to financial risk management. (2017). Adcock, C J ; Meade, N. In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:2:p:746-765.

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2020An evolutionary approach to fraud management. (2020). Rabitti, Giovanni ; Galeotti, Marcello ; Vannucci, Emanuele. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:3:p:1167-1177.

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2018Testing for leverage effects in the returns of US equities. (2018). Chorro, Christophe ; Lalaharison, Hanjarivo ; Ielpo, Florian ; Guegan, Dominique. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:290-306.

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2017Hedge fund return, volatility asymmetry, and systemic effects: A higher-moment factor-EGARCH model. (2017). Elyasiani, Elyas ; Mansur, Iqbal. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:49-65.

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2019How mean rank and mean size may determine the generalised Lorenz curve: With application to citation analysis. (2019). Lando, Tommaso ; Bertoli-Barsotti, Lucio. In: Journal of Informetrics. RePEc:eee:infome:v:13:y:2019:i:1:p:387-396.

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2020Measurement and analysis of Chinese journal discriminative capacity. (2020). Su, Xinning ; Deng, Sanhong ; Wang, Hao ; Zhang, Baolong. In: Journal of Informetrics. RePEc:eee:infome:v:14:y:2020:i:1:s1751157719302652.

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2018Weighted risk capital allocations in the presence of systematic risk. (2018). Furman, Edward ; Zitikis, Riardas ; Kuznetsov, Alexey. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:79:y:2018:i:c:p:75-81.

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2018Compound unimodal distributions for insurance losses. (2018). Punzo, Antonio ; Maruotti, Antonello ; Bagnato, Luca. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:81:y:2018:i:c:p:95-107.

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2018Bayesian nonparametric regression models for modeling and predicting healthcare claims. (2018). Richardson, Robert ; Hartman, Brian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:83:y:2018:i:c:p:1-8.

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2017Car resale price forecasting: The impact of regression method, private information, and heterogeneity on forecast accuracy. (2017). Voss, Stefan ; Lessmann, Stefan. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:864-877.

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2019Quasi ex-ante inflation forecast uncertainty. (2019). Díaz, Carlos ; Charemza, Wojciech ; Makarova, Svetlana ; Diaz, Carlos. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:994-1007.

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2020Unbalanced data, type II error, and nonlinearity in predicting M&A failure. (2020). In, Joonhwan ; Han, Sumin ; Baik, Hyeoncheol ; Joo, Sunghoon ; Lee, Kangbok. In: Journal of Business Research. RePEc:eee:jbrese:v:109:y:2020:i:c:p:271-287.

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2017Measuring discrimination using principles of stochastic dominance. (2017). Huang, Rachel ; Hoy, Michael. In: Journal of Economic Theory. RePEc:eee:jetheo:v:167:y:2017:i:c:p:39-52.

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2019Regression based scenario generation: Applications for performance management. (2019). Mitra, Sovan ; Karathanasopoulos, Andreas ; Lim, Sungmook. In: Operations Research Perspectives. RePEc:eee:oprepe:v:6:y:2019:i:c:s2214716018300940.

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2017The impact of randomness on the distribution of wealth: Some economic aspects of the Wright–Fisher diffusion process. (2017). Bouleau, Nicolas ; Chorro, Christophe. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:379-395.

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2018Systems of frequency distributions for water and environmental engineering. (2018). Singh, Vijay P. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:50-74.

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2018A new formulation of the Dagum distribution in terms of income inequality and poverty measures. (2018). Domma, Filippo ; Giordano, Sabrina ; Condino, Francesca. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:511:y:2018:i:c:p:104-126.

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2019Entropy based European income distributions and inequality measures. (2019). Villas-Boas, Sofia B ; Judge, George ; Fu, Qiuzi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:686-698.

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2019Stochastic modeling of currency exchange rates with novel validation techniques. (2019). Michalak, Anna ; Sikora, Grzegorz ; Wyomaska, Agnieszka ; Mita, Pawe ; Bielak, Ukasz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:1202-1215.

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2020Analysis of the driving factors of U.S. domestic population mobility. (2020). Chen, Qinghua ; Huang, Siyu ; Li, Xiaomeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316875.

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2018Estimation of wind speed probability density function using a mixture of two truncated normal distributions. (2018). Mazzeo, Domenico ; Labonia, Ester ; Oliveti, Giuseppe. In: Renewable Energy. RePEc:eee:renene:v:115:y:2018:i:c:p:1260-1280.

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2019The asymmetric log-Laplace distribution as a limiting case of the generalized beta distribution. (2019). McDonald, James B ; Jensen, Jonathan E ; Higbee, Joshua D. In: Statistics & Probability Letters. RePEc:eee:stapro:v:151:y:2019:i:c:p:73-78.

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2020Second-order stochastic dominance for decomposable multiparametric families with applications to order statistics. (2020). Bertoli-Barsotti, Lucio ; Lando, Tommaso. In: Statistics & Probability Letters. RePEc:eee:stapro:v:159:y:2020:i:c:s0167715219303372.

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2020Independence properties of the truncated multivariate elliptical distributions. (2020). Su, Jianxi ; Richards, Donald ; Levine, Michael. In: Statistics & Probability Letters. RePEc:eee:stapro:v:161:y:2020:i:c:s0167715220300328.

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2019Global inequality: How large is the effect of top incomes?. (2019). Nio-Zarazua, Miguel ; Jorda, Vanesa. In: World Development. RePEc:eee:wdevel:v:123:y:2019:i:c:16.

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2019Insurance ratemaking using the Exponential-Lognormal regression model. (2019). Mustaqeem, Muhammad Waqar ; Yik, Woo Hee ; Tzougas, George. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:101729.

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2017Are international accounting standards more credit relevant than domestic standards?. (2017). Pope, Peter F ; Kosi, Urska ; Florou, Annita. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:68202.

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2017Adaptive estimation in multiple time series with independent component errors. (2017). Taylor, Luke ; Robinson, Peter. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:68345.

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2017A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries. (2017). Slottje, Daniel ; McAleer, Michael ; Ryu, H K. In: Econometric Institute Research Papers. RePEc:ems:eureir:102548.

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2020Count copula regression model using generalized beta distribution of the second kind. (2020). Zaroudi, Samira ; Safari-Katesari, Hadi. In: Statistics in Transition New Series. RePEc:exl:29stat:v:21:y:2020:i:2:p:1-12.

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2018Using the GB2 Income Distribution. (2018). Rao, D.S. Prasada ; Hajargasht, Gholamreza ; Prasada, D S ; Karunarathne, Wasana ; Griffiths, William E ; Chotikapanich, Duangkamon. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:21-:d:141682.

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2018Parametric Inference for Index Functionals. (2018). Guerrier, Stephane ; Victoria-Feser, Maria-Pia ; Orso, Samuel. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:22-:d:142189.

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2018Top Incomes and Inequality Measurement: A Comparative Analysis of Correction Methods Using the EU SILC Data. (2018). Verme, Paolo ; Hlasny, Vladimir. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:30-:d:150429.

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2020Testing for Stochastic Dominance up to a Common Relative Poverty Line. (2020). Mehdi, Tahsin. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:1:p:5-:d:319035.

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2017Fréchet Distribution Applied to Salary Incomes in Spain from 1999 to 2014. An Engineering Approach to Changes in Salaries’ Distribution. (2017). Pindado, Santiago ; Cubas, Javier. In: Economies. RePEc:gam:jecomi:v:5:y:2017:i:2:p:14-:d:97287.

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2017A Statistical Analysis of Cryptocurrencies. (2017). Chan, Stephen ; Osterrieder, Joerg ; Nadarajah, Saralees ; Chu, Jeffrey. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:2:p:12-:d:100126.

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2020The Distribution of Cross Sectional Momentum Returns When Underlying Asset Returns Are Student’s t Distributed. (2020). Satchell, Stephen ; Kang, Oh Kang. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:2:p:27-:d:316651.

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2017An EM Algorithm for Double-Pareto-Lognormal Generalized Linear Model Applied to Heavy-Tailed Insurance Claims. (2017). Calderin-Ojeda, Enrique ; Wu, Xueyuan ; Fergusson, Kevin. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:60-:d:117944.

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2020Uncertainty Analysis for Data-Driven Chance-Constrained Optimization. (2020). Weigert, Joris ; Lowgren, Bartolomeus Haussling ; Repke, Jens-Uwe ; Esche, Erik. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2450-:d:334938.

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2019Permutation Tests for Comparing Inequality Measures. (2019). Flachaire, Emmanuel ; Khalaf, Lynda ; Dufour, Jean-Marie. In: Post-Print. RePEc:hal:journl:hal-02172793.

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2019Flexible (panel) regression models for bivariate count-continuous data with an insurance application. (2019). Lu, Yang. In: Post-Print. RePEc:hal:journl:hal-02419024.

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2017Assessment of Density Forecast for Energy Commodities in Post-Financialization Era. (2017). Laha, A K ; Deepak, Bisht . In: IIMA Working Papers. RePEc:iim:iimawp:14574.

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2017The impact of top incomes biases on the measurement of inequality in the United States. (2017). Verme, Paolo ; Hlasny, Vladimir. In: Working Papers. RePEc:inq:inqwps:ecineq2017-452.

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2019Redistributive impacts of fiscal policies in Mexico: Corrections for top income measurement problems. (2019). Hlasny, Vladimir. In: Working Papers. RePEc:inq:inqwps:ecineq2019-497.

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2020Parametric Representation of the Top of Income Distributions: Options, Historical Evidence and Model Selection. (2020). Hlasny, Vladimir. In: Working Papers. RePEc:inq:inqwps:ecineq2020-547.

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2020Top Expenditure Distribution in Arab Countries and the Inequality Puzzle. (2020). Hlasny, Vladimir. In: Working Papers. RePEc:inq:inqwps:ecineq2020-549.

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2019Market Timing with Option-Implied Distributions in an Exponentially Tempered Stable Lévy Market. (2019). Polaski, Zachary ; Guerra, Manuel. In: Working Papers REM. RePEc:ise:remwps:wp0742019.

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2017Subjective beliefs and decision making under uncertainty in the field. (2017). Agarwal, Sandip Kumar. In: ISU General Staff Papers. RePEc:isu:genstf:201701010800006248.

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2018Why Are Professors Poorly Paid?. (2018). Hamermesh, Daniel. In: IZA Discussion Papers. RePEc:iza:izadps:dp11266.

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2019The Pure Effect of Social Preferences on Regional Location Choices: The Evolving Dynamics of Convergence to a Steady State Population Distribution. (2019). Stark, Oded ; Budzinski, Wiktor ; Kosiorowski, Grzegorz. In: IZA Discussion Papers. RePEc:iza:izadps:dp12331.

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2019Bayesian Estimation of Beta-type Distribution Parameters Based on Grouped Data. (2019). Nishino, Haruhisa ; Kakamu, Kazuhiko. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-018-9843-4.

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2018Information theoretic approaches to income density estimation with an application to the U.S. income data. (2018). Park, Sung Y. ; Bera, Anil K. In: The Journal of Economic Inequality. RePEc:kap:jecinq:v:16:y:2018:i:4:d:10.1007_s10888-018-9377-y.

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2017The ‘wrong skewness’ problem: a re-specification of stochastic frontiers. (2017). Bonanno, Graziella ; Domma, Filippo ; de Giovanni, Domenico. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:47:y:2017:i:1:d:10.1007_s11123-017-0492-8.

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2019Redistributive Impacts of Fiscal Policies in Mexico: Corrections for Top Income Measurement Problems. (2019). Hlasny, Vladimir. In: LIS Working papers. RePEc:lis:liswps:765.

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2018Using the GB2 Income Distribution: A Review. (2018). Rao, D.S. Prasada ; Hajargasht, Gholamreza ; Prasada, D S ; Karunarathne, Wasana ; Griffiths, William E ; Chotikapanich, Duangkamon. In: Department of Economics - Working Papers Series. RePEc:mlb:wpaper:2036.

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2017Testing for Leverage Effects in the Returns of US Equities. (2017). Lalaharison, Hanjarivo ; Ielpo, Florian ; Guegan, Dominique ; Chorro, Christophe. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:14022r.

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2017Modeling time series with zero observations. (2017). Harvey, Andrew ; Ito, Ryoko . In: Economics Papers. RePEc:nuf:econwp:1701.

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2019Heterogeneous Consumer Reactions to Health News. (2019). Hansen, Lars ; Smed, Sinne ; Browning, Martin. In: American Journal of Agricultural Economics. RePEc:oup:ajagec:v:101:y:2019:i:2:p:579-599..

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2019Evaluation of financial statements fraud detection research: a multi-disciplinary analysis. (2019). Rizzotto, Nicholas ; Appelbaum, Deniz ; Albizri, Abdullah. In: International Journal of Disclosure and Governance. RePEc:pal:ijodag:v:16:y:2019:i:4:d:10.1057_s41310-019-00067-9.

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2020A Coronavirus Asset Pricing Model: The Role of Skewness. (2020). Savva, Christos ; Delis, Manthos ; Theodossiou, Panayiotis. In: MPRA Paper. RePEc:pra:mprapa:100877.

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2019Addenda to “Are the log-growth rates of city sizes distributed normally? Empirical evidence for the USA [Empir. Econ. (2017) 53:1109-1123]”. (2019). Ramos, Arturo. In: MPRA Paper. RePEc:pra:mprapa:93032.

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2019Shape Factor Asymptotic Analysis I. (2019). Wang, Frank Xuyan. In: MPRA Paper. RePEc:pra:mprapa:93357.

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More than 100 citations found, this list is not complete...

Works by James McDonald:


YearTitleTypeCited
2007Risky Loss Distributions and Modeling the Loss Reserve Pay-out Tail In: Review of Applied Economics.
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article3
1998A FLEXIBLE PARAMETRIC GARCH MODEL WITH AN APPLICATION TO EXCHANGE RATES In: Economics Research Institute, ERI Study Papers.
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paper34
2001A flexible parametric GARCH model with an application to exchange rates.(2001) In: Journal of Applied Econometrics.
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2011Distributional Characteristics: Just a Few More Moments In: The American Statistician.
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article0
1993Estimating Aggregate Automotive Income Elasticities from the Population Income-Share Elasticity. In: Journal of Business & Economic Statistics.
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article3
2010Instrumental Variables Estimation With Flexible Distributions In: Journal of Business & Economic Statistics.
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article10
2007Instrumental variables estimation with flexible distribution.(2007) In: CeMMAP working papers.
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This paper has another version. Agregated cites: 10
paper
1987Interdistributional Income Inequality. In: Journal of Business & Economic Statistics.
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article16
2013SKEWNESS AND KURTOSIS PROPERTIES OF INCOME DISTRIBUTION MODELS In: Review of Income and Wealth.
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article11
2012Option Pricing and Distribution Characteristics In: BYU Macroeconomics and Computational Laboratory Working Paper Series.
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paper0
2015Option Pricing and Distribution Characteristics.(2015) In: Computational Economics.
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This paper has another version. Agregated cites: 0
article
2012Heteroskedasticity and Distributional Assumptions in the Censored Regression Model In: BYU Macroeconomics and Computational Laboratory Working Paper Series.
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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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paper0
2013Skewness–kurtosis bounds for the skewed generalized T and related distributions.(2013) In: Statistics & Probability Letters.
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This paper has another version. Agregated cites: 0
article
1988Partially Adaptive Estimation of Regression Models via the Generalized T Distribution In: Econometric Theory.
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article102
1972The Exact Finite Sample Distribution Function of the Limited Information Maximum Likelihood Identifiability Test Statistic. In: Econometrica.
[Full Text][Citation analysis]
article0
1973An Analysis of the Properties of the Exact Finite Sample Distribution of a Nonconsistent G CL Structural Variance Estimator. In: Econometrica.
[Full Text][Citation analysis]
article0
1977The K-Class Estimators as Least Variance Difference Estimators. In: Econometrica.
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article1
1979Functional Forms, Estimation Techniques and the Distribution of Income. In: Econometrica.
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article49
1984Some Generalized Functions for the Size Distribution of Income. In: Econometrica.
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article277
2017Academic salary compression across disciplines and over time In: Economics of Education Review.
[Full Text][Citation analysis]
article2
1991Parametric models for partially adaptive estimation with skewed and leptokurtic residuals In: Economics Letters.
[Full Text][Citation analysis]
article14
1994Some forecasting applications of partially adaptive estimators of ARIMA models In: Economics Letters.
[Full Text][Citation analysis]
article2
1996A comparison of semi-parametric and partially adaptive estimators of the censored regression model with possibly skewed and leptokurtic error distributions In: Economics Letters.
[Full Text][Citation analysis]
article10
1996An application and comparison of some flexible parametric and semi-parametric qualitative response models In: Economics Letters.
[Full Text][Citation analysis]
article10
1981An analysis of the bounds for the Gini coefficient In: Journal of Econometrics.
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article4
1989Using incomplete moments to measure inequality In: Journal of Econometrics.
[Full Text][Citation analysis]
article21
1990Regression models for positive random variables In: Journal of Econometrics.
[Full Text][Citation analysis]
article13
1995A generalization of the beta distribution with applications In: Journal of Econometrics.
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article150
1995A generalization of the beta distribution with applications.(1995) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 150
article
2006Partially adaptive robust estimation of regression models and applications In: European Journal of Operational Research.
[Full Text][Citation analysis]
article4
2005Forecasting asymmetries in aggregate stock market returns: Evidence from conditional skewness In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article9
1990Applications of the GB2 family of distributions in modeling insurance loss processes In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article26
1988Applications of the Gb2 Family of Distributions in the Modeling Insurance Loss Processe..(1988) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 26
paper
1988APPLICATIONS OF THE GB2 FAMILY OF DISTRIBUTIONS IN THE MODELING INSURANCE LOSS PROCESSE..(1988) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 26
paper
1989Partially adaptive estimation of ARMA time series models In: International Journal of Forecasting.
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article15
1992Generalized bankruptcy models applied to predicting consumer credit behavior In: Journal of Economics and Business.
[Full Text][Citation analysis]
article3
2018On using interval response data in experimental economics In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
[Full Text][Citation analysis]
article0
1996A Generalized Qualitative-Response Model and the Analysis of Management Fraud In: Management Science.
[Full Text][Citation analysis]
article15
1995The Distribution of Personal Income: Revisited. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article20
1997Something New, Something Old: Parametric Models for the Size of Distribution of Income In: Journal of Income Distribution.
[Full Text][Citation analysis]
article5
2002Estimating Faculty Salary Distributions: An Application of Order Statistics In: Journal of Income Distribution.
[Full Text][Citation analysis]
article0
2003Measurement Error and the Distribution of Income In: Journal of Income Distribution.
[Full Text][Citation analysis]
article0
2000Measurement error and the distribution of income.(2000) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2010Partially Adaptive Econometric Methods For Regression and Classification In: Computational Economics.
[Full Text][Citation analysis]
article3
2013Partially Adaptive Estimation of Interval Censored Regression Models In: Computational Economics.
[Full Text][Citation analysis]
article1
2007The impact of taxes and transfer payments on the distribution of income: A parametric comparison In: The Journal of Economic Inequality.
[Full Text][Citation analysis]
article14
1999Review of Categorical Models for Classification Issues in Accounting and Finance. In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article12
2009Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application In: Multinational Finance Journal.
[Full Text][Citation analysis]
article2
2006Some evidence on forecasting time-series with support vector machines In: Journal of the Operational Research Society.
[Full Text][Citation analysis]
article1
1979On the Effect of Multicollinearity Upon the Properties of Structural Coefficient Estimators In: UP School of Economics Discussion Papers.
[Citation analysis]
paper0
2002A Generalized Model for Predictive Data Mining In: Information Systems Frontiers.
[Full Text][Citation analysis]
article0
2018The influence of dispersion on journal impact measures In: Scientometrics.
[Full Text][Citation analysis]
article2
2003A Comparison of Partially Adaptive and Reweighted Least Squares Estimation In: Econometric Reviews.
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article2
2014Partially Adaptive Estimation of the Censored Regression Model In: Econometric Reviews.
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article3
2010Robust estimation with flexible parametric distributions: estimation of utility stock betas In: Quantitative Finance.
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article4
1986Trends in Unemployment Duration Data. In: The Review of Economics and Statistics.
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article17
1987Some Generalized Mixture Distributions with an Application to Unemployment Duration. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article19
1990Robust and Partially Adaptive Estimation of Regression Models. In: The Review of Economics and Statistics.
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article18
1987A General Distribution for Describing Security Price Returns. In: The Journal of Business.
[Full Text][Citation analysis]
article31
2007Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models In: Economics Discussion Papers.
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paper10
2007Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models.(2007) In: Economics - The Open-Access, Open-Assessment E-Journal.
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This paper has another version. Agregated cites: 10
article

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